INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Fixed Income GBP May 2025
ISIN: XS2736716502
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 97.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.37% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94006187.63
Russell 20002,026.41502943.992
Nikkei 22536,928.630066020.04

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.65% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716502
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Natixis 3 Year Fixed Income USD May 2025
ISIN: XS2736716411
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 97.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.56% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94006187.63
Russell 20002,026.41502943.992
Nikkei 22536,928.630066020.04

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716411
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Morgan Stanley Reducing Autocall Apr 2025 GBP
ISIN: XS2996585464
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE CSDI182.1300234.66

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 8 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level for first 12 months, reducing to 100% thereafter. Coupon Rate: GBP: 10.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2996585464
NEXT POTENTIAL MATURITY DATE 07/04/2026

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle May 2025 USD-Factsheet available upon request
    ISIN: XS3011681445
    STRIKE DATE: 09/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle150.3400184.13
    Intel21.4200124.57
    Tesla Inc298.2600406.43
    Nvidia Corporation116.6500205.19

    STRIKE DATE 09/05/2025
    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 50% 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 28.00% p.a.
    ISIN XS3011681445
    NEXT POTENTIAL MATURITY DATE 10/11/2025

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall March 2025 ZAR
    ISIN: ZAE000345476
    STRIKE DATE: 28/03/2025
    INDICATIVE PRICE: 115.52%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 115.52% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,840.430013708.02
    S&P 5005,580.94007431.46
    STOXX Global Select Dividend 100 Index3,113.52003888.62

    STRIKE DATE 28/03/2025
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 19.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN ZAE000345476
    NEXT POTENTIAL MATURITY DATE 28/03/2030

    EXPAND CLOSE
    CIBC Triple Index Classic Autocall USD Apr 2025
    ISIN: XS3042852734
    STRIKE DATE: 30/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,160.22006187.63
    Nikkei 22536,045.380066020.04
    Russell 20001,964.11902943.992

    STRIKE DATE 30/04/2025
    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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS3042852734
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP Apr 2025
    ISIN: XS2912755084
    STRIKE DATE: 23/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001,919.14002943.992
    FTSE MIB36,457.680051497.21
    S&P/ASX 2007,920.51308804.037

    STRIKE DATE 23/04/2025
    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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2912755084
    NEXT POTENTIAL MATURITY DATE 23/04/2026

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall USD Apr 2025
    ISIN: XS2912754947
    STRIKE DATE: 23/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001,919.14002943.992
    FTSE MIB36,457.680051497.21
    S&P/ASX 2007,920.51308804.037

    STRIKE DATE 23/04/2025
    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: 4.30% Semi-Annual (8.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.60% p.a.
    ISIN XS2912754947
    NEXT POTENTIAL MATURITY DATE 23/04/2026

    EXPAND CLOSE
    Barclays 70-55 Memory Income Autocall March 2025 USD
    ISIN: XS2975902193
    STRIKE DATE: 21/03/2025
    INDICATIVE PRICE: 95.88%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 95.88% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,056.98302943.992
    IBEX 3513,350.200018764.4
    SMI13,075.400013708.02
    Nikkei 22537,677.060066020.04

    STRIKE DATE 21/03/2025
    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: 2.07% Quarterly (8.28% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN
    ISIN XS2975902193
    NEXT POTENTIAL MATURITY DATE 22/06/2026

    EXPAND CLOSE
    Barclays 100% Capital Protected Autocall March 2025 USD
    ISIN: XS2967219135
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: 103.62%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 103.62% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,916.810013708.02
    Nikkei 22537,053.100066020.04
    FTSE 1008,632.330010471.72

    STRIKE DATE 14/03/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.16% Semi Annually (8.32% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2967219135
    NEXT POTENTIAL MATURITY DATE 14/03/2028

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall March 2025 USD
    ISIN: XS3010452988
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: 100.26%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 100.26% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,404.18006187.63
    SMI12,916.810013708.02
    Nikkei 22537,053.100066020.04
    Russell 20002,044.09502943.992

    STRIKE DATE 14/03/2025
    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: 1.84% Quarterly (7.36% 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 XS3010452988
    NEXT POTENTIAL MATURITY DATE 15/06/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall March 2025 GBP
    ISIN: XS2959157491
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: 95.39%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 95.39% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,404.18006187.63
    SMI12,916.810013708.02
    Nikkei 22537,053.100066020.04
    Russell 20002,044.09502943.992

    STRIKE DATE 14/03/2025
    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: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2959157491
    NEXT POTENTIAL MATURITY DATE 15/06/2026

    EXPAND CLOSE
    UBS Developed Markets Semi-Annual Reducing Autocall EUR Apr 2025
    ISIN: XS3030259363
    STRIKE DATE: 22/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB35,947.890051497.21
    S&P 5005,287.76007431.46
    HSI21,562.320024718.1

    STRIKE DATE 22/04/2025
    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 for first 36 months, reducing to 95% for final 36 months. Coupon Rate: EUR: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.20% p.a.
    ISIN XS3030259363
    NEXT POTENTIAL MATURITY DATE 22/04/2026

    EXPAND CLOSE
    UBS 90-65 Memory Income Autocall March 2025 GBP
    ISIN: XS3022292877
    STRIKE DATE: 12/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,359.42006187.63
    Nasdaq 10019,596.020029635.95
    Nikkei 22536,819.090066020.04
    S&P/ASX 2007,786.23808804.037

    STRIKE DATE 12/03/2025
    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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS3022292877
    NEXT POTENTIAL MATURITY DATE 12/03/2026

    EXPAND CLOSE
    Barclays 90-65 Memory Income Autocall March 2025 GBP
    ISIN: XS2972157874
    STRIKE DATE: 12/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,359.42006187.63
    Nasdaq 10019,596.020029635.95
    Nikkei 22536,819.090066020.04
    S&P/ASX 2007,786.23808804.037

    STRIKE DATE 12/03/2025
    RETURN & BARRIERS
    2.125% Quarterly Memory Coupon if all above 90%, 100% Autocall Trigger from 12 Months, 65% European Barrier
    P.A. RETURN 8.50% p.a.
    ISIN XS2972157874
    NEXT POTENTIAL MATURITY DATE 12/03/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Apr 2025
    ISIN: XS2958109048
    STRIKE DATE: 14/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,609.840013708.02
    FTSE MIB35,843.820051497.21
    Nikkei 22534,267.540066020.04
    Russell 20001,882.92102943.992

    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: 2.00% Quarterly (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 XS2958109048
    NEXT POTENTIAL MATURITY DATE 15/04/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Apr 2025
    ISIN: XS2958108826
    STRIKE DATE: 14/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,609.840013708.02
    FTSE MIB35,843.820051497.21
    Nikkei 22534,267.540066020.04
    Russell 20001,882.92102943.992

    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: 2.15% Quarterly (8.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.60% p.a.
    ISIN XS2958108826
    NEXT POTENTIAL MATURITY DATE 15/04/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Apr 2025
    ISIN: XS2958109394
    STRIKE DATE: 13/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,499.460013708.02
    Eurostoxx 504,911.39006187.63
    Nikkei 22533,982.360066020.04
    S&P 5005,405.97007431.46

    STRIKE DATE 13/04/2025
    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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.70% p.a.
    ISIN XS2958109394
    NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Apr 2025
    ISIN: XS2958109121
    STRIKE DATE: 13/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,499.460013708.02
    Eurostoxx 504,911.39006187.63
    Nikkei 22533,982.360066020.04
    S&P 5005,405.97007431.46

    STRIKE DATE 13/04/2025
    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 XS2958109121
    NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE
    Société Générale US Tech Memory Income Basket Star March 2025 USD
    ISIN: XS2971144170
    STRIKE DATE: 11/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Microsoft380.4500390.74
    Intel19.7800124.57
    Tesla Motors230.5800
    Nvidia Corporation108.7600205.19

    STRIKE DATE 11/03/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Income Basket Star Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 3.25% Quarterly (13.00% 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 13.00% p.a
    ISIN XS2971144170
    NEXT POTENTIAL MATURITY DATE 11/09/2025

    EXPAND CLOSE