INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS2736748372
STRIKE DATE: 09/10/2025
INDICATIVE PRICE: 98.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.81% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,791.600051497.21
Nikkei 22548,580.440066020.04
Russell 20002,468.84802943.992
FTSE 1009,509.400010471.72

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: 96.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.36% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950051497.21
Russell 20002,458.42302943.992
Nikkei 22547,950.880066020.04
OMX Stockholm 302,722.11603113.57

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: 98.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.66% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950051497.21
Russell 20002,458.42302943.992
Nikkei 22547,950.880066020.04
SMI12,521.790013708.02

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: 95.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.00% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,607.810051497.21
Russell 20002,391.04502943.992
Nikkei 22543,018.750066020.04

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: 96.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.13% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,984.58103113.57
FTSE MIB45,195.890051497.21
Nikkei 22553,583.570066020.04
Russell 20002,677.73802943.992

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: 106.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.31% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200013708.02
Eurostoxx 505,396.73006187.63
Nikkei 22542,828.790066020.04
S&P 5006,501.86007431.46

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: 106.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.69% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200013708.02
FTSE MIB42,447.100051497.21
Nikkei 22542,828.790066020.04
S&P 5006,501.86007431.46

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: 57.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 57.51% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
JP Morgan301.0700320.72
Eli Lilly & Company731.96001133
Salesforce254.5300165.89
Adobe Inc353.9600204.02

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 28/08/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Sep 2025
ISIN: XS3095700061
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 91.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.11% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,126.140013708.02
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: 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: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.03% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,207.120013708.02
Eurostoxx 505,393.07006187.63
Nikkei 22542,520.270066020.04
S&P 5006,481.40007431.46

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: 105.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 105.90% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410051497.21
Nikkei 22542,520.270066020.04
FTSE 1009,255.500010471.72

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: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.05% (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: 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: 88.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.52% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy316.5800253.76
Chevron Corp157.3600187.22
Exxon Mobil Corp111.4900147.01

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: 93.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.54% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,019.08808804.037
Eurostoxx 505,462.16006187.63
Nikkei 22542,610.170066020.04
Russell 20002,274.09602943.992

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
BBVA Global Banks Memory Income Autocall Aug 2025 USD
ISIN: XS3067140239
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 93.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.42% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG37.890036.83
Barclays373.9500472.85
UniCredit SpA69.180073.3
Morgan Stanley144.0400214.04

STRIKE DATE 21/08/2025
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 XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
Santander Quad Index Low Hurdle Autocall Aug 2025 USD
ISIN: XS3109492564
STRIKE DATE: 22/08/2025
INDICATIVE PRICE: 105.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 105.75% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,462.16006187.63
SMI12,241.670013708.02
Nikkei 22542,610.170066020.04
S&P 5006,370.17007431.46

STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: USD: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income Aug 2025 USD
ISIN: XS3067083413
STRIKE DATE: 20/08/2025
INDICATIVE PRICE: 105.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.98% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.810036.83
UniCredit SpA68.790073.3
Barclays372.7000472.85
Morgan Stanley144.1200214.04

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Sep 2025
ISIN: XS3095661818
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 97.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.74% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,647.62303113.57
FTSE MIB42,423.180051497.21
Nikkei 22545,493.660066020.04
Russell 20002,463.33602943.992

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: USD: 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 XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall August 2025 USD
ISIN: XS3067072481
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 109.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.10% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880013708.02
FTSE MIB42,641.720051497.21
Nikkei 22543,714.310066020.04
S&P 5006,449.15007431.46

STRIKE DATE 18/08/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD September 2025
ISIN: XS2736744546
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.00% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,109.670013708.02
Eurostoxx 505,458.42006187.63
Nikkei 22545,045.810066020.04
Russell 20002,448.76902943.992

STRIKE DATE 18/09/2025
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: 1.75% 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 XS2736744546
NEXT POTENTIAL MATURITY DATE 19/06/2026

EXPAND CLOSE