INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 USD
ISIN: XS3267326562
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 101.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.16% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24702168.34
Russell 20002,496.37403052.847
Nikkei 22551,063.720068308.59
FTSE MIB44,309.710053693.27

STRIKE DATE 31/03/2026
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: 2.1275% Quarterly (8.51% 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 XS3267326562
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 GBP
ISIN: XS3267321258
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 101.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.43% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24702168.34
Russell 20002,496.37403052.847
Nikkei 22551,063.720068308.59
FTSE MIB44,309.710053693.27

STRIKE DATE 31/03/2026
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: 2.075% Quarterly (8.30% 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 XS3267321258
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR Apr 2026
ISIN: XS3287522711
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,609.360053693.27
HSI25,893.540025396.51
S&P 5006,816.89007798.99

STRIKE DATE 09/04/2026
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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3287522711
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Apr 2026
ISIN: XS3287517802
STRIKE DATE: 03/04/2026
INDICATIVE PRICE: 96.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.88% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,728.809188.494
FTSE MIB45,411.7953693.27
Nikkei 22553,413.680068308.59
Russell 20002,540.64303052.847

STRIKE DATE 03/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually) Memory Income Rate: 4.40% Semi-Annual (8.80% 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 XS3287517802
NEXT POTENTIAL MATURITY DATE 05/04/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2026 USD 
ISIN: XS3287517984
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 97.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.01% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,459.540014475.13
FTSE 10010,063.500010772.67
Nikkei 22553,372.530068308.59
Dow Jones Industrial Average46,021.430053839.99

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: 95.31%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY
CURRENT PRICE 95.31% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,298.300014475.13
Eurostoxx 505,782.89006545.47
Nikkei 22555,278.060068308.59
Russell 20002,585.57303052.847

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
Barclays Triple Index Defensive Autocall EUR Apr 2026
ISIN: XS3281185481
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 101.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.48% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,411.790053693.27
Nikkei 22553,429.560068308.59
Russell 20002,544.94503052.847

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3281185481
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Mar 2026 USD
ISIN: XS3292010231
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 99.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays384.0500519
Commerzbank AG31.440039.86
UniCredit SpA61.530085.41
Goldman Sachs835.72001042.63

STRIKE DATE 24/03/2026
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: 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 XS3292010231
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
BBVA 55-60 Defence Stocks Memory Income Autocall February 2026 USD
ISIN: XS3250170316
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 81.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.84% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001164.6
Thyssenkrupp AG10.545013.525
Leonardo SpA56.800059.3
Capgemini SE106.9500106

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 27/08/2026

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 USD
ISIN: XS3281167406
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 96.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.44% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014475.13
Eurostoxx 505,569.73006545.47
Nikkei 22551,063.720068308.59
Russell 20002,496.37403052.847

STRIKE DATE 31/03/2026
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: 2.025% Quarterly (8.10% 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 XS3281167406
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 GBP
ISIN: XS3281167075
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 96.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.50% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014475.13
Eurostoxx 505,569.73006545.47
Nikkei 22551,063.720068308.59
Russell 20002,496.37403052.847

STRIKE DATE 31/03/2026
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: 1.975% 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 XS3281167075
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
BNP 360% Participation Capital Protected Growth February 2026
ISIN: XS3251136779
STRIKE DATE: 26/02/2026
INDICATIVE PRICE: 88.55%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 88.55% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496306.1199

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: 101.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 101.40% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,832.54202168.34
FTSE MIB42,840.900053693.27
Nikkei 22553,372.530068308.59
Nasdaq 10023,898.150030084.5

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
Natixis Global Markets Defensive Autocall USD Mar 2026
ISIN: XS3138937407
STRIKE DATE: 26/03/2026
INDICATIVE PRICE: 106.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.08% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,565.93006545.47
Russell 20002,493.32103052.847
Nikkei 22553,603.650068308.59
OMX Stockholm 302,889.81303281.461

STRIKE DATE 26/03/2026
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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138937407
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
BBVA 85-60 Triple Index Memory Income Autocall March 2026 USD
ISIN: XS3260467959
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 96.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.17% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,830.71007798.99
Eurostoxx 505,782.89006545.47
SMI13,298.300014475.13

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: 96.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 96.50% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,816.63007798.99
FTSE 10010,484.130010772.67
FTSE MIB44,468.460053693.27
Nikkei 22556,279.050068308.59

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
Marex World Indices Classic Autocall CAD Mar 2026
ISIN: XS3262009486
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 97.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 97.62% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,720.080030084.5
SMI13,404.930014475.13
FTSE MIB44,468.460053693.27
Nikkei 22556,279.050068308.59

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: 5.175% Semi-Annually (10.35% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3262009486
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
BBVA Quad Index Defensive Autocall Feb 2026 USD
ISIN: XS3260493443
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 99.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.06% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006545.47
Nikkei 22558,850.270068308.59
OMX Stockholm 303,222.75303281.461
Russell 20002,632.36103052.847

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: 98.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.32% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680014475.13
FTSE MIB43,189.800053693.27
Nikkei 22551,515.490068308.59
Russell 20002,494.22703052.847

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: 93.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 93.43% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.2400106
Leonardo SpA59.200059.3
Thyssenkrupp AG7.892013.525
Rheinmetall AG1,483.00001164.6

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