INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.58% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,733.1070 | 3301.091 |
| FTSE MIB | 42,917.6700 | 50505.87 |
| Nikkei 225 | 50,276.3700 | 61077.9 |
| Russell 2000 | 2,432.8240 | 2729.887 |
STRIKE DATE 07/11/2025
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: 3.65% Semi-Annually (7.30% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3145149558
NEXT POTENTIAL MATURITY DATE 07/11/2028
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.64% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,298.3500 | 14967.73 |
| FTSE MIB | 42,917.6700 | 50505.87 |
| Nikkei 225 | 50,276.3700 | 61077.9 |
| Russell 2000 | 2,432.8240 | 2729.887 |
STRIKE DATE 07/11/2025
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: 3.80% Semi-Annually (7.60% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148562872
NEXT POTENTIAL MATURITY DATE 07/11/2028
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.28% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,521.7900 | 14967.73 |
| FTSE MIB | 43,070.9500 | 50505.87 |
| Nikkei 225 | 47,950.8800 | 61077.9 |
| S&P 500 | 6,714.5900 | 7353.73 |
STRIKE DATE 07/10/2025
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: 4.05% Semi-Annually (8.10% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736753885
NEXT POTENTIAL MATURITY DATE 10/10/2028
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 52.06% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 243.8000 | 115.16 |
| Intel | 37.2400 | 52.25 |
| Tesla Inc | 445.9100 | 343.69 |
| Nvidia Corporation | 188.0800 | 181.6 |
STRIKE DATE 06/11/2025
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 XS3200766502
NEXT POTENTIAL MATURITY DATE 06/11/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 43,146.1300 | 50505.87 |
| Nasdaq 100 | 24,978.5600 | 26629.81 |
| Nikkei 225 | 47,944.7600 | 61077.9 |
| Eurostoxx 50 | 5,628.7200 | 6231.54 |
STRIKE DATE 06/10/2025
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: 2.10% 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 XS2736747481
NEXT POTENTIAL MATURITY DATE 06/10/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,741.0830 | 3301.091 |
| FTSE MIB | 43,262.3500 | 50505.87 |
| Nikkei 225 | 51,497.2000 | 61077.9 |
| Russell 2000 | 2,427.3370 | 2729.887 |
STRIKE DATE 04/11/2025
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 7.00 p.a.
ISIN XS3145125707
NEXT POTENTIAL MATURITY DATE 04/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,491.2500 | 10782.66 |
| S&P 500 | 6,715.7900 | 7353.73 |
| Nikkei 225 | 45,769.5000 | 61077.9 |
| FTSE MIB | 43,258.1100 | 50505.87 |
STRIKE DATE 03/10/2025
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: USD: .4.85% Semi-Annual (9.70% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.70% p.a.
ISIN XS3126369050
NEXT POTENTIAL MATURITY DATE 05/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,651.7100 | 6231.54 |
| FTSE 100 | 9,491.2500 | 10782.66 |
| S&P 500 | 6,715.7900 | 7353.73 |
STRIKE DATE 03/10/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reducing 7.00% per period
Coupon Rate: USD: 2.85% Semi-Annually (5.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.70% p.a.
ISIN XS3126422719
NEXT POTENTIAL MATURITY DATE 05/10/2026
COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 43.26% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 288.7800 | 115.16 |
| Intel | 37.3000 | 52.25 |
| Amazon.com | 222.4100 | 260.21 |
| Nvidia Corporation | 188.8900 | 181.6 |
STRIKE DATE 02/10/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 60% Glider at month 12
Coupon Rate: USD: 4.75% Quarterly (19.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3182308117
NEXT POTENTIAL MATURITY DATE 04/01/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6231.54 |
| Russell 2000 | 2,436.4840 | 2729.887 |
| SMI | 12,109.4200 | 14967.73 |
| Nikkei 225 | 44,932.6300 | 61077.9 |
STRIKE DATE 30/09/2025
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: 1.9375% 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 XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6231.54 |
| Russell 2000 | 2,436.4840 | 2729.887 |
| SMI | 12,109.4200 | 14967.73 |
| Nikkei 225 | 44,932.6300 | 61077.9 |
STRIKE DATE 30/09/2025
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: GBP: 1.725% Quarterly (6.90% p.a.)
USD: 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 XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6231.54 |
| Russell 2000 | 2,436.4840 | 2729.887 |
| SMI | 12,109.4200 | 14967.73 |
| Nikkei 225 | 44,932.6300 | 61077.9 |
STRIKE DATE 30/09/2025
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: GBP: 1.725% Quarterly (6.90% p.a.)
USD: 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 7.00% p.a.
ISIN XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 32.2500 | 38.73 |
| Barclays | 381.6500 | 424 |
| UniCredit SpA | 64.9200 | 77.18 |
| Morgan Stanley | 159.9100 | 182.44 |
STRIKE DATE 19/09/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 16.50% p.a.
ISIN XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.63% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet Inc | 244.3600 | 282.57 |
| Microsoft | 514.6000 | 535.93 |
| Amazon.com | 222.1700 | 260.21 |
| Tesla Inc | 443.2100 | 343.69 |
STRIKE DATE 29/09/2025
RETURN & BARRIERS
Maximum Term: 4 Years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 70% low hurdle at maturity
Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 29/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.47% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,568.1800 | 14967.73 |
| FTSE MIB | 42,486.6700 | 50505.87 |
| S&P 500 | 6,791.6900 | 7353.73 |
| HSI | 26,160.1500 | 24796.98 |
STRIKE DATE 24/10/2025
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: EUR: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/04/2027
COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.12% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,486.6700 | 50505.87 |
| S&P 500 | 6,791.6900 | 7353.73 |
| HSI | 26,160.1500 | 24796.98 |
STRIKE DATE 24/10/2025
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: EUR: 5.75% Semi-Annually (11.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/04/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 38.73 |
| Societe Generale | 56.8400 | 64.52 |
| Lloyds | 82.0800 | 96.94 |
| Citi Group Inc | 103.0000 | 118.45 |
STRIKE DATE 23/09/2025
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 XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 109.96% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 38.73 |
| UniCredit SpA | 64.1300 | 77.18 |
| Morgan Stanley | 160.7600 | 182.44 |
| Barclays | 389.3000 | 424 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 24.00% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,392.3600 | 50505.87 |
| Russell 2000 | 2,499.9050 | 2729.887 |
| Nikkei 225 | 49,185.5000 | 61077.9 |
| OMX Stockholm 30 | 2,736.1670 | 3301.091 |
STRIKE DATE 20/10/2025
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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,635.0200 | 14967.73 |
| FTSE MIB | 42,392.3600 | 50505.87 |
| Nikkei 225 | 49,185.5000 | 61077.9 |
| Nasdaq 100 | 25,141.0200 | 26629.81 |
STRIKE DATE 20/10/2025
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 7.00% p.a.
ISIN XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026