INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 55-60 Defence Stocks Memory Income Autocall February 2026 USD
ISIN: XS3250170316
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 71.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 71.44% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001070.2
Thyssenkrupp AG10.545014.28
Leonardo SpA56.800050.64
Capgemini SE106.9500110

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 27/11/2026

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 USD
ISIN: XS3281167406
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 96.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.72% (as at 04/09/2026 10:16 UK Time)

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

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: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.66% (as at 04/09/2026 10:16 UK Time)

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

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: 87.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 87.65% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496305.3123

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: 102.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 102.36% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,832.54202154.046
FTSE MIB42,840.900052245.47
Nikkei 22553,372.530064214.48
Nasdaq 10023,898.150029482.32

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: 106.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,565.93006382.59
Russell 20002,493.32102968.271
Nikkei 22553,603.650064214.48
OMX Stockholm 302,889.81303278.19

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: 96.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.51% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,830.71007747.71
Eurostoxx 505,782.89006382.59
SMI13,298.300014394.77

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: 96.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 96.14% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,816.63007747.71
FTSE 10010,484.130010831.52
FTSE MIB44,468.460052245.47
Nikkei 22556,279.050064214.48

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: 97.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 97.15% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,720.080029482.32
SMI13,404.930014394.77
FTSE MIB44,468.460052245.47
Nikkei 22556,279.050064214.48

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: 99.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.40% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006382.59
Nikkei 22558,850.270064214.48
OMX Stockholm 303,222.75303278.19
Russell 20002,632.36102968.271

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: 97.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.79% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680014394.77
FTSE MIB43,189.800052245.47
Nikkei 22551,515.490064214.48
Russell 20002,494.22702968.271

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: 90.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 90.91% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.2400110
Leonardo SpA59.200050.64
Thyssenkrupp AG7.892014.28
Rheinmetall AG1,483.00001070.2

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
BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
ISIN: XS3250157214
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 98.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.09% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014394.77
FTSE MIB46,472.980052245.47
Nikkei 22556,825.700064214.48
Nasdaq 10025,012.620029482.32

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 NV29.050042.87
UniCredit SpA74.660084.64
Citi Group Inc116.2700138.14
Deutsche Bank AG31.000035.55

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: 99.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.39% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702154.046
Russell 20002,585.57302968.271
Nikkei 22555,278.060064214.48
FTSE MIB44,608.550052245.47

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: 99.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.18% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702154.046
Russell 20002,585.57302968.271
Nikkei 22555,278.060064214.48
FTSE MIB44,608.550052245.47

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: 89.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.18% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,360.800020000.2
Nasdaq 10024,960.040029482.32
KOSPI 200933.34001032.82
HSCEI8,859.49008385.24

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 02/03/2027

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall Bespoke 1 February 2026 GBP
ISIN: XS3250133033
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 88.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.77% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,209.890052245.47
CAC 408,580.75008286.4
KOSPI 200933.34001032.82
OMX Stockholm 303,222.75303278.19

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 02/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2026
ISIN: XS3260442291
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 101.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.45% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014394.77
Eurostoxx 505,501.28006382.59
Nikkei 22553,372.530064214.48
S&P 5006,506.48007747.71

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014394.77
Eurostoxx 506,138.41006382.59
Nikkei 22558,850.270064214.48
S&P 5006,878.88007747.71

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 9.40% p.a.
ISIN XS3250156752
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE