INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale US Tech Early Low Hurdle Autocall USD Nov 2025
ISIN: XS3200766502
STRIKE DATE: 06/11/2025
INDICATIVE PRICE: 80.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 80.61% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle243.8000184.13
Intel37.2400124.57
Tesla Inc445.9100406.43
Nvidia Corporation188.0800205.19

STRIKE DATE 06/11/2025
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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3200766502
NEXT POTENTIAL MATURITY DATE 06/08/2026

EXPAND CLOSE
Natixis 80-60 Memory Income Autocall October 2025 USD
ISIN: XS2736747481
STRIKE DATE: 06/10/2025
INDICATIVE PRICE: 98.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.92% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,146.130051497.21
Nasdaq 10024,978.560029635.95
Nikkei 22547,944.760066020.04
Eurostoxx 505,628.72006187.63

STRIKE DATE 06/10/2025
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: USD: 2.10% Quarterly (8.40% 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 XS2736747481
NEXT POTENTIAL MATURITY DATE 06/10/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Nov 2025
ISIN: XS3145125707
STRIKE DATE: 04/11/2025
INDICATIVE PRICE: 93.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,741.08303113.57
FTSE MIB43,262.350051497.21
Nikkei 22551,497.200066020.04
Russell 20002,427.33702943.992

STRIKE DATE 04/11/2025
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: 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 XS3145125707
NEXT POTENTIAL MATURITY DATE 04/11/2026

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3126369050
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 97.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.80% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,491.250010471.72
S&P 5006,715.79007431.46
Nikkei 22545,769.500066020.04
FTSE MIB43,258.110051497.21

STRIKE DATE 03/10/2025
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: USD: .4.85% Semi-Annual (9.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126369050
NEXT POTENTIAL MATURITY DATE 05/10/2026

EXPAND CLOSE
BBVA Triple Index Reducing Autocall October 2025 USD
ISIN: XS3126422719
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 99.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.86% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,651.71006187.63
FTSE 1009,491.250010471.72
S&P 5006,715.79007431.46

STRIKE DATE 03/10/2025
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: 2.85% Semi-Annually (5.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126422719
NEXT POTENTIAL MATURITY DATE 05/10/2026

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall Oct Bespoke 2025 USD
ISIN: XS3182308117
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 65.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 65.03% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.7800184.13
Intel37.3000124.57
Amazon.com222.4100238.55
Nvidia Corporation188.8900205.19

STRIKE DATE 02/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3182308117
NEXT POTENTIAL MATURITY DATE 02/07/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall September 2025 USD
ISIN: XS2736750196
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.99% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006187.63
Russell 20002,436.48402943.992
SMI12,109.420013708.02
Nikkei 22544,932.630066020.04

STRIKE DATE 30/09/2025
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: 1.9375% Quarterly (7.75% 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 XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS2736749933
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.67% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006187.63
Russell 20002,436.48402943.992
SMI12,109.420013708.02
Nikkei 22544,932.630066020.04

STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 USD
ISIN: XS2736749859
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.43% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006187.63
Russell 20002,436.48402943.992
SMI12,109.420013708.02
Nikkei 22544,932.630066020.04

STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall September 2025 USD
ISIN: XS3095667260
STRIKE DATE: 19/09/2025
INDICATIVE PRICE: 99.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.48% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.250036.83
Barclays381.6500472.85
UniCredit SpA64.920073.3
Morgan Stanley159.9100214.04

STRIKE DATE 19/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 4.125% Quarterly (16.50% 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 XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026

EXPAND CLOSE
Marex US Tech Low Hurdle Defensive Autocall Sep 2025 GBP
ISIN: XS3126255713
STRIKE DATE: 29/09/2025
INDICATIVE PRICE: 85.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 85.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc244.3600359.68
Microsoft514.6000390.74
Amazon.com222.1700238.55
Tesla Inc443.2100406.43

STRIKE DATE 29/09/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 70% low hurdle at maturity Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Oct 2025
ISIN: XS3126394835
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 90.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.55% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,568.180013708.02
FTSE MIB42,486.670051497.21
S&P 5006,791.69007431.46
HSI26,160.150024718.1

STRIKE DATE 24/10/2025
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: EUR: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Oct 2025
ISIN: XS2880175653
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 98.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.16% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,486.670051497.21
S&P 5006,791.69007431.46
HSI26,160.150024718.1

STRIKE DATE 24/10/2025
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: EUR: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA World Banks Memory Income Autocall September 2025
ISIN: XS3108804694
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 99.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.44% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100036.83
Societe Generale56.840073.4
Lloyds82.0800102.35
Citi Group Inc103.0000139.83

STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% 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 XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income September 2025 USD
ISIN: XS3095699388
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 105.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.58% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100036.83
UniCredit SpA64.130073.3
Morgan Stanley160.7600214.04
Barclays389.3000472.85

STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: USD: 24.00% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027

EXPAND CLOSE
Natixis Global Markets Memory Income Autcall USD Oct 2025
ISIN: XS2736751160
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 99.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.34% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,392.360051497.21
Russell 20002,499.90502943.992
Nikkei 22549,185.500066020.04
OMX Stockholm 302,736.16703113.57

STRIKE DATE 20/10/2025
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: USD: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Oct 2025
ISIN: XS2736751244
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 98.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.26% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,635.020013708.02
FTSE MIB42,392.360051497.21
Nikkei 22549,185.500066020.04
Nasdaq 10025,141.020029635.95

STRIKE DATE 20/10/2025
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: USD: 1.75% Quarterly(7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Oct 2025
ISIN: XS3126381691
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 93.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.32% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,030.01908804.037
FTSE MIB42,209.640051497.21
Nikkei 22549,307.790066020.04
Russell 20002,451.55202943.992

STRIKE DATE 22/10/2025
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 XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall September 2025 USD
ISIN: XS2879692528
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 100.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 100.28% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180051497.21
S&P 5006,693.75007431.46
HSI26,344.140024718.1

STRIKE DATE 22/09/2025
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: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall September 2025 USD
ISIN: XS3108821607
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 97.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.07% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays383.3500472.85
Commerzbank AG31.690036.83
UniCredit SpA65.020073.3
Morgan Stanley160.7100214.04

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE