INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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
SMI11,499.460014967.73
Eurostoxx 504,911.39006231.54
Nikkei 22533,982.360061077.9
S&P 5005,405.97007353.73

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
SMI11,499.460014967.73
Eurostoxx 504,911.39006231.54
Nikkei 22533,982.360061077.9
S&P 5005,405.97007353.73

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
Microsoft380.4500535.93
Intel19.780052.25
Tesla Motors230.5800
Nvidia Corporation108.7600181.6

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: 111.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22533,920.400061077.9
FTSE MIB36,067.570050505.87
IBEX 3512,942.100019486

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: 111.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 111.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22536,067.570061077.9
FTSE MIB36,067.570050505.87
IBEX 3512,942.100019486

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 1008,679.880010782.66
Eurostoxx 505,468.41006231.54
Nikkei 22536,887.170061077.9
Russell 20002,075.48302729.887

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 1008,679.880010782.66
Eurostoxx 505,468.41006231.54
Nikkei 22536,887.170061077.9
Russell 20002,075.48302729.887

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: 97.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006231.54
Russell 20001,827.03202729.887
Nikkei 22533,780.580061077.9

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: 98.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.66% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,878.31006231.54
Russell 20001,827.03202729.887
Nikkei 22533,780.580061077.9

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 Average43,006.590051523.06
FTSE 1008,755.840010782.66
SMI13,112.750014967.73
Nikkei 22537,418.240061077.9

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
    BBVA Diversified Indices Memory Income Autocall March 2025 EUR (XS2958961083)
    ISIN: XS2958961083
    STRIKE DATE: 05/03/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Dow Jones Industrial Average43,006.590051523.06
    S&P/ASX 2008,141.11309065.067
    FTSE 1008,755.840010782.66
    FTSE MIB38,519.400050505.87

    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: EUR: 1.16125% Quarterly (4.645% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 4.645% p.a.
    ISIN XS2958961083
    NEXT POTENTIAL MATURITY DATE 05/03/2026

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011424630
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nvidia Corporation109.6700181.6
      Tesla Motors263.5500
      Oracle140.8700115.16
      Intel22.710052.25

      STRIKE DATE 28/03/2025
      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: 8.50% Quarterly (34.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 34.00% p.a.
      ISIN XS3011424630
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Société Générale Banks Low Hurdle Basket Star Autocall USD Mar 2025 – Factsheet available upon request
      ISIN: XS3011425793
      STRIKE DATE: 28/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA53.200077.18
      Commerzbank AG21.720038.73
      BBVA12.725022.9
      Morgan Stanley115.3300182.44

      STRIKE DATE 28/03/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 4.00% Quarterly (16.00% 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 16.00% p.a.
      ISIN XS3011425793
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall GBP Mar 2025
      ISIN: XS3017933675
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08006231.54
      Nikkei 22537,799.970061077.9
      Russell 20002,065.69702729.887

      STRIKE DATE 27/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.42% Semi-Annually (10.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.84% p.a.
      ISIN XS3017933675
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      CIBC Triple Index Classic Autocall USD Mar 2025
      ISIN: XS3017938807
      STRIKE DATE: 27/03/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY CIBC
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,381.08006231.54
      Nikkei 22537,799.970061077.9
      Russell 20002065.69702729.887

      STRIKE DATE 27/03/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 12.06% p.a.
      ISIN XS3017938807
      NEXT POTENTIAL MATURITY DATE 29/09/2025

      EXPAND CLOSE
      Barclays Developed Indices Memory Income Autocall Feb 2025 USD
      ISIN: XS2959661732
      STRIKE DATE: 25/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13,025.010014967.73
      FTSE 1008,668.6710782.66
      Nikkei 22538,237.7961077.9
      Russell 20002,170.0812729.887

      STRIKE DATE 25/02/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.30% p.a.
      ISIN XS2959661732
      NEXT POTENTIAL MATURITY DATE 25/02/2026

      EXPAND CLOSE
      Natixis 4 Year Fixed Income Asian Tail February 2025 USD
      ISIN: XS2736711024
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: 98.26%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.26% (as at 06/11/2026 09:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,948.600014967.73
      Eurostoxx 505,474.85006231.54
      Russell 20002,195.34902729.887
      Nikkei 22538,776.940061077.9

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
      P.A. RETURN
      ISIN XS2736711024
      NEXT POTENTIAL MATURITY DATE 21/02/2029

      EXPAND CLOSE
      BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR
      ISIN: XS2959034906
      STRIKE DATE: 21/02/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      AIA Group Ltd58.000078.85
      Daikin Industries Ltd15,970.000021465
      Samsung Electronics58,200.0000201500

      STRIKE DATE 21/02/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.72% p.a.
      ISIN XS2959034906
      NEXT POTENTIAL MATURITY DATE 24/02/2026

        EXPAND CLOSE
        BBVA Classic Autocall Bespoke 5 February 2025 USD
        ISIN: XS2941053873
        STRIKE DATE: 21/02/2025
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 2008,296.20509065.067
        SMI12,948.600014967.73
        CAC 408,154.51008205.37
        Dow Jones Industrial Average43,428.020051523.06

        STRIKE DATE 21/02/2025
        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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
        P.A. RETURN 8.00% p.a.
        ISIN XS2941053873
        NEXT POTENTIAL MATURITY DATE 23/02/2026

          EXPAND CLOSE
          BBVA Classic Autocall Bespoke 4 February 2025 EUR
          ISIN: XS2941053956
          STRIKE DATE: 21/02/2025
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,948.600014967.73
          Eurostoxx 505,474.85006231.54
          OMX Stockholm 302,724.26003301.091
          Nasdaq 10021,614.080026629.81

          STRIKE DATE 21/02/2025
          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: EUR: 2.35% Semi-Annually (4.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
          P.A. RETURN 4.70% p.a.
          ISIN XS2941053956
          NEXT POTENTIAL MATURITY DATE 23/02/2026

            EXPAND CLOSE