INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.16% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 56.9600 | 67.01 |
| Commerzbank AG | 26.5400 | 35.94 |
| Morgan Stanley | 127.5100 | 189.31 |
STRIKE DATE 28/05/2025
RETURN & BARRIERS
Maximum Term: 1 year
Investment Structure: Fixed Income
Fixed Coupon Rate: EUR: 7.35% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3025679567
NEXT POTENTIAL MATURITY DATE 28/05/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 84.85% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rheinmetall AG | 1,752.5000 | 1431 |
| Fortinet | 104.7500 | 85.26 |
| Leonardo SpA | 49.9400 | 55.27 |
| Palo Alto Networks Inc | 194.3000 | 174.96 |
STRIKE DATE 19/05/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Knock-Out Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Knock Out Trigger: 95% of initial level (Reduced by 5% every 6 months)
Memory Income Rate: USD: 7.00% Semi-annual (14.00% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% European barrier
P.A. RETURN
ISIN XS3048551777
NEXT POTENTIAL MATURITY DATE 19/05/2026
COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 82.06% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rivian Automotive Inc | 15.6300 | 17.15 |
| NIO Inc | 3.8200 | 6.43 |
| BYD Company Limited | 155.0512 | 109.1 |
STRIKE DATE 23/05/2025
RETURN & BARRIERS
11.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696317
NEXT POTENTIAL MATURITY DATE 26/05/2026
COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 103.23% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 200.9900 | 249.91 |
| Meta Platform Inc | 627.0600 | 668.84 |
| Nvidia Corporation | 131.2900 | 199.88 |
| Tesla Inc | 339.3400 | 386.42 |
STRIKE DATE 23/05/2025
RETURN & BARRIERS
8.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696408
NEXT POTENTIAL MATURITY DATE 26/05/2026
COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.44% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,717.9700 | 10498.09 |
| Eurostoxx 50 | 5,326.3100 | 5930.25 |
| S&P 500 | 5,802.8200 | 7064.01 |
STRIKE DATE 23/05/2025
RETURN & BARRIERS
2.0325% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3025602692
NEXT POTENTIAL MATURITY DATE 26/05/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.85% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 57.2700 | 67.01 |
| Commerzbank AG | 26.6300 | 35.94 |
| BBVA | 13.6800 | 19.23 |
| Morgan Stanley | 126.2600 | 189.31 |
STRIKE DATE 22/05/2025
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: 3.55% Quarterly (14.20% 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 XS2998361260
NEXT POTENTIAL MATURITY DATE 22/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.04% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 26.6300 | 35.94 |
| UniCredit SpA | 57.2700 | 67.01 |
| Morgan Stanley | 126.2600 | 189.31 |
| Barclays | 326.6500 | 437.85 |
STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 24.65% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3006600459
NEXT POTENTIAL MATURITY DATE 24/05/2027
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.39% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 38,840.5100 | 47903.29 |
| Nikkei 225 | 38,354.0900 | 59349.17 |
| Russell 2000 | 2,132.6840 | 2764.97 |
STRIKE DATE 23/06/2025
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: 4.00% Semi-Annually (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292898
NEXT POTENTIAL MATURITY DATE 23/06/2028
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.55% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 38,840.5100 | 47903.29 |
| Nikkei 225 | 38,354.0900 | 59349.17 |
| Russell 2000 | 2,132.6840 | 2764.97 |
STRIKE DATE 23/06/2025
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: 4.00% Semi-Annually (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292971
NEXT POTENTIAL MATURITY DATE 23/06/2028
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.17% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,424.0390 | 3133.289 |
| FTSE MIB | 38,840.5100 | 47903.29 |
| Nikkei 225 | 38,354.0900 | 59349.17 |
| Russell 2000 | 2,132.6840 | 2764.97 |
STRIKE DATE 23/06/2025
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 XS3037359505
NEXT POTENTIAL MATURITY DATE 23/06/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.95% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,424.0390 | 3133.289 |
| FTSE MIB | 38,840.5100 | 47903.29 |
| Nikkei 225 | 38,354.0900 | 59349.17 |
| Russell 2000 | 2,132.6840 | 2764.97 |
STRIKE DATE 23/06/2025
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 XS3037359687
NEXT POTENTIAL MATURITY DATE 23/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.06% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3133.289 | |
| FTSE MIB | 39,231.3500 | 47903.29 |
| Nikkei 225 | 38,403.2300 | 59349.17 |
| Russell 2000 | 2,109.2670 | 2764.97 |
STRIKE DATE 20/06/2025
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: 3.95% Semi-Annual (7.90% 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 XS3006663887
NEXT POTENTIAL MATURITY DATE 22/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.46% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,424.0390 | 3133.289 |
| FTSE MIB | 39,231.3500 | 47903.29 |
| Nikkei 225 | 38,403.2300 | 59349.17 |
| Russell 2000 | 2,109.2670 | 2764.97 |
STRIKE DATE 20/06/2025
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 XS3006663705
NEXT POTENTIAL MATURITY DATE 22/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.94% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,090.8700 | 13134.14 |
| Eurostoxx 50 | 5,339.5700 | 5930.25 |
| Nikkei 225 | 38,311.3300 | 59349.17 |
| S&P 500 | 6,033.1100 | 7064.01 |
STRIKE DATE 16/06/2025
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: GBP: 6.30% Semi-Annually (12.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006644820
NEXT POTENTIAL MATURITY DATE 16/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.06% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,090.8700 | 13134.14 |
| Eurostoxx 50 | 5,339.5700 | 5930.25 |
| Nikkei 225 | 38,311.3300 | 59349.17 |
| S&P 500 | 6,033.1100 | 7064.01 |
STRIKE DATE 16/06/2025
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: 7.25% Semi-Annually (14.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.41% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,403.4400 | 5930.25 |
| SMI | 12,132.1900 | 13134.14 |
| Nikkei 225 | 38,128.1300 | 59349.17 |
| Russell 2000 | 2,083.8040 | 2764.97 |
STRIKE DATE 14/05/2025
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: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% European
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 14/05/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.26% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,403.4400 | 5930.25 |
| SMI | 12,132.1900 | 13134.14 |
| Nikkei 225 | 38,128.1300 | 59349.17 |
| Russell 2000 | 2,083.8040 | 2764.97 |
STRIKE DATE 14/05/2025
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: 2.0625% Quarterly (8.25% 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 XS2998087345
NEXT POTENTIAL MATURITY DATE 14/05/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 176.3800 | 181.17 |
| Intel | 20.6800 | 66.26 |
| Tesla Inc | 326.4300 | 386.42 |
| Nvidia Corporation | 142.8300 | 199.88 |
STRIKE DATE 11/06/2025
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 50% Glider at month 12
Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.00% p.a.
ISIN XS3048693488
NEXT POTENTIAL MATURITY DATE 11/12/2025
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.78% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,421.5200 | 5930.25 |
| Russell 2000 | 2,144.4480 | 2764.97 |
| Nikkei 225 | 38,088.5700 | 59349.17 |
STRIKE DATE 09/06/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736718896
NEXT POTENTIAL MATURITY DATE 09/06/2028
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.98% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,421.5200 | 5930.25 |
| Russell 2000 | 2,144.4480 | 2764.97 |
| Nikkei 225 | 38,088.5700 | 59349.17 |
STRIKE DATE 09/06/2025
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 XS2736718623
NEXT POTENTIAL MATURITY DATE 09/06/2028
