INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi Annual Classic Autocall USD Aug 2025
ISIN: XS3067103971
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 109.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.77% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014214.95
Eurostoxx 505,434.64006210.17
Nikkei 22543,714.310066422.6
S&P 5006,449.15007408.3

STRIKE DATE 18/08/2025
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067103971
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR Aug 2025
ISIN: XS2879606114
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 104.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 104.90% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,653.970051315.84
S&P 5006,449.80007408.3
HSI25,270.070025210.81

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2879606114
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall Jul 2025 USD
ISIN: XS3085501099
STRIKE DATE: 14/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company799.34001185.87
Nvidia Corporation164.0700208.76
Meta Platform Inc720.9200606.1
Royal Caribbean Cruise342.0300283.41

STRIKE DATE 14/07/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 19.00% p.a.
ISIN XS3085501099
NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE
    Santander 75-60 Memory Income Autocall Jul 2025 USD
    ISIN: XS3098957890
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006210.17
    SMI11,939.890014214.95
    Nikkei 22539,459.620066422.6
    Russell 20002,249.72902940.163

    STRIKE DATE 14/07/2025
    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: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.75% p.a.
    ISIN XS3098957890
    NEXT POTENTIAL MATURITY DATE 14/07/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Jul 2025 GBP
    ISIN: XS3052655944
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006210.17
    OMX Stockholm 302,532.28103167.097
    Nikkei 22539,459.620066422.6
    Russell 20002,249.72902940.163

    STRIKE DATE 14/07/2025
    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: 1.8375% Quarterly (7.35% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.35% p.a.
    ISIN XS3052655944
    NEXT POTENTIAL MATURITY DATE 14/07/2026

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH CASH BOOSTER AUTOCALL USD Aug 2025 – Factsheet upon request
    ISIN: XS3109256670
    STRIKE DATE: 12/08/2025
    INDICATIVE PRICE: 59.54%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 59.54% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle253.8600120.04
    Tesla Inc340.8400319.69
    Advanced Micro Devices174.9500539.69

    STRIKE DATE 12/08/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Glider at month 12, reducing to 85% from month 15 Fixed Coupon Rate: 15.00% paid at 12 months only Snowballing Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) from 15 months Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3109256670
    NEXT POTENTIAL MATURITY DATE 12/08/2026

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025
    ISIN: XS3109209083
    STRIKE DATE: 07/08/2025
    INDICATIVE PRICE: 54.69%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 54.69% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle249.3900120.04
    Intel19.7700100.23
    Tesla Inc322.2700319.69
    Nvidia Corporation180.7700208.76

    STRIKE DATE 07/08/2025
    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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3109209083
    NEXT POTENTIAL MATURITY DATE 07/08/2026

    EXPAND CLOSE
    Barclays Banks 1 Year Fixed Income July 2025 EUR
    ISIN: XS3052842385
    STRIKE DATE: 08/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA58.440079.22
    Commerzbank AG29.970036.35
    Morgan Stanley141.1300215.18

    STRIKE DATE 08/07/2025
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.55% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.55% p.a.
    ISIN XS3052842385
    NEXT POTENTIAL MATURITY DATE 08/07/2026

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall GBP Jul 2025
    ISIN: XS3062083731
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 99.20%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 99.20% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302940.163
    FTSE MIB40,599.680051315.84
    Nikkei 22541,826.340066422.6
    S&P/ASX 2008,709.40908838.994

    STRIKE DATE 24/07/2025
    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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS3062083731
    NEXT POTENTIAL MATURITY DATE 24/07/2028

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall USD Jul 2025
    ISIN: XS3062083814
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 99.00%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.00% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302940.163
    FTSE MIB40,599.680051315.84
    Nikkei 22541,826.340066422.6
    S&P/ASX 2008,709.40908838.994

    STRIKE DATE 24/07/2025
    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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS3062083814
    NEXT POTENTIAL MATURITY DATE 24/07/2028

    EXPAND CLOSE
    BNP Paribas Quad Index Classic Autocall June 2025 USD
    ISIN: XS2741509801
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,980.380014214.95
    S&P 5006,173.07007408.3
    Eurostoxx 505,325.64006210.17
    Nikkei 22540,150.790066422.6

    STRIKE DATE 27/06/2025
    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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.00% p.a.
    ISIN XS2741509801
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Barclays Triple Index Capital Protected Autocall June 2025 USD
    ISIN: XS3051870114
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: 102.39%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.39% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2008,514.17208838.994
    Nikkei 22540,150.790066422.6
    Eurostoxx 505,325.64006210.17

    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: USD: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS3051870114
    NEXT POTENTIAL MATURITY DATE 28/06/2027

    EXPAND CLOSE
    Barclays Triple Index Capital Protected Autocall June 2025 GBP
    ISIN: XS3051870031
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: 100.90%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 100.90% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2008,514.17208838.994
    Nikkei 22540,150.790066422.6
    Eurostoxx 505,325.64006210.17

    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 SpA56.520079.22
    Commerzbank AG27.210036.35
    Morgan Stanley140.6900215.18

    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 1008,798.910010639.17
    Nikkei 22540,150.790066422.6
    S&P 5006,173.07007408.3
    Eurostoxx 505,325.64006210.17

    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 MIB39,474.460051315.84
      S&P/ASX 2008,555.53608838.994
      Russell 20002,161.21202940.163
      FTSE 1008,758.990010639.17

      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 505,221.90006210.17
      OMX Stockholm 302,424.03903167.097
      Nikkei 22538,354.090066422.6
      Russell 20002,132.68402940.163

      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: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 302,537.34803167.097
        FTSE MIB40,165.150051315.84
        Nikkei 22539,774.920066422.6
        Russell 20002,248.75902940.163

        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 8.50% p.a.
        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: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 302,537.34803167.097
        FTSE MIB40,165.150051315.84
        Nikkei 22539,774.920066422.6
        Russell 20002,248.75902940.163

        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 8.00% p.a.
        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: 97.90%
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 97.90% (as at 24/07/2026 10:18 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 302,592.54703167.097
        FTSE MIB40,697.490051315.84
        Nikkei 22541,171.320066422.6
        Russell 20002,283.12902940.163

        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 7.00% p.a.
        ISIN XS3052807800
        NEXT POTENTIAL MATURITY DATE 23/07/2026

        EXPAND CLOSE