INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Capital Protected Memory Income Autocall March 2025 USD
ISIN: XS2958073004
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010498.09
Eurostoxx 505,468.41005930.25
Nikkei 22536,887.170059349.17
Russell 20002,075.48302764.97

STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.36% p.a.
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 GBP
ISIN: XS2958072964
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010498.09
Eurostoxx 505,468.41005930.25
Nikkei 22536,887.170059349.17
Russell 20002,075.48302764.97

STRIKE DATE 07/03/2025
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: 1.25% Quarterly (5.00% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.00%
ISIN XS2958072964
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Apr 2025
ISIN: XS2736713582
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 97.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.06% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31005930.25
Russell 20001,827.03202764.97
Nikkei 22533,780.580059349.17

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713582
NEXT POTENTIAL MATURITY DATE 04/04/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Apr 2025
ISIN: XS2736713400
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 98.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.16% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31005930.25
Russell 20001,827.03202764.97
Nikkei 22533,780.580059349.17

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713400
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2025 USD
ISIN: XS2958961240
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average43,006.590049149.38
FTSE 1008,755.840010498.09
SMI13,112.750013134.14
Nikkei 22537,418.240059349.17

STRIKE DATE 05/03/2025
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: 2.0875% Quarterly (8.35% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.35% p.a.
ISIN XS2958961240
NEXT POTENTIAL MATURITY DATE 05/03/2026

    EXPAND CLOSE
    BBVA Diversified Indices Memory Income Autocall March 2025 EUR (XS2958961083)
    ISIN: XS2958961083
    STRIKE DATE: 05/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Dow Jones Industrial Average43,006.590049149.38
    S&P/ASX 2008,141.11308949.393
    FTSE 1008,755.840010498.09
    FTSE MIB38,519.400047903.29

    STRIKE DATE 05/03/2025
    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: EUR: 1.16125% Quarterly (4.645% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 4.645% p.a.
    ISIN XS2958961083
    NEXT POTENTIAL MATURITY DATE 05/03/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011424630
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nvidia Corporation109.6700199.88
      Tesla Motors263.5500
      Oracle140.8700181.17
      Intel22.710066.26

      STRIKE DATE 28/03/2025
      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: 8.50% Quarterly (34.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 34.00% p.a.
      ISIN XS3011424630
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Société Générale Banks Low Hurdle Basket Star Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011425793
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA53.200067.01
      Commerzbank AG21.720035.94
      BBVA12.725019.23
      Morgan Stanley115.3300189.31

      STRIKE DATE 28/03/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
      P.A. RETURN 16.00% p.a.
      ISIN XS3011425793
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall GBP Mar 2025
      ISIN: XS3017933675
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08005930.25
      Nikkei 22537,799.970059349.17
      Russell 20002,065.69702764.97

      STRIKE DATE 27/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.42% Semi-Annually (10.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.84% p.a.
      ISIN XS3017933675
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall USD Mar 2025
      ISIN: XS3017938807
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08005930.25
      Nikkei 22537,799.970059349.17
      Russell 20002065.69702764.97

      STRIKE DATE 27/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 12.06% p.a.
      ISIN XS3017938807
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Barclays Developed Indices Memory Income Autocall Feb 2025 USD
      ISIN: XS2959661732
      STRIKE DATE: 25/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13,025.010013134.14
      FTSE 1008,668.6710498.09
      Nikkei 22538,237.7959349.17
      Russell 20002,170.0812764.97

      STRIKE DATE 25/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.30% p.a.
      ISIN XS2959661732
      NEXT POTENTIAL MATURITY DATE 25/02/2026

      EXPAND CLOSE
      Natixis 4 Year Fixed Income Asian Tail February 2025 USD
      ISIN: XS2736711024
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: 98.03%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.03% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,948.600013134.14
      Eurostoxx 505,474.85005930.25
      Russell 20002,195.34902764.97
      Nikkei 22538,776.940059349.17

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
      P.A. RETURN
      ISIN XS2736711024
      NEXT POTENTIAL MATURITY DATE 21/02/2029

      EXPAND CLOSE
      BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR
      ISIN: XS2959034906
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      AIA Group Ltd58.000082.8
      Daikin Industries Ltd15,970.000021630
      Samsung Electronics58,200.0000221000

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.72% p.a.
      ISIN XS2959034906
      NEXT POTENTIAL MATURITY DATE 24/02/2026

        EXPAND CLOSE
        BBVA Classic Autocall Bespoke 5 February 2025 USD
        ISIN: XS2941053873
        STRIKE DATE: 21/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2008,296.20508949.393
        SMI12,948.600013134.14
        CAC 408,154.51008235.72
        Dow Jones Industrial Average43,428.020049149.38

        STRIKE DATE 21/02/2025
        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 8.00% p.a.
        ISIN XS2941053873
        NEXT POTENTIAL MATURITY DATE 23/02/2026

          EXPAND CLOSE
          BBVA Classic Autocall Bespoke 4 February 2025 EUR
          ISIN: XS2941053956
          STRIKE DATE: 21/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,948.600013134.14
          Eurostoxx 505,474.85005930.25
          OMX Stockholm 302,724.26003133.289
          Nasdaq 10021,614.080026479.47

          STRIKE DATE 21/02/2025
          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: 2.35% Semi-Annually (4.70% 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 4.70% p.a.
          ISIN XS2941053956
          NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 4 February 2025 USD
            ISIN: XS2941054095
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,948.600013134.14
            Eurostoxx 505,474.85005930.25
            OMX Stockholm 302,724.26003133.289
            Nasdaq 10021,614.080026479.47

            STRIKE DATE 21/02/2025
            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: 4.55% Semi-Annually (9.10% 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 9.10% p.a.
            ISIN XS2941054095
            NEXT POTENTIAL MATURITY DATE 23/02/2026

              EXPAND CLOSE
              BBVA Classic Autocall Bespoke 4 February 2025 GBP
              ISIN: XS2941054178
              STRIKE DATE: 21/02/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,948.600013134.14
              Eurostoxx 505,474.85005930.25
              OMX Stockholm 302,724.26003133.289
              Nasdaq 10021,614.080026479.47

              STRIKE DATE 21/02/2025
              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: 4.06% Semi-Annually (8.12% 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 8.12% p.a.
              ISIN XS2941054178
              NEXT POTENTIAL MATURITY DATE 23/02/2026

                EXPAND CLOSE
                BBVA Classic Autocall Bespoke 3 February 2025 EUR
                ISIN: XS2941054335
                STRIKE DATE: 21/02/2025
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY EUR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI12,948.600013134.14
                Eurostoxx 505,474.85005930.25
                FTSE MIB38,421.050047903.29
                Nasdaq 10021,614.080026479.47

                STRIKE DATE 21/02/2025
                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: 2.75% Semi-Annually (5.55% 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 5.50% p.a.
                ISIN XS2941054335
                NEXT POTENTIAL MATURITY DATE 23/02/2026

                  EXPAND CLOSE
                  BBVA Classic Autocall Bespoke 3 February 2025 USD
                  ISIN: XS2941054681
                  STRIKE DATE: 21/02/2025
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: CONTACT

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  SMI12,948.600013134.14
                  Eurostoxx 505,474.85005930.25
                  FTSE MIB38,421.050047903.29
                  Nasdaq 10021,614.080026479.47

                  STRIKE DATE 21/02/2025
                  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: 6.37% Semi-Annually (12.74% 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 12.74% p.a.
                  ISIN XS2941054681
                  NEXT POTENTIAL MATURITY DATE 23/02/2026

                    EXPAND CLOSE
                    BBVA Classic Autocall Bespoke 3 February 2025 GBP
                    ISIN: XS2941054764
                    STRIKE DATE: 21/02/2025
                    INDICATIVE PRICE: Not available
                    STATUS: Matured
                    FACTSHEET: CONTACT

                    COUNTERPARTY BBVA
                    TYPE Note
                    CURRENCY GBP
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    SMI12,948.600013134.14
                    Eurostoxx 505,474.85005930.25
                    FTSE MIB38,421.050047903.29
                    Nasdaq 10021,614.080026479.47

                    STRIKE DATE 21/02/2025
                    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: 5.46% Semi-Annually (10.92% 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 10.92% p.a.
                    ISIN XS2941054764
                    NEXT POTENTIAL MATURITY DATE 23/02/2026

                      EXPAND CLOSE