INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi 80-60 Memory Income Autocall March 2026 USD
ISIN: XS3159125478
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 95.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.87% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,781.48007408.3
FTSE MIB45,201.690051315.84
Nikkei 22554,248.390066422.6
Russell 20002,548.07802940.163

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰3.90% Semi-Annual Memory Coupon If Above 80%, 📈100% Autocall Trigger from 12 months, 🛡️60% European Barrier
P.A. RETURN
ISIN XS3159125478
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 100% Capital Protected Autocall Feb 2026 USD
ISIN: XS3138931467
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 96.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.54% (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
S&P 5006,878.88007408.3

STRIKE DATE 27/02/2026
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: 4.17% Semi-Annually (8.34% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3138931467
NEXT POTENTIAL MATURITY DATE 27/02/2029

EXPAND CLOSE
JP Morgan Triple Index Reducing Autocall
ISIN: XS3267919036
STRIKE DATE: 11/02/2026
INDICATIVE PRICE: 98.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.89% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,035.64007408.3
Eurostoxx 506,035.64006210.17
Nikkei 22557,650.540066422.6

STRIKE DATE 11/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 13.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267919036
NEXT POTENTIAL MATURITY DATE 11/02/2028

EXPAND CLOSE
Natixis 3 Year Annual Fixed Income Feb 2026
ISIN: XS3138931202
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 94.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.85% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB46,472.980051315.84
Russell 20002,663.78002940.163
Nikkei 22556,825.700066422.6
S&P/TSX 601,955.93802073.413

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.625% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3138931202
NEXT POTENTIAL MATURITY DATE 20/02/2029

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall February 2026 USD
ISIN: XS3256631469
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 96.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 96.23% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,732.730028454.81
Nikkei 22556,941.970066422.6
Eurostoxx 505,985.23006210.17

STRIKE DATE 13/02/2026
RETURN & BARRIERS
3.825% Semi-Annual Memory Coupon If Above 85%, 100% Autocall Trigger from 12 months, 65% European Barrier
P.A. RETURN
ISIN XS3256631469
NEXT POTENTIAL MATURITY DATE 20/02/2032

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 7 Feb 2026 GBP
ISIN: XS3138926467
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.61% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88008299.09
FTSE MIB46,802.990051315.84
S&P 5006,941.81007408.3

STRIKE DATE 10/02/2026
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: 4.435% Semi-Annually (8.87% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138926467
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 6 Feb 2026 USD
ISIN: XS3138926541
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 98.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.28% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014214.95
S&P/ASX 2008,867.35908838.994
Russell 20002,679.76902940.163
OMX Stockholm 303,136.54403167.097

STRIKE DATE 10/02/2026
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: 5.02% Semi-Annually (10.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138926541
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 5 Feb 2026 GBP
ISIN: XS3138926624
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 98.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.56% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB46,802.990051315.84
S&P/ASX 2008,867.35908838.994
Nasdaq 10025,127.640028454.81
IBEX 3518,122.100019267

STRIKE DATE 10/02/2026
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: 4.52% Semi-Annually (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926624
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 4 Feb 2026 USD
ISIN: XS3138926897
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 100.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.14% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,353.840010639.17
FTSE MIB46,802.990051315.84
S&P 5006,941.81007408.3

STRIKE DATE 10/02/2026
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: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926897
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 3 Feb 2026 USD
ISIN: XS3138926970
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.81% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014214.95
Eurostoxx 506,047.06006210.17
Nasdaq 10025,127.640028454.81

STRIKE DATE 10/02/2026
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: 5.21% Semi-Annually (10.42% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926970
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 2 Feb 2026 USD
ISIN: XS3138927192
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 98.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.57% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88008299.09
S&P/TSX 601,927.05502073.413
Russell 20002,679.76902940.163

STRIKE DATE 10/02/2026
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: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138927192
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 1 Feb 2026 EUR
ISIN: XS3138927275
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 98.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.17% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,047.06006210.17
Nikkei 22557,650.540066422.6
Russell 20002,679.76902940.163

STRIKE DATE 10/02/2026
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: 4.31% Semi-Annually (8.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138927275
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall March 2026 USD
ISIN: XS3282130791
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 84.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 84.24% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle155.1100120.04
Tesla Inc391.2000319.69
Nvidia Corporation180.2500208.76
Intel45.7700100.23

STRIKE DATE 13/03/2026
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 XS3282130791
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
BBVA US Stocks Monthly Fixed Income Defensive Autocall Feb 26 USD
ISIN: XS3250182162
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 93.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.53% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Thyssenkrupp AG10.555011.905
Advanced Micro Devices207.3200539.69
Intel46.7900100.23
Microsoft401.3200381.58

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.054167% Monthly (12.65% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3250182162
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall February 2026 USD
ISIN: XS3256746879
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 98.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.00% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014214.95
FTSE MIB47,209.890051315.84
Russell 20002,632.36102940.163
Nikkei 22558,850.270066422.6

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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3256746879
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3138930220
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 98.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.37% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403167.097
FTSE MIB45,201.690051315.84
Nikkei 22554,248.390066422.6
Russell 20002,548.07802940.163

STRIKE DATE 10/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138930220
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Mar 2026
ISIN: XS3138930493
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 98.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.42% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403167.097
FTSE MIB45,201.690051315.84
Nikkei 22554,248.390066422.6
Russell 20002,548.07802940.163

STRIKE DATE 10/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.75% Semi-annually (7.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138930493
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Mar 2026
ISIN: XS3260515195
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 92.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.10% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,940.31808838.994
FTSE MIB44,608.550051315.84
Nikkei 22555,278.060066422.6
Russell 20002,585.57302940.163

STRIKE DATE 05/03/2026
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 2.00%, semi-annually) Memory Income Rate: 3.90% Semi-Annual (7.80% 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 XS3260515195
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Raiffeisen 80-60 Memory Income Autocall USD Mar 2026
ISIN: CH1520262044
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 100.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Raiffeisen
TYPE Note
CURRENCY USD
CURRENT PRICE 100.34% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,608.550051315.84
Nikkei 22555,278.060066422.6
Russell 20002,585.57302940.163
S&P 5006,830.71007408.3

STRIKE DATE 05/03/2026
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: 3.90% Semi-Annually (7.80% 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 CH1520262044
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA US Stocks Memory Income Defensive Autocall February 2026 USD
ISIN: XS3250168500
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 81.62%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.62% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600120.04
Intel48.8100100.23
Nvidia Corporation185.6100208.76
Apple Inc270.0100321.66

STRIKE DATE 02/02/2026
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 XS3250168500
NEXT POTENTIAL MATURITY DATE 02/08/2026

EXPAND CLOSE