INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 99.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.01% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.85608927.526
FTSE MIB44,713.460045075.6
Nikkei 22552,991.100053375.6
Russell 20002,645.36102654.776

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP JAN 2026
ISIN: XS3204438496
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013147.93
Eurostoxx 505,882.88005891.95
S&P 5006,875.62006969.01
Nikkei 22552,774.640053375.6

STRIKE DATE 21/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD JAN 2026
ISIN: XS3204438579
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013147.93
Eurostoxx 505,882.88005891.95
Nikkei 22552,774.640053375.6
S&P 5006,875.62006969.01

STRIKE DATE 21/01/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: 100.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.00% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83005891.95
Russell 20002,519.30402654.776
Nikkei 22549,383.290053375.6
S&P/ASX 2008,598.94808927.526

STRIKE DATE 16/12/2025
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: 1.975% Quarterly (7.90% 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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 94.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.92% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5205891.95
FTSE 1009,751.310010171.76
S&P 5006,816.51006969.01
Nikkei 22550,168.110053375.6

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 97.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.01% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71005891.95
Nikkei 22550,836.550053375.6
S&P 5006,827.41006969.01

STRIKE DATE 12/12/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Jan 2026
ISIN: XS3205826954
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 98.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.57% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,169.960013147.93
FTSE MIB44,713.460045075.6
Nikkei 22552,991.100053375.6
Russell 20002,645.36102654.776

STRIKE DATE 20/01/2026
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3205826954
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall December 2025 GBP
ISIN: XS3184602723
STRIKE DATE: 10/12/2025
INDICATIVE PRICE: 97.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.76% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,579.36008927.526
FTSE MIB43,465.340045075.6
Nikkei 22550,602.800053375.6
S&P 5006,886.68006969.01

STRIKE DATE 10/12/2025
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, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602723
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE
Natixis Semi Annual Defensive Autocall December 2025 GBP
ISIN: XS3138916153
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,718.08005891.95
Russell 20002,531.15902654.776
SMI12,893.610013147.93
Nikkei 22551,028.420053375.6

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138916153
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual Defensive Autocall December 2025 USD
ISIN: XS3184620113
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 95.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070045075.6
Eurostoxx 505,718.08005891.95
Nikkei 22551,028.420053375.6
Russell 20002,531.15902654.776

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620113
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual 95% Defensive Autocall December 2025 USD
ISIN: XS3184620204
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 95.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.29% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070045075.6
Eurostoxx 505,718.08005891.95
Nikkei 22551,028.420053375.6
S&P 5006,857.12006969.01

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620204
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
ISIN: XS3184620030
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 95.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.97% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070045075.6
Eurostoxx 505,718.08005891.95
Nikkei 22551,028.420053375.6
Russell 20002,531.15902654.776

STRIKE DATE 04/12/2025
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620030
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3189306940
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 91.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,039.09103031.392
FTSE MIB45,799.690045075.6
Nikkei 22553,936.170053375.6
Russell 20002,677.73802654.776

STRIKE DATE 16/01/2026
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
ISIN XS3189306940
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall December 2025 USD
ISIN: XS3138908648
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 100.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.20% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56005891.95
Russell 20002,512.13602654.776
SMI12,858.330013147.93
Nikkei 22549,864.680053375.6

STRIKE DATE 03/12/2025
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
ISIN XS3138908648
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall December 2025 GBP
ISIN: XS3167732901
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 1,012.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 1,012.36% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56005891.95
SMI12,858.330013147.93
Nikkei 22549,864.680053375.6
Russell 20002,512.13602654.776

STRIKE DATE 03/12/2025
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: 1.8125% Quarterly (7.25% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3167732901
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Natixis World Indices Memory Income Autocall December 2025 USD
ISIN: XS3138911865
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.58% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56005891.95
Russell 20002,512.13602654.776
SMI12,858.330013147.93
Nikkei 22549,864.680053375.6

STRIKE DATE 03/12/2025
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: 1.98% Quarterly (7.92% 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 XS3138911865
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall December 2025 AUD
ISIN: XS3184620543
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 97.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 97.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640045075.6
HSI25,760.730027968.09
Nikkei 22549,864.680053375.6

STRIKE DATE 03/12/2025
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: AUD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620543
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall December 2025 USD
ISIN: DE000UN1T859
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 93.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.96% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,849.72006969.01
SMI12,858.330013147.93
Nikkei 22549,864.680053375.6
FTSE MIB43,380.640045075.6

STRIKE DATE 03/12/2025
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: 1.9% Quarterly (7.60% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN1T859
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Jan 2026 – Factsheet on request
ISIN: XS3233640104
STRIKE DATE: 15/01/2026
INDICATIVE PRICE: 94.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 94.86% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.8500169.01
Intel48.320048.66
Tesla Inc438.5700416.56
Nvidia Corporation187.0500192.51

STRIKE DATE 15/01/2026
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 XS3233640104
NEXT POTENTIAL MATURITY DATE 15/07/2026

EXPAND CLOSE
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 97.41% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890027968.09
Nikkei 22550,253.910053375.6
OMX Stockholm 302,787.76903031.392
S&P 5006,849.09006969.01

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% 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 XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE