INTERNATIONAL PRODUCTS
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eli Lilly & Company | 799.3400 | 1006.7 |
| Nvidia Corporation | 164.0700 | 235.74 |
| Meta Platform Inc | 720.9200 | 618.43 |
| Royal Caribbean Cruise | 342.0300 | 265.38 |
STRIKE DATE 14/07/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 82% of initial level
Coupon Rate: 4.75% Quarterly (19.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 19.00% p.a.
ISIN XS3085501099
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.51% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,370.8500 | 5934.96 |
| SMI | 11,939.8900 | 13212.96 |
| Nikkei 225 | 39,459.6200 | 62654.05 |
| Russell 2000 | 2,249.7290 | 2863.086 |
STRIKE DATE 14/07/2025
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 XS3098957890
NEXT POTENTIAL MATURITY DATE 14/07/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.25% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,370.8500 | 5934.96 |
| OMX Stockholm 30 | 2,532.2810 | 3048.114 |
| Nikkei 225 | 39,459.6200 | 62654.05 |
| Russell 2000 | 2,249.7290 | 2863.086 |
STRIKE DATE 14/07/2025
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 XS3052655944
NEXT POTENTIAL MATURITY DATE 14/07/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 85.29% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 253.8600 | 195.61 |
| Tesla Inc | 340.8400 | 443.3 |
| Advanced Micro Devices | 174.9500 | 449.7 |
STRIKE DATE 12/08/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level with 80% Glider at month 12, reducing to 85% from month 15
Fixed Coupon Rate: 15.00% paid at 12 months only
Snowballing Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) from 15 months
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3109256670
NEXT POTENTIAL MATURITY DATE 12/08/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 89.86% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 249.3900 | 195.61 |
| Intel | 19.7700 | 115.93 |
| Tesla Inc | 322.2700 | 443.3 |
| Nvidia Corporation | 180.7700 | 235.74 |
STRIKE DATE 07/08/2025
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 XS3109209083
NEXT POTENTIAL MATURITY DATE 07/08/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.30% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 58.4400 | 72.35 |
| Commerzbank AG | 29.9700 | 36.63 |
| Morgan Stanley | 141.1300 | 194.53 |
STRIKE DATE 08/07/2025
RETURN & BARRIERS
Maximum Term: 1 year
Investment Structure: Fixed Income
Fixed Coupon Rate: EUR: 7.55% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3052842385
NEXT POTENTIAL MATURITY DATE 08/07/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.38% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,252.1330 | 2863.086 |
| FTSE MIB | 40,599.6800 | 50050.27 |
| Nikkei 225 | 41,826.3400 | 62654.05 |
| S&P/ASX 200 | 8,709.4090 | 8640.714 |
STRIKE DATE 24/07/2025
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: 3.75% Semi-Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3062083731
NEXT POTENTIAL MATURITY DATE 24/07/2028
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.00% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,252.1330 | 2863.086 |
| FTSE MIB | 40,599.6800 | 50050.27 |
| Nikkei 225 | 41,826.3400 | 62654.05 |
| S&P/ASX 200 | 8,709.4090 | 8640.714 |
STRIKE DATE 24/07/2025
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: 3.75% Semi-Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3062083814
NEXT POTENTIAL MATURITY DATE 24/07/2028
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 110.00% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,980.3800 | 13212.96 |
| S&P 500 | 6,173.0700 | 7501.24 |
| Eurostoxx 50 | 5,325.6400 | 5934.96 |
| Nikkei 225 | 40,150.7900 | 62654.05 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.38% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,514.1720 | 8640.714 |
| Nikkei 225 | 40,150.7900 | 62654.05 |
| Eurostoxx 50 | 5,325.6400 | 5934.96 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.17% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,514.1720 | 8640.714 |
| Nikkei 225 | 40,150.7900 | 62654.05 |
| Eurostoxx 50 | 5,325.6400 | 5934.96 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.53% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 56.5200 | 72.35 |
| Commerzbank AG | 27.2100 | 36.63 |
| Morgan Stanley | 140.6900 | 194.53 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 111.90% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,798.9100 | 10372.93 |
| Nikkei 225 | 40,150.7900 | 62654.05 |
| S&P 500 | 6,173.0700 | 7501.24 |
| Eurostoxx 50 | 5,325.6400 | 5934.96 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.51% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 39,474.4600 | 50050.27 |
| S&P/ASX 200 | 8,555.5360 | 8640.714 |
| Russell 2000 | 2,161.2120 | 2863.086 |
| FTSE 100 | 8,758.9900 | 10372.93 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.29% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,221.9000 | 5934.96 |
| OMX Stockholm 30 | 2,424.0390 | 3048.114 |
| Nikkei 225 | 38,354.0900 | 62654.05 |
| Russell 2000 | 2,132.6840 | 2863.086 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.91% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,537.3480 | 3048.114 |
| FTSE MIB | 40,165.1500 | 50050.27 |
| Nikkei 225 | 39,774.9200 | 62654.05 |
| Russell 2000 | 2,248.7590 | 2863.086 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.81% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,537.3480 | 3048.114 |
| FTSE MIB | 40,165.1500 | 50050.27 |
| Nikkei 225 | 39,774.9200 | 62654.05 |
| Russell 2000 | 2,248.7590 | 2863.086 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.60% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,592.5470 | 3048.114 |
| FTSE MIB | 40,697.4900 | 50050.27 |
| Nikkei 225 | 41,171.3200 | 62654.05 |
| Russell 2000 | 2,283.1290 | 2863.086 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.77% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,592.5470 | 3048.114 |
| FTSE MIB | 40,697.4900 | 50050.27 |
| Nikkei 225 | 41,171.3200 | 62654.05 |
| Russell 2000 | 2,283.1290 | 2863.086 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.61% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,233.5800 | 5934.96 |
| Russell 2000 | 2,109.2670 | 2863.086 |
| Nikkei 225 | 38,403.2300 | 62654.05 |
| OMX Stockholm 30 | 3048.114 |
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
