INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Jun 2025 GBP
ISIN: XS2736718896
STRIKE DATE: 09/06/2025
INDICATIVE PRICE: 97.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.18% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52006187.63
Russell 20002,144.44802943.992
Nikkei 22538,088.570066020.04

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: 97.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.94% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,421.52006187.63
Russell 20002,144.44802943.992
Nikkei 22538,088.570066020.04

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
SMI12,113.760013708.02
FTSE MIB38,319.890051497.21
Nikkei 22536,779.660066020.04
Russell 20001,989.66102943.992

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: 98.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.32% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,559.330010471.72
Eurostoxx 505,230.19006187.63
Nikkei 22536,779.660066020.04
S&P 5005,631.28007431.46

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: 98.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380051497.21
Russell 20001,957.61602943.992
Nikkei 22535,705.740066020.04

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,087.400051497.21
S&P 5005,911.69007431.46
HSI23,289.770024718.1

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 10.40% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,039.85102943.992
FTSE MIB39,475.360051497.21
S&P/ASX 2008,360.87808804.037

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 9.50% p.a.
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 505,098.74006187.63
S&P 5005,375.86007431.46
Nikkei 22534,868.630066020.04
FTSE 1008,403.180010471.72

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 SpA48.545073.3
    Commerzbank AG23.030036.83
    BBVA11.915020.09
    Goldman Sachs519.99001062.75

    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
    SMI11,646.320013708.02
    Eurostoxx 504,961.45006187.63
    FTSE 1008,328.600010471.72
    S&P 5005,287.76007431.46

    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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,544.04203113.57
    FTSE MIB40,656.260051497.21
    Nikkei 22537,753.720066020.04
    Russell 20002,113.25402943.992

    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 7.25% p.a.
    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: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,544.04203113.57
    FTSE MIB40,656.260051497.21
    Nikkei 22537,753.720066020.04
    Russell 20002,113.25402943.992

    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 7.50% p.a.
    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: 105.64%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 105.64% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720066020.04
    FTSE MIB40,656.260051497.21
    S&P/ASX 2008,343.68208804.037

    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 16/05/2028

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Autocall USD May 2025
    ISIN: XS3042912496
    STRIKE DATE: 16/05/2025
    INDICATIVE PRICE: 106.68%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 106.68% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720066020.04
    FTSE MIB40,656.260051497.21
    S&P/ASX 2008,343.68208804.037

    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 16/05/2028

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall April 2025 GBP
    ISIN: XS2976552211
    STRIKE DATE: 14/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,911.39006187.63
    SMI11,499.460013708.02
    Nikkei 22533,982.360066020.04
    Russell 20001,880.87902943.992

    STRIKE DATE 14/04/2025
    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: GBP: 1.9375% Quarterly (7.87% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.87% p.a.
    ISIN XS2976552211
    NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall April 2025 USD
    ISIN: XS2976552138
    STRIKE DATE: 14/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,911.39006187.63
    SMI11,499.460013708.02
    Nikkei 22533,982.360066020.04
    Russell 20001,880.87902943.992

    STRIKE DATE 14/04/2025
    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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2976552138
    NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP May 2025
    ISIN: XS2958902079
    STRIKE DATE: 15/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,542.31903113.57
    FTSE MIB40,418.820051497.21
    Nikkei 22537,755.510066020.04
    Russell 20002,094.69302943.992

    STRIKE DATE 15/05/2025
    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: 2.10% Quarterly(8.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.40% p.a.
    ISIN XS2958902079
    NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD May 2025
    ISIN: XS2958902152
    STRIKE DATE: 15/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,542.31903113.57
    FTSE MIB40,418.820051497.21
    Nikkei 22537,755.510066020.04
    Russell 20002,094.69302943.992

    STRIKE DATE 15/05/2025
    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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2958902152
    NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall GBP May 2025
    ISIN: XS2958944741
    STRIKE DATE: 14/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,132.190013708.02
    Eurostoxx 505,403.44006187.63
    Nikkei 22538,128.130066020.04
    S&P 5005,892.58007431.46

    STRIKE DATE 14/05/2025
    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: GBP: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.20% p.a.
    ISIN XS2958944741
    NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall USD May 2025
    ISIN: XS2958944824
    STRIKE DATE: 14/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,132.190013708.02
    Eurostoxx 505,403.44006187.63
    Nikkei 22538,128.130066020.04
    S&P 5005,892.58007431.46

    STRIKE DATE 14/05/2025
    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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 15.00% p.a.
    ISIN XS2958944824
    NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE