INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi Annual Classic Autocall USD Apr 2026
ISIN: XS3287571338
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: 97.43%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.43% (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: 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 XS3287571338
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
Goldman Sachs Quad Index Annual Autocall ZAR March 2026
ISIN: ZAE000359196
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 106.80%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 106.80% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390064425.95
OMX Stockholm 303,023.59203256.08
Russell 20002,519.99402767.269
Eurostoxx 505,769.25006168.26

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 17.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000359196
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs South African Banks Autocall ZAR March 2026
ISIN: ZAE000358727
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 91.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,467.000021692
FirstRand Limited9,017.00008992
Nedbank Limited27,055.000028889

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 12.05% Semi-Annually (24.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000358727
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs World Indices Classic Autocall March 2026 USD
ISIN: XS3300189415
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: 107.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.26% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,751.150064425.95
Nasdaq 10024,655.340029935.59
Eurostoxx 505,739.01006168.26

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3300189415
NEXT POTENTIAL MATURITY DATE 16/03/2027

EXPAND CLOSE
Barclays World Indices Classic Autocall May 2026 USD
ISIN: XS3304930111
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 92.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.60% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007744.06
Eurostoxx 505,911.53006168.26
FTSE 10010,233.070010840.35
Nikkei 22562,713.650064425.95

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.10% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3304930111
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Morgan Stanley 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3302607000
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.28% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,414.00602767.269
Nikkei 22551,885.850064425.95
FTSE MIB43,823.240049397.55

STRIKE DATE 30/03/2026
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: 2.50% Quarterly (10.00% 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 XS3302607000
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Citi Triple Index Reducing Autocall March 2026 GBP
ISIN: XS3159485252
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,505.80006168.26
FTSE 1009,967.350010840.35
S&P 5006,368.85007744.06

STRIKE DATE 27/03/2026
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: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS3159485252
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.44% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800049397.55
Nikkei 22551,515.490064425.95
Russell 20002,494.22702767.269
Nasdaq 10024,188.590029935.59

STRIKE DATE 23/03/2026
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: 0.8925% Monthly (10.71% 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 XS3295326154
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
ISIN: XS3315920721
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation188.6300217.23
Tesla Inc348.9500362.44
Oracle138.0900134.47
Intel62.380095.37

STRIKE DATE 10/04/2026
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: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 32.00% p.a.
ISIN XS3315920721
NEXT POTENTIAL MATURITY DATE 12/10/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Digital Note March 2026 USD
ISIN: XS3293178540
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,317.690010840.35
S&P 5006,699.38007744.06
Eurostoxx 505,739.01006168.26

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3293178540
NEXT POTENTIAL MATURITY DATE 16/09/2027

EXPAND CLOSE
Natixis World Indices Memory Income Autocall March 2026 USD
ISIN: XS3267336017
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 97.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.87% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014349.51
Russell 20002,496.37402767.269
Nikkei 22551,063.720064425.95
Eurostoxx 505,569.73006168.26

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: 2.2025% Quarterly (8.81% 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 XS3267336017
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis 80-60 MEMORY INCOME DEFENSIVE AUTOCALL GBP APR 2026
ISIN: XS3267319435
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 101.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.09% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108719.719
FTSE MIB47,527.160049397.55
Nikkei 22556,502.770064425.95
Russell 20002,670.49202767.269

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 5.00% Semi-annually(10.00% 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 XS3267319435
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 6 March 2026 USD
ISIN: XS3267327537
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.38% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,018.71903256.08
SMI12,839.270014349.51
S&P/ASX 2008,617.09108719.719

STRIKE DATE 13/03/2026
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: 4.09% Semi-Annually (8.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327537
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD Apr 2026
ISIN: XS3267332610
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 101.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.07% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108719.719
FTSE MIB47,527.160049397.55
Nikkei 22556,502.770064425.95
Russell 20002,670.49202767.269

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually(10.50% 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 XS3267332610
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 4 March 2026 GBP
ISIN: XS3267327370
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.48% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,617.09108719.719
Eurostoxx 505,716.61006168.26
FTSE 10010,261.150010840.35
SMI12,839.270014349.51

STRIKE DATE 13/03/2026
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327370
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 March 2026 USD
ISIN: XS3267318031
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 104.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.35% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,316.920049397.55
Eurostoxx 505,716.61006168.26
S&P 5006,632.19007744.06
SMI12,839.270014349.51

STRIKE DATE 13/03/2026
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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267318031
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 EUR
ISIN: XS3267321761
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.16% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
SMI12,839.270014349.51
FTSE 10010,261.150010840.35

STRIKE DATE 13/03/2026
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 EUR: 3.46% Semi-Annually (6.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267321761
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 USD (XS3267317066)
ISIN: XS3267317066
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 102.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.49% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
SMI12,839.270014349.51
FTSE 10010,261.150010840.35

STRIKE DATE 13/03/2026
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 USD: 4.635% Semi-Annually (9.27% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267317066
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 GBP
ISIN: XS3267334152
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 102.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.28% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
SMI12,839.270014349.51
FTSE 10010,261.150010840.35

STRIKE DATE 13/03/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267334152
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3267321506
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 99.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.67% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,109.89703256.08
FTSE MIB47,609.360049397.55
Nikkei 22556,924.110064425.95
Russell 20002,630.58802767.269

STRIKE DATE 10/04/2026
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: 4.06% Semi-annually (8.12% 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 XS3267321506
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE