INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall GBP Nov 2025
ISIN: XS3148616124
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 93.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013147.93
Eurostoxx 505,742.79005891.95
Nikkei 22551,281.830053375.6
S&P 5006,737.49006969.01

STRIKE DATE 13/11/2025
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. 25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148616124
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Nov 2025
ISIN: XS3148615829
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 92.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.88% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013147.93
Eurostoxx 505,742.79005891.95
Nikkei 22551,281.830053375.6
S&P 5006,737.49006969.01

STRIKE DATE 13/11/2025
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148615829
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income October 2025 EUR
ISIN: XS3133238207
STRIKE DATE: 15/10/2025
INDICATIVE PRICE: 98.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.61% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays379.2500479.6
Commerzbank AG30.850034.6
Deutsche Bank AG30.080032.455

STRIKE DATE 15/10/2025
RETURN & BARRIERS
1.83% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3133238207
NEXT POTENTIAL MATURITY DATE 15/10/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall GBP Nov 2025
ISIN: XS2736757522
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 99.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.61% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,895.670045075.6
Russell 20002,455.64502654.776
Nikkei 22550,911.760053375.6
FTSE 1009,787.150010171.76

STRIKE DATE 10/11/2025
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: 1.875% Quarterly (7.50.% 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 XS2736757522
NEXT POTENTIAL MATURITY DATE 10/11/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3145135763
STRIKE DATE: 10/10/2025
INDICATIVE PRICE: 93.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.64% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,088.800053375.6
FTSE MIB42,047.500045075.6
Russell 20002,394.59502654.776
S&P/ASX 2008,958.33608927.526

STRIKE DATE 10/10/2025
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: GBP: 1.89% Quarterly (7.56% 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 XS3145135763
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall USD Nov 2025
ISIN: XS3148579413
STRIKE DATE: 10/11/2025
INDICATIVE PRICE: 94.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.42% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.910034.6
Societe Generale56.900071.8
Lloyds92.9200105.45
Citi Group Inc101.4900115.2

STRIKE DATE 10/11/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.05% Quarterly (12.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3148579413
NEXT POTENTIAL MATURITY DATE 10/11/2026

EXPAND CLOSE
Barlcays 100% Capital Protected Autocall GBP Nov 2025
ISIN: XS3145149558
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 95.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.47% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,733.10703031.392
FTSE MIB42,917.670045075.6
Nikkei 22550,276.370053375.6
Russell 20002,432.82402654.776

STRIKE DATE 07/11/2025
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3145149558
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Nov 2025
ISIN: XS3148562872
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 93.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350013147.93
FTSE MIB42,917.670045075.6
Nikkei 22550,276.370053375.6
Russell 20002,432.82402654.776

STRIKE DATE 07/11/2025
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: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148562872
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall Oct 2025 USD
ISIN: XS2736753885
STRIKE DATE: 07/10/2025
INDICATIVE PRICE: 98.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.00% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,521.790013147.93
FTSE MIB43,070.950045075.6
Nikkei 22547,950.880053375.6
S&P 5006,714.59006969.01

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: 4.05% Semi-Annually (8.10% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736753885
NEXT POTENTIAL MATURITY DATE 10/10/2028

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Nov 2025
ISIN: XS3200766502
STRIKE DATE: 06/11/2025
INDICATIVE PRICE: 79.44%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 79.44% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle243.8000169.01
Intel37.240048.66
Tesla Inc445.9100416.56
Nvidia Corporation188.0800192.51

STRIKE DATE 06/11/2025
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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3200766502
NEXT POTENTIAL MATURITY DATE 06/05/2026

EXPAND CLOSE
Natixis 80-60 Memory Income Autocall October 2025 USD
ISIN: XS2736747481
STRIKE DATE: 06/10/2025
INDICATIVE PRICE: 97.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.61% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,146.130045075.6
Nasdaq 10024,978.560025884.29
Nikkei 22547,944.760053375.6
Eurostoxx 505,628.72005891.95

STRIKE DATE 06/10/2025
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: 2.10% Quarterly (8.40% 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 XS2736747481
NEXT POTENTIAL MATURITY DATE 06/10/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Nov 2025
ISIN: XS3145125707
STRIKE DATE: 04/11/2025
INDICATIVE PRICE: 93.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.09% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,741.08303031.392
FTSE MIB43,262.350045075.6
Nikkei 22551,497.200053375.6
Russell 20002,427.33702654.776

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

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3126369050
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 94.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.47% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,491.250010171.76
S&P 5006,715.79006969.01
Nikkei 22545,769.500053375.6
FTSE MIB43,258.110045075.6

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

EXPAND CLOSE
BBVA Triple Index Reducing Autocall October 2025 USD
ISIN: XS3126422719
STRIKE DATE: 03/10/2025
INDICATIVE PRICE: 96.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.13% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,651.71005891.95
FTSE 1009,491.250010171.76
S&P 5006,715.79006969.01

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

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall Oct Bespoke 2025 USD
ISIN: XS3182308117
STRIKE DATE: 02/10/2025
INDICATIVE PRICE: 63.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 63.17% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle288.7800169.01
Intel37.300048.66
Amazon.com222.4100241.73
Nvidia Corporation188.8900192.51

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

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall September 2025 USD
ISIN: XS2736750196
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 97.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.62% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005891.95
Russell 20002,436.48402654.776
SMI12,109.420013147.93
Nikkei 22544,932.630053375.6

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

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS2736749933
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 98.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.15% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005891.95
Russell 20002,436.48402654.776
SMI12,109.420013147.93
Nikkei 22544,932.630053375.6

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

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall September 2025 USD
ISIN: XS2736749859
STRIKE DATE: 30/09/2025
INDICATIVE PRICE: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.41% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,529.96005891.95
Russell 20002,436.48402654.776
SMI12,109.420013147.93
Nikkei 22544,932.630053375.6

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

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall September 2025 USD
ISIN: XS3095667260
STRIKE DATE: 19/09/2025
INDICATIVE PRICE: 95.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.80% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.250034.6
Barclays381.6500479.6
UniCredit SpA64.920072.24
Morgan Stanley159.9100182.4

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

EXPAND CLOSE
Marex US Tech Low Hurdle Defensive Autocall Sep 2025 GBP
ISIN: XS3126255713
STRIKE DATE: 29/09/2025
INDICATIVE PRICE: 93.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc244.3600338.25
Microsoft514.6000433.5
Amazon.com222.1700241.73
Tesla Inc443.2100416.56

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

EXPAND CLOSE