INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3126369050
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 101.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.28% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,491.250010831.52
S&P 5006,715.79007747.71
Nikkei 22545,769.500064214.48
FTSE MIB43,258.110052245.47

STRIKE DATE 03/10/2025
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: .4.85% Semi-Annual (9.70% 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 XS3126369050
NEXT POTENTIAL MATURITY DATE 05/10/2026

EXPAND CLOSE
BBVA Triple Index Reducing Autocall October 2025 USD
ISIN: XS3126422719
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 102.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.21% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,651.71006382.59
FTSE 1009,491.250010831.52
S&P 5006,715.79007747.71

STRIKE DATE 03/10/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 2.85% Semi-Annually (5.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126422719
NEXT POTENTIAL MATURITY DATE 05/10/2026

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall Oct Bespoke 2025 USD
ISIN: XS3182308117
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 57.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 57.29% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.7800154.04
Intel37.300091.67
Amazon.com222.4100258.9
Nvidia Corporation188.8900228.45

STRIKE DATE 02/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3182308117
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall September 2025 USD
ISIN: XS2736750196
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 100.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.45% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006382.59
Russell 20002,436.48402968.271
SMI12,109.420014394.77
Nikkei 22544,932.630064214.48

STRIKE DATE 30/09/2025
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 XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS2736749933
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 100.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.21% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006382.59
Russell 20002,436.48402968.271
SMI12,109.420014394.77
Nikkei 22544,932.630064214.48

STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 USD
ISIN: XS2736749859
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 100.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.23% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96006382.59
Russell 20002,436.48402968.271
SMI12,109.420014394.77
Nikkei 22544,932.630064214.48

STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.) USD: 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 XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall September 2025 USD
ISIN: XS3095667260
STRIKE DATE: 19/09/2025
INDICATIVE PRICE: 100.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.96% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.250041.6
Barclays381.6500493.4
UniCredit SpA64.920084.64
Morgan Stanley159.9100217.15

STRIKE DATE 19/09/2025
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: 4.125% Quarterly (16.50% 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 XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026

EXPAND CLOSE
Marex US Tech Low Hurdle Defensive Autocall Sep 2025 GBP
ISIN: XS3126255713
STRIKE DATE: 29/09/2025
INDICATIVE PRICE: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.03% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc244.3600342.48
Microsoft514.6000510.12
Amazon.com222.1700258.9
Tesla Inc443.2100376.365

STRIKE DATE 29/09/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 70% low hurdle at maturity Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Oct 2025
ISIN: XS3126394835
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 95.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.02% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,568.180014394.77
FTSE MIB42,486.670052245.47
S&P 5006,791.69007747.71
HSI26,160.150025213.31

STRIKE DATE 24/10/2025
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: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Oct 2025
ISIN: XS2880175653
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 104.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 104.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,486.670052245.47
S&P 5006,791.69007747.71
HSI26,160.150025213.31

STRIKE DATE 24/10/2025
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: EUR: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA World Banks Memory Income Autocall September 2025
ISIN: XS3108804694
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 100.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.53% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100041.6
Societe Generale56.840074.38
Lloyds82.0800112.45
Citi Group Inc103.0000138.14

STRIKE DATE 23/09/2025
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 XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income September 2025 USD
ISIN: XS3095699388
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 110.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 110.05% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100041.6
UniCredit SpA64.130084.64
Morgan Stanley160.7600217.15
Barclays389.3000493.4

STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: USD: 24.00% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027

EXPAND CLOSE
Natixis Global Markets Memory Income Autcall USD Oct 2025
ISIN: XS2736751160
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 100.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,392.360052245.47
Russell 20002,499.90502968.271
Nikkei 22549,185.500064214.48
OMX Stockholm 302,736.16703278.19

STRIKE DATE 20/10/2025
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: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Oct 2025
ISIN: XS2736751244
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 99.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.71% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,635.020014394.77
FTSE MIB42,392.360052245.47
Nikkei 22549,185.500064214.48
Nasdaq 10025,141.020029482.32

STRIKE DATE 20/10/2025
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: 1.75% Quarterly(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 XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Oct 2025
ISIN: XS3126381691
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 96.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.63% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,030.01909020.093
FTSE MIB42,209.640052245.47
Nikkei 22549,307.790064214.48
Russell 20002,451.55202968.271

STRIKE DATE 22/10/2025
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: 4.00% Semi-Annual (8.00% 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 XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall September 2025 USD
ISIN: XS2879692528
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 105.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 105.02% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180052245.47
S&P 5006,693.75007747.71
HSI26,344.140025213.31

STRIKE DATE 22/09/2025
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: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall September 2025 USD
ISIN: XS3108821607
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 104.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.38% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays383.3500493.4
Commerzbank AG31.690041.6
UniCredit SpA65.020084.64
Morgan Stanley160.7100217.15

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
Marex Group US Stocks Memory Income Autocall Sept USD 2025
ISIN: XS3082751671
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 85.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE
CURRENCY USD
CURRENT PRICE 85.64% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc434.2100376.365
Meta Platform Inc765.1600610.68
Nvidia Corporation183.6100228.45
Amazon.com227.6300258.9

STRIKE DATE 22/09/2025
RETURN & BARRIERS
4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% Memory Income Rate: USD: 5.188% Quarterly (20.75% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3082751671
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
Natixis 5 Year Triple Index Fixed Income September 2025 USD
ISIN: XS2736749263
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 93.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.61% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10042,423.180010831.52
Nasdaq 10024,761.070029482.32
Nikkei 22545,493.660064214.48

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.92% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2736749263
NEXT POTENTIAL MATURITY DATE 23/09/2030

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Oct 2025
ISIN: XS3095715846
STRIKE DATE: 17/10/2025
INDICATIVE PRICE: 107.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.50% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,644.490014394.77
Eurostoxx 505,607.39006382.59
Nikkei 22547,582.150064214.48
S&P 5006,664.01007747.71

STRIKE DATE 17/10/2025
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 XS3095715846
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE