INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall September 2025 GBP
ISIN: XS3100466989
STRIKE DATE: 16/09/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,372.31006009.95
OMX Stockholm 302,614.19903054.043
Nikkei 22544,902.270064179.27
Russell 20002,403.03102835.462

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 6.80% p.a.
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: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,018.660013463.33
Eurostoxx 505,372.31006009.95
Nikkei 22544,902.270064179.27
Russell 20002,403.03102835.462

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 7.10% p.a.
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: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,440.40006009.95
FTSE 1009,277.030010254.81
S&P 5006,615.28007266.99

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 6.60% p.a.
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: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG33.120036.22
UniCredit SpA67.540070.65
Morgan Stanley156.6400206.66
Barclays384.6500445.8

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: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,392.36006009.95
FTSE 1008,604.980010254.81
Nikkei 22537,644.260064179.27
S&P 5005,844.19007266.99

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 10.00% p.a.
ISIN XS2958956752
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
BBVA World Indices Classic Autocall May 2025 GBP
ISIN: XS2958971397
STRIKE DATE: 12/05/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,233.5290
CAC 407,850.10008161.83
Nikkei 22537,644.260064179.27
Russell 20002,092.19602835.462

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: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2958971397
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall May 2025 GBP
ISIN: XS2958115524
STRIKE DATE: 12/05/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG25.810036.22
Deutsche Bank AG24.680027.095
UniCredit SpA56.020070.65
Goldmans Sachs591.3400411.31

STRIKE DATE 12/05/2025
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: GBP: 2.8975% Quarterly (11.59% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.59% p.a.
ISIN XS2958115524
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation Sept 2025 USD
ISIN: XS3094839100
STRIKE DATE: 12/09/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,283.290010254.81
Nikkei 22544,768.120064179.27
S&P 5006,584.29007266.99
Eurostoxx 505,390.71006009.95

STRIKE DATE 12/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094839100
NEXT POTENTIAL MATURITY DATE 12/09/2030

    EXPAND CLOSE
    BBVA Semi Annual Reducing Autocall 2.5% September 2025 USD
    ISIN: XS3108801757
    STRIKE DATE: 11/09/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,386.77006009.95
    IBEX 3515,321.300018142.7
    Nikkei 22544,372.500064179.27
    HSI26,086.320024407.96

    STRIKE DATE 11/09/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.5% per period Coupon Rate: USD: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3108801757
    NEXT POTENTIAL MATURITY DATE 11/03/2027

    EXPAND CLOSE
    BBVA Semi Annual Reducing Autocall 2.0% September 2025 USD
    ISIN: XS3108801914
    STRIKE DATE: 11/09/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,386.77006009.95
    IBEX 3515,321.300018142.7
    Nikkei 22544,372.500064179.27
    HSI26,086.320024407.96

    STRIKE DATE 11/09/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.0% per period Coupon Rate: USD: 4.76% Semi-Annually (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3108801914
    NEXT POTENTIAL MATURITY DATE 11/03/2027

    EXPAND CLOSE
    BBVA Semi Annual Reducing Autocall 1.5% September 2025 USD
    ISIN: XS3108801831
    STRIKE DATE: 11/09/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,386.77006009.95
    IBEX 3515,321.300018142.7
    Nikkei 22544,372.500064179.27
    HSI26,086.320024407.96

    STRIKE DATE 11/09/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 1.5% per period Coupon Rate: USD: 5.09% Semi-Annually (10.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3108801831
    NEXT POTENTIAL MATURITY DATE 11/03/2027

    EXPAND CLOSE
    Société Générale US Tech Early Low Hurdle USD OCT 2025
    ISIN: XS3154543014
    STRIKE DATE: 08/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle288.6300201.26
    Intel37.4300107.04
    Tesla Inc438.6900381.59
    Nvidia Corporation189.1100200.42

    STRIKE DATE 08/10/2025
    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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3154543014
    NEXT POTENTIAL MATURITY DATE 08/04/20206

    EXPAND CLOSE
    BBVA Triple Index Reducing Autocall Sep 2025
    ISIN: XS3108826408
    STRIKE DATE: 10/09/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,361.47006009.95
    FTSE 1009,225.390010254.81
    S&P 5006,532.04007266.99

    STRIKE DATE 10/09/2025
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 7% per period Autocall Rate: USD = 3.375% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.75% p.a.
    ISIN XS3108826408
    NEXT POTENTIAL MATURITY DATE 10/03/2026

    EXPAND CLOSE
    BBVA Global Banks 50-50 Memory Income Autocall USD Oct 2025
    ISIN: XS3108854442
    STRIKE DATE: 09/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG31.680036.22
    Societe Generale54.360068.76
    Lloyds83.500097.22
    Citi Group Inc95.9200133.38

    STRIKE DATE 09/10/2025
    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 XS3108854442
    NEXT POTENTIAL MATURITY DATE 09/10/2026

    EXPAND CLOSE
    Natixis 70-60 Memory Income Autocall GBP Oct 2025
    ISIN: XS2736748372
    STRIKE DATE: 09/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB42,791.600050029.17
    Nikkei 22548,580.440064179.27
    Russell 20002,468.84802835.462
    FTSE 1009,509.400010254.81

    STRIKE DATE 09/10/2025
    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: 1.8125% Quarterly (7.25% 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 XS2736748372
    NEXT POTENTIAL MATURITY DATE 09/10/2026

    EXPAND CLOSE
    Barclays 100% Capital Protected Autocall GBP Oct 2025
    ISIN: XS3111092196
    STRIKE DATE: 07/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB43,070.950050029.17
    Russell 20002,458.42302835.462
    Nikkei 22547,950.880064179.27
    OMX Stockholm 302,722.11603054.043

    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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3111092196
    NEXT POTENTIAL MATURITY DATE 10/10/2028

    EXPAND CLOSE
    BBVA 100% Capital Protected Autocall USD Oct 2025
    ISIN: XS3108837512
    STRIKE DATE: 07/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB43,070.950050029.17
    Russell 20002,458.42302835.462
    Nikkei 22547,950.880064179.27
    SMI12,521.790013463.33

    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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3108837512
    NEXT POTENTIAL MATURITY DATE 10/10/2028

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income September 2025 GBP
    ISIN: XS2736745949
    STRIKE DATE: 05/09/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB41,607.810050029.17
    Russell 20002,391.04502835.462
    Nikkei 22543,018.750064179.27

    STRIKE DATE 05/09/2025
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.33% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2736745949
    NEXT POTENTIAL MATURITY DATE 05/09/2028

    EXPAND CLOSE
    Barclays 70-60 Memory Income Autocall GBP Oct 2025
    ISIN: XS3110269688
    STRIKE DATE: 02/10/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 302,984.58103054.043
    FTSE MIB45,195.890050029.17
    Nikkei 22553,583.570064179.27
    Russell 20002,677.73802835.462

    STRIKE DATE 02/10/2025
    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: 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 7.00% p.a.
    ISIN XS3110269688
    NEXT POTENTIAL MATURITY DATE 02/10/2026

    EXPAND CLOSE
    BBVA Quad Index Classic Autocall August 2025 GBP (XS3095688340)
    ISIN: XS3095688340
    STRIKE DATE: 28/08/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,219.200013463.33
    Eurostoxx 505,396.73006009.95
    Nikkei 22542,828.790064179.27
    S&P 5006,501.86007266.99

    STRIKE DATE 28/08/2025
    RETURN & BARRIERS
    6.175% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12M, 60% European Barrier
    P.A. RETURN 12.35% p.a.
    ISIN XS3095688340
    NEXT POTENTIAL MATURITY DATE 28/08/2026

    EXPAND CLOSE