INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall August 2025 GBP
ISIN: XS3072813259
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 96.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.52% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,448.61006412.68
OMX Stockholm 302,640.69703247.031
Nikkei 22543,378.310069744.07
Russell 20002,286.52302996.11

STRIKE DATE 15/08/2025
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: 1.75% 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 XS3072813259
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall August 2025 USD
ISIN: XS3067110679
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 98.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.13% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330014424.24
Eurostoxx 505,448.61006412.68
Nikkei 22543,378.310069744.07
Russell 20002,286.52302996.11

STRIKE DATE 15/08/2025
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: 1.875% Quarterly (7.50% 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 XS3067110679
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
BBVA 70-60 Memory Income Autocall August 2025 USD
ISIN: XS3079248467
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 95.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.51% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330014424.24
Eurostoxx 505,448.61006412.68
Nikkei 22543,378.310069744.07
Russell 20002,286.52302996.11

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.9375% Quarterly (7.75% 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 XS3079248467
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Societe Generale US Large Cap Defensive Autocall August 2025 USD
ISIN: XS3130973822
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 80.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 80.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise313.9500296.3
Nvidia Corporation180.4500194.83
Meta Platform Inc785.2300582.9
Eli Lilly & Company701.23001213.91

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 3.57% Quarterly (14.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3130973822
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation August 2025 GBP
ISIN: XS3094982751
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 104.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.17% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,138.900010679.03
Nikkei 22543,378.310069744.07
S&P 5006,449.80007483.24
Eurostoxx 505,448.61006412.68

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094982751
NEXT POTENTIAL MATURITY DATE 15/08/2030

EXPAND CLOSE
Morgan Stanley Eurostoxx 50 Reducing Autocall August 2025 GBP
ISIN: XS3095215102
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 104.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.91% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,448.61006412.68

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (reducing to 95%, 90%, 85%, 80%) Coupon Rate: USD: 7.47% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS3095215102
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
BBVA European Banks Low Hurdle Autocall August 2025 USD
ISIN: XS3079225507
STRIKE DATE: 12/08/2025
INDICATIVE PRICE: 102.79%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 102.79% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.430037.72
Societe Generale58.360077.34
UniCredit SpA68.410081.96

STRIKE DATE 12/08/2025
RETURN & BARRIERS
10.00% Semi-Annually Snowballing Coupon if Autocalled, 100% Autocall Trigger from 24 Months but 60% on final day, 60% European Barrier
P.A. RETURN
ISIN XS3079225507
NEXT POTENTIAL MATURITY DATE 12/08/2027

EXPAND CLOSE
Santander Eurostoxx Banks Reducing Autocall August 2025 USD
ISIN: XS3149230149
STRIKE DATE: 12/08/2025
INDICATIVE PRICE: 109.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 109.34% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks230.8700301.4

STRIKE DATE 12/08/2025
RETURN & BARRIERS
11.65% Annual Snowballing Coupon, 100% Trigger from 12m, reducing to 90%, 80%, then 70%, 70% European Barrier
P.A. RETURN
ISIN XS3149230149
NEXT POTENTIAL MATURITY DATE 12/08/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Sep 2025 – Factsheet upon request
ISIN: XS3130899324
STRIKE DATE: 09/09/2025
INDICATIVE PRICE: 65.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 65.06% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle241.5100140.27
Intel24.4400120.35
Tesla Inc346.9700393.45
Nvidia Corporation170.7600194.83

STRIKE DATE 09/09/2025
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: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3130899324
NEXT POTENTIAL MATURITY DATE 09/09/2026

EXPAND CLOSE
Marex Group Developed Indices Classic Autocall July 2025 GBP
ISIN: XS2984898564
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 104.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.13% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,068.580010679.03
Eurostoxx 505,165.60006412.68
Nikkei 22540,799.600069744.07
S&P 5006,238.01007483.24

STRIKE DATE 01/08/2025
RETURN & BARRIERS
3.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 50% European Barrier
P.A. RETURN
ISIN XS2984898564
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall July 2025 GBP
ISIN: XS3067080740
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 107.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.02% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,238.01007483.24
FTSE 10039,942.820010679.03
Eurostoxx 505,165.60006412.68
Nikkei 22540,799.600069744.07

STRIKE DATE 01/08/2025
RETURN & BARRIERS
5.40% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS3067080740
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA World Indices Drop Down Defensive Autocall July 2025 GBP
ISIN: XS3067081045
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 90.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.85% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820052818.85
HSCEI8,804.42007699.76
TOPIX2,948.65004064.6
KOSPI 200420.72001299.3

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA World Indices Drop Down Autocall July 2025 GBP
ISIN: XS3067080823
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 92.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.51% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820052818.85
HSCEI8,804.42007699.76
TOPIX2,948.65004064.6
KOSPI 200420.72001299.3

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.70% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 90%,60% Final European barrier.
P.A. RETURN
ISIN XS3067080823
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
Societe Generale US Large Cap Defensive Autocall July 2025 USD (XS3109388663)
ISIN: XS3109388663
STRIKE DATE: 31/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise317.8700296.3
Eli Lilly & Company740.07001213.91
Nvidia Corporation177.8700194.83
Advanced Micro Devices176.3100517.82

STRIKE DATE 31/07/2025
RETURN & BARRIERS
4.625% Quarterly Snowballing coupon if Autocalled, 82% Quarterly Autocall trigger from 6 months, 65% Barrier (E).
P.A. RETURN 18.50% p.a.
ISIN XS3109388663
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3078690982
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 98.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.58% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503247.031
Nikkei 22542,828.790069744.07
Russell 20002,378.41302996.11
FTSE MIB42,447.100052818.85

STRIKE DATE 28/08/2025
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: 3.475% Semi-Annual (6.95% 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 XS3078690982
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall USD Aug 2025
ISIN: XS3078691014
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 97.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 97.48% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503247.031
FTSE MIB42,447.100052818.85
Nikkei 22542,828.790069744.07
Russell 20002,378.41302996.11

STRIKE DATE 28/08/2025
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. 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 XS3078691014
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Citi 10Y Thematic Autocall July 2025 EUR
ISIN: XS3080663399
STRIKE DATE: 28/07/2025
INDICATIVE PRICE: 114.13%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE
CURRENCY EUR
CURRENT PRICE 114.13% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
The MSCI Transatlantic Multi Sector Custom 20 Decrement 50 Point EUR Index840.1647893.597

STRIKE DATE 28/07/2025
RETURN & BARRIERS
Maximum Term: 10 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level reducing by 0.75% p.q. Coupon Rate: EUR: 3.50% Quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3080663399
NEXT POTENTIAL MATURITY DATE 28/01/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Aug 2025
ISIN: XS3094982165
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 102.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.55% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410052818.85
Nikkei 22542,520.270069744.07
FTSE 1009,255.500010679.03

STRIKE DATE 27/08/2025
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 7.50% p.a.
ISIN XS3094982165
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Aug 2025
ISIN: XS3094982249
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 102.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 102.57% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410052818.85
Nikkei 22542,520.270069744.07
FTSE 1009,255.500010679.03

STRIKE DATE 27/08/2025
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 Underlying Basket Bloomberg
P.A. RETURN
ISIN XS3094982249
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall July 2025 USD
ISIN: XS3057448592
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 100.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.55% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG30.160037.72
Barclays358.4000522.3
UniCredit SpA61.240081.96
Morgan Stanley142.5000213.93

STRIKE DATE 24/07/2025
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 XS3057448592
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE