INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Reducing Autocall October 2025 USD
ISIN: XS3126449670
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 81.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.50% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400118.17
Kroger Co68.990058.22
Walmart Inc107.7300111.81

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: 81.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 81.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400118.17
Kroger Co68.990058.22
Walmart Inc107.7300111.81

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: 97.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.27% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580014424.24
Eurostoxx 505,605.03006412.68
Nikkei 22547,672.670069744.07
Russell 20002,519.75402996.11

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: 97.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.20% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580014424.24
Eurostoxx 505,605.03006412.68
Nikkei 22547,672.670069744.07
Russell 20002,519.75402996.11

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 505,605.03006412.68
FTSE 1009,424.750010679.03
Russell 20002,519.75402996.11

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: 107.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.31% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690052818.85
Russell 20002,388.22702996.11
Nikkei 22550,376.530069744.07
OMX Stockholm 302,757.12003247.031

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: 108.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 108.60% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690052818.85
Russell 20002,388.22702996.11
Nikkei 22550,376.530069744.07
OMX Stockholm 302,757.12003247.031

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: 103.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.49% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910014424.24
Eurostoxx 505,742.79006412.68
Nikkei 22551,281.830069744.07
S&P 5006,737.49007483.24

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: 103.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.74% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910014424.24
Eurostoxx 505,742.79006412.68
Nikkei 22551,281.830069744.07
S&P 5006,737.49007483.24

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: 100.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.29% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays379.2500522.3
Commerzbank AG30.850037.72
Deutsche Bank AG30.080031.83

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: 98.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.74% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,895.670052818.85
Russell 20002,455.64502996.11
Nikkei 22550,911.760069744.07
FTSE 1009,787.150010679.03

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: 94.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.15% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,088.800069744.07
FTSE MIB42,047.500052818.85
Russell 20002,394.59502996.11
S&P/ASX 2008,958.33608844.412

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: 95.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.94% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.910037.72
Societe Generale56.900077.34
Lloyds92.9200115.05
Citi Group Inc101.4900139.97

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: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.55% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,733.10703247.031
FTSE MIB42,917.670052818.85
Nikkei 22550,276.370069744.07
Russell 20002,432.82402996.11

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: 99.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.60% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014424.24
FTSE MIB42,917.670052818.85
Nikkei 22550,276.370069744.07
Russell 20002,432.82402996.11

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: 101.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.51% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,521.790014424.24
FTSE MIB43,070.950052818.85
Nikkei 22547,950.880069744.07
S&P 5006,714.59007483.24

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
Société Générale US Tech Early Low Hurdle Autocall USD Nov 2025
ISIN: XS3200766502
STRIKE DATE: 06/11/2025
INDICATIVE PRICE: 63.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 63.17% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle243.8000140.27
Intel37.2400120.35
Tesla Inc445.9100393.45
Nvidia Corporation188.0800194.83

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: 99.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,146.130052818.85
Nasdaq 10024,978.560029329.21
Nikkei 22547,944.760069744.07
Eurostoxx 505,628.72006412.68

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: 95.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.18% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,741.08303247.031
FTSE MIB43,262.350052818.85
Nikkei 22551,497.200069744.07
Russell 20002,427.33702996.11

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: 98.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.94% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,491.250010679.03
S&P 5006,715.79007483.24
Nikkei 22545,769.500069744.07
FTSE MIB43,258.110052818.85

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