INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 93.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.23% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.85608838.994
FTSE MIB44,713.460051315.84
Nikkei 22552,991.100066422.6
Russell 20002,645.36102940.163

STRIKE DATE 20/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected 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 XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP JAN 2026
ISIN: XS3204438496
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 97.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.66% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810014214.95
Eurostoxx 505,882.88006210.17
S&P 5006,875.62007408.3
Nikkei 22552,774.640066422.6

STRIKE DATE 21/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD JAN 2026
ISIN: XS3204438579
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.25% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810014214.95
Eurostoxx 505,882.88006210.17
Nikkei 22552,774.640066422.6
S&P 5006,875.62007408.3

STRIKE DATE 21/01/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: 96.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.22% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83006210.17
Russell 20002,519.30402940.163
Nikkei 22549,383.290066422.6
S&P/ASX 2008,598.94808838.994

STRIKE DATE 16/12/2025
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: USD: 1.975% Quarterly (7.90% 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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 100.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.07% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5206210.17
FTSE 1009,751.310010639.17
S&P 5006,816.51007408.3
Nikkei 22550,168.110066422.6

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 101.79%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.79% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71006210.17
Nikkei 22550,836.550066422.6
S&P 5006,827.41007408.3

STRIKE DATE 12/12/2025
RETURN & BARRIERS
Maximum Term: 5 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: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Jan 2026
ISIN: XS3205826954
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 95.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.01% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,169.960014214.95
FTSE MIB44,713.460051315.84
Nikkei 22552,991.100066422.6
Russell 20002,645.36102940.163

STRIKE DATE 20/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3205826954
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall December 2025 GBP
ISIN: XS3184602723
STRIKE DATE: 10/12/2025
INDICATIVE PRICE: 99.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.90% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,579.36008838.994
FTSE MIB43,465.340051315.84
Nikkei 22550,602.800066422.6
S&P 5006,886.68007408.3

STRIKE DATE 10/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602723
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE
Natixis Semi Annual Defensive Autocall December 2025 GBP
ISIN: XS3138916153
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 103.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.69% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,718.08006210.17
Russell 20002,531.15902940.163
SMI12,893.610014214.95
Nikkei 22551,028.420066422.6

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138916153
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual Defensive Autocall December 2025 USD
ISIN: XS3184620113
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 100.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.03% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051315.84
Eurostoxx 505,718.08006210.17
Nikkei 22551,028.420066422.6
Russell 20002,531.15902940.163

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620113
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual 95% Defensive Autocall December 2025 USD
ISIN: XS3184620204
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 100.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.51% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051315.84
Eurostoxx 505,718.08006210.17
Nikkei 22551,028.420066422.6
S&P 5006,857.12007408.3

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620204
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
ISIN: XS3184620030
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 102.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.89% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070051315.84
Eurostoxx 505,718.08006210.17
Nikkei 22551,028.420066422.6
Russell 20002,531.15902940.163

STRIKE DATE 04/12/2025
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620030
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3189306940
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 91.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.81% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,039.09103167.097
FTSE MIB45,799.690051315.84
Nikkei 22553,936.170066422.6
Russell 20002,677.73802940.163

STRIKE DATE 16/01/2026
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: GBP: 3.50% Semi-Annual (7.00% 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 XS3189306940
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall December 2025 USD
ISIN: XS3138908648
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 97.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.73% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006210.17
Russell 20002,512.13602940.163
SMI12,858.330014214.95
Nikkei 22549,864.680066422.6

STRIKE DATE 03/12/2025
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: USD: 2.00% Quarterly (8.00% 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 XS3138908648
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall December 2025 GBP
ISIN: XS3167732901
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 96.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.44% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006210.17
SMI12,858.330014214.95
Nikkei 22549,864.680066422.6
Russell 20002,512.13602940.163

STRIKE DATE 03/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3167732901
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Natixis World Indices Memory Income Autocall December 2025 USD
ISIN: XS3138911865
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 97.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.39% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006210.17
Russell 20002,512.13602940.163
SMI12,858.330014214.95
Nikkei 22549,864.680066422.6

STRIKE DATE 03/12/2025
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: USD: 1.98% Quarterly (7.92% 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 XS3138911865
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall December 2025 AUD
ISIN: XS3184620543
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 100.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 100.32% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640051315.84
HSI25,760.730025210.81
Nikkei 22549,864.680066422.6

STRIKE DATE 03/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: AUD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620543
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall December 2025 USD
ISIN: DE000UN1T859
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 96.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.97% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,849.72007408.3
SMI12,858.330014214.95
Nikkei 22549,864.680066422.6
FTSE MIB43,380.640051315.84

STRIKE DATE 03/12/2025
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: USD: 1.9% Quarterly (7.60% 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 DE000UN1T859
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Jan 2026 – Factsheet on request
ISIN: XS3233640104
STRIKE DATE: 15/01/2026
INDICATIVE PRICE: 66.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 66.85% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.8500120.04
Intel48.3200100.23
Tesla Inc438.5700319.69
Nvidia Corporation187.0500208.76

STRIKE DATE 15/01/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3233640104
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 93.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 93.43% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890025210.81
Nikkei 22550,253.910066422.6
OMX Stockholm 302,787.76903167.097
S&P 5006,849.09007408.3

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE