INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale US Tech Early Low Hurdle USD OCT 2025
ISIN: XS3154543014
STRIKE DATE: 08/10/2025
INDICATIVE PRICE: 39.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 39.51% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.6300115.16
Intel37.430052.25
Tesla Inc438.6900343.69
Nvidia Corporation189.1100181.6

STRIKE DATE 08/10/2025
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3154543014
NEXT POTENTIAL MATURITY DATE 08/04/20206

EXPAND CLOSE
BBVA Triple Index Reducing Autocall Sep 2025
ISIN: XS3108826408
STRIKE DATE: 10/09/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,361.47006231.54
FTSE 1009,225.390010782.66
S&P 5006,532.04007353.73

STRIKE DATE 10/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 7% per period Autocall Rate: USD = 3.375% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS3108826408
NEXT POTENTIAL MATURITY DATE 10/03/2026

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall USD Oct 2025
ISIN: XS3108854442
STRIKE DATE: 09/10/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.680038.73
Societe Generale54.360064.52
Lloyds83.500096.94
Citi Group Inc95.9200118.45

STRIKE DATE 09/10/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.05% Quarterly (12.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.20% p.a.
ISIN XS3108854442
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS2736748372
STRIKE DATE: 09/10/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,791.600050505.87
Nikkei 22548,580.440061077.9
Russell 20002,468.84802729.887
FTSE 1009,509.400010782.66

STRIKE DATE 09/10/2025
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: 1.8125% Quarterly (7.25% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2736748372
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall GBP Oct 2025
ISIN: XS3111092196
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 96.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.44% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950050505.87
Russell 20002,458.42302729.887
Nikkei 22547,950.880061077.9
OMX Stockholm 302,722.11603301.091

STRIKE DATE 07/10/2025
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3111092196
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Oct 2025
ISIN: XS3108837512
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 99.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950050505.87
Russell 20002,458.42302729.887
Nikkei 22547,950.880061077.9
SMI12,521.790014967.73

STRIKE DATE 07/10/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3108837512
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income September 2025 GBP
ISIN: XS2736745949
STRIKE DATE: 05/09/2025
INDICATIVE PRICE: 96.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.22% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,607.810050505.87
Russell 20002,391.04502729.887
Nikkei 22543,018.750061077.9

STRIKE DATE 05/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.33% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736745949
NEXT POTENTIAL MATURITY DATE 05/09/2028

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS3110269688
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,984.58103301.091
FTSE MIB45,195.890050505.87
Nikkei 22553,583.570061077.9
Russell 20002,677.73802729.887

STRIKE DATE 02/10/2025
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS3110269688
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA Quad Index Classic Autocall August 2025 GBP (XS3095688340)
ISIN: XS3095688340
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200014967.73
Eurostoxx 505,396.73006231.54
Nikkei 22542,828.790061077.9
S&P 5006,501.86007353.73

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.175% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, 60% European Barrier
P.A. RETURN 12.35% p.a.
ISIN XS3095688340
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
BBVA Quad Index Reducing Autocall August 2025 GBP
ISIN: XS3095688423
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200014967.73
FTSE MIB42,447.100050505.87
Nikkei 22542,828.790061077.9
S&P 5006,501.86007353.73

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.225% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, reducing 1% p.a., 60% European Barrier
P.A. RETURN 12.45% p.a.
ISIN XS3095688423
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Marex Group US Large Cap Memory Income Autocall Aug 2025 USD
ISIN: XS2984909510
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 73.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 73.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
JP Morgan301.0700337.34
Eli Lilly & Company731.96001364.73
Salesforce254.5300222.41
Adobe Inc353.9600246.44

STRIKE DATE 28/08/2025
RETURN & BARRIERS
3.25% Quarterly Memory Income Coupon 65%, 100% Autocall Trigger from 6 months reducing 2% PQ 65% Barrier (European)
P.A. RETURN
ISIN XS2984909510
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Sep 2025
ISIN: XS3095700061
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 88.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,126.140014967.73
FTSE MIB42,423.180050505.87
S&P 5006,693.75007353.73
HSI26,344.140024796.98

STRIKE DATE 22/09/2025
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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095700061
NEXT POTENTIAL MATURITY DATE 22/03/2027

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall August 2025 USD
ISIN: XS3079267251
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 98.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,207.120014967.73
Eurostoxx 505,393.07006231.54
Nikkei 22542,520.270061077.9
S&P 5006,481.40007353.73

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.50% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3079267251
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Morgan Stanley Triple Index Cap Protected Autocall Aug 2025 USD
ISIN: XS3095197953
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 106.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 106.51% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410050505.87
Nikkei 22542,520.270061077.9
FTSE 1009,255.500010782.66

STRIKE DATE 27/08/2025
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: 4.579% Semi-Annually (9.158% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3095197953
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR
ISIN: XS2879664238
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 99.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180050505.87
S&P 5006,693.75007353.73
HSI26,344.140024796.98

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 5.625% Semi-Annually (11.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879664238
NEXT POTENTIAL MATURITY DATE 22/03/2027

EXPAND CLOSE
BBVA Energy Stocks Reducing Autocall Aug 2025 USD
ISIN: XS3079217405
STRIKE DATE: 26/08/2025
INDICATIVE PRICE: 92.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy316.5800239.65
Chevron Corp157.3600212.93
Exxon Mobil Corp111.4900165.3

STRIKE DATE 26/08/2025
RETURN & BARRIERS
8.50% Semi-Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months (Reducing by 5% p.p. thereafter) 50% European Barrier
P.A. RETURN
ISIN XS3079217405
NEXT POTENTIAL MATURITY DATE 26/02/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Aug 2025 USD
ISIN: XS3079217314
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 94.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,019.08809065.067
Eurostoxx 505,462.16006231.54
Nikkei 22542,610.170061077.9
Russell 20002,274.09602729.887

STRIKE DATE 21/08/2025
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: 1.95% Quarterly (7.8% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall Aug 2025 USD
ISIN: XS3067140239
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG37.890038.73
Barclays373.9500424
UniCredit SpA69.180077.18
Morgan Stanley144.0400182.44

STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger:55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a
ISIN XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
Santander Quad Index Low Hurdle Autocall Aug 2025 USD
ISIN: XS3109492564
STRIKE DATE: 22/08/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,462.16006231.54
SMI12,241.670014967.73
Nikkei 22542,610.170061077.9
S&P 5006,370.17007353.73

STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: USD: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a
ISIN XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income Aug 2025 USD
ISIN: XS3067083413
STRIKE DATE: 20/08/2025
INDICATIVE PRICE: 111.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 111.24% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.810038.73
UniCredit SpA68.790077.18
Barclays372.7000424
Morgan Stanley144.1200182.44

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

EXPAND CLOSE