INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 100% Capital Protected Autocall GBP May 2025
ISIN: XS3042912579
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: 105.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.28% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720066422.6
FTSE MIB40,656.260051315.84
S&P/ASX 2008,343.68208838.994

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: 106.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 106.38% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,753.720066422.6
FTSE MIB40,656.260051315.84
S&P/ASX 2008,343.68208838.994

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 504,911.39006210.17
SMI11,499.460014214.95
Nikkei 22533,982.360066422.6
Russell 20001,880.87902940.163

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
Barclays 75-60 Memory Income Autocall April 2025 USD
ISIN: XS2976552138
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,911.39006210.17
SMI11,499.460014214.95
Nikkei 22533,982.360066422.6
Russell 20001,880.87902940.163

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: USD: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2976552138
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP May 2025
ISIN: XS2958902079
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903167.097
FTSE MIB40,418.820051315.84
Nikkei 22537,755.510066422.6
Russell 20002,094.69302940.163

STRIKE DATE 15/05/2025
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: 2.10% 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 XS2958902079
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD May 2025
ISIN: XS2958902152
STRIKE DATE: 15/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,542.31903167.097
FTSE MIB40,418.820051315.84
Nikkei 22537,755.510066422.6
Russell 20002,094.69302940.163

STRIKE DATE 15/05/2025
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: 2.25% Quarterly (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2958902152
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2025
ISIN: XS2958944741
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190014214.95
Eurostoxx 505,403.44006210.17
Nikkei 22538,128.130066422.6
S&P 5005,892.58007408.3

STRIKE DATE 14/05/2025
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: GBP: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.20% p.a.
ISIN XS2958944741
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD May 2025
ISIN: XS2958944824
STRIKE DATE: 14/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,132.190014214.95
Eurostoxx 505,403.44006210.17
Nikkei 22538,128.130066422.6
S&P 5005,892.58007408.3

STRIKE DATE 14/05/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2958944824
NEXT POTENTIAL MATURITY DATE 15/05/2026

EXPAND CLOSE
Natixis 3 Year Fixed Income GBP May 2025
ISIN: XS2736716502
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.19% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94006210.17
Russell 20002,026.41502940.163
Nikkei 22536,928.630066422.6

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.65% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716502
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Natixis 3 Year Fixed Income USD May 2025
ISIN: XS2736716411
STRIKE DATE: 08/05/2025
INDICATIVE PRICE: 98.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.80% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,288.94006210.17
Russell 20002,026.41502940.163
Nikkei 22536,928.630066422.6

STRIKE DATE 08/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736716411
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
Morgan Stanley Reducing Autocall Apr 2025 GBP
ISIN: XS2996585464
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE CSDI182.1300237.68

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 8 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level for first 12 months, reducing to 100% thereafter. Coupon Rate: GBP: 10.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2996585464
NEXT POTENTIAL MATURITY DATE 07/04/2026

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle May 2025 USD-Factsheet available upon request
    ISIN: XS3011681445
    STRIKE DATE: 09/05/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle150.3400120.04
    Intel21.4200100.23
    Tesla Inc298.2600319.69
    Nvidia Corporation116.6500208.76

    STRIKE DATE 09/05/2025
    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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 28.00% p.a.
    ISIN XS3011681445
    NEXT POTENTIAL MATURITY DATE 10/11/2025

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall March 2025 ZAR
    ISIN: ZAE000345476
    STRIKE DATE: 28/03/2025
    INDICATIVE PRICE: 119.48%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 119.48% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,840.430014214.95
    S&P 5005,580.94007408.3
    STOXX Global Select Dividend 100 Index3,113.52004009.45

    STRIKE DATE 28/03/2025
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 19.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN ZAE000345476
    NEXT POTENTIAL MATURITY DATE 28/03/2030

    EXPAND CLOSE
    CIBC Triple Index Classic Autocall USD Apr 2025
    ISIN: XS3042852734
    STRIKE DATE: 30/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY CIBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,160.22006210.17
    Nikkei 22536,045.380066422.6
    Russell 20001,964.11902940.163

    STRIKE DATE 30/04/2025
    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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS3042852734
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall GBP Apr 2025
    ISIN: XS2912755084
    STRIKE DATE: 23/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001,919.14002940.163
    FTSE MIB36,457.680051315.84
    S&P/ASX 2007,920.51308838.994

    STRIKE DATE 23/04/2025
    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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2912755084
    NEXT POTENTIAL MATURITY DATE 23/04/2026

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall USD Apr 2025
    ISIN: XS2912754947
    STRIKE DATE: 23/04/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001,919.14002940.163
    FTSE MIB36,457.680051315.84
    S&P/ASX 2007,920.51308838.994

    STRIKE DATE 23/04/2025
    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: 4.30% Semi-Annual (8.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.60% p.a.
    ISIN XS2912754947
    NEXT POTENTIAL MATURITY DATE 23/04/2026

    EXPAND CLOSE
    Barclays 70-55 Memory Income Autocall March 2025 USD
    ISIN: XS2975902193
    STRIKE DATE: 21/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,056.98302940.163
    IBEX 3513,350.200019267
    SMI13,075.400014214.95
    Nikkei 22537,677.060066422.6

    STRIKE DATE 21/03/2025
    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: 2.07% Quarterly (8.28% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 8.28% p.a.
    ISIN XS2975902193
    NEXT POTENTIAL MATURITY DATE 22/06/2026

    EXPAND CLOSE
    Barclays 100% Capital Protected Autocall March 2025 USD
    ISIN: XS2967219135
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: 105.37%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.37% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,916.810014214.95
    Nikkei 22537,053.100066422.6
    FTSE 1008,632.330010639.17

    STRIKE DATE 14/03/2025
    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: GBP: 4.16% Semi Annually (8.32% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2967219135
    NEXT POTENTIAL MATURITY DATE 14/03/2028

    EXPAND CLOSE
    UBS 75-60 Memory Income Autocall March 2025 USD
    ISIN: XS3010452988
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,404.18006210.17
    SMI12,916.810014214.95
    Nikkei 22537,053.100066422.6
    Russell 20002,044.09502940.163

    STRIKE DATE 14/03/2025
    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: 1.84% Quarterly (7.36% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.36% p.a.
    ISIN XS3010452988
    NEXT POTENTIAL MATURITY DATE 15/06/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall March 2025 GBP
    ISIN: XS2959157491
    STRIKE DATE: 14/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,404.18006210.17
    SMI12,916.810014214.95
    Nikkei 22537,053.100066422.6
    Russell 20002,044.09502940.163

    STRIKE DATE 14/03/2025
    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: 1.75% 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 XS2959157491
    NEXT POTENTIAL MATURITY DATE 15/06/2026

    EXPAND CLOSE