INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.63% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2783.527 | |
| FTSE MIB | 43354.83 | |
| Nikkei 225 | 49303.45 | |
| Russell 2000 | 2464.983 |
STRIKE DATE 04/11/2025
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: 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 XS3145125707
NEXT POTENTIAL MATURITY DATE 04/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.35% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,491.2500 | 9701.8 |
| S&P 500 | 6,715.7900 | 6829.37 |
| Nikkei 225 | 45,769.5000 | 49303.45 |
| FTSE MIB | 43,258.1100 | 43354.83 |
STRIKE DATE 03/10/2025
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: .4.85% Semi-Annual (9.70% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126369050
NEXT POTENTIAL MATURITY DATE 07/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.38% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,651.7100 | 5686.17 |
| FTSE 100 | 9,491.2500 | 9701.8 |
| S&P 500 | 6,715.7900 | 6829.37 |
STRIKE DATE 03/10/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reducing 7.00% per period
Coupon Rate: USD: 2.85% Semi-Annually (5.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3126422719
NEXT POTENTIAL MATURITY DATE 07/04/2026
COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 75.64% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 288.7800 | 201.1 |
| Intel | 37.3000 | 43.47 |
| Amazon.com | 222.4100 | 234.42 |
| Nvidia Corporation | 188.8900 | 181.46 |
STRIKE DATE 02/10/2025
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: 4.75% Quarterly (19.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3182308117
NEXT POTENTIAL MATURITY DATE 02/04/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.93% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 5686.17 |
| Russell 2000 | 2,436.4840 | 2464.983 |
| SMI | 12,109.4200 | 12890.25 |
| Nikkei 225 | 44,932.6300 | 49303.45 |
STRIKE DATE 30/09/2025
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: 1.9375% Quarterly (7.75% 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 XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.22% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 5686.17 |
| Russell 2000 | 2,436.4840 | 2464.983 |
| SMI | 12,109.4200 | 12890.25 |
| Nikkei 225 | 44,932.6300 | 49303.45 |
STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.)
USD: 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
ISIN XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 5686.17 |
| Russell 2000 | 2,436.4840 | 2464.983 |
| SMI | 12,109.4200 | 12890.25 |
| Nikkei 225 | 44,932.6300 | 49303.45 |
STRIKE DATE 30/09/2025
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: 1.725% Quarterly (6.90% p.a.)
USD: 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
ISIN XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.18% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 32.2500 | 34.58 |
| Barclays | 381.6500 | 436.4 |
| UniCredit SpA | 64.9200 | 65.37 |
| Morgan Stanley | 159.9100 | 169.09 |
STRIKE DATE 19/09/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.72% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet Inc | 244.3600 | 315.81 |
| Microsoft | 514.6000 | 490 |
| Amazon.com | 222.1700 | 234.42 |
| Tesla Inc | 443.2100 | 429.24 |
STRIKE DATE 29/09/2025
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% low hurdle at maturity
Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 30/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.27% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,568.1800 | 12890.25 |
| FTSE MIB | 42,486.6700 | 43354.83 |
| S&P 500 | 6,791.6900 | 6829.37 |
| HSI | 26,160.1500 | 26095.05 |
STRIKE DATE 24/10/2025
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: EUR: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026
COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.66% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,486.6700 | 43354.83 |
| S&P 500 | 6,791.6900 | 6829.37 |
| HSI | 26,160.1500 | 26095.05 |
STRIKE DATE 24/10/2025
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: 5.75% Semi-Annually (11.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.30% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 34.58 |
| Societe Generale | 56.8400 | 61.06 |
| Lloyds | 82.0800 | 97.36 |
| Citi Group Inc | 103.0000 | 103.19 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 34.58 |
| UniCredit SpA | 64.1300 | 65.37 |
| Morgan Stanley | 160.7600 | 169.09 |
| Barclays | 389.3000 | 436.4 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 24.00% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.24% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,392.3600 | 43354.83 |
| Russell 2000 | 2,499.9050 | 2464.983 |
| Nikkei 225 | 49,185.5000 | 49303.45 |
| OMX Stockholm 30 | 2,736.1670 | 2783.527 |
STRIKE DATE 20/10/2025
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
ISIN XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.72% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,635.0200 | 12890.25 |
| FTSE MIB | 42,392.3600 | 43354.83 |
| Nikkei 225 | 49,185.5000 | 49303.45 |
| Nasdaq 100 | 25,141.0200 | 25555.86 |
STRIKE DATE 20/10/2025
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: 1.75% Quarterly(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
ISIN XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.59% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 9,030.0190 | 8579.7 |
| FTSE MIB | 42,209.6400 | 43354.83 |
| Nikkei 225 | 49,307.7900 | 49303.45 |
| Russell 2000 | 2,451.5520 | 2464.983 |
STRIKE DATE 22/10/2025
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: 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
ISIN XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 97.46% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,423.1800 | 43354.83 |
| S&P 500 | 6,693.7500 | 6829.37 |
| HSI | 26,344.1400 | 26095.05 |
STRIKE DATE 22/09/2025
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: 7.525% Semi-Annually (15.05% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.95% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 383.3500 | 436.4 |
| Commerzbank AG | 31.6900 | 34.58 |
| UniCredit SpA | 65.0200 | 65.37 |
| Morgan Stanley | 160.7100 | 169.09 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months
Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY Marex
TYPE
CURRENCY USD
CURRENT PRICE 95.07% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Tesla Inc | 434.2100 | 429.24 |
| Meta Platform Inc | 765.1600 | 647.1 |
| Nvidia Corporation | 183.6100 | 181.46 |
| Amazon.com | 227.6300 | 234.42 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months) Autocall Trigger: 100%
Memory Income Rate: USD: 5.188% Quarterly (20.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3082751671
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.38% (as at 03/12/2025 09:50 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 42,423.1800 | 9701.8 |
| Nasdaq 100 | 24,761.0700 | 25555.86 |
| Nikkei 225 | 45,493.6600 | 49303.45 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 5.92% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2736749263
NEXT POTENTIAL MATURITY DATE 23/09/2030