INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi Annual Reducing Autocall 2.5% September 2025 USD
ISIN: XS3108801757
STRIKE DATE: 11/09/2025
INDICATIVE PRICE: 94.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,386.77005934.96
IBEX 3515,321.300017809.2
Nikkei 22544,372.500062654.05
HSI26,086.320026389.04

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.5% per period Coupon Rate: USD: 4.58% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801757
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE
BBVA Semi Annual Reducing Autocall 2.0% September 2025 USD
ISIN: XS3108801914
STRIKE DATE: 11/09/2025
INDICATIVE PRICE: 94.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.58% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,386.77005934.96
IBEX 3515,321.300017809.2
Nikkei 22544,372.500062654.05
HSI26,086.320026389.04

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.0% per period Coupon Rate: USD: 4.76% Semi-Annually (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801914
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE
BBVA Semi Annual Reducing Autocall 1.5% September 2025 USD
ISIN: XS3108801831
STRIKE DATE: 11/09/2025
INDICATIVE PRICE: 94.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.89% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,386.77005934.96
IBEX 3515,321.300017809.2
Nikkei 22544,372.500062654.05
HSI26,086.320026389.04

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 1.5% per period Coupon Rate: USD: 5.09% Semi-Annually (10.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801831
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD OCT 2025
ISIN: XS3154543014
STRIKE DATE: 08/10/2025
INDICATIVE PRICE: 68.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 68.19% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.6300195.61
Intel37.4300115.93
Tesla Inc438.6900443.3
Nvidia Corporation189.1100235.74

STRIKE DATE 08/10/2025
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3154543014
NEXT POTENTIAL MATURITY DATE 08/04/20206

EXPAND CLOSE
BBVA Triple Index Reducing Autocall Sep 2025
ISIN: XS3108826408
STRIKE DATE: 10/09/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,361.47005934.96
FTSE 1009,225.390010372.93
S&P 5006,532.04007501.24

STRIKE DATE 10/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 7% per period Autocall Rate: USD = 3.375% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS3108826408
NEXT POTENTIAL MATURITY DATE 10/03/2026

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall USD Oct 2025
ISIN: XS3108854442
STRIKE DATE: 09/10/2025
INDICATIVE PRICE: 92.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.21% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.680036.63
Societe Generale54.360067.46
Lloyds83.500096.6
Citi Group Inc95.9200124.82

STRIKE DATE 09/10/2025
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 XS3108854442
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS2736748372
STRIKE DATE: 09/10/2025
INDICATIVE PRICE: 97.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.42% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,791.600050050.27
Nikkei 22548,580.440062654.05
Russell 20002,468.84802863.086
FTSE 1009,509.400010372.93

STRIKE DATE 09/10/2025
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: 1.8125% Quarterly (7.25% 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 XS2736748372
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall GBP Oct 2025
ISIN: XS3111092196
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 94.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.26% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950050050.27
Russell 20002,458.42302863.086
Nikkei 22547,950.880062654.05
OMX Stockholm 302,722.11603048.114

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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3111092196
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Oct 2025
ISIN: XS3108837512
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 96.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.22% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950050050.27
Russell 20002,458.42302863.086
Nikkei 22547,950.880062654.05
SMI12,521.790013212.96

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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3108837512
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income September 2025 GBP
ISIN: XS2736745949
STRIKE DATE: 05/09/2025
INDICATIVE PRICE: 95.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.73% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,607.810050050.27
Russell 20002,391.04502863.086
Nikkei 22543,018.750062654.05

STRIKE DATE 05/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.33% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736745949
NEXT POTENTIAL MATURITY DATE 05/09/2028

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS3110269688
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 93.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.52% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,984.58103048.114
FTSE MIB45,195.890050050.27
Nikkei 22553,583.570062654.05
Russell 20002,677.73802863.086

STRIKE DATE 02/10/2025
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: 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 XS3110269688
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA Quad Index Classic Autocall August 2025 GBP (XS3095688340)
ISIN: XS3095688340
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 102.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.68% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200013212.96
Eurostoxx 505,396.73005934.96
Nikkei 22542,828.790062654.05
S&P 5006,501.86007501.24

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.175% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, 60% European Barrier
P.A. RETURN
ISIN XS3095688340
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
BBVA Quad Index Reducing Autocall August 2025 GBP
ISIN: XS3095688423
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 103.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.71% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200013212.96
FTSE MIB42,447.100050050.27
Nikkei 22542,828.790062654.05
S&P 5006,501.86007501.24

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.225% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, reducing 1% p.a., 60% European Barrier
P.A. RETURN
ISIN XS3095688423
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Marex Group US Large Cap Memory Income Autocall Aug 2025 USD
ISIN: XS2984909510
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 62.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 62.77% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
JP Morgan301.0700299.91
Eli Lilly & Company731.96001006.7
Salesforce254.5300167.58
Adobe Inc353.9600237.01

STRIKE DATE 28/08/2025
RETURN & BARRIERS
3.25% Quarterly Memory Income Coupon 65%, 100% Autocall Trigger from 6 months reducing 2% PQ 65% Barrier (European)
P.A. RETURN
ISIN XS2984909510
NEXT POTENTIAL MATURITY DATE 28/05/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Sep 2025
ISIN: XS3095700061
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 90.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.98% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,126.140013212.96
FTSE MIB42,423.180050050.27
S&P 5006,693.75007501.24
HSI26,344.140026389.04

STRIKE DATE 22/09/2025
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: 3.60% Semi-Annual (7.20% 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 XS3095700061
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall August 2025 USD
ISIN: XS3079267251
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 98.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.41% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,207.120013212.96
Eurostoxx 505,393.07005934.96
Nikkei 22542,520.270062654.05
S&P 5006,481.40007501.24

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.50% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3079267251
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Morgan Stanley Triple Index Cap Protected Autocall Aug 2025 USD
ISIN: XS3095197953
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 103.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.75% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410050050.27
Nikkei 22542,520.270062654.05
FTSE 1009,255.500010372.93

STRIKE DATE 27/08/2025
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: USD: 4.579% Semi-Annually (9.158% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3095197953
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR
ISIN: XS2879664238
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 98.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.52% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180050050.27
S&P 5006,693.75007501.24
HSI26,344.140026389.04

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 5.625% Semi-Annually (11.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879664238
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Energy Stocks Reducing Autocall Aug 2025 USD
ISIN: XS3079217405
STRIKE DATE: 26/08/2025
INDICATIVE PRICE: 92.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.48% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy316.5800275.26
Chevron Corp157.3600186.64
Exxon Mobil Corp111.4900152.78

STRIKE DATE 26/08/2025
RETURN & BARRIERS
8.50% Semi-Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months (Reducing by 5% p.p. thereafter) 50% European Barrier
P.A. RETURN
ISIN XS3079217405
NEXT POTENTIAL MATURITY DATE 26/08/2026

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Aug 2025 USD
ISIN: XS3079217314
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 92.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.79% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,019.08808640.714
Eurostoxx 505,462.16005934.96
Nikkei 22542,610.170062654.05
Russell 20002,274.09602863.086

STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.95% Quarterly (7.8% 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 XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE