INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 65-60 Memory Income Reducing Autocall June 2026 USD
ISIN: XS3378399326
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 84.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.98% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Salesforce190.6100156.93
Netflix81.520068.89
Nvidia Corporation214.7500208.76
Aristas Networks Inc174.3700176.61

STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level reducing 2%pq Memory Income Rate: USD: 4.875% Quarterly (19.50% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3378399326
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays Triple Index Defensive Autocall Jul 2026 EUR
ISIN: XS3369169258
STRIKE DATE: 07/07/2026
INDICATIVE PRICE: 91.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.38% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,455.440051315.84
OMX Stockholm 303,205.46203167.097
Nikkei 22568,256.960066422.6

STRIKE DATE 07/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3369169258
NEXT POTENTIAL MATURITY DATE 07/07/2027

EXPAND CLOSE
BBVA 80-60 Global Indices Memory Income Autocall June 2026 JPY
ISIN: XS3351757946
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 93.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 93.23% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,497.210051315.84
Nikkei 22566,020.040066422.6
Russell 20002,943.99202940.163

STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: JPY: 3.50% Semi-annually (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 USD
ISIN: XS3369019446
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 94.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.11% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500028454.81
SMI13,356.310014214.95
FTSE MIB50,262.760051315.84
S&P/ASX 2008,604.16608838.994

STRIKE DATE 09/06/2026
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: 3.925% Semi-annually (7.85% 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 XS3369019446
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 GBP
ISIN: XS3369019529
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 94.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.19% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500028454.81
SMI13,356.310014214.95
FTSE MIB50,262.760051315.84
S&P/ASX 2008,604.16608838.994

STRIKE DATE 09/06/2026
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: GBP: 3.875% Semi-annually (7.75% 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 XS3369019529
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Jun 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3385625358
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 101.41%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.41% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE90.540086.06
Leonardo SpA46.060051.88
Thyssenkrupp AG10.075011.905
Rheinmetall AG970.90001017

STRIKE DATE 29/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% 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 XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026

EXPAND CLOSE
Marex Diversified Indices Classic Autocall June 2026 GBP
ISIN: XS32189422440
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014214.95
FTSE MIB49,775.160051315.84
Nikkei 22566,934.330066422.6
Nasdaq 10030,513.860028454.81

STRIKE DATE 01/06/2026
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: 6.85% Semi-Annually (13.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS32189422440
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 3 June 2026 GBP
ISIN: XS3351732527
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 93.02%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.02% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41108838.994
Eurostoxx 506,034.95006210.17
Nikkei 22566,934.330066422.6
Russell 20002,905.76202940.163

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.38% Quarterly (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732527
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
BBVA Developed Indices Bespoke 2 June 2026 GBP
ISIN: XS3351732444
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 95.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.67% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014214.95
FTSE 10010,338.950010639.17
Eurostoxx 506,034.95006210.17
S&P 5007,599.96007408.3

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.13% Quarterly (8.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351732444
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 1 June 2026 GBP
ISIN: XS3351732873
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 91.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.99% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703167.097
FTSE 10010,338.950010639.17
Nikkei 22566,934.330066422.6
S&P 5007,599.96007408.3

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732873
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 GBP
ISIN: XS3320914503
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 94.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.33% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014214.95
FTSE MIB52,796.780051315.84
Nikkei 22572,353.960066422.6
Russell 20003,004.40402940.163

STRIKE DATE 22/06/2026
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: GBP: 4.675% Semi-Annually (9.35% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320914503
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 USD
ISIN: XS3320909339
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 94.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 94.47% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014214.95
FTSE MIB52,796.780051315.84
Nikkei 22572,353.960066422.6
Russell 20003,004.40402940.163

STRIKE DATE 22/06/2026
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: USD: 4.525% Semi-Annually (9.05% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320909339
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 GBP
ISIN: XS3338953311
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 94.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.35% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908838.994
FTSE MIB52,796.780051315.84
Nikkei 22572,353.960066422.6
Russell 20003,004.40402940.163

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.80% Semi-annually (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 USD
ISIN: XS3267378019
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 95.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.41% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908838.994
FTSE MIB52,796.780051315.84
Nikkei 22572,353.960066422.6
Russell 20003,004.40402940.163

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.175% Semi-annually (10.35% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 85.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 85.48% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001126.33
OMX Stockholm 303,124.05203167.097
Nasdaq 10030,223.890028454.81
Nikkei 22564,693.120066422.6

STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly(First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 1.183% Monthly (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Marex Semi Annual Classic Autocall May 2026 USD
ISIN: XS3218939372
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 95.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 95.63% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760014214.95
FTSE MIB49,825.320051315.84
S&P 5007,563.63007408.3
Nikkei 22564,693.120066422.6

STRIKE DATE 28/05/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3218939372
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Natxis 80-60 Memory Income Defensive Autocall May 2026 EUR
ISIN: XS3338962650
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 98.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.82% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57608838.994
FTSE MIB49,181.660051315.84
Nikkei 22559,804.410066422.6
Russell 20002,817.36502940.163

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.70% Semi-annually(9.40% p.a.) USD: 5.05% Semi-annually(10.10% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338962650
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 GBP
ISIN: XS3351708733
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 92.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.25% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014214.95
Eurostoxx 506,293.13006210.17
Nikkei 22571,250.060066422.6
S&P 5007,500.58007408.3

STRIKE DATE 19/06/2026
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: GBP: 6.85% Semi-Annually (13.70% p.a.) 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
ISIN XS3351708733
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 USD
ISIN: XS3351708659
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 92.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.24% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014214.95
Eurostoxx 506,293.13006210.17
Nikkei 22571,250.060066422.6
S&P 5007,500.58007408.3

STRIKE DATE 19/06/2026
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: GBP: 6.85% Semi-Annually (13.70% p.a.) 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
ISIN XS3351708659
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 78.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 78.86% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700120.04
Netflix89.300068.89
Tesla Inc417.8500319.69
Servicenow Inc99.690091.94

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE