INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD June 2025
ISIN: XS3006663705
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 100.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.59% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903048.114
FTSE MIB39,231.350050050.27
Nikkei 22538,403.230062654.05
Russell 20002,109.26702863.086

STRIKE DATE 20/06/2025
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 XS3006663705
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP June 2025
ISIN: XS3006644820
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 107.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.44% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013212.96
Eurostoxx 505,339.57005934.96
Nikkei 22538,311.330062654.05
S&P 5006,033.11007501.24

STRIKE DATE 16/06/2025
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006644820
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 109.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.61% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870013212.96
Eurostoxx 505,339.57005934.96
Nikkei 22538,311.330062654.05
S&P 5006,033.11007501.24

STRIKE DATE 16/06/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 98.46%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.46% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005934.96
SMI12,132.190013212.96
Nikkei 22538,128.130062654.05
Russell 20002,083.80402863.086

STRIKE DATE 14/05/2025
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% European
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 GBP
ISIN: XS2998087345
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: 98.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.18% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44005934.96
SMI12,132.190013212.96
Nikkei 22538,128.130062654.05
Russell 20002,083.80402863.086

STRIKE DATE 14/05/2025
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: 2.0625% Quarterly (8.25% 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 XS2998087345
NEXT POTENTIAL MATURITY DATE 14/08/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
ISIN: XS3048693488
STRIKE DATE: 11/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle176.3800195.61
Intel20.6800115.93
Tesla Inc326.4300443.3
Nvidia Corporation142.8300235.74

STRIKE DATE 11/06/2025
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 50% Glider at month 12 Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.00% p.a.
ISIN XS3048693488
NEXT POTENTIAL MATURITY DATE 11/12/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 GBP
ISIN: XS2736718896
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 96.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.51% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005934.96
Russell 20002,144.44802863.086
Nikkei 22538,088.570062654.05

STRIKE DATE 09/06/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736718896
NEXT POTENTIAL MATURITY DATE 09/06/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Jun 2025 USD
ISIN: XS2736718623
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 97.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.59% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52005934.96
Russell 20002,144.44802863.086
Nikkei 22538,088.570062654.05

STRIKE DATE 09/06/2025
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 XS2736718623
NEXT POTENTIAL MATURITY DATE 09/06/2028

EXPAND CLOSE
Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
ISIN: XS2890237717
STRIKE DATE: 07/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,113.760013212.96
FTSE MIB38,319.890050050.27
Nikkei 22536,779.660062654.05
Russell 20001,989.66102863.086

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 19.20% p.a.
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: 97.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.29% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,559.330010372.93
Eurostoxx 505,230.19005934.96
Nikkei 22536,779.660062654.05
S&P 5005,631.28007501.24

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: 98.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.53% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380050050.27
Russell 20001,957.61602863.086
Nikkei 22535,705.740062654.05

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: 108.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 108.58% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,087.400050050.27
S&P 5005,911.69007501.24
HSI23,289.770026389.04

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: 100.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 100.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,039.85102863.086
FTSE MIB39,475.360050050.27
S&P/ASX 2008,360.87808640.714

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: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,098.74005934.96
S&P 5005,375.86007501.24
Nikkei 22534,868.630062654.05
FTSE 1008,403.180010372.93

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 9.00% p.a.
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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA48.545072.35
    Commerzbank AG23.030036.63
    BBVA11.915018.965
    Goldman Sachs519.9900968.96

    STRIKE DATE 22/04/2025
    RETURN & BARRIERS
    1.8875% per quarter Fixed Income, 50% European barrier
    P.A. RETURN 7.55% p.a.
    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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,646.320013212.96
    Eurostoxx 504,961.45005934.96
    FTSE 1008,328.600010372.93
    S&P 5005,287.76007501.24

    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 9.90% p.a.
    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: 99.83%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 99.83% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,544.04203048.114
    FTSE MIB40,656.260050050.27
    Nikkei 22537,753.720062654.05
    Russell 20002,113.25402863.086

    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: 99.54%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.54% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,544.04203048.114
    FTSE MIB40,656.260050050.27
    Nikkei 22537,753.720062654.05
    Russell 20002,113.25402863.086

    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: 102.77%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 102.77% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720062654.05
    FTSE MIB40,656.260050050.27
    S&P/ASX 2008,343.68208640.714

    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: 104.57%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 104.57% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720062654.05
    FTSE MIB40,656.260050050.27
    S&P/ASX 2008,343.68208640.714

    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