INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex World Indices Classic Autocall Bespoke 6 January 2026 USD
ISIN: XS2984879937
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 98.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.11% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702943.992
Nasdaq 10025,939.740029635.95
SMI13,216.230013708.02
Nikkei 22553,333.540066020.04

STRIKE DATE 27/01/2026
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: 6.05% Semi-Annually (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984879937
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 2 January 2026 USD
ISIN: XS3234636895
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 86.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051497.21
IBEX 3517,804.100018764.4
HSCEI9,244.88008374.43
S&P 5006,978.60007431.46

STRIKE DATE 27/01/2026
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: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636895
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 4 January 2026 USD
ISIN: XS2912081424
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 91.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 91.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680086.5
IBEX 3517,804.100018764.4
FTSE MIB45,440.440051497.21
Nikkei 22553,333.540066020.04

STRIKE DATE 27/01/2026
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 XS2912081424
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 5 January 2026 USD
ISIN: XS2984887872
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 90.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.86% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680086.5
Nasdaq 10025,939.740029635.95
Russell 20002,666.69702943.992
Nikkei 22553,333.540066020.04

STRIKE DATE 27/01/2026
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984887872
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 1 January 2026 USD
ISIN: XS3234636622
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 96.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.76% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051497.21
Eurostoxx 505,994.59006187.63
Nikkei 22553,333.540066020.04
Russell 20002,666.69702943.992

STRIKE DATE 27/01/2026
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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636622
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 3 January 2026 USD
ISIN: XS3234636978
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 88.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.61% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051497.21
IBEX 3517,804.100018764.4
HSCEI9,244.88008374.43
Nikkei 22553,333.540066020.04

STRIKE DATE 27/01/2026
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: 8.55% Semi-Annually (17.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636978
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 7 January 2026 USD
ISIN: XS2984880356
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 98.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.81% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702943.992
Nasdaq 10025,939.740029635.95
FTSE MIB45,440.440051497.21
Nikkei 22553,333.540066020.04

STRIKE DATE 27/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984880356
NEXT POTENTIAL MATURITY DATE 03/02/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Feb 2026 – Factsheet Available upon request
ISIN: XS3281864622
STRIKE DATE: 23/02/2026
INDICATIVE PRICE: 76.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 76.40% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE101.900096.72
Leonardo SpA57.980053.48
Thyssenkrupp AG11.105011.405
Rheinmetall AG1,701.50001205.6

STRIKE DATE 23/02/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3281864622
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Jan 2026 GBP
ISIN: XS3231240279
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 92.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.09% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG34.390036.83
Barclays480.3000472.85
Goldman Sachs918.88001062.75
Societe Generale69.820073.4

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 3.625% Quarterly (14.50% 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 XS3231240279
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Natixis Quad Index Low Hurdle Autocall Jan 2026 USD
ISIN: XS3138920932
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 101.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.83% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,831.600051497.21
SMI13,147.130013708.02
Nikkei 22553,846.870066020.04
Nasdaq 10025,605.470029635.95

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 6 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: 3.135% Quarterly (12.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138920932
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Barclays EQWB Capped Participation Growth Note January 2026 GBP
ISIN: XS3189237525
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 96.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.92% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007431.46
Eurostoxx 505,948.20006187.63
Nikkei 22553,846.870066020.04
FTSE 10010,143.440010471.72

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: GBP: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189237525
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
MS EQWB Capped Participation Growth Note January 2026 USD
ISIN: XS3211887610
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 95.05%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.05% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007431.46
Eurostoxx 505,948.20006187.63
Nikkei 22553,846.870066020.04
FTSE 10010,143.440010471.72

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: USD: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3211887610
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Feb 2026
ISIN: XS3138925816
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 100.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.04% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,116.60006187.63
Russell 20002,652.32802943.992
Nikkei 22557,321.090066020.04
OMX Stockholm 303,190.86703113.57

STRIKE DATE 24/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138925816
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Feb 2026
ISIN: XS3250071415
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 91.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.53% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013708.02
FTSE MIB46,472.980051497.21
Nikkei 22556,825.700066020.04
Russell 20002,663.78002943.992

STRIKE DATE 20/02/2026
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: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3250071415
NEXT POTENTIAL MATURITY DATE 20/02/2029

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Feb 2026
ISIN: XS3234674128
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 91.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.70% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013708.02
Eurostoxx 506,131.31006187.63
Nikkei 22556,825.700066020.04
S&P 5006,909.51007431.46

STRIKE DATE 20/02/2026
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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234674128
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Feb 2026
ISIN: XS3234674391
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 92.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.30% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013708.02
Eurostoxx 506,131.31006187.63
Nikkei 22556,825.700066020.04
S&P 5006,909.51007431.46

STRIKE DATE 20/02/2026
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234674391
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3239711883
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 94.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.10% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,157.96303113.57
FTSE MIB45,794.220051497.21
Nikkei 22557,467.830066020.04
Russell 20002,665.09002943.992

STRIKE DATE 19/02/2026
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: USD: 3.50% Semi-Annually (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
ISIN XS3239711883
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
Natixis World Indices 75-60 Memory Income Autocall Jan 2026 GBP 
ISIN: XS3138920262
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 97.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.80% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,892.08006187.63
Russell 20002,645.36102943.992
SMI13,169.960013708.02
Nikkei 22552,991.100066020.04

STRIKE DATE 20/01/2026
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: 1.971% Quarterly (7.884% 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 XS3138920262
NEXT POTENTIAL MATURITY DATE 20/01/2032

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall January 2026 USD
ISIN: XS3204515582
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 95.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.49% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,126.780010471.72
Eurostoxx 505,892.08006187.63
Nikkei 22552,991.100066020.04
Russell 20002,645.36102943.992

STRIKE DATE 20/01/2026
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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3204515582
NEXT POTENTIAL MATURITY DATE 20/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall January 2026 USD (XS3138918522)
ISIN: XS3138918522
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 96.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.70% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006187.63
Russell 20002,677.73802943.992
SMI13,413.590013708.02
Nikkei 22553,936.170066020.04

STRIKE DATE 16/01/2026
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: 1.975% Quarterly(7.90% 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 XS3138918522
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE