INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander 75-60 Memory Income Autocall June 2025 USD
ISIN: XS3049548921
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 97.95%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.95% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,124.12702458.279
Eurostoxx 505,339.57005725.7
SMI12,090.870012702.08
Nikkei 22538,311.330050842.93

STRIKE DATE 16/06/2025
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: USD: 2.01% Quarterly (8.04% 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 XS3049548921
NEXT POTENTIAL MATURITY DATE 16/06/2026

EXPAND CLOSE
Soc Gen Early Low Hurdle June 2025 USD
ISIN: XS3085272980
STRIKE DATE: 16/06/2025
INDICATIVE PRICE: 107.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 107.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc329.1300439.62
Advanced Micro Devices126.3900237.52
Carnival Corp23.840026.79
Zoom Communications77.870084.59

STRIKE DATE 16/06/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% 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 XS3085272980
NEXT POTENTIAL MATURITY DATE 16/12/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income July 2025
ISIN: XS2736735981
STRIKE DATE: 09/07/2025
INDICATIVE PRICE: 98.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.00% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,445.65005725.7
Russell 20002,252.49002458.279
Nikkei 22539,821.280050842.93

STRIKE DATE 09/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736735981
NEXT POTENTIAL MATURITY DATE 10/07/2028

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
ISIN: XS3085315201
STRIKE DATE: 11/07/2025
INDICATIVE PRICE: 108.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 108.31% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle230.5600236.15
Intel23.430037.88
Tesla Inc313.5100439.62
Nvidia Corporation164.9200193.16

STRIKE DATE 11/07/2025
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3085315201
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall EUR Jul 2025
ISIN: XS3006754173
STRIKE DATE: 07/07/2025
INDICATIVE PRICE: 99.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.13% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,914.250044438.88
S&P 5006,229.98006846.61
HSI23,887.830026696.41

STRIKE DATE 07/07/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006754173
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE
Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
ISIN: XS3043937427
STRIKE DATE: 04/06/2025
INDICATIVE PRICE: 100.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 100.88% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,970.81006846.61
FTSE 1008,801.29009899.6
Eurostoxx 505,405.15005725.7

STRIKE DATE 04/06/2025
RETURN & BARRIERS
8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
P.A. RETURN
ISIN XS3043937427
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
BBVA Quarterly Classic Autocall June 2025 AUD
ISIN: XS3006683216
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 97.00%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 97.00% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,430.17005725.7
Nikkei 22537,741.610050842.93
Russell 20002,132.24702458.279

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006683216
NEXT POTENTIAL MATURITY DATE 08/06/2026

EXPAND CLOSE
Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
ISIN: XS3085218421
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 108.17%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 108.17% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC881.70001099.4
Commerzbank AG28.000033.54
UniCredit SpA58.200066.64
BBVA13.240018.545

STRIKE DATE 06/06/2025
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% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3085218421
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
ISIN: XS2748029365
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 97.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.75% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,601.940044438.88
Eurostoxx 505,430.17005725.7
Nikkei 22537,741.610050842.93
Russell 20002,132.24702458.279

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2748029365
NEXT POTENTIAL MATURITY DATE 06/06/2026

EXPAND CLOSE
Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
ISIN: XS2697219959
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 100.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.40% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,578.74601792.999
FTSE 1008,837.91009899.6
OMX Stockholm 302,521.50602790.978
iShares MSCI Brazil (EWZ)27.720033.49

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2697219959
NEXT POTENTIAL MATURITY DATE 06/06/2026

EXPAND CLOSE
Marex Group Quarterly Classic Autocall Bespoke 3 June 2025 GBP
ISIN: XS2748026429
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 98.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.08% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,366.170012702.08
Nikkei 22537,741.610050842.93
OMX Stockholm 302,521.50602790.978
Nasdaq 10021,761.790025533.49

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.7275% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2748026429
NEXT POTENTIAL MATURITY DATE 06/06/2026

EXPAND CLOSE
Marex Group Quarterly Classic Autocall Bespoke 4 June 2025 GBP
ISIN: XS2748027153
STRIKE DATE: 06/06/2025
INDICATIVE PRICE: 98.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.20% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008818.793
SMI12702.08
IBEX 3516388.8
Euro Stoxx Banks243.95

STRIKE DATE 06/06/2025
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.8525% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2748027153
NEXT POTENTIAL MATURITY DATE 06/06/2026

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall June 2025 USD
ISIN: XS3006668506
STRIKE DATE: 04/06/2025
INDICATIVE PRICE: 96.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 96.54% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,801.29009899.6
Eurostoxx 505,405.15005725.7
S&P 5005,970.81006846.61

STRIKE DATE 04/06/2025
RETURN & BARRIERS
1.69% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3006668506
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
Marex Gold ETF Issuer Callable Growth Participation June 2025 USD
ISIN: XS2931620269
STRIKE DATE: 03/06/2025
INDICATIVE PRICE: 93.35%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 93.35% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares308.9100379.87

STRIKE DATE 03/06/2025
RETURN & BARRIERS
Maximum Term: 2.5 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 2.40% Quarterly Capital Protection Barrier: 90% Capital Protected Strike Level: 90% of Initial Strike*
P.A. RETURN
ISIN XS2931620269
NEXT POTENTIAL MATURITY DATE 03/12/2025

EXPAND CLOSE
Marex US Tech Low Hurdle Defensive Autocall March 2025 GBP
ISIN: XS2930155382
STRIKE DATE: 19/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc163.8900291.31
Microsoft387.8200508.68
Amazon.com195.5400249.1
Tesla Motors235.8600

STRIKE DATE 19/03/2025
RETURN & BARRIERS
6.125% Quarterly Snowballing Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle, 50% Barrier (E)
P.A. RETURN 24.50% p.a.
ISIN XS2930155382
NEXT POTENTIAL MATURITY DATE 19/09/2025

EXPAND CLOSE
Barclays 100% Capital Protected Autocall May 2025 GBP
ISIN: XS3027266397
STRIKE DATE: 26/05/2025
INDICATIVE PRICE: 99.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.47% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,531.530050842.93
FTSE MIB39,988.480044438.88
S&P 5008,361.02006846.61

STRIKE DATE 26/05/2025
RETURN & BARRIERS
3.75% Semi-Annual Snowballing Coupon if Autocalled, 100% Autocall Trigger from 36 Months, 100% Capital Protected
P.A. RETURN
ISIN XS3027266397
NEXT POTENTIAL MATURITY DATE 26/05/2028

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall April 2025 USD
ISIN: XS2958605292
STRIKE DATE: 17/04/2025
INDICATIVE PRICE: 95.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 95.97% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,660.960012702.08
Eurostoxx 504,935.34005725.7
Nikkei 22534,279.920050842.93
Nasdaq 10017,808.300025533.49

STRIKE DATE 17/04/2025
RETURN & BARRIERS
4.175% Semi-Annual Memory Coupon if above 85%, 100% Autocall Trigger from 12 Months, 60% Barrier (E)
P.A. RETURN
ISIN XS2958605292
NEXT POTENTIAL MATURITY DATE 17/04/2026

EXPAND CLOSE
Soc Gen Banks Low Hurdle Basket Star Autocall April 2025 USD
ISIN: XS3011682682
STRIKE DATE: 17/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA70.740067.55
Deutsche Bank AG20.675032.5
BBVA11.865018.545
UniCredit SpA49.890066.64

STRIKE DATE 17/04/2025
RETURN & BARRIERS
8.00% Snowballing Quarterly Coupon if Autocalled, 95% Autocall Trigger from 6 months, 70% Low Hurdle at Maturity, 50% European Barrier with 80% Basket Star Barrier Maturity on the EQWB if EKIP Breach
P.A. RETURN 32.00% p.a.
ISIN XS3011682682
NEXT POTENTIAL MATURITY DATE 17/10/2025

EXPAND CLOSE
GS Capital Protected Participation Growth Note April 2025 USD
ISIN: XS3000757628
STRIKE DATE: 08/04/2025
INDICATIVE PRICE: 104.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 104.98% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,374.95208818.793
S&P 5004,982.77006846.61
CAC 407,100.42008156.23

STRIKE DATE 08/04/2025
RETURN & BARRIERS
56% Participation of Basket Growth at maturity, 100% Capital Protected
P.A. RETURN
ISIN XS3000757628
NEXT POTENTIAL MATURITY DATE 10/04/2028

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2025 USD
ISIN: XS2958613395
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: 105.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 105.38% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28005725.7
Nikkei 22533,780.580050842.93
S&P 5005,396.52006846.61

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.55% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS2958613395
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE