INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 MIB40,601.940052818.85
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: 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 601,578.74602068.89
FTSE 1008,837.910010679.03
OMX Stockholm 302,521.50603247.031
iShares MSCI Brazil (EWZ)27.720034.43

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
SMI12,366.170014424.24
Nikkei 22537,741.610069744.07
OMX Stockholm 302,521.50603247.031
Nasdaq 10021,761.790029329.21

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 2008844.412
SMI14424.24
IBEX 3519852.4
Euro Stoxx Banks301.4

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 1008,801.290010679.03
Eurostoxx 505,405.15006412.68
S&P 5005,970.81007483.24

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 Shares308.9100378.13

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 Inc163.8900359.91
    Microsoft387.8200390.49
    Amazon.com195.5400242.67
    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: 102.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 102.69% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,531.530069744.07
    FTSE MIB39,988.480052818.85
    S&P 5008,361.02007483.24

    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
    SMI11,660.960014424.24
    Eurostoxx 504,935.34006412.68
    Nikkei 22534,279.920069744.07
    Nasdaq 10017,808.300029329.21

    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 SA70.7400102.68
    Deutsche Bank AG20.675031.83
    BBVA11.865022.74
    UniCredit SpA49.890081.96

    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: 108.46%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.46% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,374.95208844.412
    S&P 5004,982.77007483.24
    CAC 407,100.42008508.07

    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 505,113.28006412.68
    Nikkei 22533,780.580069744.07
    S&P 5005,396.52007483.24

    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 505,113.28006412.68
    Nikkei 22533,780.580069744.07
    S&P 5005,396.52007483.24
    FTSE 1008,474.740010679.03

    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 505,113.28006412.68
    Nikkei 22533,780.580069744.07
    S&P 5005,396.52007483.24

    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 505,113.28006412.68
    Nikkei 22533,780.580069744.07
    S&P 5005,396.52007483.24

    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 505,113.28006412.68
    Nikkei 22533,780.580069744.07
    S&P 5005,396.52007483.24
    FTSE 1008,474.740010679.03

    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
    BBVA 2 Year Banks Fixed Income May 2025 USD
    ISIN: XS2958911658
    STRIKE DATE: 12/05/2025
    INDICATIVE PRICE: 116.52%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 116.52% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG25.810037.72
    UniCredit SpA56.020081.96
    Morgan Stanley127.0600213.93
    Barclays313.3000522.3

    STRIKE DATE 12/05/2025
    RETURN & BARRIERS
    27.00% Fixed Income Rate at Maturity, 50% European Barrier
    P.A. RETURN
    ISIN XS2958911658
    NEXT POTENTIAL MATURITY DATE 12/05/2027

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall May 2025 USD
    ISIN: XS3006656089
    STRIKE DATE: 30/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,366.59006412.68
    SMI12,227.080014424.24
    OMX Stockholm 302,496.03903247.031

    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: 100% of initial level Coupon Rate: USD: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
    P.A. RETURN
    ISIN XS3006656089
    NEXT POTENTIAL MATURITY DATE 01/06/2026

    EXPAND CLOSE
    Barclays Banks 1 Year Fixed Income May 2025 EUR
    ISIN: XS3025679567
    STRIKE DATE: 28/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA56.960081.96
    Commerzbank AG26.540037.72
    Morgan Stanley127.5100213.93

    STRIKE DATE 28/05/2025
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.35% p.a.
    ISIN XS3025679567
    NEXT POTENTIAL MATURITY DATE 28/05/2026

    EXPAND CLOSE
    Soc Gén Memory Income Knock-Out Reducing Autocall May 2025 USD
    ISIN: XS3048551777
    STRIKE DATE: 19/05/2025
    INDICATIVE PRICE: 77.74%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 77.74% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Rheinmetall AG1,752.50001093.4
    Fortinet104.7500156.25
    Leonardo SpA49.940052.53
    Palo Alto Networks Inc194.3000348.06

    STRIKE DATE 19/05/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 95% of initial level (Reduced by 5% every 6 months) Memory Income Rate: USD: 7.00% Semi-annual (14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European barrier
    P.A. RETURN
    ISIN XS3048551777
    NEXT POTENTIAL MATURITY DATE 19/11/2026

    EXPAND CLOSE