INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD Nov 2025
ISIN: XS3170651676
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 94.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.31% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,416.50108804.037
FTSE MIB42,661.670051497.21
Nikkei 22548,625.880066020.04
Russell 20002,369.58702943.992

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3170651676
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
SANTANDERGLOBAL BANKS 55-55 MEMORY INCOME AUTOCALL
ISIN: XS3149208210
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 93.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.91% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG29.640036.83
Deutsche Bank AG28.575028.74
Wells Fargo & Co83.880083.73
UniCredit SpA61.580073.3

STRIKE DATE 22/10/2025
RETURN & BARRIERS
Maximum Term: 3.5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.675% Quarterly (14.70% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3149208210
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall USD Nov 2025
ISIN: XS2736759908
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,917.640051497.21
Russell 20002,305.11202943.992
Nikkei 22549,823.940066020.04
OMX Stockholm 302,701.94703113.57

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.26% Quarterly (9.04% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.04% p.a.
ISIN XS2736759908
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Nov 2025
ISIN: XS2736759817
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,543.060013708.02
FTSE MIB42,917.640051497.21
Nikkei 22549,823.940066020.04
Nasdaq 10024,054.380029635.95

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.08% p.a.
ISIN XS2736759817
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 USD
ISIN: XS3126449670
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 87.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.40% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400114.8
Kroger Co68.990064.71
Walmart Inc107.7300121.05

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period USD: 7.70% Semi-Annually (15.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126449670
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 GBP
ISIN: XS3126449753
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 87.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.66% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400114.8
Kroger Co68.990064.71
Walmart Inc107.7300121.05

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: GBP: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126449753
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3126429649
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 95.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.61% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580013708.02
Eurostoxx 505,605.03006187.63
Nikkei 22547,672.670066020.04
Russell 20002,519.75402943.992

STRIKE DATE 16/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126429649
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3126429722
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 95.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.55% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580013708.02
Eurostoxx 505,605.03006187.63
Nikkei 22547,672.670066020.04
Russell 20002,519.75402943.992

STRIKE DATE 16/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126429722
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA Global Markets Reducing Autocall October 2025 USD
ISIN: XS3126425498
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,605.03006187.63
FTSE 1009,424.750010471.72
Russell 20002,519.75402943.992

STRIKE DATE 16/10/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 3.15% Semi-Annually (6.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS3126425498
NEXT POTENTIAL MATURITY DATE 16/04/2026

EXPAND CLOSE
Natixis Global Markets Defensive Autocall GBP Nov 2025
ISIN: XS2736759148
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 105.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.90% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690051497.21
Russell 20002,388.22702943.992
Nikkei 22550,376.530066020.04
OMX Stockholm 302,757.12003113.57

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: GBP: 6.375% Semi-Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736759148
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
Natixis Globals Market Defensive Autocall USD Nov 2025
ISIN: XS2736759064
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 106.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 106.90% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690051497.21
Russell 20002,388.22702943.992
Nikkei 22550,376.530066020.04
OMX Stockholm 302,757.12003113.57

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: USD: 7.15% Semi-Annually (14.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736759064
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Nov 2025
ISIN: XS3148616124
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 101.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.01% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013708.02
Eurostoxx 505,742.79006187.63
Nikkei 22551,281.830066020.04
S&P 5006,737.49007431.46

STRIKE DATE 13/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6. 25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148616124
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Nov 2025
ISIN: XS3148615829
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 101.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.25% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013708.02
Eurostoxx 505,742.79006187.63
Nikkei 22551,281.830066020.04
S&P 5006,737.49007431.46

STRIKE DATE 13/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148615829
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income October 2025 EUR
ISIN: XS3133238207
STRIKE DATE: 15/10/2025
INDICATIVE PRICE: 99.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.65% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays379.2500472.85
Commerzbank AG30.850036.83
Deutsche Bank AG30.080028.74

STRIKE DATE 15/10/2025
RETURN & BARRIERS
1.83% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3133238207
NEXT POTENTIAL MATURITY DATE 15/10/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall GBP Nov 2025
ISIN: XS2736757522
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 97.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.55% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,895.670051497.21
Russell 20002,455.64502943.992
Nikkei 22550,911.760066020.04
FTSE 1009,787.150010471.72

STRIKE DATE 10/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 1.875% Quarterly (7.50.% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736757522
NEXT POTENTIAL MATURITY DATE 10/11/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3145135763
STRIKE DATE: 10/10/2025
INDICATIVE PRICE: 93.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.19% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,088.800066020.04
FTSE MIB42,047.500051497.21
Russell 20002,394.59502943.992
S&P/ASX 2008,958.33608804.037

STRIKE DATE 10/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.89% Quarterly (7.56% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3145135763
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall USD Nov 2025
ISIN: XS3148579413
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 93.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.39% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.910036.83
Societe Generale56.900073.4
Lloyds92.9200102.35
Citi Group Inc101.4900139.83

STRIKE DATE 10/11/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.05% Quarterly (12.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3148579413
NEXT POTENTIAL MATURITY DATE 10/11/2026

EXPAND CLOSE
Barlcays 100% Capital Protected Autocall GBP Nov 2025
ISIN: XS3145149558
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 95.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.74% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,733.10703113.57
FTSE MIB42,917.670051497.21
Nikkei 22550,276.370066020.04
Russell 20002,432.82402943.992

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3145149558
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Nov 2025
ISIN: XS3148562872
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 98.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.63% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350013708.02
FTSE MIB42,917.670051497.21
Nikkei 22550,276.370066020.04
Russell 20002,432.82402943.992

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148562872
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall Oct 2025 USD
ISIN: XS2736753885
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 99.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.92% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,521.790013708.02
FTSE MIB43,070.950051497.21
Nikkei 22547,950.880066020.04
S&P 5006,714.59007431.46

STRIKE DATE 07/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.05% Semi-Annually (8.10% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736753885
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE