INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Bespoke 3 February 2026 GBP
ISIN: XS3250146365
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 90.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014394.77
FTSE MIB47,209.890052245.47
Nikkei 22558,850.270064214.48
CAC 408,580.75008286.4

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.5575% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250146365
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Bespoke 2 Feb GBP
ISIN: XS3250140673
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
DAX25,284.260026003.32
FTSE MIB47,209.890052245.47
Nikkei 22558,850.270064214.48
Russell 20002,632.36102968.271

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.00% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN 10.00% p.a.
ISIN XS3250140673
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2026
ISIN: XS3260442374
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 102.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.53% (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: USD: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442374
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall Bespoke 1 February GBP
ISIN: XS3260444156
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 91.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.43% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006382.59
FTSE 10010,910.550010831.52
Nikkei 22558,850.270064214.48
Russell 20002,632.36102968.271

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.50% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN
ISIN XS3260444156
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall February 2026 USD (DE000UN3ZPJ8)
ISIN: DE000UN3ZPJ8
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 91.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.27% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220052245.47
S&P 5006,861.89007747.71
Nikkei 22557,467.830064214.48
Eurostoxx 506,059.62006382.59

STRIKE DATE 19/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% 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 DE000UN3ZPJ8
NEXT POTENTIAL MATURITY DATE 19/08/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3263025895
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 97.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.16% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603278.19
FTSE MIB43,701.380052245.47
Nikkei 22553,372.530064214.48
Russell 20002,494.71002968.271

STRIKE DATE 19/03/2026
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: GBP: 3.55% Semi-Annually (7.10% 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 XS3263025895
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 GBP
ISIN: XS3263015151
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 101.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.65% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950084.64
Commerzbank AG31.660041.6
Morgan Stanley165.9500217.15
Deutsche Bank AG27.990035.55

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.4275% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015151
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 EUR
ISIN: XS3263015235
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 101.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.54% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950084.64
Commerzbank AG31.660041.6
Morgan Stanley165.9500217.15
Deutsche Bank AG27.990035.55

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.155% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015235
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
BBVA Memory Income Defensive Autocall Bespoke February 2026 USD
ISIN: XS3260439404
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.0800154.04
Amazon.com210.1100258.9
Apple Inc264.5800328.21
Advanced Micro Devices200.1500456.16

STRIKE DATE 20/02/2026
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 20.00% p.a.
ISIN XS3260439404
NEXT POTENTIAL MATURITY DATE 20/08/2026

EXPAND CLOSE
BBVA Memory Knock Out Low Hurdle Autocall March 2026 GBP
ISIN: XS3260434942
STRIKE DATE: 09/03/2026
INDICATIVE PRICE: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,000.090014394.77
FTSE 10044,024.960010831.52
Nikkei 22552,728.720064214.48
Nasdaq 10024,967.250029482.32

STRIKE DATE 09/03/2026
RETURN & BARRIERS
2.50% Quarterly Snowballing Coupon if Autocalled, 100% Memory Knockout Trigger from 12 Months, 80% Autocall trigger at final observation, 60% Final Level Barrier
P.A. RETURN
ISIN XS3260434942
NEXT POTENTIAL MATURITY DATE 09/03/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3138927861
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 96.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.43% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014394.77
Russell 20002,646.58502968.271
Nikkei 22556,566.490064214.48
Eurostoxx 506,021.85006382.59

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: 1.92% 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 XS3138927861
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3138927788
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 96.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.64% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014394.77
Russell 20002,646.58502968.271
Nikkei 22556,566.490064214.48
Eurostoxx 506,021.85006382.59

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: 2.094% Quarterly (8.376% 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 XS3138927788
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3255917141
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 95.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.29% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014394.77
Russell 20002,646.58502968.271
Nikkei 22556,566.490064214.48
Eurostoxx 506,021.85006382.59

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: 92.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.90% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014394.77
Russell 20002,646.58502968.271
Nikkei 22556,566.490064214.48
Eurostoxx 506,021.85006382.59

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: 98.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.63% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,782.89006382.59
Russell 20002,585.57302968.271
Nikkei 22555,278.060064214.48
SMI13,298.300014394.77

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: 97.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE 97.42% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014394.77

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: 97.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE 97.65% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014394.77

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: 92.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 92.28% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com208.5600258.9
Tesla Inc409.3800376.365
Microsoft389.0000510.12
Meta Platform Inc639.3000610.68

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 24/11/2026

EXPAND CLOSE
Santander Global Banks 50-50 Memory Income Autocall Feb 2026 USD
ISIN: XS3242380692
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 97.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.70% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.160041.6
Barclays454.0000493.4
Goldman Sachs905.14001037.93
Societe Generale66.700074.38

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: 98.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE 98.47% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Citi Group Inc110.8600138.14
UniCredit SpA71.330084.64
Deutsche Bank AG29.600035.55
ABN Amro Bank NV28.210042.87

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: 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