INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 505,370.85006545.47
SMI11,939.890014475.13
Nikkei 22539,459.620068308.59
Russell 20002,249.72903052.847

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 505,370.85006545.47
OMX Stockholm 302,532.28103281.461
Nikkei 22539,459.620068308.59
Russell 20002,249.72903052.847

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: 74.69%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 74.69% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle253.8600156.22
Tesla Inc340.8400339.96
Advanced Micro Devices174.9500483.01

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 12/11/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025
ISIN: XS3109209083
STRIKE DATE: 07/08/2025
INDICATIVE PRICE: 74.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 74.24% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle249.3900156.22
Intel19.7700104.56
Tesla Inc322.2700339.96
Nvidia Corporation180.7700225.3

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 09/11/2026

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 SpA58.440085.41
Commerzbank AG29.970039.86
Morgan Stanley141.1300218.38

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: 101.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.16% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.13303052.847
FTSE MIB40,599.680053693.27
Nikkei 22541,826.340068308.59
S&P/ASX 2008,709.40909188.494

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: 100.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.94% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.13303052.847
FTSE MIB40,599.680053693.27
Nikkei 22541,826.340068308.59
S&P/ASX 2008,709.40909188.494

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
SMI11,980.380014475.13
S&P 5006,173.07007798.99
Eurostoxx 505,325.64006545.47
Nikkei 22540,150.790068308.59

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: 103.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 103.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17209188.494
Nikkei 22540,150.790068308.59
Eurostoxx 505,325.64006545.47

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: 102.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.51% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17209188.494
Nikkei 22540,150.790068308.59
Eurostoxx 505,325.64006545.47

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 SpA56.520085.41
Commerzbank AG27.210039.86
Morgan Stanley140.6900218.38

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 1008,798.910010772.67
Nikkei 22540,150.790068308.59
S&P 5006,173.07007798.99
Eurostoxx 505,325.64006545.47

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 MIB39,474.460053693.27
    S&P/ASX 2008,555.53609188.494
    Russell 20002,161.21203052.847
    FTSE 1008,758.990010772.67

    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 505,221.90006545.47
    OMX Stockholm 302,424.03903281.461
    Nikkei 22538,354.090068308.59
    Russell 20002,132.68403052.847

    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 302,537.34803281.461
      FTSE MIB40,165.150053693.27
      Nikkei 22539,774.920068308.59
      Russell 20002,248.75903052.847

      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 302,537.34803281.461
      FTSE MIB40,165.150053693.27
      Nikkei 22539,774.920068308.59
      Russell 20002,248.75903052.847

      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: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703281.461
      FTSE MIB40,697.490053693.27
      Nikkei 22541,171.320068308.59
      Russell 20002,283.12903052.847

      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
      Barclays 60-60 Memory Income Autocall USD Jul 2025
      ISIN: XS3052807982
      STRIKE DATE: 23/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703281.461
      FTSE MIB40,697.490053693.27
      Nikkei 22541,171.320068308.59
      Russell 20002,283.12903052.847

      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: USD: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.20% p.a.
      ISIN XS3052807982
      NEXT POTENTIAL MATURITY DATE 23/07/2026

      EXPAND CLOSE
      Barclays 70-60 Memory Income Autocall June 2025 USD
      ISIN: XS3043990400
      STRIKE DATE: 20/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,233.58006545.47
      Russell 20002,109.26703052.847
      Nikkei 22538,403.230068308.59
      OMX Stockholm 303281.461

      STRIKE DATE 20/06/2025
      RETURN & BARRIERS
      Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS3043990400
      NEXT POTENTIAL MATURITY DATE 22/06/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Jul 2025
        ISIN: XS3006783941
        STRIKE DATE: 16/07/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,901.320014475.13
        Eurostoxx 505,354.17006545.47
        Nikkei 22539,678.020068308.59
        S&P 5006,243.76007798.99

        STRIKE DATE 16/07/2025
        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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12.40% p.a.
        ISIN XS3006783941
        NEXT POTENTIAL MATURITY DATE 16/07/2026

        EXPAND CLOSE