INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall USD Oct 2025
ISIN: XS3108837512
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 93.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.81% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,070.950043354.83
Russell 20002,458.42302464.983
Nikkei 22547,950.880049303.45
SMI12,521.790012890.25

STRIKE DATE 07/10/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3108837512
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income September 2025 GBP
ISIN: XS2736745949
STRIKE DATE: 05/09/2025
INDICATIVE PRICE: 98.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.98% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,607.810043354.83
Russell 20002,391.04502464.983
Nikkei 22543,018.750049303.45

STRIKE DATE 05/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.33% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736745949
NEXT POTENTIAL MATURITY DATE 05/09/2028

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Oct 2025
ISIN: XS3110269688
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 94.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.45% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302783.527
FTSE MIB43354.83
Nikkei 22549303.45
Russell 20002464.983

STRIKE DATE 02/10/2025
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: 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 XS3110269688
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA Quad Index Classic Autocall August 2025 GBP (XS3095688340)
ISIN: XS3095688340
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 95.14%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.14% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200012890.25
Eurostoxx 505,396.73005686.17
Nikkei 22542,828.790049303.45
S&P 5006,501.86006829.37

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.175% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, 60% European Barrier
P.A. RETURN
ISIN XS3095688340
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
BBVA Quad Index Reducing Autocall August 2025 GBP
ISIN: XS3095688423
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 94.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.09% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,219.200012890.25
FTSE MIB42,447.100043354.83
Nikkei 22542,828.790049303.45
S&P 5006,501.86006829.37

STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.225% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, reducing 1% p.a., 60% European Barrier
P.A. RETURN
ISIN XS3095688423
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Marex Group US Large Cap Memory Income Autocall Aug 2025 USD
ISIN: XS2984909510
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 89.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 89.05% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
JP Morgan301.0700307.88
Eli Lilly & Company731.96001046.12
Salesforce254.5300234.71
Adobe Inc353.9600322.81

STRIKE DATE 28/08/2025
RETURN & BARRIERS
3.25% Quarterly Memory Income Coupon 65%, 100% Autocall Trigger from 6 months reducing 2% PQ 65% Barrier (European)
P.A. RETURN
ISIN XS2984909510
NEXT POTENTIAL MATURITY DATE 28/02/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall EUR Sep 2025
ISIN: XS3095700061
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 91.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.89% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,126.140012890.25
FTSE MIB42,423.180043354.83
S&P 5006,693.75006829.37
HSI26,344.140026095.05

STRIKE DATE 22/09/2025
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: 3.60% Semi-Annual (7.20% 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 XS3095700061
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall August 2025 USD
ISIN: XS3079267251
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 96.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.92% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,207.120012890.25
Eurostoxx 505,393.07005686.17
Nikkei 22542,520.270049303.45
S&P 5006,481.40006829.37

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.50% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3079267251
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Morgan Stanley Triple Index Cap Protected Autocall Aug 2025 USD
ISIN: XS3095197953
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 98.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.78% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410043354.83
Nikkei 22542,520.270049303.45
FTSE 1009,255.50009701.8

STRIKE DATE 27/08/2025
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: 4.579% Semi-Annually (9.158% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3095197953
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR
ISIN: XS2879664238
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 96.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.54% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180043354.83
S&P 5006,693.75006829.37
HSI26,344.140026095.05

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR: 5.625% Semi-Annually (11.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879664238
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Energy Stocks Reducing Autocall Aug 2025 USD
ISIN: XS3079217405
STRIKE DATE: 26/08/2025
INDICATIVE PRICE: 91.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.87% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy316.5800363.67
Chevron Corp157.3600150.25
Exxon Mobil Corp111.4900115.38

STRIKE DATE 26/08/2025
RETURN & BARRIERS
8.50% Semi-Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months (Reducing by 5% p.p. thereafter) 50% European Barrier
P.A. RETURN
ISIN XS3079217405
NEXT POTENTIAL MATURITY DATE 26/08/2026

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall Aug 2025 USD
ISIN: XS3079217314
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 91.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.29% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,019.08808579.7
Eurostoxx 505,462.16005686.17
Nikkei 22542,610.170049303.45
Russell 20002,274.09602464.983

STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.95% Quarterly (7.8% 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 XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall Aug 2025 USD
ISIN: XS3067140239
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 88.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.08% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG37.890034.58
Barclays373.9500436.4
UniCredit SpA69.180065.37
Morgan Stanley144.0400169.09

STRIKE DATE 21/08/2025
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 XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
Santander Quad Index Low Hurdle Autocall Aug 2025 USD
ISIN: XS3109492564
STRIKE DATE: 22/08/2025
INDICATIVE PRICE: 95.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.60% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,462.16005686.17
SMI12,241.670012890.25
Nikkei 22542,610.170049303.45
S&P 5006,370.17006829.37

STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: USD: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income Aug 2025 USD
ISIN: XS3067083413
STRIKE DATE: 20/08/2025
INDICATIVE PRICE: 95.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.26% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.810034.58
UniCredit SpA68.790065.37
Barclays372.7000436.4
Morgan Stanley144.1200169.09

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Sep 2025
ISIN: XS3095661818
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 93.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.21% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,647.62302783.527
FTSE MIB42,423.180043354.83
Nikkei 22545,493.660049303.45
Russell 20002,463.33602464.983

STRIKE DATE 22/09/2025
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: 4.00% 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 XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall August 2025 USD
ISIN: XS3067072481
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 94.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.75% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880012890.25
FTSE MIB42,641.720043354.83
Nikkei 22543,714.310049303.45
S&P 5006,449.15006829.37

STRIKE DATE 18/08/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD September 2025
ISIN: XS2736744546
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 98.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.70% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,109.670012890.25
Eurostoxx 505,458.42005686.17
Nikkei 22545,045.810049303.45
Russell 20002,448.76902464.983

STRIKE DATE 18/09/2025
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: 1.75% 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 XS2736744546
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Sep 2025
ISIN: XS3095846278
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 96.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.09% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.130012890.25
Eurostoxx 505,456.67005686.17
Nikkei 22545,303.430049303.45
S&P 5006,631.96006829.37

STRIKE DATE 18/09/2025
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: GBP: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846278
NEXT POTENTIAL MATURITY DATE 18/09/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocal USD Sep 2025
ISIN: XS3095846351
STRIKE DATE: 18/09/2025
INDICATIVE PRICE: 96.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.62% (as at 03/12/2025 09:50 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,049.130012890.25
Eurostoxx 505,456.67005686.17
Nikkei 22545,303.430049303.45
S&P 5006,631.96006829.37

STRIKE DATE 18/09/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846351
NEXT POTENTIAL MATURITY DATE 18/09/2026

EXPAND CLOSE