INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 105.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.43% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71006231.54
Nikkei 22550,836.550061077.9
S&P 5006,827.41007353.73

STRIKE DATE 12/12/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Jan 2026
ISIN: XS3205826954
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 95.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.46% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,169.960014967.73
FTSE MIB44,713.460050505.87
Nikkei 22552,991.100061077.9
Russell 20002,645.36102729.887

STRIKE DATE 20/01/2026
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3205826954
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall December 2025 GBP
ISIN: XS3184602723
STRIKE DATE: 10/12/2025
INDICATIVE PRICE: 104.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.45% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,579.36009065.067
FTSE MIB43,465.340050505.87
Nikkei 22550,602.800061077.9
S&P 5006,886.68007353.73

STRIKE DATE 10/12/2025
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, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602723
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE
Natixis Semi Annual Defensive Autocall December 2025 GBP
ISIN: XS3138916153
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 107.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.69% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,718.08006231.54
Russell 20002,531.15902729.887
SMI12,893.610014967.73
Nikkei 22551,028.420061077.9

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 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 XS3138916153
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual Defensive Autocall December 2025 USD
ISIN: XS3184620113
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 104.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.93% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070050505.87
Eurostoxx 505,718.08006231.54
Nikkei 22551,028.420061077.9
Russell 20002,531.15902729.887

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620113
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual 95% Defensive Autocall December 2025 USD
ISIN: XS3184620204
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 105.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.59% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070050505.87
Eurostoxx 505,718.08006231.54
Nikkei 22551,028.420061077.9
S&P 5006,857.12007353.73

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 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 XS3184620204
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
ISIN: XS3184620030
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 106.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 106.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070050505.87
Eurostoxx 505,718.08006231.54
Nikkei 22551,028.420061077.9
Russell 20002,531.15902729.887

STRIKE DATE 04/12/2025
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620030
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3189306940
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 91.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,039.09103301.091
FTSE MIB45,799.690050505.87
Nikkei 22553,936.170061077.9
Russell 20002,677.73802729.887

STRIKE DATE 16/01/2026
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189306940
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall December 2025 USD
ISIN: XS3138908648
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.34% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006231.54
Russell 20002,512.13602729.887
SMI12,858.330014967.73
Nikkei 22549,864.680061077.9

STRIKE DATE 03/12/2025
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
ISIN XS3138908648
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall December 2025 GBP
ISIN: XS3167732901
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 95.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006231.54
SMI12,858.330014967.73
Nikkei 22549,864.680061077.9
Russell 20002,512.13602729.887

STRIKE DATE 03/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3167732901
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Natixis World Indices Memory Income Autocall December 2025 USD
ISIN: XS3138911865
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.30% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006231.54
Russell 20002,512.13602729.887
SMI12,858.330014967.73
Nikkei 22549,864.680061077.9

STRIKE DATE 03/12/2025
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: 1.98% Quarterly (7.92% 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 XS3138911865
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall December 2025 AUD
ISIN: XS3184620543
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 102.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 102.91% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640050505.87
HSI25,760.730024796.98
Nikkei 22549,864.680061077.9

STRIKE DATE 03/12/2025
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: AUD: 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 XS3184620543
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall December 2025 USD
ISIN: DE000UN1T859
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.93% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,849.72007353.73
SMI12,858.330014967.73
Nikkei 22549,864.680061077.9
FTSE MIB43,380.640050505.87

STRIKE DATE 03/12/2025
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: 1.9% Quarterly (7.60% 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 DE000UN1T859
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Jan 2026 – Factsheet on request
ISIN: XS3233640104
STRIKE DATE: 15/01/2026
INDICATIVE PRICE: 69.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 69.81% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.8500115.16
Intel48.320052.25
Tesla Inc438.5700343.69
Nvidia Corporation187.0500181.6

STRIKE DATE 15/01/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3233640104
NEXT POTENTIAL MATURITY DATE 15/01/2027

EXPAND CLOSE
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 95.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 95.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890024796.98
Nikkei 22550,253.910061077.9
OMX Stockholm 302,787.76903301.091
S&P 5006,849.09007353.73

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% 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 XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3184661570
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 101.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.00% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,720.510010782.66
FTSE MIB43,357.010050505.87
Nikkei 22550,253.910061077.9
S&P 5006,849.09007353.73

STRIKE DATE 28/11/2025
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: 5.15% Semi-Annual (10.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3184661570
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Quad Index Memory Income Autocall November 2025 USD
ISIN: XS3184602996
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 90.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.96% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,653.17006231.54
Russell 20002,486.11602729.887
S&P/ASX 2008,617.29009065.067
HSI25,945.930024796.98

STRIKE DATE 28/11/2025
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: 4.40% Semi-Annual (8.80% 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 XS3184602996
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall November 2025 USD
ISIN: XS2880164707
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 98.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 98.30% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,357.010050505.87
HSI25,858.890024796.98
Russell 20002,500.43402729.887

STRIKE DATE 28/11/2025
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: 5.31% Semi-Annual (10.62% 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 XS2880164707
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall November 2025 ZAR
ISIN: ZAE000355244
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle197.0300115.16
Intel35.830052.25
Nvidia Corporation177.8200181.6
Advanced Micro Devices206.1300404.4

STRIKE DATE 25/11/2025
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 55% Express Barrier at month 12 Coupon Rate: ZAR: 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 26.00% p.a.
ISIN ZAE000355244
NEXT POTENTIAL MATURITY DATE 25/06/2026

EXPAND CLOSE
BBVA 1 Year Fixed Income November 2025 USD IDAD
ISIN: XS3184643248
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 90.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.70% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy351.6000239.65
Micron Technology224.5300656.39
Tesla Inc419.4000343.69

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: USD: 2.37% monthly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184643248
NEXT POTENTIAL MATURITY DATE 25/11/2026

EXPAND CLOSE