INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Dec 2025
ISIN: XS3184673070
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 105.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.50% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,887.480014475.13
Eurostoxx 505,720.71006545.47
Nikkei 22550,836.550068308.59
S&P 5006,827.41007798.99

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: 98.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.21% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300014475.13
Eurostoxx 505,693.77006545.47
Nikkei 22550,376.530068308.59
Russell 20002,388.22703052.847

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: 98.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.09% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22550,376.530068308.59
Eurostoxx 505,693.77006545.47
SMI12,634.300014475.13
Russell 20002,388.22703052.847

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: 100.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.65% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006545.47
Russell 20002,388.22703052.847
SMI12,634.300014475.13
Nikkei 22550,376.530068308.59

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: 100.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.27% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006545.47
Russell 20002,388.22703052.847
SMI12,634.300014475.13
Nikkei 22550,376.530068308.59

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: 98.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.26% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300014475.13
FTSE MIB43,994.690053693.27
Nikkei 22550,376.530068308.59
S&P 5006,734.11007798.99

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: 98.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.79% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,008.240030084.5
Russell 20002,388.22703052.847
SMI12,634.300014475.13
S&P/ASX 2008,634.52209188.494

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: 96.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.51% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,931.160014475.13
FTSE MIB43,574.500053693.27
Nikkei 22550,655.100068308.59
Nasdaq 10025,668.690030084.5

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: 99.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.79% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,432.820053693.27
Nikkei 22550,581.940068308.59
OMX Stockholm 302,823.91003281.461

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: 99.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.18% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,981.420014475.13
FTSE MIB43,432.820053693.27
Nikkei 22550,581.940068308.59
Russell 20002,520.98003052.847

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: 104.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.31% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014475.13
FTSE MIB42,917.670053693.27
Nikkei 22550,276.370068308.59
Russell 20002,432.82403052.847

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: 95.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.03% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014475.13
FTSE MIB42,917.670053693.27
S&P 5006,728.80007798.99
HSI26,241.830025396.51

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: 77.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 77.44% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.37001209
JP Morgan314.2100363.11
Salesforce239.8800201.37
Adobe Inc326.9500270.49

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 09/11/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Dec 2025
ISIN: XS2880174680
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 100.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.80% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640053693.27
S&P 5006,849.72007798.99
HSI25,760.730025396.51

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
Oracle214.3300156.22
Intel40.5000104.56
Tesla Inc454.5300339.96
Nvidia Corporation183.3800225.3

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: 97.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis:
TYPE Note
CURRENCY USD
CURRENT PRICE 97.76% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09006545.47
Russell 20002,369.58703052.847
Nikkei 22548,625.880068308.59

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: 98.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.15% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,813.60503281.461
FTSE MIB43,519.070053693.27
Nikkei 22551,028.420068308.59
Russell 20002,531.15903052.847

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
Natixis 100% Capital Protected Autocall October 2025 USD
ISIN: XS2736761631
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 101.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.99% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014475.13
FTSE MIB43,175.320053693.27
Nikkei 22552,411.340068308.59
S&P 5006,840.20007798.99

STRIKE DATE 31/10/2025
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: USD: 4.07% Semi-Annually (8.14% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761631
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 GBP
ISIN: XS2736761714
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 101.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.18% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014475.13
FTSE MIB43,175.320053693.27
Nikkei 22552,411.340068308.59
S&P 5006,840.20007798.99

STRIKE DATE 31/10/2025
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: GBP: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761714
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Barclays Global Markets 75-60 Memory Income Autocall Oct 2025 GBP
ISIN: XS3153364222
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 95.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.34% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,325.610068308.59
Eurostoxx 505,699.18006545.47
SMI12,309.630014475.13
Russell 20002,465.95303052.847

STRIKE DATE 30/10/2025
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: 1.80% Quarterly (7.20% 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 XS3153364222
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE