INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall Jul 2025 GBP
ISIN: XS3052655944
STRIKE DATE: 14/07/2025
INDICATIVE PRICE: 95.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.76% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,370.85005725.7
OMX Stockholm 302,532.28102790.978
Nikkei 22539,459.620050842.93
Russell 20002,249.72902458.279

STRIKE DATE 14/07/2025
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: 1.8375% Quarterly (7.35% 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 XS3052655944
NEXT POTENTIAL MATURITY DATE 14/07/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH CASH BOOSTER AUTOCALL USD Aug 2025 – Factsheet upon request
ISIN: XS3109256670
STRIKE DATE: 12/08/2025
INDICATIVE PRICE: 88.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 88.25% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle253.8600236.15
Tesla Inc340.8400439.62
Advanced Micro Devices174.9500237.52

STRIKE DATE 12/08/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Glider at month 12, reducing to 85% from month 15 Fixed Coupon Rate: 15.00% paid at 12 months only Snowballing Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) from 15 months Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3109256670
NEXT POTENTIAL MATURITY DATE 12/08/2026

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025 – Factsheet upon request
ISIN: XS3109209083
STRIKE DATE: 07/08/2025
INDICATIVE PRICE: 99.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 99.25% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle249.3900236.15
Intel19.770037.88
Tesla Inc322.2700439.62
Nvidia Corporation180.7700193.16

STRIKE DATE 07/08/2025
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 XS3109209083
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income July 2025 EUR
ISIN: XS3052842385
STRIKE DATE: 08/07/2025
INDICATIVE PRICE: 98.07%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.07% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA58.440066.64
Commerzbank AG29.970033.54
Morgan Stanley141.1300166.5

STRIKE DATE 08/07/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.55% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3052842385
NEXT POTENTIAL MATURITY DATE 08/07/2026

EXPAND CLOSE
Barclays Capital Protected Quad Index Autocall GBP Jul 2025
ISIN: XS3062083731
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 97.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.93% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.13302458.279
FTSE MIB40,599.680044438.88
Nikkei 22541,826.340050842.93
S&P/ASX 2008,709.40908818.793

STRIKE DATE 24/07/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3062083731
NEXT POTENTIAL MATURITY DATE 24/07/2028

EXPAND CLOSE
Barclays Capital Protected Quad Index Autocall USD Jul 2025
ISIN: XS3062083814
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 98.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.48% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,252.13302458.279
FTSE MIB40,599.680044438.88
Nikkei 22541,826.340050842.93
S&P/ASX 2008,709.40908818.793

STRIKE DATE 24/07/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3062083814
NEXT POTENTIAL MATURITY DATE 24/07/2028

EXPAND CLOSE
BNP Paribas Quad Index Classic Autocall June 2025 USD
ISIN: XS2741509801
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 102.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 102.44% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,980.380012702.08
S&P 5006,173.07006846.61
Eurostoxx 505,325.64005725.7
Nikkei 22540,150.790050842.93

STRIKE DATE 27/06/2025
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
ISIN XS2741509801
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Barclays Triple Index Capital Protected Autocall June 2025 USD
ISIN: XS3051870114
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 100.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.85% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17208818.793
Nikkei 22540,150.790050842.93
Eurostoxx 505,325.64005725.7

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3051870114
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Barclays Triple Index Capital Protected Autocall June 2025 GBP
ISIN: XS3051870031
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 99.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.73% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,514.17208818.793
Nikkei 22540,150.790050842.93
Eurostoxx 505,325.64005725.7

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3051870031
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income June 2025 EUR
ISIN: XS3037512970
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 99.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.36% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.520066.64
Commerzbank AG27.210033.54
Morgan Stanley140.6900166.5

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3037512970
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Goldman Sachs Switch To Autocall June 2025 ZAR
ISIN: ZAE000349221
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: 107.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 107.32% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,798.91009899.6
Nikkei 22540,150.790050842.93
S&P 5006,173.07006846.61
Eurostoxx 505,325.64005725.7

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.20% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN ZAE000349221
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
Barclays Diversified Indices Memory Income Autocall Jun 2025 USD
ISIN: XS3051827023
STRIKE DATE: 24/06/2025
INDICATIVE PRICE: 98.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.67% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,474.460044438.88
S&P/ASX 2008,555.53608818.793
Russell 20002,161.21202458.279
FTSE 1008,758.99009899.6

STRIKE DATE 24/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.70% Semi-Annually (7.40% 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 XS3051827023
NEXT POTENTIAL MATURITY DATE 24/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall June 2025 GBP
ISIN: XS3038108547
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 95.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.52% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,221.90005725.7
OMX Stockholm 302,424.03902790.978
Nikkei 22538,354.090050842.93
Russell 20002,132.68402458.279

STRIKE DATE 23/06/2025
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: 1.825% Quarterly (7.30% 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 XS3038108547
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Jul 2025
ISIN: XS3056989208
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 95.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.30% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,537.34802790.978
FTSE MIB40,165.150044438.88
Nikkei 22539,774.920050842.93
Russell 20002,248.75902458.279

STRIKE DATE 22/07/2025
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: 4.25% Semi-Annual (8.50% 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 XS3056989208
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Jul 2025
ISIN: XS3056989380
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: 95.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.12% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,537.34802790.978
FTSE MIB40,165.150044438.88
Nikkei 22539,774.920050842.93
Russell 20002,248.75902458.279

STRIKE DATE 22/07/2025
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: 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 XS3056989380
NEXT POTENTIAL MATURITY DATE 22/07/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP Jul 2025
ISIN: XS3052807800
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 96.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.53% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54702790.978
FTSE MIB40,697.490044438.88
Nikkei 22541,171.320050842.93
Russell 20002,283.12902458.279

STRIKE DATE 23/07/2025
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3052807800
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD Jul 2025
ISIN: XS3052807982
STRIKE DATE: 23/07/2025
INDICATIVE PRICE: 97.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.21% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,592.54702790.978
FTSE MIB40,697.490044438.88
Nikkei 22541,171.320050842.93
Russell 20002,283.12902458.279

STRIKE DATE 23/07/2025
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: 3.60% Semi-Annual (7.20% 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 XS3052807982
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall June 2025 USD
ISIN: XS3043990400
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: 97.35%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.35% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,233.58005725.7
Russell 20002,109.26702458.279
Nikkei 22538,403.230050842.93
OMX Stockholm 302790.978

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.00% Quarterly (8.00% 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 XS3043990400
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2025
ISIN: XS3006783941
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 97.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.19% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320012702.08
Eurostoxx 505,354.17005725.7
Nikkei 22539,678.020050842.93
S&P 5006,243.76006846.61

STRIKE DATE 16/07/2025
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006783941
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2025
ISIN: XS3006784089
STRIKE DATE: 16/07/2025
INDICATIVE PRICE: 98.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.74% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,901.320012702.08
Eurostoxx 505,354.17005725.7
Nikkei 22539,678.020050842.93
S&P 5006,243.76006846.61

STRIKE DATE 16/07/2025
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
ISIN XS3006784089
NEXT POTENTIAL MATURITY DATE 16/07/2026

EXPAND CLOSE