INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3255917141
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 95.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.23% (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: 1.85% Quarterly (7.40% 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 XS3255917141
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3250160515
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 94.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.52% (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: 1.88% Quarterly (7.52% 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 XS3250160515
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocal March 2026
ISIN: XS3138933596
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 98.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,782.89006545.47
Russell 20002,585.57303052.847
Nikkei 22555,278.060068308.59
SMI13,298.300014475.13

STRIKE DATE 05/03/2026
RETURN & BARRIERS
1.9375% Quarterly Memory Coupon If Above 75%, 100% Autocall Trigger from 12 months, 60% European Barrier
P.A. RETURN
ISIN XS3138933596
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Goldman Sachs SMI Participation SGD February 2026
ISIN: XS3292768564
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 97.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE 97.40% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014475.13

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: SGD: 16.75% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292768564
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Goldman Sachs SMI Participation HKD February 2026
ISIN: XS3292803577
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 97.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE 97.57% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014475.13

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: HKD: 54.25% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292803577
NEXT POTENTIAL MATURITY DATE 16/08/2027

EXPAND CLOSE
Marex US Tech Defensive Autocall USD
ISIN: XS3218883216
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 85.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 85.98% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com208.5600265.13
Tesla Inc409.3800339.96
Microsoft389.0000496.88
Meta Platform Inc639.3000594.97

STRIKE DATE 24/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218883216
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Santander Global Banks 50-50 Memory Income Autocall Feb 2026 USD
ISIN: XS3242380692
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 101.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 101.46% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.160039.86
Barclays454.0000519
Goldman Sachs905.14001042.63
Societe Generale66.700082.87

STRIKE DATE 13/02/2026
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: 4.3125% Quarterly (17.25% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3242380692
NEXT POTENTIAL MATURITY DATE 13/02/2027

EXPAND CLOSE
Santander Global Banks 50-45 Mem Income 1S Autocall Feb 2026 USD
ISIN: XS3242374612
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 100.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE 100.02% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Citi Group Inc110.8600138.73
UniCredit SpA71.330085.41
Deutsche Bank AG29.600033.14
ABN Amro Bank NV28.210041.5

STRIKE DATE 13/02/2026
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: 2.475% Quarterly (9.90% p.a.) Income Trigger: 50% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style) One Star Barrier: 100%
P.A. RETURN
ISIN XS3242374612
NEXT POTENTIAL MATURITY DATE 16/02/2027

EXPAND CLOSE
Soc Gen Memory Income Defensive Autocall February 2026 USD
ISIN: XS3282026114
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 91.12%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 91.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc417.4400339.96
Broadcom Inc325.1700417.82
Eli Lilly & Company1,040.00001209
Royal Caribbean Cruise319.6100309.88

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 5.00% Quarterly (20.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.95% p.a.
ISIN XS3282026114
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Mar 2026
ISIN: XS3138931970
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 97.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.05% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006545.47
Russell 20002,480.05103052.847
Nikkei 22553,819.610068308.59

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931970
NEXT POTENTIAL MATURITY DATE 21/09/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Mar 2026
ISIN: XS3138931897
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 97.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.70% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006545.47
Russell 20002,480.05103052.847
Nikkei 22553,819.610068308.59

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931897
NEXT POTENTIAL MATURITY DATE 21/09/2026

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 February 2026 USD
ISIN: XS3138931038
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 98.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.48% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,890.07007798.99
OMX Stockholm 303,190.86703281.461
CAC 408,519.21008650.56

STRIKE DATE 24/02/2026
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: 3.77% Semi-Annually () Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931038
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 2 February 2026 USD
ISIN: XS3138930907
STRIKE DATE: 24/02/2026
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
IBEX 3518,189.500020168.6
DAX24,986.250026299.74
CAC 408,519.21008650.56

STRIKE DATE 24/02/2026
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: 3.77% Semi-Annually (7.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138930907
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 February 2026 USD
ISIN: XS3138931111
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 100.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.29% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,190.86703281.461
CAC 408,519.21008650.56
SMI13,997.130014475.13
S&P 5006,890.07007798.99

STRIKE DATE 24/02/2026
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: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931111
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall February 2026 GBP
ISIN: XS3262922571
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 102.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.43% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,687.610030084.5
Eurostoxx 506,011.29006545.47
Nikkei 22557,639.840068308.59

STRIKE DATE 12/02/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3262922571
NEXT POTENTIAL MATURITY DATE 12/02/2027

EXPAND CLOSE
JP Morgan 6yr Triple Index Reducing Autocall Feb 2026
ISIN: XS3267920802
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 101.80%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.80% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,011.29006545.47
S&P 5006,832.76007798.99
FTSE 10010,402.440010772.67

STRIKE DATE 12/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 11.55% Annually 11.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267920802
NEXT POTENTIAL MATURITY DATE 14/02/2028

EXPAND CLOSE
Santander Global Banks Reducing Autocall February 2026 GBP
ISIN: XS3242404039
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 106.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.68% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays473.9500519
Goldman Sachs916.04001042.63
Societe Generale70.480082.87
Commerzbank AG33.320039.86

STRIKE DATE 17/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing to 75% then 50%) Coupon Rate: GBP: 22.85% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% of its initial level (European style)
P.A. RETURN
ISIN XS3242404039
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Citi 80-60 Memory Income Autocall March 2026 USD
ISIN: XS3159125478
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 98.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.88% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,781.48007798.99
FTSE MIB45,201.690053693.27
Nikkei 22554,248.390068308.59
Russell 20002,548.07803052.847

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: 97.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.66% (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
S&P 5006,878.88007798.99

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: 103.19%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.19% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,035.64007798.99
Eurostoxx 506,035.64006545.47
Nikkei 22557,650.540068308.59

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