INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Jul 2025
ISIN: XS3006784089
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
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: 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 XS3006784089
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2025 USD
ISIN: XS3049548921
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,124.12703052.847
Eurostoxx 505,339.57006545.47
SMI12,090.870014475.13
Nikkei 22538,311.330068308.59

STRIKE DATE 16/06/2025
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: USD: 2.01% Quarterly (8.04% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.04% p.a.
ISIN XS3049548921
NEXT POTENTIAL MATURITY DATE 16/06/2026

    EXPAND CLOSE
    Soc Gen Early Low Hurdle June 2025 USD
    ISIN: XS3085272980
    STRIKE DATE: 16/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Tesla Inc329.1300339.96
    Advanced Micro Devices126.3900483.01
    Carnival Corp23.840028.42
    Zoom Communications77.8700109.84

    STRIKE DATE 16/06/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 30.00% p.a.
    ISIN XS3085272980
    NEXT POTENTIAL MATURITY DATE 16/12/2025

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income July 2025
      ISIN: XS2736735981
      STRIKE DATE: 09/07/2025
      INDICATIVE PRICE: 98.49%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.49% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,445.65006545.47
      Russell 20002,252.49003052.847
      Nikkei 22539,821.280068308.59

      STRIKE DATE 09/07/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736735981
      NEXT POTENTIAL MATURITY DATE 10/07/2028

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
      ISIN: XS3085315201
      STRIKE DATE: 11/07/2025
      INDICATIVE PRICE: 86.77%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 86.77% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle230.5600156.22
      Intel23.4300104.56
      Tesla Inc313.5100339.96
      Nvidia Corporation164.9200225.3

      STRIKE DATE 11/07/2025
      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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3085315201
      NEXT POTENTIAL MATURITY DATE 19/10/2026

      EXPAND CLOSE
      BBVA Triple Index Defensive Autocall EUR Jul 2025
      ISIN: XS3006754173
      STRIKE DATE: 07/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB39,914.250053693.27
      S&P 5006,229.98007798.99
      HSI23,887.830025396.51

      STRIKE DATE 07/07/2025
      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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.50% p.a.
      ISIN XS3006754173
      NEXT POTENTIAL MATURITY DATE 07/07/2026

      EXPAND CLOSE
      Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
      ISIN: XS3043937427
      STRIKE DATE: 04/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,970.81007798.99
      FTSE 1008,801.290010772.67
      Eurostoxx 505,405.15006545.47

      STRIKE DATE 04/06/2025
      RETURN & BARRIERS
      8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
      P.A. RETURN 8.20% p.a.
      ISIN XS3043937427
      NEXT POTENTIAL MATURITY DATE 04/06/2026

      EXPAND CLOSE
      BBVA Quarterly Classic Autocall June 2025 AUD
      ISIN: XS3006683216
      STRIKE DATE: 06/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY AUD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,430.17006545.47
      Nikkei 22537,741.610068308.59
      Russell 20002,132.24703052.847

      STRIKE DATE 06/06/2025
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.32% p.a.
      ISIN XS3006683216
      NEXT POTENTIAL MATURITY DATE 08/06/2026

        EXPAND CLOSE
        Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
        ISIN: XS3085218421
        STRIKE DATE: 06/06/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Soc Gen
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        HSBC881.70001525.8
        Commerzbank AG28.000039.86
        UniCredit SpA58.200085.41
        BBVA13.240024.91

        STRIKE DATE 06/06/2025
        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% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 24.00% p.a.
        ISIN XS3085218421
        NEXT POTENTIAL MATURITY DATE 08/12/2025

          EXPAND CLOSE
          Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
          ISIN: XS2748029365
          STRIKE DATE: 06/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Marex Group
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB40,601.940053693.27
          Eurostoxx 505,430.17006545.47
          Nikkei 22537,741.610068308.59
          Russell 20002,132.24703052.847

          STRIKE DATE 06/06/2025
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.22% p.a.
          ISIN XS2748029365
          NEXT POTENTIAL MATURITY DATE 06/06/2026

          EXPAND CLOSE
          Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
          ISIN: XS2697219959
          STRIKE DATE: 06/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Marex Group
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/TSX 601,578.74602168.34
          FTSE 1008,837.910010772.67
          OMX Stockholm 302,521.50603281.461
          iShares MSCI Brazil (EWZ)27.720033.77

          STRIKE DATE 06/06/2025
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 11.63% p.a.
          ISIN XS2697219959
          NEXT POTENTIAL MATURITY DATE 06/06/2026

          EXPAND CLOSE
          Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
          ISIN: XS2748026429
          STRIKE DATE: 06/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Marex Group
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,366.170014475.13
          Nikkei 22537,741.610068308.59
          OMX Stockholm 302,521.50603281.461
          Nasdaq 10021,761.790030084.5

          STRIKE DATE 06/06/2025
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 10.91% p.a.
          ISIN XS2748026429
          NEXT POTENTIAL MATURITY DATE 06/06/2026

          EXPAND CLOSE
          Marex Group Quarterly Classic Autocall Bespoke 4 June 2025 GBP
          ISIN: XS2748027153
          STRIKE DATE: 06/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Marex Group
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2009188.494
          SMI14475.13
          IBEX 3520168.6
          Euro Stoxx Banks321.55

          STRIKE DATE 06/06/2025
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8525% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 11.41%
          ISIN XS2748027153
          NEXT POTENTIAL MATURITY DATE 06/06/2026

          EXPAND CLOSE
          BBVA 85-65 Memory Income Autocall June 2025 USD
          ISIN: XS3006668506
          STRIKE DATE: 04/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1008,801.290010772.67
          Eurostoxx 505,405.15006545.47
          S&P 5005,970.81007798.99

          STRIKE DATE 04/06/2025
          RETURN & BARRIERS
          1.69% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
          P.A. RETURN 6.76% p.a.
          ISIN XS3006668506
          NEXT POTENTIAL MATURITY DATE 04/06/2026

          EXPAND CLOSE
          Marex Gold ETF Issuer Callable Growth Participation June 2025 USD
          ISIN: XS2931620269
          STRIKE DATE: 03/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Marex
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SPDR Gold Shares308.9100398.96

          STRIKE DATE 03/06/2025
          RETURN & BARRIERS
          Maximum Term: 2.5 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 2.40% Quarterly Capital Protection Barrier: 90% Capital Protected Strike Level: 90% of Initial Strike*
          P.A. RETURN 9.60% p.a.
          ISIN XS2931620269
          NEXT POTENTIAL MATURITY DATE 03/03/2026

            EXPAND CLOSE
            Marex US Tech Low Hurdle Defensive Autocall March 2025 GBP
            ISIN: XS2930155382
            STRIKE DATE: 19/03/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Alphabet Inc163.8900346.36
            Microsoft387.8200496.88
            Amazon.com195.5400265.13
            Tesla Motors235.8600

            STRIKE DATE 19/03/2025
            RETURN & BARRIERS
            6.125% Quarterly Snowballing Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle, 50% Barrier (E)
            P.A. RETURN 24.50% p.a.
            ISIN XS2930155382
            NEXT POTENTIAL MATURITY DATE 19/09/2025

            EXPAND CLOSE
            Barclays 100% Capital Protected Autocall May 2025 GBP
            ISIN: XS3027266397
            STRIKE DATE: 26/05/2025
            INDICATIVE PRICE: 103.60%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE 103.60% (as at 14/08/2026 08:49 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Nikkei 22537,531.530068308.59
            FTSE MIB39,988.480053693.27
            S&P 5008,361.02007798.99

            STRIKE DATE 26/05/2025
            RETURN & BARRIERS
            3.75% Semi-Annual Snowballing Coupon if Autocalled, 100% Autocall Trigger from 36 Months, 100% Capital Protected
            P.A. RETURN
            ISIN XS3027266397
            NEXT POTENTIAL MATURITY DATE 26/05/2028

            EXPAND CLOSE
            BBVA 85-60 Memory Income Autocall April 2025 USD
            ISIN: XS2958605292
            STRIKE DATE: 17/04/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI11,660.960014475.13
            Eurostoxx 504,935.34006545.47
            Nikkei 22534,279.920068308.59
            Nasdaq 10017,808.300030084.5

            STRIKE DATE 17/04/2025
            RETURN & BARRIERS
            4.175% Semi-Annual Memory Coupon if above 85%, 100% Autocall Trigger from 12 Months, 60% Barrier (E)
            P.A. RETURN 8.350% p.a.
            ISIN XS2958605292
            NEXT POTENTIAL MATURITY DATE 17/04/2026

            EXPAND CLOSE
            Soc Gen Banks Low Hurdle Basket Star Autocall April 2025 USD
            ISIN: XS3011682682
            STRIKE DATE: 17/04/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            BNP Paribas SA70.7400112.4
            Deutsche Bank AG20.675033.14
            BBVA11.865024.91
            UniCredit SpA49.890085.41

            STRIKE DATE 17/04/2025
            RETURN & BARRIERS
            8.00% Snowballing Quarterly Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle at Maturity, 50% European Barrier with 80% Basket Star Barrier Maturity on the EQWB if EKIP Breach
            P.A. RETURN 32.00% p.a.
            ISIN XS3011682682
            NEXT POTENTIAL MATURITY DATE 17/10/2025

            EXPAND CLOSE
            GS Capital Protected Participation Growth Note April 2025 USD
            ISIN: XS3000757628
            STRIKE DATE: 08/04/2025
            INDICATIVE PRICE: 111.23%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 111.23% (as at 14/08/2026 08:49 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P/ASX 2007,374.95209188.494
            S&P 5004,982.77007798.99
            CAC 407,100.42008650.56

            STRIKE DATE 08/04/2025
            RETURN & BARRIERS
            56% Participation of Basket Growth at maturity, 100% Capital Protected
            P.A. RETURN
            ISIN XS3000757628
            NEXT POTENTIAL MATURITY DATE 10/04/2028

            EXPAND CLOSE