INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3267325325
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 96.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.75% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,965.07402138.906
Russell 20002,839.62602767.269
Nikkei 22562,833.840064425.95
Eurostoxx 505,972.65006168.26

STRIKE DATE 07/05/2026
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: 2.075% Quarterly (8.30% 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 XS3267325325
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3305517040
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 94.31%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.31% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014349.51
Eurostoxx 505,972.65006168.26
Nikkei 22562,833.840064425.95
Russell 20002,839.62602767.269

STRIKE DATE 07/05/2026
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: 2.05% Quarterly (8.20% 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 XS3305517040
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall May 2026 USD (XS3292040147)
ISIN: XS3292040147
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 93.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.13% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,839.62602767.269
Eurostoxx 505,972.65006168.26
SMI13,135.430014349.51
Nikkei 22562,833.840064425.95

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.0375% Quarterly (8.15% 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 XS3292040147
NEXT POTENTIAL MATURITY DATE 14/05/2032

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD May 2026
ISIN: XS3317180928
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 91.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.99% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,680.45408719.719
FTSE MIB48,557.500049397.55
Nikkei 22559,513.120064425.95
Russell 20002,845.00402767.269

STRIKE DATE 05/05/2026
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: 4.45% Semi-Annual (8.90% 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 XS3317180928
NEXT POTENTIAL MATURITY DATE 06/05/2027

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall March 2026 USD
ISIN: XS3295227253
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 106.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 106.47% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,570.260014349.51
FTSE MIB43,379.100049397.55
Russell 20002,449.69502767.269
Nikkei 22553,373.070064425.95

STRIKE DATE 27/03/2026
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3295227253
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Apr 2026
ISIN: XS3267326992
STRIKE DATE: 27/04/2026
INDICATIVE PRICE: 102.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.59% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,860.32006168.26
Russell 20002,788.18902767.269
Nikkei 22560,537.360064425.95
OMX Stockholm 303,079.75503256.08

STRIKE DATE 27/04/2026
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267326992
NEXT POTENTIAL MATURITY DATE 27/04/2027

EXPAND CLOSE
Barclays 75-60 Annual Memory Income Autocall Apr 2026 USD
ISIN: XS3305390547
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,926.11006168.26
SMI13,183.280014349.51
Russell 20002,630.58802767.269
Nikkei 22556,924.110064425.95

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 10.00% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305390547
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Natixis 3 Year Quad Index Fixed Income March 2026 USD
ISIN: XS3267339623
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 95.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,967.350010840.35
Eurostoxx 505,505.80006168.26
Russell 20002,449.69502767.269
Nikkei 22553,373.070064425.95

STRIKE DATE 27/03/2026
RETURN & BARRIERS
💰2.00% Quarterly Fixed coupon, 🛡️65% European Barrier
P.A. RETURN
ISIN XS3267339623
NEXT POTENTIAL MATURITY DATE 04/01/2027

EXPAND CLOSE
BBVA 80-50 Memory Income Autocall March 2026 GBP
ISIN: XS3287534211
STRIKE DATE: 25/03/2026
INDICATIVE PRICE: 95.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.80% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,106.840010840.35
Eurostoxx 505,649.33006168.26
Nikkei 22553,749.620064425.95
S&P 5006,591.90007744.06

STRIKE DATE 25/03/2026
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: 1.9625% Quarterly (7.85% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3287534211
NEXT POTENTIAL MATURITY DATE 25/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 102.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE
CURRENCY EUR
CURRENT PRICE 102.64% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010840.35
Eurostoxx 5010,063.50006168.26
Nikkei 22553,372.530064425.95
S&P 5006,606.49007744.06

STRIKE DATE 19/03/2026
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: EUR: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 102.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.64% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010840.35
Eurostoxx 505,613.83006168.26
Nikkei 22553,372.530064425.95
S&P 5006,606.49007744.06

STRIKE DATE 19/03/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD Apr 2026
ISIN: XS3240131055
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 91.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 91.83% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,067.630014349.51
FTSE MIB47,785.460049397.55
Nikkei 22559,585.860064425.95
Russell 20002,785.37702767.269

STRIKE DATE 23/04/2026
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3240131055
NEXT POTENTIAL MATURITY DATE 23/04/2029

EXPAND CLOSE
BBVA Gold Mining Memory Income Autocall March 2026
ISIN: XS3287495561
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 89.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.54% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Agnico Eagle Mines Ltd183.4900187.56
Barrick Mining Corp38.030040.55
Newmont Corp99.0200115.79
Kinross Gold27.920023.85

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: EUR: 2.90% Quarterly (11.60% 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 XS3287495561
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall March 2026 USD
ISIN: DE000UN5BSZ4
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 96.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.13% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,369.530049397.55
Nasdaq 10024,002.450029935.59
Nikkei 22552,252.280064425.95
Eurostoxx 505,581.29006168.26

STRIKE DATE 24/03/2026
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: USD: 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 DE000UN5BSZ4
NEXT POTENTIAL MATURITY DATE 22/03/2027

EXPAND CLOSE
SociĂ©tĂ© GĂ©nĂ©rale Defence Early Low Hurdle Autocall USD Apr 2026 – Factsheet available upon request.
ISIN: XS3315970825
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 99.62%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 99.62% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.7500122.1
Leonardo SpA54.870048.145
Thyssenkrupp AG8.840013.935
Rheinmetall AG1,422.80001026

STRIKE DATE 23/04/2026
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: 9.00% Quarterly (36.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315970825
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3257804792
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 97.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.89% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,460.97108719.719
FTSE MIB43,823.240049397.55
Nikkei 22551,885.850064425.95
Russell 20002,414.00602767.269

STRIKE DATE 30/03/2026
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: 0.8692% Monthly (10.43% 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 XS3257804792
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Goldman Sachs Triple Index Reducing Autocall March 2026 USD
ISIN: XS3293165489
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32006168.26
FTSE 1009,894.150010840.35
S&P 5006,581.00007744.06

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 7.10% p.a.
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: 98.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.27% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22552,252.280064425.95
Russell 20002,505.44302767.269
S&P/ASX 2008,379.35108719.719
SMI12,515.940014349.51

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: 96.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.77% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,182.12803256.08
FTSE MIB48,869.430049397.55
Nikkei 22558,475.900064425.95
Russell 20002,776.90002767.269

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: 98.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.43% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220014349.51
Eurostoxx 505,982.63006168.26
Nikkei 22558,824.890064425.95
S&P 5007,109.14007744.06

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