INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Developed Indices Fixed Income April 2025 USD
ISIN: XS2736715363
STRIKE DATE: 25/04/2025
INDICATIVE PRICE: 99.94%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.94% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB37,348.380052818.85
Russell 20001,957.61602996.11
Nikkei 22535,705.740069744.07

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 MIB40,087.400052818.85
S&P 5005,911.69007483.24
HSI23,289.770023350.03

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 20002,039.85102996.11
FTSE MIB39,475.360052818.85
S&P/ASX 2008,360.87808844.412

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 505,098.74006412.68
S&P 5005,375.86007483.24
Nikkei 22534,868.630069744.07
FTSE 1008,403.180010679.03

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 SpA48.545081.96
    Commerzbank AG23.030037.72
    BBVA11.915022.74
    Goldman Sachs519.99001021

    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
    SMI11,646.320014424.24
    Eurostoxx 504,961.45006412.68
    FTSE 1008,328.600010679.03
    S&P 5005,287.76007483.24

    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 302,544.04203247.031
    FTSE MIB40,656.260052818.85
    Nikkei 22537,753.720069744.07
    Russell 20002,113.25402996.11

    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 302,544.04203247.031
    FTSE MIB40,656.260052818.85
    Nikkei 22537,753.720069744.07
    Russell 20002,113.25402996.11

    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: 106.36%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 106.36% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720069744.07
    FTSE MIB40,656.260052818.85
    S&P/ASX 2008,343.68208844.412

    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: 107.08%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 107.08% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,753.720069744.07
    FTSE MIB40,656.260052818.85
    S&P/ASX 2008,343.68208844.412

    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 504,911.39006412.68
    SMI11,499.460014424.24
    Nikkei 22533,982.360069744.07
    Russell 20001,880.87902996.11

    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 504,911.39006412.68
    SMI11,499.460014424.24
    Nikkei 22533,982.360069744.07
    Russell 20001,880.87902996.11

    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 302,542.31903247.031
    FTSE MIB40,418.820052818.85
    Nikkei 22537,755.510069744.07
    Russell 20002,094.69302996.11

    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 302,542.31903247.031
    FTSE MIB40,418.820052818.85
    Nikkei 22537,755.510069744.07
    Russell 20002,094.69302996.11

    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
    SMI12,132.190014424.24
    Eurostoxx 505,403.44006412.68
    Nikkei 22538,128.130069744.07
    S&P 5005,892.58007483.24

    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
    SMI12,132.190014424.24
    Eurostoxx 505,403.44006412.68
    Nikkei 22538,128.130069744.07
    S&P 5005,892.58007483.24

    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
    Natixis 3 Year Fixed Income GBP May 2025
    ISIN: XS2736716502
    STRIKE DATE: 08/05/2025
    INDICATIVE PRICE: 98.84%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.84% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,288.94006412.68
    Russell 20002,026.41502996.11
    Nikkei 22536,928.630069744.07

    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: 98.49%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.49% (as at 06/07/2026 10:07 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,288.94006412.68
    Russell 20002,026.41502996.11
    Nikkei 22536,928.630069744.07

    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 CSDI182.1300239.07

    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
      Oracle150.3400140.27
      Intel21.4200120.35
      Tesla Inc298.2600393.45
      Nvidia Corporation116.6500194.83

      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