INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Diversified Indices Memory Income Autocall Jun 2025 USD
ISIN: XS3051827023
STRIKE DATE: 24/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,474.460049397.55
S&P/ASX 2008,555.53608719.719
Russell 20002,161.21202767.269
FTSE 1008,758.990010840.35

STRIKE DATE 24/06/2025
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: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS3051827023
NEXT POTENTIAL MATURITY DATE 24/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall June 2025 GBP
ISIN: XS3038108547
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,221.90006168.26
OMX Stockholm 302,424.03903256.08
Nikkei 22538,354.090064425.95
Russell 20002,132.68402767.269

STRIKE DATE 23/06/2025
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS3038108547
NEXT POTENTIAL MATURITY DATE 23/06/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Jul 2025
    ISIN: XS3056989208
    STRIKE DATE: 22/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,537.34803256.08
    FTSE MIB40,165.150049397.55
    Nikkei 22539,774.920064425.95
    Russell 20002,248.75902767.269

    STRIKE DATE 22/07/2025
    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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS3056989208
    NEXT POTENTIAL MATURITY DATE 22/07/2026

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Jul 2025
    ISIN: XS3056989380
    STRIKE DATE: 22/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,537.34803256.08
    FTSE MIB40,165.150049397.55
    Nikkei 22539,774.920064425.95
    Russell 20002,248.75902767.269

    STRIKE DATE 22/07/2025
    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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS3056989380
    NEXT POTENTIAL MATURITY DATE 22/07/2026

    EXPAND CLOSE
    Barclays 60-60 Memory Income Autocall GBP Jul 2025
    ISIN: XS3052807800
    STRIKE DATE: 23/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,592.54703256.08
    FTSE MIB40,697.490049397.55
    Nikkei 22541,171.320064425.95
    Russell 20002,283.12902767.269

    STRIKE DATE 23/07/2025
    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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS3052807800
    NEXT POTENTIAL MATURITY DATE 23/07/2026

    EXPAND CLOSE
    Barclays 60-60 Memory Income Autocall USD Jul 2025
    ISIN: XS3052807982
    STRIKE DATE: 23/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,592.54703256.08
    FTSE MIB40,697.490049397.55
    Nikkei 22541,171.320064425.95
    Russell 20002,283.12902767.269

    STRIKE DATE 23/07/2025
    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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN XS3052807982
    NEXT POTENTIAL MATURITY DATE 23/07/2026

    EXPAND CLOSE
    Barclays 70-60 Memory Income Autocall June 2025 USD
    ISIN: XS3043990400
    STRIKE DATE: 20/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,233.58006168.26
    Russell 20002,109.26702767.269
    Nikkei 22538,403.230064425.95
    OMX Stockholm 303256.08

    STRIKE DATE 20/06/2025
    RETURN & BARRIERS
    Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS3043990400
    NEXT POTENTIAL MATURITY DATE 22/06/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Jul 2025
      ISIN: XS3006783941
      STRIKE DATE: 16/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,901.320014349.51
      Eurostoxx 505,354.17006168.26
      Nikkei 22539,678.020064425.95
      S&P 5006,243.76007744.06

      STRIKE DATE 16/07/2025
      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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.40% p.a.
      ISIN XS3006783941
      NEXT POTENTIAL MATURITY DATE 16/07/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Jul 2025
      ISIN: XS3006784089
      STRIKE DATE: 16/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,901.320014349.51
      Eurostoxx 505,354.17006168.26
      Nikkei 22539,678.020064425.95
      S&P 5006,243.76007744.06

      STRIKE DATE 16/07/2025
      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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.00% p.a.
      ISIN XS3006784089
      NEXT POTENTIAL MATURITY DATE 16/07/2026

      EXPAND CLOSE
      Santander 75-60 Memory Income Autocall June 2025 USD
      ISIN: XS3049548921
      STRIKE DATE: 16/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,124.12702767.269
      Eurostoxx 505,339.57006168.26
      SMI12,090.870014349.51
      Nikkei 22538,311.330064425.95

      STRIKE DATE 16/06/2025
      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: 2.01% Quarterly (8.04% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.04% p.a.
      ISIN XS3049548921
      NEXT POTENTIAL MATURITY DATE 16/06/2026

        EXPAND CLOSE
        Soc Gen Early Low Hurdle June 2025 USD
        ISIN: XS3085272980
        STRIKE DATE: 16/06/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Tesla Inc329.1300362.44
        Advanced Micro Devices126.3900562.23
        Carnival Corp23.840026.46
        Zoom Communications77.870098.51

        STRIKE DATE 16/06/2025
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% 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 30.00% p.a.
        ISIN XS3085272980
        NEXT POTENTIAL MATURITY DATE 16/12/2025

          EXPAND CLOSE
          Natixis 3 Year Triple Index Fixed Income July 2025
          ISIN: XS2736735981
          STRIKE DATE: 09/07/2025
          INDICATIVE PRICE: 98.52%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 98.52% (as at 16/10/2026 10:16 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,445.65006168.26
          Russell 20002,252.49002767.269
          Nikkei 22539,821.280064425.95

          STRIKE DATE 09/07/2025
          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 XS2736735981
          NEXT POTENTIAL MATURITY DATE 10/07/2028

          EXPAND CLOSE
          Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
          ISIN: XS3085315201
          STRIKE DATE: 11/07/2025
          INDICATIVE PRICE: 79.27%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 79.27% (as at 16/10/2026 10:16 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Oracle230.5600134.47
          Intel23.430095.37
          Tesla Inc313.5100362.44
          Nvidia Corporation164.9200217.23

          STRIKE DATE 11/07/2025
          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 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 XS3085315201
          NEXT POTENTIAL MATURITY DATE 19/10/2026

          EXPAND CLOSE
          BBVA Triple Index Defensive Autocall EUR Jul 2025
          ISIN: XS3006754173
          STRIKE DATE: 07/07/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB39,914.250049397.55
          S&P 5006,229.98007744.06
          HSI23,887.830024062.72

          STRIKE DATE 07/07/2025
          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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 9.50% p.a.
          ISIN XS3006754173
          NEXT POTENTIAL MATURITY DATE 07/07/2026

          EXPAND CLOSE
          Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
          ISIN: XS3043937427
          STRIKE DATE: 04/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P 5005,970.81007744.06
          FTSE 1008,801.290010840.35
          Eurostoxx 505,405.15006168.26

          STRIKE DATE 04/06/2025
          RETURN & BARRIERS
          8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
          P.A. RETURN 8.20% p.a.
          ISIN XS3043937427
          NEXT POTENTIAL MATURITY DATE 04/06/2026

          EXPAND CLOSE
          BBVA Quarterly Classic Autocall June 2025 AUD
          ISIN: XS3006683216
          STRIKE DATE: 06/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY AUD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,430.17006168.26
          Nikkei 22537,741.610064425.95
          Russell 20002,132.24702767.269

          STRIKE DATE 06/06/2025
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.32% p.a.
          ISIN XS3006683216
          NEXT POTENTIAL MATURITY DATE 08/06/2026

            EXPAND CLOSE
            Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
            ISIN: XS3085218421
            STRIKE DATE: 06/06/2025
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Soc Gen
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            HSBC881.70001421.2
            Commerzbank AG28.000037.7
            UniCredit SpA58.200075.14
            BBVA13.240022.99

            STRIKE DATE 06/06/2025
            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 70% 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 24.00% p.a.
            ISIN XS3085218421
            NEXT POTENTIAL MATURITY DATE 08/12/2025

              EXPAND CLOSE
              Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
              ISIN: XS2748029365
              STRIKE DATE: 06/06/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Marex Group
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE MIB40,601.940049397.55
              Eurostoxx 505,430.17006168.26
              Nikkei 22537,741.610064425.95
              Russell 20002,132.24702767.269

              STRIKE DATE 06/06/2025
              RETURN & BARRIERS
              Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 9.22% p.a.
              ISIN XS2748029365
              NEXT POTENTIAL MATURITY DATE 06/06/2026

              EXPAND CLOSE
              Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
              ISIN: XS2697219959
              STRIKE DATE: 06/06/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Marex Group
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              S&P/TSX 601,578.74602138.906
              FTSE 1008,837.910010840.35
              OMX Stockholm 302,521.50603256.08
              iShares MSCI Brazil (EWZ)27.720041.58

              STRIKE DATE 06/06/2025
              RETURN & BARRIERS
              Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 11.63% p.a.
              ISIN XS2697219959
              NEXT POTENTIAL MATURITY DATE 06/06/2026

              EXPAND CLOSE
              Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
              ISIN: XS2748026429
              STRIKE DATE: 06/06/2025
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Marex Group
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,366.170014349.51
              Nikkei 22537,741.610064425.95
              OMX Stockholm 302,521.50603256.08
              Nasdaq 10021,761.790029935.59

              STRIKE DATE 06/06/2025
              RETURN & BARRIERS
              Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 10.91% p.a.
              ISIN XS2748026429
              NEXT POTENTIAL MATURITY DATE 06/06/2026

              EXPAND CLOSE