INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Triple Index Capital Protected Autocall June 2025 GBP
ISIN: XS3051870031
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 101.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.71% (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: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3051870031
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income June 2025 EUR
ISIN: XS3037512970
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.520081.96
Commerzbank AG27.210037.72
Morgan Stanley140.6900213.93

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS3037512970
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Goldman Sachs Switch To Autocall June 2025 ZAR
ISIN: ZAE000349221
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,798.910010679.03
Nikkei 22540,150.790069744.07
S&P 5006,173.07007483.24
Eurostoxx 505,325.64006412.68

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.20% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN 15.20% p.a.
ISIN ZAE000349221
NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Barclays Diversified Indices Memory Income Autocall Jun 2025 USD
    ISIN: XS3051827023
    STRIKE DATE: 24/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB39,474.460052818.85
    S&P/ASX 2008,555.53608844.412
    Russell 20002,161.21202996.11
    FTSE 1008,758.990010679.03

    STRIKE DATE 24/06/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS3051827023
    NEXT POTENTIAL MATURITY DATE 24/06/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall June 2025 GBP
    ISIN: XS3038108547
    STRIKE DATE: 23/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,221.90006412.68
    OMX Stockholm 302,424.03903247.031
    Nikkei 22538,354.090069744.07
    Russell 20002,132.68402996.11

    STRIKE DATE 23/06/2025
    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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.30% p.a.
    ISIN XS3038108547
    NEXT POTENTIAL MATURITY DATE 23/06/2026

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall USD Jul 2025
      ISIN: XS3056989208
      STRIKE DATE: 22/07/2025
      INDICATIVE PRICE: 100.73%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.73% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,537.34803247.031
      FTSE MIB40,165.150052818.85
      Nikkei 22539,774.920069744.07
      Russell 20002,248.75902996.11

      STRIKE DATE 22/07/2025
      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: 4.25% Semi-Annual (8.50% 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 XS3056989208
      NEXT POTENTIAL MATURITY DATE 22/07/2026

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP Jul 2025
      ISIN: XS3056989380
      STRIKE DATE: 22/07/2025
      INDICATIVE PRICE: 100.74%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 100.74% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,537.34803247.031
      FTSE MIB40,165.150052818.85
      Nikkei 22539,774.920069744.07
      Russell 20002,248.75902996.11

      STRIKE DATE 22/07/2025
      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: 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 XS3056989380
      NEXT POTENTIAL MATURITY DATE 22/07/2026

      EXPAND CLOSE
      Barclays 60-60 Memory Income Autocall GBP Jul 2025
      ISIN: XS3052807800
      STRIKE DATE: 23/07/2025
      INDICATIVE PRICE: 97.60%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.60% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703247.031
      FTSE MIB40,697.490052818.85
      Nikkei 22541,171.320069744.07
      Russell 20002,283.12902996.11

      STRIKE DATE 23/07/2025
      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: 3.50% Semi-Annual (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 XS3052807800
      NEXT POTENTIAL MATURITY DATE 23/07/2026

      EXPAND CLOSE
      Barclays 60-60 Memory Income Autocall USD Jul 2025
      ISIN: XS3052807982
      STRIKE DATE: 23/07/2025
      INDICATIVE PRICE: 99.39%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.39% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703247.031
      FTSE MIB40,697.490052818.85
      Nikkei 22541,171.320069744.07
      Russell 20002,283.12902996.11

      STRIKE DATE 23/07/2025
      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: 3.60% Semi-Annual (7.20% 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 XS3052807982
      NEXT POTENTIAL MATURITY DATE 23/07/2026

      EXPAND CLOSE
      Barclays 70-60 Memory Income Autocall June 2025 USD
      ISIN: XS3043990400
      STRIKE DATE: 20/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,233.58006412.68
      Russell 20002,109.26702996.11
      Nikkei 22538,403.230069744.07
      OMX Stockholm 303247.031

      STRIKE DATE 20/06/2025
      RETURN & BARRIERS
      Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS3043990400
      NEXT POTENTIAL MATURITY DATE 22/06/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Jul 2025
        ISIN: XS3006783941
        STRIKE DATE: 16/07/2025
        INDICATIVE PRICE: 109.18%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 109.18% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,901.320014424.24
        Eurostoxx 505,354.17006412.68
        Nikkei 22539,678.020069744.07
        S&P 5006,243.76007483.24

        STRIKE DATE 16/07/2025
        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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS3006783941
        NEXT POTENTIAL MATURITY DATE 16/07/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall USD Jul 2025
        ISIN: XS3006784089
        STRIKE DATE: 16/07/2025
        INDICATIVE PRICE: 110.90%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 110.90% (as at 06/07/2026 10:07 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,901.320014424.24
        Eurostoxx 505,354.17006412.68
        Nikkei 22539,678.020069744.07
        S&P 5006,243.76007483.24

        STRIKE DATE 16/07/2025
        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
        ISIN XS3006784089
        NEXT POTENTIAL MATURITY DATE 16/07/2026

        EXPAND CLOSE
        Santander 75-60 Memory Income Autocall June 2025 USD
        ISIN: XS3049548921
        STRIKE DATE: 16/06/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Russell 20002,124.12702996.11
        Eurostoxx 505,339.57006412.68
        SMI12,090.870014424.24
        Nikkei 22538,311.330069744.07

        STRIKE DATE 16/06/2025
        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: 2.01% Quarterly (8.04% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.04% p.a.
        ISIN XS3049548921
        NEXT POTENTIAL MATURITY DATE 16/06/2026

          EXPAND CLOSE
          Soc Gen Early Low Hurdle June 2025 USD
          ISIN: XS3085272980
          STRIKE DATE: 16/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Tesla Inc329.1300393.45
          Advanced Micro Devices126.3900517.82
          Carnival Corp23.840027.91
          Zoom Communications77.870087.145

          STRIKE DATE 16/06/2025
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% 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 30.00% p.a.
          ISIN XS3085272980
          NEXT POTENTIAL MATURITY DATE 16/12/2025

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income July 2025
            ISIN: XS2736735981
            STRIKE DATE: 09/07/2025
            INDICATIVE PRICE: 98.06%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 98.06% (as at 06/07/2026 10:07 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,445.65006412.68
            Russell 20002,252.49002996.11
            Nikkei 22539,821.280069744.07

            STRIKE DATE 09/07/2025
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736735981
            NEXT POTENTIAL MATURITY DATE 10/07/2028

            EXPAND CLOSE
            Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
            ISIN: XS3085315201
            STRIKE DATE: 11/07/2025
            INDICATIVE PRICE: 79.56%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 79.56% (as at 06/07/2026 10:07 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Oracle230.5600140.27
            Intel23.4300120.35
            Tesla Inc313.5100393.45
            Nvidia Corporation164.9200194.83

            STRIKE DATE 11/07/2025
            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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN
            ISIN XS3085315201
            NEXT POTENTIAL MATURITY DATE 13/07/2026

            EXPAND CLOSE
            BBVA Triple Index Defensive Autocall EUR Jul 2025
            ISIN: XS3006754173
            STRIKE DATE: 07/07/2025
            INDICATIVE PRICE: 107.14%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE 107.14% (as at 06/07/2026 10:07 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB39,914.250052818.85
            S&P 5006,229.98007483.24
            HSI23,887.830023350.03

            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 5005,970.81007483.24
            FTSE 1008,801.290010679.03
            Eurostoxx 505,405.15006412.68

            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 505,430.17006412.68
            Nikkei 22537,741.610069744.07
            Russell 20002,132.24702996.11

            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
              HSBC881.70001451
              Commerzbank AG28.000037.72
              UniCredit SpA58.200081.96
              BBVA13.240022.74

              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