INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quad Index Defensive Autocall Feb 2026 USD
ISIN: XS3260493443
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 94.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.89% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006210.17
Nikkei 22558,850.270066422.6
OMX Stockholm 303,222.75303167.097
Russell 20002,632.36102940.163

STRIKE DATE 27/02/2026
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: 65% Final level (European style)
P.A. RETURN
ISIN XS3260493443
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Goldman Sach 100% Capital Protected Autcocall USD March 2026
ISIN: XS3203172823
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 96.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 96.46% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680014214.95
FTSE MIB43,189.800051315.84
Nikkei 22551,515.490066422.6
Russell 20002,494.22702940.163

STRIKE DATE 23/03/2026
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3203172823
NEXT POTENTIAL MATURITY DATE 23/03/2029

EXPAND CLOSE
Société Générale Defense Early Low Hurdle Autocall USD March 2026 – Factsheet Available Upon Request
ISIN: XS3282197196
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 76.87%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 76.87% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.240086.06
Leonardo SpA59.200051.88
Thyssenkrupp AG7.892011.905
Rheinmetall AG1,483.00001017

STRIKE DATE 23/03/2026
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: 8.75% Quarterly (35.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3282197196
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
ISIN: XS3250157214
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 93.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.79% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014214.95
FTSE MIB46,472.980051315.84
Nikkei 22556,825.700066422.6
Nasdaq 10025,012.620028454.81

STRIKE DATE 20/02/2026
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: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250157214
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Feb 2026 USD
ISIN: XS3242372830
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABN Amro Bank NV29.050037.24
UniCredit SpA74.660079.22
Citi Group Inc116.2700131.88
Deutsche Bank AG31.000029.97

STRIKE DATE 20/02/2026
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: USD: 2.89% Quarterly (11.56% 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 XS3242372830
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall March 2026 USD
ISIN: XS3138934487
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 97.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.59% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702073.413
Russell 20002,585.57302940.163
Nikkei 22555,278.060066422.6
FTSE MIB44,608.550051315.84

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: 2.00% Quarterly (8.00% 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 XS3138934487
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall March 2026 GBP
ISIN: XS3138935021
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 97.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.40% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702073.413
Russell 20002,585.57302940.163
Nikkei 22555,278.060066422.6
FTSE MIB44,608.550051315.84

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: 1.875% 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 XS3138935021
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall Bespoke 2 February 2026 GBP
ISIN: XS3260444230
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 79.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 79.82% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,360.800019267
Nasdaq 10024,960.040028454.81
KOSPI 200933.34001126.33
HSCEI8,859.49008352.67

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.50% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), 🛡️50% European Barrier
P.A. RETURN
ISIN XS3260444230
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall Bespoke 1 February 2026 GBP
ISIN: XS3250133033
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 82.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 82.09% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,209.890051315.84
CAC 408,580.75008299.09
KOSPI 200933.34001126.33
OMX Stockholm 303,222.75303167.097

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.55% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250133033
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2026
ISIN: XS3260442291
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 97.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.42% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014214.95
Eurostoxx 505,501.28006210.17
Nikkei 22553,372.530066422.6
S&P 5006,506.48007408.3

STRIKE DATE 20/03/2026
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: 5.95% Semi-Annually (11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442291
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke 4 February 2026 GBP
ISIN: XS3250156752
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 94.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.62% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014214.95
Eurostoxx 506,138.41006210.17
Nikkei 22558,850.270066422.6
S&P 5006,878.88007408.3

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.70% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250156752
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke 3 February 2026 GBP
ISIN: XS3250146365
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 91.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.69% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014214.95
FTSE MIB47,209.890051315.84
Nikkei 22558,850.270066422.6
CAC 408,580.75008299.09

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.5575% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250146365
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Bespoke 2 Feb GBP
ISIN: XS3250140673
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 93.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.65% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX25,284.260024763.12
FTSE MIB47,209.890051315.84
Nikkei 22558,850.270066422.6
Russell 20002,632.36102940.163

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.00% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250140673
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2026
ISIN: XS3260442374
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 98.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.45% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014214.95
Eurostoxx 505,501.28006210.17
Nikkei 22553,372.530066422.6
S&P 5006,506.48007408.3

STRIKE DATE 20/03/2026
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: 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 XS3260442374
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Bespoke 1 February GBP
ISIN: XS3260444156
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 90.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.49% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006210.17
FTSE 10010,910.550010639.17
Nikkei 22558,850.270066422.6
Russell 20002,632.36102940.163

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.50% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3260444156
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall February 2026 USD (DE000UN3ZPJ8)
ISIN: DE000UN3ZPJ8
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 91.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.67% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220051315.84
S&P 5006,861.89007408.3
Nikkei 22557,467.830066422.6
Eurostoxx 506,059.62006210.17

STRIKE DATE 19/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% 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 DE000UN3ZPJ8
NEXT POTENTIAL MATURITY DATE 19/08/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3263025895
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 95.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.28% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603167.097
FTSE MIB43,701.380051315.84
Nikkei 22553,372.530066422.6
Russell 20002,494.71002940.163

STRIKE DATE 19/03/2026
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: GBP: 3.55% Semi-Annually (7.10% 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 XS3263025895
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 GBP
ISIN: XS3263015151
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 98.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.73% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950079.22
Commerzbank AG31.660036.35
Morgan Stanley165.9500215.18
Deutsche Bank AG27.990029.97

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.4275% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015151
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 EUR
ISIN: XS3263015235
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 98.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.82% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950079.22
Commerzbank AG31.660036.35
Morgan Stanley165.9500215.18
Deutsche Bank AG27.990029.97

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.155% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015235
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
BBVA Memory Income Defensive Autocall Bespoke February 2026 USD
ISIN: XS3260439404
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 85.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 85.42% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.0800120.04
Amazon.com210.1100233.66
Apple Inc264.5800321.66
Advanced Micro Devices200.1500539.69

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.6667% Monthly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3260439404
NEXT POTENTIAL MATURITY DATE 20/08/2026

EXPAND CLOSE