INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Global Indices Memory Income Autocall June 2026 JPY
ISIN: XS3351757946
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 90.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 90.97% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,497.210051543.45
Nikkei 22566,020.040065513.99
Russell 20002,943.99202835.574

STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: JPY: 3.50% Semi-annually (7.00% 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 XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 USD
ISIN: XS3369019446
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.30% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500030478.86
SMI13,356.310013905.82
FTSE MIB50,262.760051543.45
S&P/ASX 2008,604.16608702.022

STRIKE DATE 09/06/2026
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: 3.925% Semi-annually (7.85% 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 XS3369019446
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 GBP
ISIN: XS3369019529
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.66% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500030478.86
SMI13,356.310013905.82
FTSE MIB50,262.760051543.45
S&P/ASX 2008,604.16608702.022

STRIKE DATE 09/06/2026
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: GBP: 3.875% Semi-annually (7.75% 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 XS3369019529
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Jun 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3385625358
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 107.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 107.06% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE90.5400103.75
Leonardo SpA46.060049.31
Thyssenkrupp AG10.075014.67
Rheinmetall AG970.9000990

STRIKE DATE 29/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026

EXPAND CLOSE
Marex Diversified Indices Classic Autocall June 2026 GBP
ISIN: XS32189422440
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400013905.82
FTSE MIB49,775.160051543.45
Nikkei 22566,934.330065513.99
Nasdaq 10030,513.860030478.86

STRIKE DATE 01/06/2026
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: 6.85% Semi-Annually (13.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS32189422440
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 3 June 2026 GBP
ISIN: XS3351732527
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 90.97%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.97% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41108702.022
Eurostoxx 506,034.95006272.5
Nikkei 22566,934.330065513.99
Russell 20002,905.76202835.574

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.38% Quarterly (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732527
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
BBVA Developed Indices Bespoke 2 June 2026 GBP
ISIN: XS3351732444
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 92.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.54% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400013905.82
FTSE 10010,338.950010679.99
Eurostoxx 506,034.95006272.5
S&P 5007,599.96007704.13

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.13% Quarterly (8.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351732444
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 1 June 2026 GBP
ISIN: XS3351732873
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 91.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.78% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703271.255
FTSE 10010,338.950010679.99
Nikkei 22566,934.330065513.99
S&P 5007,599.96007704.13

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732873
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 GBP
ISIN: XS3320914503
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 88.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510013905.82
FTSE MIB52,796.780051543.45
Nikkei 22572,353.960065513.99
Russell 20003,004.40402835.574

STRIKE DATE 22/06/2026
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: 4.675% Semi-Annually (9.35% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320914503
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 USD
ISIN: XS3320909339
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 87.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 87.96% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510013905.82
FTSE MIB52,796.780051543.45
Nikkei 22572,353.960065513.99
Russell 20003,004.40402835.574

STRIKE DATE 22/06/2026
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: 4.525% Semi-Annually (9.05% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320909339
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 GBP
ISIN: XS3338953311
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 95.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.95% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908702.022
FTSE MIB52,796.780051543.45
Nikkei 22572,353.960065513.99
Russell 20003,004.40402835.574

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.80% Semi-annually (9.60% 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 XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 USD
ISIN: XS3267378019
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 95.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.75% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908702.022
FTSE MIB52,796.780051543.45
Nikkei 22572,353.960065513.99
Russell 20003,004.40402835.574

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.175% Semi-annually (10.35% 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 XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 88.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 88.55% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001126.12
OMX Stockholm 303,124.05203271.255
Nasdaq 10030,223.890030478.86
Nikkei 22564,693.120065513.99

STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly(First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 1.183% Monthly (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Marex Semi Annual Classic Autocall May 2026 USD
ISIN: XS3218939372
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 92.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 92.96% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760013905.82
FTSE MIB49,825.320051543.45
S&P 5007,563.63007704.13
Nikkei 22564,693.120065513.99

STRIKE DATE 28/05/2026
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 XS3218939372
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Natxis 80-60 Memory Income Defensive Autocall May 2026 EUR
ISIN: XS3338962650
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 99.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.88% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57608702.022
FTSE MIB49,181.660051543.45
Nikkei 22559,804.410065513.99
Russell 20002,817.36502835.574

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.70% Semi-annually(9.40% p.a.) USD: 5.05% Semi-annually(10.10% 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 XS3338962650
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 GBP
ISIN: XS3351708733
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 88.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.61% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020013905.82
Eurostoxx 506,293.13006272.5
Nikkei 22571,250.060065513.99
S&P 5007,500.58007704.13

STRIKE DATE 19/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.85% Semi-Annually (13.70% p.a.) 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 XS3351708733
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 USD
ISIN: XS3351708659
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 87.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020013905.82
Eurostoxx 506,293.13006272.5
Nikkei 22571,250.060065513.99
S&P 5007,500.58007704.13

STRIKE DATE 19/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities:Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.85% Semi-Annually (13.70% p.a.) 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 XS3351708659
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 84.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.37% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700139.54
Netflix89.300071.72
Tesla Inc417.8500377.94
Servicenow Inc99.6900137.78

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351721918
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 84.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.37% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700139.54
Netflix89.300071.72
Tesla Inc417.8500377.94
Servicenow Inc99.6900137.78

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351721918
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jun 2026 USD – Factsheet Available Upon Request
ISIN: XS3367536946
STRIKE DATE: 16/06/2026
INDICATIVE PRICE: 97.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 97.63% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation207.4100224.58
Tesla Inc404.6600377.94
Oracle188.3300139.54
Intel117.0500127.39

STRIKE DATE 16/06/2026
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 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3367536946
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE