INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income September 2025 GBP
ISIN: XS2736745949
STRIKE DATE: 05/09/2025
INDICATIVE PRICE: 98.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.06% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,607.810052245.47
Russell 20002,391.04502968.271
Nikkei 22543,018.750064214.48

STRIKE DATE 05/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.33% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736745949
NEXT POTENTIAL MATURITY DATE 05/09/2028

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS3110269688
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 99.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.94% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,984.58103278.19
FTSE MIB45,195.890052245.47
Nikkei 22553,583.570064214.48
Russell 20002,677.73802968.271

STRIKE DATE 02/10/2025
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3110269688
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA Quad Index Classic Autocall August 2025 GBP (XS3095688340)
ISIN: XS3095688340
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200014394.77
Eurostoxx 505,396.73006382.59
Nikkei 22542,828.790064214.48
S&P 5006,501.86007747.71

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.175% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, 60% European Barrier
P.A. RETURN 12.35% p.a.
ISIN XS3095688340
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
BBVA Quad Index Reducing Autocall August 2025 GBP
ISIN: XS3095688423
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200014394.77
FTSE MIB42,447.100052245.47
Nikkei 22542,828.790064214.48
S&P 5006,501.86007747.71

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.225% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, reducing 1% p.a., 60% European Barrier
P.A. RETURN 12.45% p.a.
ISIN XS3095688423
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Marex Group US Large Cap Memory Income Autocall Aug 2025 USD
ISIN: XS2984909510
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 79.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 79.51% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
JP Morgan301.0700362.06
Eli Lilly & Company731.96001159.6
Salesforce254.5300264.43
Adobe Inc353.9600285.75

STRIKE DATE 28/08/2025
RETURN & BARRIERS
3.25% Quarterly Memory Income Coupon 65%, 100% Autocall Trigger from 6 months reducing 2% PQ 65% Barrier (European)
P.A. RETURN
ISIN XS2984909510
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Sep 2025
ISIN: XS3095700061
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 95.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.38% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,126.140014394.77
FTSE MIB42,423.180052245.47
S&P 5006,693.75007747.71
HSI26,344.140025213.31

STRIKE DATE 22/09/2025
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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095700061
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall August 2025 USD
ISIN: XS3079267251
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 98.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.30% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,207.120014394.77
Eurostoxx 505,393.07006382.59
Nikkei 22542,520.270064214.48
S&P 5006,481.40007747.71

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.50% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3079267251
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Morgan Stanley Triple Index Cap Protected Autocall Aug 2025 USD
ISIN: XS3095197953
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 107.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 107.62% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410052245.47
Nikkei 22542,520.270064214.48
FTSE 1009,255.500010831.52

STRIKE DATE 27/08/2025
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: 4.579% Semi-Annually (9.158% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3095197953
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR
ISIN: XS2879664238
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 103.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.93% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180052245.47
S&P 5006,693.75007747.71
HSI26,344.140025213.31

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 5.625% Semi-Annually (11.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879664238
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Energy Stocks Reducing Autocall Aug 2025 USD
ISIN: XS3079217405
STRIKE DATE: 26/08/2025
INDICATIVE PRICE: 102.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.59% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy316.5800285.05
Chevron Corp157.3600211.32
Exxon Mobil Corp111.4900162.21

STRIKE DATE 26/08/2025
RETURN & BARRIERS
8.50% Semi-Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months (Reducing by 5% p.p. thereafter) 50% European Barrier
P.A. RETURN
ISIN XS3079217405
NEXT POTENTIAL MATURITY DATE 26/02/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Aug 2025 USD
ISIN: XS3079217314
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 94.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,019.08809020.093
Eurostoxx 505,462.16006382.59
Nikkei 22542,610.170064214.48
Russell 20002,274.09602968.271

STRIKE DATE 21/08/2025
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: 1.95% Quarterly (7.8% 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 XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall Aug 2025 USD
ISIN: XS3067140239
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG37.890041.6
Barclays373.9500493.4
UniCredit SpA69.180084.64
Morgan Stanley144.0400217.15

STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger:55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a
ISIN XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
Santander Quad Index Low Hurdle Autocall Aug 2025 USD
ISIN: XS3109492564
STRIKE DATE: 22/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,462.16006382.59
SMI12,241.670014394.77
Nikkei 22542,610.170064214.48
S&P 5006,370.17007747.71

STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: USD: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a
ISIN XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income Aug 2025 USD
ISIN: XS3067083413
STRIKE DATE: 20/08/2025
INDICATIVE PRICE: 110.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 110.91% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.810041.6
UniCredit SpA68.790084.64
Barclays372.7000493.4
Morgan Stanley144.1200217.15

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Sep 2025
ISIN: XS3095661818
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 100.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.78% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,647.62303278.19
FTSE MIB42,423.180052245.47
Nikkei 22545,493.660064214.48
Russell 20002,463.33602968.271

STRIKE DATE 22/09/2025
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: 4.00% 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
ISIN XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall August 2025 USD
ISIN: XS3067072481
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014394.77
FTSE MIB42,641.720052245.47
Nikkei 22543,714.310064214.48
S&P 5006,449.15007747.71

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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD September 2025
ISIN: XS2736744546
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 100.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.44% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,109.670014394.77
Eurostoxx 505,458.42006382.59
Nikkei 22545,045.810064214.48
Russell 20002,448.76902968.271

STRIKE DATE 18/09/2025
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: 1.75% Quarterly (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
ISIN XS2736744546
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Sep 2025
ISIN: XS3095846278
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 108.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 108.52% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.130014394.77
Eurostoxx 505,456.67006382.59
Nikkei 22545,303.430064214.48
S&P 5006,631.96007747.71

STRIKE DATE 18/09/2025
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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846278
NEXT POTENTIAL MATURITY DATE 18/09/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocal USD Sep 2025
ISIN: XS3095846351
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 109.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.52% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.130014394.77
Eurostoxx 505,456.67006382.59
Nikkei 22545,303.430064214.48
S&P 5006,631.96007747.71

STRIKE DATE 18/09/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846351
NEXT POTENTIAL MATURITY DATE 18/09/2026

EXPAND CLOSE
MS Averaged Basket Digital + Capped Participation August 2025 USD
ISIN: XS3081197421
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 99.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 99.21% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,138.900010831.52
Nikkei 22543,378.310064214.48
S&P 5006,449.80007747.71
Eurostoxx 505,448.61006382.59

STRIKE DATE 15/08/2025
RETURN & BARRIERS
28% Digital Coupon if above initial and additional participation of 100% if above the 28% (capped at 22% growth from there – possible 50% max return) 60% European Barrier
P.A. RETURN
ISIN XS3081197421
NEXT POTENTIAL MATURITY DATE 15/08/2030

EXPAND CLOSE