INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall EUR Oct 2025
ISIN: XS3126394835
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 91.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.65% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,568.180013147.93
FTSE MIB42,486.670045075.6
S&P 5006,791.69006969.01
HSI26,160.150027968.09

STRIKE DATE 24/10/2025
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: EUR: 3.61% Semi-Annual (7.22% 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 XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Oct 2025
ISIN: XS2880175653
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 98.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.73% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,486.670045075.6
S&P 5006,791.69006969.01
HSI26,160.150027968.09

STRIKE DATE 24/10/2025
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: EUR: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA World Banks Memory Income Autocall September 2025
ISIN: XS3108804694
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 94.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100034.6
Societe Generale56.840071.8
Lloyds82.0800105.45
Citi Group Inc103.0000115.2

STRIKE DATE 23/09/2025
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 XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income September 2025 USD
ISIN: XS3095699388
STRIKE DATE: 23/09/2025
INDICATIVE PRICE: 99.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.55% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG31.100034.6
UniCredit SpA64.130072.24
Morgan Stanley160.7600182.4
Barclays389.3000479.6

STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: USD: 24.00% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027

EXPAND CLOSE
Natixis Global Markets Memory Income Autcall USD Oct 2025
ISIN: XS2736751160
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 96.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.51% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,392.360045075.6
Russell 20002,499.90502654.776
Nikkei 22549,185.500053375.6
OMX Stockholm 302,736.16703031.392

STRIKE DATE 20/10/2025
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: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Oct 2025
ISIN: XS2736751244
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 96.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.07% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,635.020013147.93
FTSE MIB42,392.360045075.6
Nikkei 22549,185.500053375.6
Nasdaq 10025,141.020025884.29

STRIKE DATE 20/10/2025
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: 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 XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Oct 2025
ISIN: XS3126381691
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 90.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.85% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,030.01908927.526
FTSE MIB42,209.640045075.6
Nikkei 22549,307.790053375.6
Russell 20002,451.55202654.776

STRIKE DATE 22/10/2025
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: 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 XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall September 2025 USD
ISIN: XS2879692528
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 99.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.74% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,423.180045075.6
S&P 5006,693.75006969.01
HSI26,344.140027968.09

STRIKE DATE 22/09/2025
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: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall September 2025 USD
ISIN: XS3108821607
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 96.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.32% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays383.3500479.6
Commerzbank AG31.690034.6
UniCredit SpA65.020072.24
Morgan Stanley160.7100182.4

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
Marex Group US Stocks Memory Income Autocall Sept USD 2025
ISIN: XS3082751671
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 86.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE
CURRENCY USD
CURRENT PRICE 86.72% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc434.2100416.56
Meta Platform Inc765.1600738.31
Nvidia Corporation183.6100192.51
Amazon.com227.6300241.73

STRIKE DATE 22/09/2025
RETURN & BARRIERS
4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% Memory Income Rate: USD: 5.188% Quarterly (20.75% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3082751671
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
Natixis 5 Year Triple Index Fixed Income September 2025 USD
ISIN: XS2736749263
STRIKE DATE: 22/09/2025
INDICATIVE PRICE: 94.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.46% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10042,423.180010171.76
Nasdaq 10024,761.070025884.29
Nikkei 22545,493.660053375.6

STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.92% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2736749263
NEXT POTENTIAL MATURITY DATE 23/09/2030

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Oct 2025
ISIN: XS3095715846
STRIKE DATE: 17/10/2025
INDICATIVE PRICE: 92.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.93% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,644.490013147.93
Eurostoxx 505,607.39005891.95
Nikkei 22547,582.150053375.6
S&P 5006,664.01006969.01

STRIKE DATE 17/10/2025
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715846
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Oct 2025
ISIN: XS3095715929
STRIKE DATE: 17/10/2025
INDICATIVE PRICE: 92.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.64% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,644.490013147.93
Eurostoxx 505,607.39005891.95
Nikkei 22547,582.150053375.6
S&P 5006,664.01006969.01

STRIKE DATE 17/10/2025
RETURN & BARRIERS
Credit Ratings: Moody’s A3, S&P A+ Source: BBVA 18.09.2025 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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715929
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE
Natixis Quad Index Low Hurdle Autocall September 2025 USD
ISIN: XS2736748703
STRIKE DATE: 17/09/2025
INDICATIVE PRICE: 101.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB41,954.980045075.6
SMI11,998.960013147.93
Nikkei 22544,790.380053375.6
Nasdaq 10024,223.690025884.29

STRIKE DATE 17/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 2.95% Quarterly (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736748703
NEXT POTENTIAL MATURITY DATE 17/09/2026

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall September 2025 USD
ISIN: XS2736746160
STRIKE DATE: 16/09/2025
INDICATIVE PRICE: 98.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.48% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,372.31005891.95
Russell 20002,403.03102654.776
SMI12,018.660013147.93
Nikkei 22544,902.270053375.6

STRIKE DATE 16/09/2025
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: 1.875% 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 XS2736746160
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS3100466989
STRIKE DATE: 16/09/2025
INDICATIVE PRICE: 93.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.88% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,372.31005891.95
OMX Stockholm 302,614.19903031.392
Nikkei 22544,902.270053375.6
Russell 20002,403.03102654.776

STRIKE DATE 16/09/2025
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: 1.70% Quarterly (6.80% 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 XS3100466989
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall September 2025 USD
ISIN: XS3095662543
STRIKE DATE: 16/09/2025
INDICATIVE PRICE: 92.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.36% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,018.660013147.93
Eurostoxx 505,372.31005891.95
Nikkei 22544,902.270053375.6
Russell 20002,403.03102654.776

STRIKE DATE 16/09/2025
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: 1.775% Quarterly (7.10% 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 XS3095662543
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
Barclays Triple Index Reducing Autocall September 2025 GBP
ISIN: XS3111146463
STRIKE DATE: 15/09/2025
INDICATIVE PRICE: 99.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.97% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,440.40005891.95
FTSE 1009,277.030010171.76
S&P 5006,615.28006969.01

STRIKE DATE 15/09/2025
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: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3111146463
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
Natixis 3 Year Banks Fixed Income September 2025 USD
ISIN: XS2736747051
STRIKE DATE: 15/09/2025
INDICATIVE PRICE: 103.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.47% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.120034.6
UniCredit SpA67.540072.24
Morgan Stanley156.6400182.4
Barclays384.6500479.6

STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.05% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736747051
NEXT POTENTIAL MATURITY DATE 15/09/2028

EXPAND CLOSE
BBVA Global Markets Classic Autocall May 2025 GBP
ISIN: XS2958956752
STRIKE DATE: 12/05/2025
INDICATIVE PRICE: 102.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.10% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,392.36005891.95
FTSE 1008,604.980010171.76
Nikkei 22537,644.260053375.6
S&P 5005,844.19006969.01

STRIKE DATE 12/05/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958956752
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE