INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
ISIN: XS3250157214
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 97.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.76% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014475.13
FTSE MIB46,472.980053693.27
Nikkei 22556,825.700068308.59
Nasdaq 10025,012.620030084.5

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 NV29.050041.5
UniCredit SpA74.660085.41
Citi Group Inc116.2700138.73
Deutsche Bank AG31.000033.14

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: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.75% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702168.34
Russell 20002,585.57303052.847
Nikkei 22555,278.060068308.59
FTSE MIB44,608.550053693.27

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: 99.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.37% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702168.34
Russell 20002,585.57303052.847
Nikkei 22555,278.060068308.59
FTSE MIB44,608.550053693.27

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: 86.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.74% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,360.800020168.6
Nasdaq 10024,960.040030084.5
KOSPI 200933.34001071.24
HSCEI8,859.49008426.49

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: 95.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.45% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,209.890053693.27
CAC 408,580.75008650.56
KOSPI 200933.34001071.24
OMX Stockholm 303,222.75303281.461

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: 100.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.71% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014475.13
Eurostoxx 505,501.28006545.47
Nikkei 22553,372.530068308.59
S&P 5006,506.48007798.99

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: 100.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.72% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014475.13
Eurostoxx 506,138.41006545.47
Nikkei 22558,850.270068308.59
S&P 5006,878.88007798.99

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: 99.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.02% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014475.13
FTSE MIB47,209.890053693.27
Nikkei 22558,850.270068308.59
CAC 408,580.75008650.56

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: 101.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.59% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX25,284.260026299.74
FTSE MIB47,209.890053693.27
Nikkei 22558,850.270068308.59
Russell 20002,632.36103052.847

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: 101.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.91% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014475.13
Eurostoxx 505,501.28006545.47
Nikkei 22553,372.530068308.59
S&P 5006,506.48007798.99

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: 94.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.36% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006545.47
FTSE 10010,910.550010772.67
Nikkei 22558,850.270068308.59
Russell 20002,632.36103052.847

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: 94.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220053693.27
S&P 5006,861.89007798.99
Nikkei 22557,467.830068308.59
Eurostoxx 506,059.62006545.47

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: 97.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.04% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603281.461
FTSE MIB43,701.380053693.27
Nikkei 22553,372.530068308.59
Russell 20002,494.71003052.847

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: 100.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.51% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950085.41
Commerzbank AG31.660039.86
Morgan Stanley165.9500218.38
Deutsche Bank AG27.990033.14

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: 100.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.48% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950085.41
Commerzbank AG31.660039.86
Morgan Stanley165.9500218.38
Deutsche Bank AG27.990033.14

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: 97.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.85% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.0800156.22
Amazon.com210.1100265.13
Apple Inc264.5800305.26
Advanced Micro Devices200.1500483.01

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
BBVA Memory Knock Out Low Hurdle Autocall March 2026 GBP
ISIN: XS3260434942
STRIKE DATE: 09/03/2026
INDICATIVE PRICE: 99.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.18% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,000.090014475.13
FTSE 10044,024.960010772.67
Nikkei 22552,728.720068308.59
Nasdaq 10024,967.250030084.5

STRIKE DATE 09/03/2026
RETURN & BARRIERS
2.50% Quarterly Snowballing Coupon if Autocalled, 100% Memory Knockout Trigger from 12 Months, 80% Autocall trigger at final observation, 60% Final Level Barrier
P.A. RETURN
ISIN XS3260434942
NEXT POTENTIAL MATURITY DATE 09/03/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3138927861
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.44% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014475.13
Russell 20002,646.58503052.847
Nikkei 22556,566.490068308.59
Eurostoxx 506,021.85006545.47

STRIKE DATE 17/02/2026
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: 1.92% Quarterly (7.68% 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 XS3138927861
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3138927788
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 98.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.75% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014475.13
Russell 20002,646.58503052.847
Nikkei 22556,566.490068308.59
Eurostoxx 506,021.85006545.47

STRIKE DATE 17/02/2026
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: 2.094% Quarterly (8.376% 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 XS3138927788
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE