INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Banks 1 Year Fixed Income May 2025 EUR
ISIN: XS3025679567
STRIKE DATE: 28/05/2025
INDICATIVE PRICE: 99.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.16% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.960067.01
Commerzbank AG26.540035.94
Morgan Stanley127.5100189.31

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

EXPAND CLOSE
Soc Gén Memory Income Knock-Out Reducing Autocall May 2025 USD
ISIN: XS3048551777
STRIKE DATE: 19/05/2025
INDICATIVE PRICE: 84.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 84.85% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,752.50001431
Fortinet104.750085.26
Leonardo SpA49.940055.27
Palo Alto Networks Inc194.3000174.96

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

EXPAND CLOSE
Soc Gen EV Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696317
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 82.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 82.06% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc15.630017.15
NIO Inc3.82006.43
BYD Company Limited155.0512109.1

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

EXPAND CLOSE
Soc Gen US Tech Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696408
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 103.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 103.23% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com200.9900249.91
Meta Platform Inc627.0600668.84
Nvidia Corporation131.2900199.88
Tesla Inc339.3400386.42

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

EXPAND CLOSE
Barclays Triple Index 85-65 Memory Income Autocall May 2025 GBP
ISIN: XS3025602692
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.44% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,717.970010498.09
Eurostoxx 505,326.31005930.25
S&P 5005,802.82007064.01

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

EXPAND CLOSE
Barclays 50-50 Memory Income Autocall May 2025
ISIN: XS2998361260
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 98.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.85% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA57.270067.01
Commerzbank AG26.630035.94
BBVA13.680019.23
Morgan Stanley126.2600189.31

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

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025
ISIN: XS3006600459
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 109.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.04% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG26.630035.94
UniCredit SpA57.270067.01
Morgan Stanley126.2600189.31
Barclays326.6500437.85

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

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP June 2025
ISIN: XS3043292898
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 102.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.39% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510047903.29
Nikkei 22538,354.090059349.17
Russell 20002,132.68402764.97

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

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD June 2025
ISIN: XS3043292971
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 103.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.55% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510047903.29
Nikkei 22538,354.090059349.17
Russell 20002,132.68402764.97

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

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP June 2025
ISIN: XS3037359505
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 97.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.17% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903133.289
FTSE MIB38,840.510047903.29
Nikkei 22538,354.090059349.17
Russell 20002,132.68402764.97

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

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD June 2025
ISIN: XS3037359687
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 97.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.95% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903133.289
FTSE MIB38,840.510047903.29
Nikkei 22538,354.090059349.17
Russell 20002,132.68402764.97

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

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP June 2025
ISIN: XS3006663887
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 99.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.06% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303133.289
FTSE MIB39,231.350047903.29
Nikkei 22538,403.230059349.17
Russell 20002,109.26702764.97

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

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD June 2025
ISIN: XS3006663705
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 99.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.46% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903133.289
FTSE MIB39,231.350047903.29
Nikkei 22538,403.230059349.17
Russell 20002,109.26702764.97

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

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP June 2025
ISIN: XS3006644820
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 105.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.94% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013134.14
Eurostoxx 505,339.57005930.25
Nikkei 22538,311.330059349.17
S&P 5006,033.11007064.01

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

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 108.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.06% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013134.14
Eurostoxx 505,339.57005930.25
Nikkei 22538,311.330059349.17
S&P 5006,033.11007064.01

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

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 96.41%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.41% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005930.25
SMI12,132.190013134.14
Nikkei 22538,128.130059349.17
Russell 20002,083.80402764.97

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

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 GBP
ISIN: XS2998087345
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 96.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.26% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005930.25
SMI12,132.190013134.14
Nikkei 22538,128.130059349.17
Russell 20002,083.80402764.97

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

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
ISIN: XS3048693488
STRIKE DATE: 11/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle176.3800181.17
Intel20.680066.26
Tesla Inc326.4300386.42
Nvidia Corporation142.8300199.88

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

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 GBP
ISIN: XS2736718896
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 95.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.78% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005930.25
Russell 20002,144.44802764.97
Nikkei 22538,088.570059349.17

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

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 USD
ISIN: XS2736718623
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 96.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.98% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005930.25
Russell 20002,144.44802764.97
Nikkei 22538,088.570059349.17

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

EXPAND CLOSE