INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 20001,919.14002767.269
FTSE MIB36,457.680049397.55
S&P/ASX 2007,920.51308719.719

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 20002,056.98302767.269
IBEX 3513,350.200019177.7
SMI13,075.400014349.51
Nikkei 22537,677.060064425.95

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: 106.81%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 106.81% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,916.810014349.51
Nikkei 22537,053.100064425.95
FTSE 1008,632.330010840.35

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 505,404.18006168.26
SMI12,916.810014349.51
Nikkei 22537,053.100064425.95
Russell 20002,044.09502767.269

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 505,404.18006168.26
SMI12,916.810014349.51
Nikkei 22537,053.100064425.95
Russell 20002,044.09502767.269

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
UBS Developed Markets Semi-Annual Reducing Autocall EUR Apr 2025
ISIN: XS3030259363
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB35,947.890049397.55
S&P 5005,287.76007744.06
HSI21,562.320024062.72

STRIKE DATE 22/04/2025
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 for first 36 months, reducing to 95% for final 36 months. Coupon Rate: EUR: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS3030259363
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2025 GBP
ISIN: XS3022292877
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42006168.26
Nasdaq 10019,596.020029935.59
Nikkei 22536,819.090064425.95
S&P/ASX 2007,786.23808719.719

STRIKE DATE 12/03/2025
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS3022292877
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2025 GBP
ISIN: XS2972157874
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42006168.26
Nasdaq 10019,596.020029935.59
Nikkei 22536,819.090064425.95
S&P/ASX 2007,786.23808719.719

STRIKE DATE 12/03/2025
RETURN & BARRIERS
2.125% Quarterly Memory Coupon if all above 90%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN 8.50% p.a.
ISIN XS2972157874
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Apr 2025
ISIN: XS2958109048
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,609.840014349.51
FTSE MIB35,843.820049397.55
Nikkei 22534,267.540064425.95
Russell 20001,882.92102767.269

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: 2.00% Quarterly (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 XS2958109048
NEXT POTENTIAL MATURITY DATE 15/04/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Apr 2025
ISIN: XS2958108826
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,609.840014349.51
FTSE MIB35,843.820049397.55
Nikkei 22534,267.540064425.95
Russell 20001,882.92102767.269

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: 2.15% Quarterly (8.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.60% p.a.
ISIN XS2958108826
NEXT POTENTIAL MATURITY DATE 15/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Apr 2025
ISIN: XS2958109394
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460014349.51
Eurostoxx 504,911.39006168.26
Nikkei 22533,982.360064425.95
S&P 5005,405.97007744.06

STRIKE DATE 13/04/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.70% p.a.
ISIN XS2958109394
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Apr 2025
ISIN: XS2958109121
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460014349.51
Eurostoxx 504,911.39006168.26
Nikkei 22533,982.360064425.95
S&P 5005,405.97007744.06

STRIKE DATE 13/04/2025
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 XS2958109121
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
Société Générale US Tech Memory Income Basket Star March 2025 USD
ISIN: XS2971144170
STRIKE DATE: 11/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft380.4500539.44
Intel19.780095.37
Tesla Motors230.5800
Nvidia Corporation108.7600217.23

STRIKE DATE 11/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Basket Star Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 3.25% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 13.00% p.a
ISIN XS2971144170
NEXT POTENTIAL MATURITY DATE 11/09/2025

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Apr 2025
ISIN: XS2996291634
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 111.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.37% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22533,920.400064425.95
FTSE MIB36,067.570049397.55
IBEX 3512,942.100019177.7

STRIKE DATE 16/04/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291634
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Apr 2025
ISIN: XS2996291477
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 110.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 110.78% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22536,067.570064425.95
FTSE MIB36,067.570049397.55
IBEX 3512,942.100019177.7

STRIKE DATE 16/04/2025
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291477
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 USD
ISIN: XS2958073004
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010840.35
Eurostoxx 505,468.41006168.26
Nikkei 22536,887.170064425.95
Russell 20002,075.48302767.269

STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.36% p.a.
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 GBP
ISIN: XS2958072964
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010840.35
Eurostoxx 505,468.41006168.26
Nikkei 22536,887.170064425.95
Russell 20002,075.48302767.269

STRIKE DATE 07/03/2025
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: 1.25% Quarterly (5.00% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.00%
ISIN XS2958072964
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Apr 2025
ISIN: XS2736713582
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 97.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.73% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006168.26
Russell 20001,827.03202767.269
Nikkei 22533,780.580064425.95

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713582
NEXT POTENTIAL MATURITY DATE 04/04/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Apr 2025
ISIN: XS2736713400
STRIKE DATE: 04/04/2025
INDICATIVE PRICE: 98.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.28% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006168.26
Russell 20001,827.03202767.269
Nikkei 22533,780.580064425.95

STRIKE DATE 04/04/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. (Paid Semi-Annually) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736713400
NEXT POTENTIAL MATURITY DATE 13/04/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2025 USD
ISIN: XS2958961240
STRIKE DATE: 05/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dow Jones Industrial Average43,006.590052177.69
FTSE 1008,755.840010840.35
SMI13,112.750014349.51
Nikkei 22537,418.240064425.95

STRIKE DATE 05/03/2025
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: 2.0875% Quarterly (8.35% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.35% p.a.
ISIN XS2958961240
NEXT POTENTIAL MATURITY DATE 05/03/2026

    EXPAND CLOSE