INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Triple Index Reducing Autocall March 2026 USD
ISIN: XS3293165489
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32005574.32
FTSE 1009,894.15009894.15
S&P 5006,581.00006581

STRIKE DATE 23/03/2026
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: USD: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3293165489
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
Goldman Sachs Quad Index Annual Autocall ZAR March 2026
ISIN: ZAE000359196
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390051515.49
OMX Stockholm 303,023.59202892.186
Russell 20002,519.99402494.227
Eurostoxx 505,769.25005574.32

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 17.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000359196
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs South African Banks Autocall ZAR March 2026
ISIN: ZAE000358727
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,467.000023452
FirstRand Limited9,017.00008785
Nedbank Limited27,055.000026303

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 12.05% Semi-Annually (24.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000358727
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs World Indices Classic Autocall March 2026 USD
ISIN: XS3300189415
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,751.150051515.49
Nasdaq 10024,655.340024188.59
Eurostoxx 505,739.01005574.32

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 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 XS3300189415
NEXT POTENTIAL MATURITY DATE 16/03/2027

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800043189.8
Nikkei 22551,515.490051515.49
Russell 20002,494.22702494.227
Nasdaq 10024,188.590024188.59

STRIKE DATE 23/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.8925% Monthly (10.71% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3295326154
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Goldman Sachs Capital Protected Digital Note March 2026 USD
ISIN: XS3293178540
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,317.69009894.15
S&P 5006,699.38006581
Eurostoxx 505,739.01005574.32

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3293178540
NEXT POTENTIAL MATURITY DATE 16/09/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 6 March 2026 USD
ISIN: XS3267327537
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 91.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 91.84% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,018.71902892.186
SMI12,839.270012389.68
S&P/ASX 2008,617.09108365.916

STRIKE DATE 13/03/2026
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: 4.09% Semi-Annually (8.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327537
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 4 March 2026 GBP
ISIN: XS3267327370
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 92.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.26% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,617.09108365.916
Eurostoxx 505,716.61005574.32
FTSE 10010,261.15009894.15
SMI12,839.270012389.68

STRIKE DATE 13/03/2026
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327370
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 March 2026 USD
ISIN: XS3267318031
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 92.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.14% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,316.920043189.8
Eurostoxx 505,716.61005574.32
S&P 5006,632.19006581
SMI12,839.270012389.68

STRIKE DATE 13/03/2026
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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267318031
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 EUR
ISIN: XS3267321761
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 93.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.09% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005574.32
SMI12,839.270012389.68
FTSE 10010,261.15009894.15

STRIKE DATE 13/03/2026
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 EUR: 3.46% Semi-Annually (6.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267321761
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 USD (XS3267317066)
ISIN: XS3267317066
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 92.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.58% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005574.32
SMI12,839.270012389.68
FTSE 10010,261.15009894.15

STRIKE DATE 13/03/2026
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 USD: 4.635% Semi-Annually (9.27% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267317066
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 GBP
ISIN: XS3267334152
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 91.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.66% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005574.32
SMI12,839.270012389.68
FTSE 10010,261.15009894.15

STRIKE DATE 13/03/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267334152
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Santander 50-50 Memory Income Autocall Mar 2026 USD
ISIN: XS3292005827
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 97.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.02% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc254.2300251.49
Microsoft399.4100383
Meta Platform Inc622.6600604.06
Alphabet Inc310.9200302.06

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.5625% Quarterly (10.25% 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 XS3292005827
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2026 USD 
ISIN: XS3287517984
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,459.540012389.68
FTSE 10010,063.50009894.15
Nikkei 22553,372.530051515.49
Dow Jones Industrial Average46,021.430046208.47

STRIKE DATE 19/03/2026
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: 2.25% Quarterly (9.00% 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 XS3287517984
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall March 2026 GBP
ISIN: XS3263015748
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 87.31%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY
CURRENT PRICE 87.31% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,298.300012389.68
Eurostoxx 505,782.89005574.32
Nikkei 22555,278.060051515.49
Russell 20002,585.57302494.227

STRIKE DATE 05/03/2026
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 XS3263015748
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA 55-60 Defence Stocks Memory Income Autocall February 2026 USD
ISIN: XS3250170316
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 81.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.25% (as at 24/03/2026 09:51 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001483
Thyssenkrupp AG10.54507.892
Leonardo SpA56.800059.2
Capgemini SE106.950098.24

STRIKE DATE 27/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD: 4.4125% Quarterly (17.65% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250170316
NEXT POTENTIAL MATURITY DATE 27/06/2026

EXPAND CLOSE
BNP 360% Participation Capital Protected Growth February 2026
ISIN: XS3251136779
STRIKE DATE: 26/02/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496293.4476

STRIKE DATE 26/02/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 360% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS3251136779
NEXT POTENTIAL MATURITY DATE 26/02/2031

    EXPAND CLOSE
    Citi Memory Knock Out Low Hurdle Autocall USD MAR 2026
    ISIN: XS3158917107
    STRIKE DATE: 20/03/2026
    INDICATIVE PRICE: 99.50%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.50% (as at 24/03/2026 09:51 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,832.54201862.62
    FTSE MIB42,840.900043189.8
    Nikkei 22553,372.530051515.49
    Nasdaq 10023,898.150024188.59

    STRIKE DATE 20/03/2026
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3158917107
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE
    BBVA 85-60 Triple Index Memory Income Autocall March 2026 USD
    ISIN: XS3260467959
    STRIKE DATE: 05/03/2026
    INDICATIVE PRICE: 93.12%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 93.12% (as at 24/03/2026 09:51 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5006,830.71006581
    Eurostoxx 505,782.89005574.32
    SMI13,298.300012389.68

    STRIKE DATE 05/03/2026
    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: 1.86% Quarterly (7.44% 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 XS3260467959
    NEXT POTENTIAL MATURITY DATE 05/03/2027

    EXPAND CLOSE
    Marex Diversified Markets Classic Autocall CAD Mar 2026
    ISIN: XS3262009304
    STRIKE DATE: 03/03/2026
    INDICATIVE PRICE: 92.76%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Marex Financial
    TYPE Note
    CURRENCY CAD
    CURRENT PRICE 92.76% (as at 24/03/2026 09:51 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5006,816.63006581
    FTSE 10010,484.13009894.15
    FTSE MIB44,468.460043189.8
    Nikkei 22556,279.050051515.49

    STRIKE DATE 03/03/2026
    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: CAD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3262009304
    NEXT POTENTIAL MATURITY DATE 03/03/2027

    EXPAND CLOSE