INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
ISIN: XS2890237717
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 117.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 117.08% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,113.760013134.14
FTSE MIB38,319.890047903.29
Nikkei 22536,779.660059349.17
Russell 20001,989.66102764.97

STRIKE DATE 07/05/2025
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: 9.60% Semi-Annually (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2890237717
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall May 2025 USD
ISIN: XS2958917341
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: 98.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.21% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,559.330010498.09
Eurostoxx 505,230.19005930.25
Nikkei 22536,779.660059349.17
S&P 5005,631.28007064.01

STRIKE DATE 07/05/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.72% pa (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2958917341
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Natixis 3 Year Developed Indices Fixed Income April 2025 USD
ISIN: XS2736715363
STRIKE DATE: 25/04/2025
INDICATIVE PRICE: 101.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.30% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380047903.29
Russell 20001,957.61602764.97
Nikkei 22535,705.740059349.17

STRIKE DATE 25/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.05% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736715363
NEXT POTENTIAL MATURITY DATE 25/04/2028

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR May 2025
ISIN: XS3065221593
STRIKE DATE: 30/05/2025
INDICATIVE PRICE: 107.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 107.94% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,087.400047903.29
S&P 5005,911.69007064.01
HSI23,289.770026487.48

STRIKE DATE 30/05/2025
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3065221593
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD May 2025
ISIN: XS2998333053
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,039.85102764.97
FTSE MIB39,475.360047903.29
S&P/ASX 2008,360.87808949.393

STRIKE DATE 23/05/2025
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: 4.75% Semi-Annual (9.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2998333053
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays Global Markets Memory Income Autocall Apr 2025 USD
ISIN: XS2998088665
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: 100.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.56% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,098.74005930.25
S&P 5005,375.86007064.01
Nikkei 22534,868.630059349.17
FTSE 1008,403.180010498.09

STRIKE DATE 23/04/2025
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: 2.25% Quarterly (9.00% 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 XS2998088665
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income April 2025 EUR
ISIN: XS2925735610
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 100.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.35% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA48.545067.01
Commerzbank AG23.030035.94
BBVA11.915019.23
Goldman Sachs519.9900926.55

STRIKE DATE 22/04/2025
RETURN & BARRIERS
1.8875% per quarter Fixed Income, 50% European barrier
P.A. RETURN
ISIN XS2925735610
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall April 2025 GBP
ISIN: XS2958940830
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: 107.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.85% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,646.320013134.14
Eurostoxx 504,961.45005930.25
FTSE 1008,328.600010498.09
S&P 5005,287.76007064.01

STRIKE DATE 22/04/2025
RETURN & BARRIERS
5.45% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958940830
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP May 2025
ISIN: XS2998227453
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.05% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,544.04203133.289
FTSE MIB40,656.260047903.29
Nikkei 22537,753.720059349.17
Russell 20002,113.25402764.97

STRIKE DATE 16/05/2025
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: 3.625% Semi-Annual (7.25% 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 XS2998227453
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD May 2025
ISIN: XS2998227537
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 97.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 97.73% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,544.04203133.289
FTSE MIB40,656.260047903.29
Nikkei 22537,753.720059349.17
Russell 20002,113.25402764.97

STRIKE DATE 16/05/2025
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: 3.75% Semi-Annual (7.50% 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 XS2998227537
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP May 2025
ISIN: XS3042912579
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 102.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.91% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720059349.17
FTSE MIB40,656.260047903.29
S&P/ASX 2008,343.68208949.393

STRIKE DATE 15/05/2025
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: 4.25% Semi-Annually (8.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912579
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD May 2025
ISIN: XS3042912496
STRIKE DATE: 16/05/2025
INDICATIVE PRICE: 104.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 104.80% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720059349.17
FTSE MIB40,656.260047903.29
S&P/ASX 2008,343.68208949.393

STRIKE DATE 16/05/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3042912496
NEXT POTENTIAL MATURITY DATE 16/05/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 GBP
ISIN: XS2976552211
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005930.25
SMI11,499.460013134.14
Nikkei 22533,982.360059349.17
Russell 20001,880.87902764.97

STRIKE DATE 14/04/2025
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: 1.9375% Quarterly (7.87% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.87% p.a.
ISIN XS2976552211
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall April 2025 USD
ISIN: XS2976552138
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39005930.25
SMI11,499.460013134.14
Nikkei 22533,982.360059349.17
Russell 20001,880.87902764.97

STRIKE DATE 14/04/2025
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2976552138
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP May 2025
ISIN: XS2958902079
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 98.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.60% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903133.289
FTSE MIB40,418.820047903.29
Nikkei 22537,755.510059349.17
Russell 20002,094.69302764.97

STRIKE DATE 15/05/2025
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: 2.10% Quarterly(8.40% 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 XS2958902079
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD May 2025
ISIN: XS2958902152
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 98.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.91% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903133.289
FTSE MIB40,418.820047903.29
Nikkei 22537,755.510059349.17
Russell 20002,094.69302764.97

STRIKE DATE 15/05/2025
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: 2.25% Quarterly (9.00% 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 XS2958902152
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2025
ISIN: XS2958944741
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 108.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 108.59% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190013134.14
Eurostoxx 505,403.44005930.25
Nikkei 22538,128.130059349.17
S&P 5005,892.58007064.01

STRIKE DATE 14/05/2025
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: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944741
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD May 2025
ISIN: XS2958944824
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 110.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 110.53% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190013134.14
Eurostoxx 505,403.44005930.25
Nikkei 22538,128.130059349.17
S&P 5005,892.58007064.01

STRIKE DATE 14/05/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958944824
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
Natixis 3 Year Fixed Income GBP May 2025
ISIN: XS2736716502
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 97.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.67% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005930.25
Russell 20002,026.41502764.97
Nikkei 22536,928.630059349.17

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.65% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716502
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Natixis 3 Year Fixed Income USD May 2025
ISIN: XS2736716411
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94005930.25
Russell 20002,026.41502764.97
Nikkei 22536,928.630059349.17

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716411
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE