INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 100% Capital Protected Autocall GBP Apr 2025
ISIN: XS2996291634
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 109.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.81% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22533,920.400066020.04
FTSE MIB36,067.570051497.21
IBEX 3512,942.100018764.4

STRIKE DATE 16/04/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291634
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Apr 2025
ISIN: XS2996291477
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 109.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 109.62% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22536,067.570066020.04
FTSE MIB36,067.570051497.21
IBEX 3512,942.100018764.4

STRIKE DATE 16/04/2025
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291477
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 USD
ISIN: XS2958073004
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010471.72
Eurostoxx 505,468.41006187.63
Nikkei 22536,887.170066020.04
Russell 20002,075.48302943.992

STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.36% p.a.
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 GBP
ISIN: XS2958072964
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010471.72
Eurostoxx 505,468.41006187.63
Nikkei 22536,887.170066020.04
Russell 20002,075.48302943.992

STRIKE DATE 07/03/2025
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: 1.25% Quarterly (5.00% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.00%
ISIN XS2958072964
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Apr 2025
ISIN: XS2736713582
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.25% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006187.63
Russell 20001,827.03202943.992
Nikkei 22533,780.580066020.04

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713582
NEXT POTENTIAL MATURITY DATE 04/04/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Apr 2025
ISIN: XS2736713400
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 98.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.90% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006187.63
Russell 20001,827.03202943.992
Nikkei 22533,780.580066020.04

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713400
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2025 USD
ISIN: XS2958961240
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average43,006.590051202.26
FTSE 1008,755.840010471.72
SMI13,112.750013708.02
Nikkei 22537,418.240066020.04

STRIKE DATE 05/03/2025
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: 2.0875% Quarterly (8.35% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.35% p.a.
ISIN XS2958961240
NEXT POTENTIAL MATURITY DATE 05/03/2026

    EXPAND CLOSE
    BBVA Diversified Indices Memory Income Autocall March 2025 EUR (XS2958961083)
    ISIN: XS2958961083
    STRIKE DATE: 05/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Dow Jones Industrial Average43,006.590051202.26
    S&P/ASX 2008,141.11308804.037
    FTSE 1008,755.840010471.72
    FTSE MIB38,519.400051497.21

    STRIKE DATE 05/03/2025
    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: EUR: 1.16125% Quarterly (4.645% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 4.645% p.a.
    ISIN XS2958961083
    NEXT POTENTIAL MATURITY DATE 05/03/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011424630
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nvidia Corporation109.6700205.19
      Tesla Motors263.5500
      Oracle140.8700184.13
      Intel22.7100124.57

      STRIKE DATE 28/03/2025
      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: 8.50% Quarterly (34.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 34.00% p.a.
      ISIN XS3011424630
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Société Générale Banks Low Hurdle Basket Star Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011425793
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA53.200073.3
      Commerzbank AG21.720036.83
      BBVA12.725020.09
      Morgan Stanley115.3300214.04

      STRIKE DATE 28/03/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 4.00% Quarterly (16.00% 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 16.00% p.a.
      ISIN XS3011425793
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall GBP Mar 2025
      ISIN: XS3017933675
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08006187.63
      Nikkei 22537,799.970066020.04
      Russell 20002,065.69702943.992

      STRIKE DATE 27/03/2025
      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: GBP: 5.42% Semi-Annually (10.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.84% p.a.
      ISIN XS3017933675
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall USD Mar 2025
      ISIN: XS3017938807
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08006187.63
      Nikkei 22537,799.970066020.04
      Russell 20002065.69702943.992

      STRIKE DATE 27/03/2025
      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: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 12.06% p.a.
      ISIN XS3017938807
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Barclays Developed Indices Memory Income Autocall Feb 2025 USD
      ISIN: XS2959661732
      STRIKE DATE: 25/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13,025.010013708.02
      FTSE 1008,668.6710471.72
      Nikkei 22538,237.7966020.04
      Russell 20002,170.0812943.992

      STRIKE DATE 25/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.30% p.a.
      ISIN XS2959661732
      NEXT POTENTIAL MATURITY DATE 25/02/2026

      EXPAND CLOSE
      Natixis 4 Year Fixed Income Asian Tail February 2025 USD
      ISIN: XS2736711024
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: 97.42%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.42% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,948.600013708.02
      Eurostoxx 505,474.85006187.63
      Russell 20002,195.34902943.992
      Nikkei 22538,776.940066020.04

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
      P.A. RETURN
      ISIN XS2736711024
      NEXT POTENTIAL MATURITY DATE 21/02/2029

      EXPAND CLOSE
      BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR
      ISIN: XS2959034906
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      AIA Group Ltd58.000074.55
      Daikin Industries Ltd15,970.000023030
      Samsung Electronics58,200.0000324500

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.72% p.a.
      ISIN XS2959034906
      NEXT POTENTIAL MATURITY DATE 24/02/2026

        EXPAND CLOSE
        BBVA Classic Autocall Bespoke 5 February 2025 USD
        ISIN: XS2941053873
        STRIKE DATE: 21/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2008,296.20508804.037
        SMI12,948.600013708.02
        CAC 408,154.51008350.87
        Dow Jones Industrial Average43,428.020051202.26

        STRIKE DATE 21/02/2025
        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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
        P.A. RETURN 8.00% p.a.
        ISIN XS2941053873
        NEXT POTENTIAL MATURITY DATE 23/02/2026

          EXPAND CLOSE
          BBVA Classic Autocall Bespoke 4 February 2025 EUR
          ISIN: XS2941053956
          STRIKE DATE: 21/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,948.600013708.02
          Eurostoxx 505,474.85006187.63
          OMX Stockholm 302,724.26003113.57
          Nasdaq 10021,614.080029635.95

          STRIKE DATE 21/02/2025
          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: 2.35% Semi-Annually (4.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
          P.A. RETURN 4.70% p.a.
          ISIN XS2941053956
          NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE
            BBVA Classic Autocall Bespoke 4 February 2025 USD
            ISIN: XS2941054095
            STRIKE DATE: 21/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI12,948.600013708.02
            Eurostoxx 505,474.85006187.63
            OMX Stockholm 302,724.26003113.57
            Nasdaq 10021,614.080029635.95

            STRIKE DATE 21/02/2025
            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: 4.55% Semi-Annually (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
            P.A. RETURN 9.10% p.a.
            ISIN XS2941054095
            NEXT POTENTIAL MATURITY DATE 23/02/2026

              EXPAND CLOSE
              BBVA Classic Autocall Bespoke 4 February 2025 GBP
              ISIN: XS2941054178
              STRIKE DATE: 21/02/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,948.600013708.02
              Eurostoxx 505,474.85006187.63
              OMX Stockholm 302,724.26003113.57
              Nasdaq 10021,614.080029635.95

              STRIKE DATE 21/02/2025
              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: 4.06% Semi-Annually (8.12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
              P.A. RETURN 8.12% p.a.
              ISIN XS2941054178
              NEXT POTENTIAL MATURITY DATE 23/02/2026

                EXPAND CLOSE
                BBVA Classic Autocall Bespoke 3 February 2025 EUR
                ISIN: XS2941054335
                STRIKE DATE: 21/02/2025
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY EUR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI12,948.600013708.02
                Eurostoxx 505,474.85006187.63
                FTSE MIB38,421.050051497.21
                Nasdaq 10021,614.080029635.95

                STRIKE DATE 21/02/2025
                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: 2.75% Semi-Annually (5.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
                P.A. RETURN 5.50% p.a.
                ISIN XS2941054335
                NEXT POTENTIAL MATURITY DATE 23/02/2026

                  EXPAND CLOSE