INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Global Markets Defensive Autocall USD Dec 2025
ISIN: XS3138911782
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 104.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.96% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.52006210.17
Russell 20002,530.66702940.163
Nikkei 22550,168.110066422.6
OMX Stockholm 302,832.71203167.097

STRIKE DATE 15/12/2025
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: 6.43% Semi-Annually (12.86% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138911782
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Autocall November 2025 USD
ISIN: XS3217798910
STRIKE DATE: 17/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc602.0100606.1
Amazon.com232.8700233.66
Nvidia Corporation186.6000208.76
Advanced Micro Devices240.5200539.69

STRIKE DATE 17/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter capped at 80% Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3217798910
NEXT POTENTIAL MATURITY DATE 16/05/2028

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Dec 2025
ISIN: XS3184673153
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 101.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.07% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,887.480014214.95
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: 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 XS3184673153
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Dec 2025
ISIN: XS3184673070
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 101.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.87% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,887.480014214.95
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: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184673070
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall November 2025 USD
ISIN: XS3148597662
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 95.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.60% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300014214.95
Eurostoxx 505,693.77006210.17
Nikkei 22550,376.530066422.6
Russell 20002,388.22702940.163

STRIKE DATE 14/11/2025
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: USD: 1.8375% Quarterly (7.35% 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 XS3148597662
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS3153365898
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 95.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.00% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22550,376.530066422.6
Eurostoxx 505,693.77006210.17
SMI12,634.300014214.95
Russell 20002,388.22702940.163

STRIKE DATE 14/11/2025
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: GBP: 1.8375% Quarterly (7.35% 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 XS3153365898
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 USD
ISIN: XS2736762019
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 98.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.55% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006210.17
Russell 20002,388.22702940.163
SMI12,634.300014214.95
Nikkei 22550,376.530066422.6

STRIKE DATE 14/11/2025
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 USD: 2.085% Quarterly (8.34% 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 XS2736762019
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS2736762100
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 98.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.30% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006210.17
Russell 20002,388.22702940.163
SMI12,634.300014214.95
Nikkei 22550,376.530066422.6

STRIKE DATE 14/11/2025
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: GBP: 1.915% Quarterly (7.66% 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 XS2736762100
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA World Indices Memory Income Autocall November 2025 GBP
ISIN: XS3170690815
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 95.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.72% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300014214.95
FTSE MIB43,994.690051315.84
Nikkei 22550,376.530066422.6
S&P 5006,734.11007408.3

STRIKE DATE 14/11/2025
RETURN & BARRIERS
1.875% Quarterly Memory Coupon if above 72.50%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3170690815
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis Global Markets 70-60 Memory Income Autocall Nov 2025 GBP
ISIN: XS3138910628
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 96.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.75% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,008.240028454.81
Russell 20002,388.22702940.163
SMI12,634.300014214.95
S&P/ASX 2008,634.52208838.994

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 0.575% Monthly (6.90% 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 XS3138910628
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA 80-60 Memory income Autocall EUR DEC 2025
ISIN: XS3184660416
STRIKE DATE: 09/12/2025
INDICATIVE PRICE: 93.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.36% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,931.160014214.95
FTSE MIB43,574.500051315.84
Nikkei 22550,655.100066422.6
Nasdaq 10025,668.690028454.81

STRIKE DATE 09/12/2025
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: 3.10% Semi-Annual (6.20% 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 XS3184660416
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Dec 2025
ISIN: XS3211686046
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 97.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.51% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,432.820051315.84
Nikkei 22550,581.940066422.6
OMX Stockholm 302,823.91003167.097

STRIKE DATE 08/12/2025
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: GBP: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3211686046
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Dec 2025
ISIN: XS3170752946
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 96.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.96% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,981.420014214.95
FTSE MIB43,432.820051315.84
Nikkei 22550,581.940066422.6
Russell 20002,520.98002940.163

STRIKE DATE 08/12/2025
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: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3170752946
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA Capital Protected Autocall Nov 2025 USD
ISIN: XS3148591624
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 102.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.27% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014214.95
FTSE MIB42,917.670051315.84
Nikkei 22550,276.370066422.6
Russell 20002,432.82402940.163

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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148591624
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall November 2025 USD
ISIN: XS3148591541
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 93.23%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014214.95
FTSE MIB42,917.670051315.84
S&P 5006,728.80007408.3
HSI26,241.830025210.81

STRIKE DATE 07/11/2025
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: USD: 5.60% Semi-Annual (11.20% 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 XS3148591541
NEXT POTENTIAL MATURITY DATE 07/11/2026

EXPAND CLOSE
Marex Memory Income Reducing Autocall November 2025 USD
ISIN: XS3083890148
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 64.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 64.24% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.37001185.87
JP Morgan314.2100349.9
Salesforce239.8800156.93
Adobe Inc326.9500212.17

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3083890148
NEXT POTENTIAL MATURITY DATE 07/08/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Dec 2025
ISIN: XS2880174680
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 98.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.97% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640051315.84
S&P 5006,849.72007408.3
HSI25,760.730025210.81

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: 100% of initial level Coupon Rate: EUR: 5.585% Semi-Annually (11.17% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880174680
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Dec 2025
ISIN: XS3217670010
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle214.3300120.04
Intel40.5000100.23
Tesla Inc454.5300319.69
Nvidia Corporation183.3800208.76

STRIKE DATE 04/12/2025
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 30.00% p.a.
ISIN XS3217670010
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Nov 2025
ISIN: XS3138907830
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 95.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis:
TYPE Note
CURRENCY USD
CURRENT PRICE 95.49% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09006210.17
Russell 20002,369.58702940.163
Nikkei 22548,625.880066422.6

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.72% p.a.
ISIN XS3138907830
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Barclays 70-60 Memory Income GBP Dec 2025
ISIN: XS3167724395
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 95.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.60% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,813.60503167.097
FTSE MIB43,519.070051315.84
Nikkei 22551,028.420066422.6
Russell 20002,531.15902940.163

STRIKE DATE 04/12/2025
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 XS3167724395
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE