INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Banks 50-50 Memory Income Autocall USD Nov 2025
ISIN: XS3148579413
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.910033.54
Societe Generale56.900056.72
Lloyds92.920094.62
Citi Group Inc101.4900100.76

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: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302790.978
FTSE MIB44438.88
Nikkei 22550842.93
Russell 20002458.279

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: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12702.08
FTSE MIB44438.88
Nikkei 22550842.93
Russell 20002458.279

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: 99.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.74% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,521.790012702.08
FTSE MIB43,070.950044438.88
Nikkei 22547,950.880050842.93
S&P 5006,714.59006846.61

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: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle236.15
Intel37.88
Tesla Inc439.62
Nvidia Corporation193.16

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 06/05/2026

EXPAND CLOSE
Natixis 80-60 Memory Income Autocall October 2025 USD
ISIN: XS2736747481
STRIKE DATE: 06/10/2025
INDICATIVE PRICE: 100.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.55% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,146.130044438.88
Nasdaq 10024,978.560025533.49
Nikkei 22547,944.760050842.93
Eurostoxx 505,628.72005725.7

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: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302790.978
FTSE MIB44438.88
Nikkei 22550842.93
Russell 20002458.279

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: 97.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.75% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,491.25009899.6
S&P 5006,715.79006846.61
Nikkei 22545,769.500050842.93
FTSE MIB43,258.110044438.88

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 07/04/2026

EXPAND CLOSE
BBVA Triple Index Reducing Autocall October 2025 USD
ISIN: XS3126422719
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 97.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.60% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,651.71005725.7
FTSE 1009,491.25009899.6
S&P 5006,715.79006846.61

STRIKE DATE 03/10/2025
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: 2.85% Semi-Annually (5.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126422719
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall Oct Bespoke 2025 USD
ISIN: XS3182308117
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 84.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 84.42% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.7800236.15
Intel37.300037.88
Amazon.com222.4100249.1
Nvidia Corporation188.8900193.16

STRIKE DATE 02/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3182308117
NEXT POTENTIAL MATURITY DATE 02/04/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall September 2025 USD
ISIN: XS2736750196
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.59% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005725.7
Russell 20002,436.48402458.279
SMI12,109.420012702.08
Nikkei 22544,932.630050842.93

STRIKE DATE 30/09/2025
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: 1.9375% Quarterly (7.75% 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 XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS2736749933
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 99.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.41% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005725.7
Russell 20002,436.48402458.279
SMI12,109.420012702.08
Nikkei 22544,932.630050842.93

STRIKE DATE 30/09/2025
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: GBP: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 USD
ISIN: XS2736749859
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.64% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005725.7
Russell 20002,436.48402458.279
SMI12,109.420012702.08
Nikkei 22544,932.630050842.93

STRIKE DATE 30/09/2025
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: GBP: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall September 2025 USD
ISIN: XS3095667260
STRIKE DATE: 19/09/2025
INDICATIVE PRICE: 99.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.58% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.250033.54
Barclays381.6500422.85
UniCredit SpA64.920066.64
Morgan Stanley159.9100166.5

STRIKE DATE 19/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 4.125% Quarterly (16.50% 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 XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026

EXPAND CLOSE
Marex US Tech Low Hurdle Defensive Autocall Sep 2025 GBP
ISIN: XS3126255713
STRIKE DATE: 29/09/2025
INDICATIVE PRICE: 104.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.51% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc244.3600291.31
Microsoft514.6000508.68
Amazon.com222.1700249.1
Tesla Inc443.2100439.62

STRIKE DATE 29/09/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 70% low hurdle at maturity Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 30/03/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Oct 2025
ISIN: XS3126394835
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 99.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.86% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,568.180012702.08
FTSE MIB42,486.670044438.88
S&P 5006,791.69006846.61
HSI26,160.150026696.41

STRIKE DATE 24/10/2025
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: EUR: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Oct 2025
ISIN: XS2880175653
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 102.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 102.30% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,486.670044438.88
S&P 5006,791.69006846.61
HSI26,160.150026696.41

STRIKE DATE 24/10/2025
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: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA World Banks Memory Income Autocall September 2025
ISIN: XS3108804694
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 98.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.81% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100033.54
Societe Generale56.840056.72
Lloyds82.080094.62
Citi Group Inc103.0000100.76

STRIKE DATE 23/09/2025
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 XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income September 2025 USD
ISIN: XS3095699388
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 100.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.21% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100033.54
UniCredit SpA64.130066.64
Morgan Stanley160.7600166.5
Barclays389.3000422.85

STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: USD: 24.00% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027

EXPAND CLOSE
Natixis Global Markets Memory Income Autcall USD Oct 2025
ISIN: XS2736751160
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 99.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.72% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,392.360044438.88
Russell 20002,499.90502458.279
Nikkei 22549,185.500050842.93
OMX Stockholm 302,736.16702790.978

STRIKE DATE 20/10/2025
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: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE