INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Triple Index Capital Protected Autocall June 2025 USD
ISIN: XS3051870114
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 104.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 104.42% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17209020.093
Nikkei 22540,150.790064214.48
Eurostoxx 505,325.64006382.59

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: 103.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.12% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17209020.093
Nikkei 22540,150.790064214.48
Eurostoxx 505,325.64006382.59

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 SpA56.520084.64
Commerzbank AG27.210041.6
Morgan Stanley140.6900217.15

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 1008,798.910010831.52
Nikkei 22540,150.790064214.48
S&P 5006,173.07007747.71
Eurostoxx 505,325.64006382.59

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 MIB39,474.460052245.47
    S&P/ASX 2008,555.53609020.093
    Russell 20002,161.21202968.271
    FTSE 1008,758.990010831.52

    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 505,221.90006382.59
    OMX Stockholm 302,424.03903278.19
    Nikkei 22538,354.090064214.48
    Russell 20002,132.68402968.271

    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 302,537.34803278.19
      FTSE MIB40,165.150052245.47
      Nikkei 22539,774.920064214.48
      Russell 20002,248.75902968.271

      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 302,537.34803278.19
      FTSE MIB40,165.150052245.47
      Nikkei 22539,774.920064214.48
      Russell 20002,248.75902968.271

      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 302,592.54703278.19
      FTSE MIB40,697.490052245.47
      Nikkei 22541,171.320064214.48
      Russell 20002,283.12902968.271

      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 302,592.54703278.19
      FTSE MIB40,697.490052245.47
      Nikkei 22541,171.320064214.48
      Russell 20002,283.12902968.271

      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 505,233.58006382.59
      Russell 20002,109.26702968.271
      Nikkei 22538,403.230064214.48
      OMX Stockholm 303278.19

      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
        SMI11,901.320014394.77
        Eurostoxx 505,354.17006382.59
        Nikkei 22539,678.020064214.48
        S&P 5006,243.76007747.71

        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
        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
        SMI11,901.320014394.77
        Eurostoxx 505,354.17006382.59
        Nikkei 22539,678.020064214.48
        S&P 5006,243.76007747.71

        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 20002,124.12702968.271
        Eurostoxx 505,339.57006382.59
        SMI12,090.870014394.77
        Nikkei 22538,311.330064214.48

        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 Inc329.1300376.365
          Advanced Micro Devices126.3900456.16
          Carnival Corp23.840023.48
          Zoom Communications77.870098.14

          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: 99.03%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 99.03% (as at 04/09/2026 10:16 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,445.65006382.59
            Russell 20002,252.49002968.271
            Nikkei 22539,821.280064214.48

            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: 85.35%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 85.35% (as at 04/09/2026 10:16 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Oracle230.5600154.04
            Intel23.430091.67
            Tesla Inc313.5100376.365
            Nvidia Corporation164.9200228.45

            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 MIB39,914.250052245.47
            S&P 5006,229.98007747.71
            HSI23,887.830025213.31

            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 5005,970.81007747.71
            FTSE 1008,801.290010831.52
            Eurostoxx 505,405.15006382.59

            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 505,430.17006382.59
            Nikkei 22537,741.610064214.48
            Russell 20002,132.24702968.271

            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