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: 101.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 101.70% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32006382.59
FTSE 1009,894.150010831.52
S&P 5006,581.00007747.71

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
Natixis Global Markets 70-60 Memory Income March 2026
ISIN: XS3267326646
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 99.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.66% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22552,252.280064214.48
Russell 20002,505.44302968.271
S&P/ASX 2008,379.35109020.093
SMI12,515.940014394.77

STRIKE DATE 24/03/2026
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: 0.70% Monthly (8.40% 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 XS3267326646
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3304966818
STRIKE DATE: 17/04/2026
INDICATIVE PRICE: 97.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.51% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,182.12803278.19
FTSE MIB48,869.430052245.47
Nikkei 22558,475.900064214.48
Russell 20002,776.90002968.271

STRIKE DATE 17/04/2026
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: GBP: 4.20% Semi-Annually (8.40% 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 XS3304966818
NEXT POTENTIAL MATURITY DATE 19/04/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Apr 2026
ISIN: XS3287571411
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: 97.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.38% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220014394.77
Eurostoxx 505,982.63006382.59
Nikkei 22558,824.890064214.48
S&P 5007,109.14007747.71

STRIKE DATE 20/04/2026
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: 6.65% Semi-Annually (13.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571411
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Apr 2026
ISIN: XS3287571338
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: 97.13%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.13% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220014394.77
Eurostoxx 505,982.63006382.59
Nikkei 22558,824.890064214.48
S&P 5007,109.14007747.71

STRIKE DATE 20/04/2026
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571338
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
Goldman Sachs Quad Index Annual Autocall ZAR March 2026
ISIN: ZAE000359196
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 107.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 107.56% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390064214.48
OMX Stockholm 303,023.59203278.19
Russell 20002,519.99402968.271
Eurostoxx 505,769.25006382.59

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: 94.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.52% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,467.000023050
FirstRand Limited9,017.00009584
Nedbank Limited27,055.000029888

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: 107.19%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.19% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,751.150064214.48
Nasdaq 10024,655.340029482.32
Eurostoxx 505,739.01006382.59

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 World Indices Classic Autocall May 2026 USD
ISIN: XS3304930111
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 93.90%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.90% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007747.71
Eurostoxx 505,911.53006382.59
FTSE 10010,233.070010831.52
Nikkei 22562,713.650064214.48

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.10% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3304930111
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Morgan Stanley 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3302607000
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 99.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.86% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,414.00602968.271
Nikkei 22551,885.850064214.48
FTSE MIB43,823.240052245.47

STRIKE DATE 30/03/2026
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: 2.50% Quarterly (10.00% 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 XS3302607000
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Citi Triple Index Reducing Autocall March 2026 GBP
ISIN: XS3159485252
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 101.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.20% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,505.80006382.59
FTSE 1009,967.350010831.52
S&P 5006,368.85007747.71

STRIKE DATE 27/03/2026
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: 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
ISIN XS3159485252
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 97.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.65% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800052245.47
Nikkei 22551,515.490064214.48
Russell 20002,494.22702968.271
Nasdaq 10024,188.590029482.32

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
Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
ISIN: XS3315920721
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 109.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 109.36% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation188.6300228.45
Tesla Inc348.9500376.365
Oracle138.0900154.04
Intel62.380091.67

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315920721
NEXT POTENTIAL MATURITY DATE 12/10/2026

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 10010,317.690010831.52
S&P 5006,699.38007747.71
Eurostoxx 505,739.01006382.59

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 World Indices Memory Income Autocall March 2026 USD
ISIN: XS3267336017
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 101.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.32% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014394.77
Russell 20002,496.37402968.271
Nikkei 22551,063.720064214.48
Eurostoxx 505,569.73006382.59

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: 2.2025% Quarterly (8.81% 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 XS3267336017
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis 80-60 MEMORY INCOME DEFENSIVE AUTOCALL GBP APR 2026
ISIN: XS3267319435
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 103.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.03% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04109020.093
FTSE MIB47,527.160052245.47
Nikkei 22556,502.770064214.48
Russell 20002,670.49202968.271

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 5.00% Semi-annually(10.00% 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 XS3267319435
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 6 March 2026 USD
ISIN: XS3267327537
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.82% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,018.71903278.19
SMI12,839.270014394.77
S&P/ASX 2008,617.09109020.093

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 80-60 Memory Income Defensive Autocall USD Apr 2026
ISIN: XS3267332610
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 103.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.06% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04109020.093
FTSE MIB47,527.160052245.47
Nikkei 22556,502.770064214.48
Russell 20002,670.49202968.271

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually(10.50% 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 XS3267332610
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 4 March 2026 GBP
ISIN: XS3267327370
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 102.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.24% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,617.09109020.093
Eurostoxx 505,716.61006382.59
FTSE 10010,261.150010831.52
SMI12,839.270014394.77

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: 104.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.93% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,316.920052245.47
Eurostoxx 505,716.61006382.59
S&P 5006,632.19007747.71
SMI12,839.270014394.77

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