INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall GBP Jul 2025
ISIN: XS3006783941
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 105.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.76% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013212.96
Eurostoxx 505,354.17005934.96
Nikkei 22539,678.020062654.05
S&P 5006,243.76007501.24

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: 107.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 107.51% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320013212.96
Eurostoxx 505,354.17005934.96
Nikkei 22539,678.020062654.05
S&P 5006,243.76007501.24

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: 98.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.89% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,124.12702863.086
Eurostoxx 505,339.57005934.96
SMI12,090.870013212.96
Nikkei 22538,311.330062654.05

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 Inc329.1300443.3
Advanced Micro Devices126.3900449.7
Carnival Corp23.840025.2
Zoom Communications77.870098.23

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: 96.51%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 96.51% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,445.65005934.96
    Russell 20002,252.49002863.086
    Nikkei 22539,821.280062654.05

    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: 102.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.27% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle230.5600195.61
    Intel23.4300115.93
    Tesla Inc313.5100443.3
    Nvidia Corporation164.9200235.74

    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: 105.46%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 105.46% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB39,914.250050050.27
    S&P 5006,229.98007501.24
    HSI23,887.830026389.04

    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: 104.54%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 104.54% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,970.81007501.24
    FTSE 1008,801.290010372.93
    Eurostoxx 505,405.15005934.96

    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
    BBVA Quarterly Classic Autocall June 2025 AUD
    ISIN: XS3006683216
    STRIKE DATE: 06/06/2025
    INDICATIVE PRICE: 103.20%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY AUD
    CURRENT PRICE 103.20% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,430.17005934.96
    Nikkei 22537,741.610062654.05
    Russell 20002,132.24702863.086

    STRIKE DATE 06/06/2025
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3006683216
    NEXT POTENTIAL MATURITY DATE 08/06/2026

    EXPAND CLOSE
    Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
    ISIN: XS3085218421
    STRIKE DATE: 06/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSBC881.70001350
    Commerzbank AG28.000036.63
    UniCredit SpA58.200072.35
    BBVA13.240018.965

    STRIKE DATE 06/06/2025
    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% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 24.00% p.a.
    ISIN XS3085218421
    NEXT POTENTIAL MATURITY DATE 08/12/2025

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
      ISIN: XS2748029365
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 106.45%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 106.45% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB40,601.940050050.27
      Eurostoxx 505,430.17005934.96
      Nikkei 22537,741.610062654.05
      Russell 20002,132.24702863.086

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2748029365
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
      ISIN: XS2697219959
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 110.60%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 110.60% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/TSX 601,578.74601986.704
      FTSE 1008,837.910010372.93
      OMX Stockholm 302,521.50603048.114
      iShares MSCI Brazil (EWZ)27.720037.13

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2697219959
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
      ISIN: XS2748026429
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 107.91%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 107.91% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,366.170013212.96
      Nikkei 22537,741.610062654.05
      OMX Stockholm 302,521.50603048.114
      Nasdaq 10021,761.790029580.3

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2748026429
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 4 June 2025 GBP
      ISIN: XS2748027153
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: 104.69%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 104.69% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008640.714
      SMI13212.96
      IBEX 3517809.2
      Euro Stoxx Banks265.57

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8525% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2748027153
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      BBVA 85-65 Memory Income Autocall June 2025 USD
      ISIN: XS3006668506
      STRIKE DATE: 04/06/2025
      INDICATIVE PRICE: 98.20%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.20% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,801.290010372.93
      Eurostoxx 505,405.15005934.96
      S&P 5005,970.81007501.24

      STRIKE DATE 04/06/2025
      RETURN & BARRIERS
      1.69% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
      P.A. RETURN
      ISIN XS3006668506
      NEXT POTENTIAL MATURITY DATE 04/06/2026

      EXPAND CLOSE
      Marex Gold ETF Issuer Callable Growth Participation June 2025 USD
      ISIN: XS2931620269
      STRIKE DATE: 03/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SPDR Gold Shares308.9100427.21

      STRIKE DATE 03/06/2025
      RETURN & BARRIERS
      Maximum Term: 2.5 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 2.40% Quarterly Capital Protection Barrier: 90% Capital Protected Strike Level: 90% of Initial Strike*
      P.A. RETURN 9.60% p.a.
      ISIN XS2931620269
      NEXT POTENTIAL MATURITY DATE 03/03/2026

        EXPAND CLOSE
        Marex US Tech Low Hurdle Defensive Autocall March 2025 GBP
        ISIN: XS2930155382
        STRIKE DATE: 19/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet Inc163.8900401.07
        Microsoft387.8200409.43
        Amazon.com195.5400267.22
        Tesla Motors235.8600

        STRIKE DATE 19/03/2025
        RETURN & BARRIERS
        6.125% Quarterly Snowballing Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle, 50% Barrier (E)
        P.A. RETURN 24.50% p.a.
        ISIN XS2930155382
        NEXT POTENTIAL MATURITY DATE 19/09/2025

        EXPAND CLOSE
        Barclays 100% Capital Protected Autocall May 2025 GBP
        ISIN: XS3027266397
        STRIKE DATE: 26/05/2025
        INDICATIVE PRICE: 99.89%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 99.89% (as at 15/05/2026 09:55 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,531.530062654.05
        FTSE MIB39,988.480050050.27
        S&P 5008,361.02007501.24

        STRIKE DATE 26/05/2025
        RETURN & BARRIERS
        3.75% Semi-Annual Snowballing Coupon if Autocalled, 100% Autocall Trigger from 36 Months, 100% Capital Protected
        P.A. RETURN
        ISIN XS3027266397
        NEXT POTENTIAL MATURITY DATE 26/05/2028

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall April 2025 USD
        ISIN: XS2958605292
        STRIKE DATE: 17/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,660.960013212.96
        Eurostoxx 504,935.34005934.96
        Nikkei 22534,279.920062654.05
        Nasdaq 10017,808.300029580.3

        STRIKE DATE 17/04/2025
        RETURN & BARRIERS
        4.175% Semi-Annual Memory Coupon if above 85%, 100% Autocall Trigger from 12 Months, 60% Barrier (E)
        P.A. RETURN 8.350% p.a.
        ISIN XS2958605292
        NEXT POTENTIAL MATURITY DATE 17/04/2026

        EXPAND CLOSE
        Soc Gen Banks Low Hurdle Basket Star Autocall April 2025 USD
        ISIN: XS3011682682
        STRIKE DATE: 17/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas SA70.740092.03
        Deutsche Bank AG20.675027.41
        BBVA11.865018.965
        UniCredit SpA49.890072.35

        STRIKE DATE 17/04/2025
        RETURN & BARRIERS
        8.00% Snowballing Quarterly Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle at Maturity, 50% European Barrier with 80% Basket Star Barrier Maturity on the EQWB if EKIP Breach
        P.A. RETURN 32.00% p.a.
        ISIN XS3011682682
        NEXT POTENTIAL MATURITY DATE 17/10/2025

        EXPAND CLOSE