INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall GBP June 2025
ISIN: XS3006644820
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870014475.13
Eurostoxx 505,339.57006545.47
Nikkei 22538,311.330068308.59
S&P 5006,033.11007798.99

STRIKE DATE 16/06/2025
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.60% p.a.
ISIN XS3006644820
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD June 2025
ISIN: XS3006645041
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,090.870014475.13
Eurostoxx 505,339.57006545.47
Nikkei 22538,311.330068308.59
S&P 5006,033.11007798.99

STRIKE DATE 16/06/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS3006645041
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2025 USD
ISIN: XS2998087188
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,403.44006545.47
SMI12,132.190014475.13
Nikkei 22538,128.130068308.59
Russell 20002,083.80403052.847

STRIKE DATE 14/05/2025
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2998087188
NEXT POTENTIAL MATURITY DATE 15/05/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall May 2025 GBP
    ISIN: XS2998087345
    STRIKE DATE: 14/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,403.44006545.47
    SMI12,132.190014475.13
    Nikkei 22538,128.130068308.59
    Russell 20002,083.80403052.847

    STRIKE DATE 14/05/2025
    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: 2.0625% Quarterly (8.25% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.25% p.a.
    ISIN XS2998087345
    NEXT POTENTIAL MATURITY DATE 15/05/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD June 2025 – Factsheet on request
      ISIN: XS3048693488
      STRIKE DATE: 11/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle176.3800156.22
      Intel20.6800104.56
      Tesla Inc326.4300339.96
      Nvidia Corporation142.8300225.3

      STRIKE DATE 11/06/2025
      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: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 22.00% p.a.
      ISIN XS3048693488
      NEXT POTENTIAL MATURITY DATE 11/12/2025

      EXPAND CLOSE
      Natixis 3 Year Triple Index Jun 2025 GBP
      ISIN: XS2736718896
      STRIKE DATE: 09/06/2025
      INDICATIVE PRICE: 98.52%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 98.52% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,421.52006545.47
      Russell 20002,144.44803052.847
      Nikkei 22538,088.570068308.59

      STRIKE DATE 09/06/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736718896
      NEXT POTENTIAL MATURITY DATE 09/06/2028

      EXPAND CLOSE
      Natixis 3 Year Triple Index Jun 2025 USD
      ISIN: XS2736718623
      STRIKE DATE: 09/06/2025
      INDICATIVE PRICE: 98.84%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.84% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,421.52006545.47
      Russell 20002,144.44803052.847
      Nikkei 22538,088.570068308.59

      STRIKE DATE 09/06/2025
      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 XS2736718623
      NEXT POTENTIAL MATURITY DATE 09/06/2028

      EXPAND CLOSE
      Goldman Sachs Semi-Annual Classic Autocall May 2025 USD
      ISIN: XS2890237717
      STRIKE DATE: 07/05/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,113.760014475.13
      FTSE MIB38,319.890053693.27
      Nikkei 22536,779.660068308.59
      Russell 20001,989.66103052.847

      STRIKE DATE 07/05/2025
      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: 9.60% Semi-Annually (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 19.20% p.a.
      ISIN XS2890237717
      NEXT POTENTIAL MATURITY DATE 07/05/2026

      EXPAND CLOSE
      BBVA Capital Protected Memory Income Autocall May 2025 USD
      ISIN: XS2958917341
      STRIKE DATE: 07/05/2025
      INDICATIVE PRICE: 98.22%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.22% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,559.330010772.67
      Eurostoxx 505,230.19006545.47
      Nikkei 22536,779.660068308.59
      S&P 5005,631.28007798.99

      STRIKE DATE 07/05/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.72% pa (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2958917341
      NEXT POTENTIAL MATURITY DATE 09/11/2026

      EXPAND CLOSE
      Natixis 3 Year Developed Indices Fixed Income April 2025 USD
      ISIN: XS2736715363
      STRIKE DATE: 25/04/2025
      INDICATIVE PRICE: 101.43%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 101.43% (as at 14/08/2026 08:49 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB37,348.380053693.27
      Russell 20001,957.61603052.847
      Nikkei 22535,705.740068308.59

      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 MIB40,087.400053693.27
      S&P 5005,911.69007798.99
      HSI23,289.770025396.51

      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 20002,039.85103052.847
      FTSE MIB39,475.360053693.27
      S&P/ASX 2008,360.87809188.494

      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 505,098.74006545.47
      S&P 5005,375.86007798.99
      Nikkei 22534,868.630068308.59
      FTSE 1008,403.180010772.67

      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 SpA48.545085.41
        Commerzbank AG23.030039.86
        BBVA11.915024.91
        Goldman Sachs519.99001042.63

        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
        SMI11,646.320014475.13
        Eurostoxx 504,961.45006545.47
        FTSE 1008,328.600010772.67
        S&P 5005,287.76007798.99

        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 302,544.04203281.461
        FTSE MIB40,656.260053693.27
        Nikkei 22537,753.720068308.59
        Russell 20002,113.25403052.847

        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 302,544.04203281.461
        FTSE MIB40,656.260053693.27
        Nikkei 22537,753.720068308.59
        Russell 20002,113.25403052.847

        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: 107.36%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 107.36% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,753.720068308.59
        FTSE MIB40,656.260053693.27
        S&P/ASX 2008,343.68209188.494

        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: 108.51%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 108.51% (as at 14/08/2026 08:49 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22537,753.720068308.59
        FTSE MIB40,656.260053693.27
        S&P/ASX 2008,343.68209188.494

        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 504,911.39006545.47
        SMI11,499.460014475.13
        Nikkei 22533,982.360068308.59
        Russell 20001,880.87903052.847

        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