INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Defensive Autocall EUR Jul 2025
ISIN: XS3006754173
STRIKE DATE: 07/07/2025
INDICATIVE PRICE: 106.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 106.43% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,914.250051497.21
S&P 5006,229.98007431.46
HSI23,887.830024718.1

STRIKE DATE 07/07/2025
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006754173
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE
Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
ISIN: XS3043937427
STRIKE DATE: 04/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,970.81007431.46
FTSE 1008,801.290010471.72
Eurostoxx 505,405.15006187.63

STRIKE DATE 04/06/2025
RETURN & BARRIERS
8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
P.A. RETURN 8.20% p.a.
ISIN XS3043937427
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
BBVA Quarterly Classic Autocall June 2025 AUD
ISIN: XS3006683216
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,430.17006187.63
Nikkei 22537,741.610066020.04
Russell 20002,132.24702943.992

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.32% p.a.
ISIN XS3006683216
NEXT POTENTIAL MATURITY DATE 08/06/2026

    EXPAND CLOSE
    Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
    ISIN: XS3085218421
    STRIKE DATE: 06/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSBC881.70001372.8
    Commerzbank AG28.000036.83
    UniCredit SpA58.200073.3
    BBVA13.240020.09

    STRIKE DATE 06/06/2025
    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% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 24.00% p.a.
    ISIN XS3085218421
    NEXT POTENTIAL MATURITY DATE 08/12/2025

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
      ISIN: XS2748029365
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB40,601.940051497.21
      Eurostoxx 505,430.17006187.63
      Nikkei 22537,741.610066020.04
      Russell 20002,132.24702943.992

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.22% p.a.
      ISIN XS2748029365
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
      ISIN: XS2697219959
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/TSX 601,578.74602050.451
      FTSE 1008,837.910010471.72
      OMX Stockholm 302,521.50603113.57
      iShares MSCI Brazil (EWZ)27.720035.1

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 11.63% p.a.
      ISIN XS2697219959
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
      ISIN: XS2748026429
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,366.170013708.02
      Nikkei 22537,741.610066020.04
      OMX Stockholm 302,521.50603113.57
      Nasdaq 10021,761.790029635.95

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 10.91% p.a.
      ISIN XS2748026429
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall Bespoke 4 June 2025 GBP
      ISIN: XS2748027153
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008804.037
      SMI13708.02
      IBEX 3518764.4
      Euro Stoxx Banks277.95

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8525% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 11.41%
      ISIN XS2748027153
      NEXT POTENTIAL MATURITY DATE 06/06/2026

      EXPAND CLOSE
      BBVA 85-65 Memory Income Autocall June 2025 USD
      ISIN: XS3006668506
      STRIKE DATE: 04/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,801.290010471.72
      Eurostoxx 505,405.15006187.63
      S&P 5005,970.81007431.46

      STRIKE DATE 04/06/2025
      RETURN & BARRIERS
      1.69% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
      P.A. RETURN 6.76% p.a.
      ISIN XS3006668506
      NEXT POTENTIAL MATURITY DATE 04/06/2026

      EXPAND CLOSE
      Marex Gold ETF Issuer Callable Growth Participation June 2025 USD
      ISIN: XS2931620269
      STRIKE DATE: 03/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SPDR Gold Shares308.9100386.54

      STRIKE DATE 03/06/2025
      RETURN & BARRIERS
      Maximum Term: 2.5 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 2.40% Quarterly Capital Protection Barrier: 90% Capital Protected Strike Level: 90% of Initial Strike*
      P.A. RETURN 9.60% p.a.
      ISIN XS2931620269
      NEXT POTENTIAL MATURITY DATE 03/03/2026

        EXPAND CLOSE
        Marex US Tech Low Hurdle Defensive Autocall March 2025 GBP
        ISIN: XS2930155382
        STRIKE DATE: 19/03/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet Inc163.8900359.68
        Microsoft387.8200390.74
        Amazon.com195.5400238.55
        Tesla Motors235.8600

        STRIKE DATE 19/03/2025
        RETURN & BARRIERS
        6.125% Quarterly Snowballing Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle, 50% Barrier (E)
        P.A. RETURN 24.50% p.a.
        ISIN XS2930155382
        NEXT POTENTIAL MATURITY DATE 19/09/2025

        EXPAND CLOSE
        Barclays 100% Capital Protected Autocall May 2025 GBP
        ISIN: XS3027266397
        STRIKE DATE: 26/05/2025
        INDICATIVE PRICE: 102.16%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 102.16% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,531.530066020.04
        FTSE MIB39,988.480051497.21
        S&P 5008,361.02007431.46

        STRIKE DATE 26/05/2025
        RETURN & BARRIERS
        3.75% Semi-Annual Snowballing Coupon if Autocalled, 100% Autocall Trigger from 36 Months, 100% Capital Protected
        P.A. RETURN
        ISIN XS3027266397
        NEXT POTENTIAL MATURITY DATE 26/05/2028

        EXPAND CLOSE
        BBVA 85-60 Memory Income Autocall April 2025 USD
        ISIN: XS2958605292
        STRIKE DATE: 17/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,660.960013708.02
        Eurostoxx 504,935.34006187.63
        Nikkei 22534,279.920066020.04
        Nasdaq 10017,808.300029635.95

        STRIKE DATE 17/04/2025
        RETURN & BARRIERS
        4.175% Semi-Annual Memory Coupon if above 85%, 100% Autocall Trigger from 12 Months, 60% Barrier (E)
        P.A. RETURN 8.350% p.a.
        ISIN XS2958605292
        NEXT POTENTIAL MATURITY DATE 17/04/2026

        EXPAND CLOSE
        Soc Gen Banks Low Hurdle Basket Star Autocall April 2025 USD
        ISIN: XS3011682682
        STRIKE DATE: 17/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        BNP Paribas SA70.740096.69
        Deutsche Bank AG20.675028.74
        BBVA11.865020.09
        UniCredit SpA49.890073.3

        STRIKE DATE 17/04/2025
        RETURN & BARRIERS
        8.00% Snowballing Quarterly Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle at Maturity, 50% European Barrier with 80% Basket Star Barrier Maturity on the EQWB if EKIP Breach
        P.A. RETURN 32.00% p.a.
        ISIN XS3011682682
        NEXT POTENTIAL MATURITY DATE 17/10/2025

        EXPAND CLOSE
        GS Capital Protected Participation Growth Note April 2025 USD
        ISIN: XS3000757628
        STRIKE DATE: 08/04/2025
        INDICATIVE PRICE: 108.32%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 108.32% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2007,374.95208804.037
        S&P 5004,982.77007431.46
        CAC 407,100.42008350.87

        STRIKE DATE 08/04/2025
        RETURN & BARRIERS
        56% Participation of Basket Growth at maturity, 100% Capital Protected
        P.A. RETURN
        ISIN XS3000757628
        NEXT POTENTIAL MATURITY DATE 10/04/2028

        EXPAND CLOSE
        BBVA Developed Indices Classic Autocall April 2025 USD
        ISIN: XS2958613395
        STRIKE DATE: 03/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,113.28006187.63
        Nikkei 22533,780.580066020.04
        S&P 5005,396.52007431.46

        STRIKE DATE 03/04/2025
        RETURN & BARRIERS
        6.55% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
        P.A. RETURN 13.10% p.a.
        ISIN XS2958613395
        NEXT POTENTIAL MATURITY DATE 07/04/2026

        EXPAND CLOSE
        BBVA Diversified Indices Classic Autocall April 2025 USD
        ISIN: XS2958613122
        STRIKE DATE: 03/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,113.28006187.63
        Nikkei 22533,780.580066020.04
        S&P 5005,396.52007431.46
        FTSE 1008,474.740010471.72

        STRIKE DATE 03/04/2025
        RETURN & BARRIERS
        7.05% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrie
        P.A. RETURN 14.10% p.a.
        ISIN XS2958613122
        NEXT POTENTIAL MATURITY DATE 07/04/2026

        EXPAND CLOSE
        BBVA Developed Indices Classic Autocall April 2025 GBP
        ISIN: XS2958961166
        STRIKE DATE: 03/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,113.28006187.63
        Nikkei 22533,780.580066020.04
        S&P 5005,396.52007431.46

        STRIKE DATE 03/04/2025
        RETURN & BARRIERS
        6.30% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
        P.A. RETURN 12.60% p.a.
        ISIN XS2958961166
        NEXT POTENTIAL MATURITY DATE 07/04/2026

        EXPAND CLOSE
        Barclays Triple Index Classic Autocall April 2025 EUR
        ISIN: XS2926288460
        STRIKE DATE: 03/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,113.28006187.63
        Nikkei 22533,780.580066020.04
        S&P 5005,396.52007431.46

        STRIKE DATE 03/04/2025
        RETURN & BARRIERS
        4.35% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
        P.A. RETURN 8.70% p.a.
        ISIN XS2926288460
        NEXT POTENTIAL MATURITY DATE 07/04/2026

        EXPAND CLOSE
        Barclays Diversified Indices Classic Autocall April 2025 EUR
        ISIN: XS2926289278
        STRIKE DATE: 03/04/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 505,113.28006187.63
        Nikkei 22533,780.580066020.04
        S&P 5005,396.52007431.46
        FTSE 1008,474.740010471.72

        STRIKE DATE 03/04/2025
        RETURN & BARRIERS
        4.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
        P.A. RETURN 9.50% p.a.
        ISIN XS2926289278
        NEXT POTENTIAL MATURITY DATE 07/04/2026

        EXPAND CLOSE