INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas Quad Index Classic Autocall June 2025 USD
ISIN: XS2741509801
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 108.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 108.76% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,980.380013134.14
S&P 5006,173.07007064.01
Eurostoxx 505,325.64005930.25
Nikkei 22540,150.790059349.17

STRIKE DATE 27/06/2025
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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2741509801
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Barclays Triple Index Capital Protected Autocall June 2025 USD
ISIN: XS3051870114
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 100.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.74% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17208949.393
Nikkei 22540,150.790059349.17
Eurostoxx 505,325.64005930.25

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3051870114
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Barclays Triple Index Capital Protected Autocall June 2025 GBP
ISIN: XS3051870031
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17208949.393
Nikkei 22540,150.790059349.17
Eurostoxx 505,325.64005930.25

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3051870031
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income June 2025 EUR
ISIN: XS3037512970
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 98.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.88% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.520067.01
Commerzbank AG27.210035.94
Morgan Stanley140.6900189.31

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3037512970
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Goldman Sachs Switch To Autocall June 2025 ZAR
ISIN: ZAE000349221
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 110.69%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 110.69% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,798.910010498.09
Nikkei 22540,150.790059349.17
S&P 5006,173.07007064.01
Eurostoxx 505,325.64005930.25

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.20% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN ZAE000349221
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Barclays Diversified Indices Memory Income Autocall Jun 2025 USD
ISIN: XS3051827023
STRIKE DATE: 24/06/2025
INDICATIVE PRICE: 96.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.21% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,474.460047903.29
S&P/ASX 2008,555.53608949.393
Russell 20002,161.21202764.97
FTSE 1008,758.990010498.09

STRIKE DATE 24/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.70% Semi-Annually (7.40% 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 XS3051827023
NEXT POTENTIAL MATURITY DATE 24/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall June 2025 GBP
ISIN: XS3038108547
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 95.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.43% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,221.90005930.25
OMX Stockholm 302,424.03903133.289
Nikkei 22538,354.090059349.17
Russell 20002,132.68402764.97

STRIKE DATE 23/06/2025
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: 1.825% Quarterly (7.30% 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 XS3038108547
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Jul 2025
ISIN: XS3056989208
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 97.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.61% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,537.34803133.289
FTSE MIB40,165.150047903.29
Nikkei 22539,774.920059349.17
Russell 20002,248.75902764.97

STRIKE DATE 22/07/2025
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: 4.25% Semi-Annual (8.50% 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 XS3056989208
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Jul 2025
ISIN: XS3056989380
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 97.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.55% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,537.34803133.289
FTSE MIB40,165.150047903.29
Nikkei 22539,774.920059349.17
Russell 20002,248.75902764.97

STRIKE DATE 22/07/2025
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: 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 XS3056989380
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP Jul 2025
ISIN: XS3052807800
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 93.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.92% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54703133.289
FTSE MIB40,697.490047903.29
Nikkei 22541,171.320059349.17
Russell 20002,283.12902764.97

STRIKE DATE 23/07/2025
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3052807800
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD Jul 2025
ISIN: XS3052807982
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 96.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.08% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54703133.289
FTSE MIB40,697.490047903.29
Nikkei 22541,171.320059349.17
Russell 20002,283.12902764.97

STRIKE DATE 23/07/2025
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: 3.60% Semi-Annual (7.20% 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 XS3052807982
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall June 2025 USD
ISIN: XS3043990400
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 96.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.81% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,233.58005930.25
Russell 20002,109.26702764.97
Nikkei 22538,403.230059349.17
OMX Stockholm 303133.289

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3043990400
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2025
ISIN: XS3006783941
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 104.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.66% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013134.14
Eurostoxx 505,354.17005930.25
Nikkei 22539,678.020059349.17
S&P 5006,243.76007064.01

STRIKE DATE 16/07/2025
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006783941
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2025
ISIN: XS3006784089
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 106.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 106.26% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013134.14
Eurostoxx 505,354.17005930.25
Nikkei 22539,678.020059349.17
S&P 5006,243.76007064.01

STRIKE DATE 16/07/2025
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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006784089
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2025 USD
ISIN: XS3049548921
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 97.88%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.88% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,124.12702764.97
Eurostoxx 505,339.57005930.25
SMI12,090.870013134.14
Nikkei 22538,311.330059349.17

STRIKE DATE 16/06/2025
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: 2.01% Quarterly (8.04% 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 XS3049548921
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Soc Gen Early Low Hurdle June 2025 USD
ISIN: XS3085272980
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc329.1300386.42
Advanced Micro Devices126.3900284.49
Carnival Corp23.840027.36
Zoom Communications77.870090.96

STRIKE DATE 16/06/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% 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 XS3085272980
NEXT POTENTIAL MATURITY DATE 16/12/2025

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income July 2025
    ISIN: XS2736735981
    STRIKE DATE: 09/07/2025
    INDICATIVE PRICE: 95.97%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 95.97% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,445.65005930.25
    Russell 20002,252.49002764.97
    Nikkei 22539,821.280059349.17

    STRIKE DATE 09/07/2025
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736735981
    NEXT POTENTIAL MATURITY DATE 10/07/2028

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
    ISIN: XS3085315201
    STRIKE DATE: 11/07/2025
    INDICATIVE PRICE: 97.90%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.90% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle230.5600181.17
    Intel23.430066.26
    Tesla Inc313.5100386.42
    Nvidia Corporation164.9200199.88

    STRIKE DATE 11/07/2025
    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
    ISIN XS3085315201
    NEXT POTENTIAL MATURITY DATE 13/07/2026

    EXPAND CLOSE
    BBVA Triple Index Defensive Autocall EUR Jul 2025
    ISIN: XS3006754173
    STRIKE DATE: 07/07/2025
    INDICATIVE PRICE: 104.07%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 104.07% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB39,914.250047903.29
    S&P 5006,229.98007064.01
    HSI23,887.830026487.48

    STRIKE DATE 07/07/2025
    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: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3006754173
    NEXT POTENTIAL MATURITY DATE 07/07/2026

    EXPAND CLOSE
    Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
    ISIN: XS3043937427
    STRIKE DATE: 04/06/2025
    INDICATIVE PRICE: 103.51%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.51% (as at 22/04/2026 09:46 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,970.81007064.01
    FTSE 1008,801.290010498.09
    Eurostoxx 505,405.15005930.25

    STRIKE DATE 04/06/2025
    RETURN & BARRIERS
    8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
    P.A. RETURN
    ISIN XS3043937427
    NEXT POTENTIAL MATURITY DATE 04/06/2026

    EXPAND CLOSE