INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS Quad Index Low Hurdle Autocall July 2025 EUR
ISIN: XS2880133736
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 101.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.31% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,599.680052818.85
HSI25,667.180023350.03
SMI12,045.780014424.24
Nasdaq 10023,219.870029329.21

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: EUR: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880133736
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3067149370
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 99.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.94% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403247.031
FTSE MIB43,013.440052818.85
Nikkei 22542,610.170069744.07
Russell 20002,274.09602996.11

STRIKE DATE 21/08/2025
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: 3.85% Semi-Annual (7.70% 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 XS3067149370
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2025
ISIN: XS3067149453
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 100.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.28% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403247.031
FTSE MIB43,013.440052818.85
Nikkei 22542,610.170069744.07
Russell 20002,274.09602996.11

STRIKE DATE 21/08/2025
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: 4.10% Semi-Annual (8.20% 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 XS3067149453
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA Japanese Low Hurdle Autocall July 2025 USD
ISIN: XS3056984159
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 110.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 110.84% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sumitomo Corp3,726.00001575
Itochu Corp7,606.00001888.5
Mitsubishi Corp2,914.00004457
Marubeni Corp2,950.00004963

STRIKE DATE 22/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level, reduce to 80% on the final observation). Coupon Rate: USD: 3.50% quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3056984159
NEXT POTENTIAL MATURITY DATE 21/07/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2025 USD
ISIN: XS3058047542
STRIKE DATE: 21/07/2025
INDICATIVE PRICE: 97.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.58% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,166.600052818.85
HSI24,994.140023350.03
Russell 20002,231.13302996.11

STRIKE DATE 21/07/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3058047542
NEXT POTENTIAL MATURITY DATE 21/07/2028

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Aug 2025 EUR
ISIN: XS2880165340
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 95.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.79% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330014424.24
FTSE MIB42,653.970052818.85
S&P 5006,449.80007483.24
HSI25,270.070023350.03

STRIKE DATE 15/08/2025
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: EUR: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880165340
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Morgan Stanley Quad Index Capital Protected Autocall July 25 USD
ISIN: XS3094797183
STRIKE DATE: 17/07/2025
INDICATIVE PRICE: 104.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 104.51% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,377.15006412.68
SMI11,961.870014424.24
Nikkei 22539,901.190069744.07

STRIKE DATE 17/07/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3094797183
NEXT POTENTIAL MATURITY DATE 18/07/2028

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Aug 2025
ISIN: XS3067103898
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 107.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.86% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014424.24
Eurostoxx 505,434.64006412.68
Nikkei 22543,714.310069744.07
S&P 5006,449.15007483.24

STRIKE DATE 18/08/2025
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067103898
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Aug 2025
ISIN: XS3067103971
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 109.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.46% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014424.24
Eurostoxx 505,434.64006412.68
Nikkei 22543,714.310069744.07
S&P 5006,449.15007483.24

STRIKE DATE 18/08/2025
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067103971
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR Aug 2025
ISIN: XS2879606114
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 100.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.09% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,653.970052818.85
S&P 5006,449.80007483.24
HSI25,270.070023350.03

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2879606114
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall Jul 2025 USD
ISIN: XS3085501099
STRIKE DATE: 14/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company799.34001213.91
Nvidia Corporation164.0700194.83
Meta Platform Inc720.9200582.9
Royal Caribbean Cruise342.0300296.3

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

    EXPAND CLOSE
    Santander 75-60 Memory Income Autocall Jul 2025 USD
    ISIN: XS3098957890
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: 100.38%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 100.38% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006412.68
    SMI11,939.890014424.24
    Nikkei 22539,459.620069744.07
    Russell 20002,249.72902996.11

    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

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Jul 2025 GBP
    ISIN: XS3052655944
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: 96.77%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.77% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006412.68
    OMX Stockholm 302,532.28103247.031
    Nikkei 22539,459.620069744.07
    Russell 20002,249.72902996.11

    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

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH CASH BOOSTER AUTOCALL USD Aug 2025 – Factsheet upon request
    ISIN: XS3109256670
    STRIKE DATE: 12/08/2025
    INDICATIVE PRICE: 68.17%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 68.17% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle253.8600140.27
    Tesla Inc340.8400393.45
    Advanced Micro Devices174.9500517.82

    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

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025 – Factsheet upon request
    ISIN: XS3109209083
    STRIKE DATE: 07/08/2025
    INDICATIVE PRICE: 66.01%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 66.01% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle249.3900140.27
    Intel19.7700120.35
    Tesla Inc322.2700393.45
    Nvidia Corporation180.7700194.83

    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

    EXPAND CLOSE
    Barclays Banks 1 Year Fixed Income July 2025 EUR
    ISIN: XS3052842385
    STRIKE DATE: 08/07/2025
    INDICATIVE PRICE: 100.14%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 100.14% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA58.440081.96
    Commerzbank AG29.970037.72
    Morgan Stanley141.1300213.93

    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

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall GBP Jul 2025
    ISIN: XS3062083731
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 100.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 100.27% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302996.11
    FTSE MIB40,599.680052818.85
    Nikkei 22541,826.340069744.07
    S&P/ASX 2008,709.40908844.412

    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

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall USD Jul 2025
    ISIN: XS3062083814
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 99.55%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.55% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302996.11
    FTSE MIB40,599.680052818.85
    Nikkei 22541,826.340069744.07
    S&P/ASX 2008,709.40908844.412

    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

    EXPAND CLOSE
    BNP Paribas Quad Index Classic Autocall June 2025 USD
    ISIN: XS2741509801
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,980.380014424.24
    S&P 5006,173.07007483.24
    Eurostoxx 505,325.64006412.68
    Nikkei 22540,150.790069744.07

    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 14.00% p.a.
    ISIN XS2741509801
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Barclays Triple Index Capital Protected Autocall June 2025 USD
    ISIN: XS3051870114
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: 102.31%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.31% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2008,514.17208844.412
    Nikkei 22540,150.790069744.07
    Eurostoxx 505,325.64006412.68

    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

    EXPAND CLOSE