INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 1 Year Digital Note April 2026 USD
ISIN: XS3317191610
STRIKE DATE: 16/04/2026
INDICATIVE PRICE: 99.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.33% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,589.990010782.66
Russell 20002,719.60202729.887
Eurostoxx 505,933.28006231.54
Nikkei 22559,518.340061077.9

STRIKE DATE 16/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Digital Digital Coupon Trigger: 75% of initial level Coupon Rate: GBP: 8.00% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317191610
NEXT POTENTIAL MATURITY DATE 16/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 2 April 2026 USD
ISIN: XS3317112681
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 90.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,907.410050505.87
FTSE 10010,457.010010782.66
Nikkei 22559,140.230061077.9
Russell 20002,775.09602729.887

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.87% Quarterly (11.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112681
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 1 April 2026 USD
ISIN: XS3317112418
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 89.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.92% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,894.73006231.54
FTSE 10010,457.010010782.66
Nikkei 22559,140.230061077.9
S&P 5007,108.40007353.73

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.23% Quarterly (8.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112418
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 3 April 2026 USD
ISIN: XS3317112509
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 91.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.32% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,248.060014967.73
CAC 408,227.32008205.37
OMX Stockholm 303,131.35203301.091
Russell 20002,775.09602729.887

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.12% Quarterly (8.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3317112509
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
Citi 90-65 Memory Income Autocall April 2026 USD
ISIN: XS3164114442
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 91.08%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 91.08% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,905.02006231.54
Nikkei 22556,502.770061077.9
Russell 20002,670.49202729.887
Nasdaq 10025,383.720026629.81

STRIKE DATE 14/04/2026
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: 0.7875% Monthly (9.45% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3164114442
NEXT POTENTIAL MATURITY DATE 14/04/2032

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP May 2026
ISIN: XS3267325838
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 95.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.02% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603301.091
FTSE MIB49,289.540050505.87
Nikkei 22562,713.650061077.9
Russell 20002,861.20902729.887

STRIKE DATE 08/05/2026
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: 3.65% Semi-annually (7.30% 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 XS3267325838
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD May 2026
ISIN: XS3267330168
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 96.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.11% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603301.091
FTSE MIB49,289.540050505.87
Nikkei 22562,713.650061077.9
Russell 20002,861.20902729.887

STRIKE DATE 08/05/2026
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: 4.05% Semi-annually (8.10% 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 XS3267330168
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD May 2026
ISIN: XS3328338556
STRIKE DATE: 14/05/2026
INDICATIVE PRICE: 90.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.65% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,501.24007353.73
FTSE MIB50,050.270050505.87
Nikkei 22562,654.050061077.9
Russell 20002,863.08602729.887

STRIKE DATE 14/05/2026
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: 4.25% Semi-Annually (8.50% 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 XS3328338556
NEXT POTENTIAL MATURITY DATE 14/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall April 2026 USD
ISIN: XS3291994286
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 89.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 89.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,785.37702729.887
Eurostoxx 505,906.22006231.54
SMI13,067.630014967.73
Nikkei 22559,585.860061077.9

STRIKE DATE 23/04/2026
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: 2.25% Quarterly(9.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3291994286
NEXT POTENTIAL MATURITY DATE 23/04/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall May 2026 USD
ISIN: XS3267316175
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 95.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,965.07402118.223
Russell 20002,839.62602729.887
Nikkei 22562,833.840061077.9
Eurostoxx 505,972.65006231.54

STRIKE DATE 07/05/2026
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: 2.3125% Quarterly (9.25% 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 XS3267316175
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3267325325
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 94.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,965.07402118.223
Russell 20002,839.62602729.887
Nikkei 22562,833.840061077.9
Eurostoxx 505,972.65006231.54

STRIKE DATE 07/05/2026
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: 2.075% Quarterly (8.30% 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 XS3267325325
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3305517040
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 92.34%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.34% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014967.73
Eurostoxx 505,972.65006231.54
Nikkei 22562,833.840061077.9
Russell 20002,839.62602729.887

STRIKE DATE 07/05/2026
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: 2.05% Quarterly (8.20% 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 XS3305517040
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall May 2026 USD (XS3292040147)
ISIN: XS3292040147
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 88.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 88.56% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,839.62602729.887
Eurostoxx 505,972.65006231.54
SMI13,135.430014967.73
Nikkei 22562,833.840061077.9

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.0375% Quarterly (8.15% 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 XS3292040147
NEXT POTENTIAL MATURITY DATE 14/05/2032

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD May 2026
ISIN: XS3317180928
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 89.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.51% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,680.45409065.067
FTSE MIB48,557.500050505.87
Nikkei 22559,513.120061077.9
Russell 20002,845.00402729.887

STRIKE DATE 05/05/2026
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%, semi-annually) Memory Income Rate: 4.45% Semi-Annual (8.90% 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 XS3317180928
NEXT POTENTIAL MATURITY DATE 06/05/2027

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall March 2026 USD
ISIN: XS3295227253
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 100.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,570.260014967.73
FTSE MIB43,379.100050505.87
Russell 20002,449.69502729.887
Nikkei 22553,373.070061077.9

STRIKE DATE 27/03/2026
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3295227253
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Apr 2026
ISIN: XS3267326992
STRIKE DATE: 27/04/2026
INDICATIVE PRICE: 100.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,860.32006231.54
Russell 20002,788.18902729.887
Nikkei 22560,537.360061077.9
OMX Stockholm 303,079.75503301.091

STRIKE DATE 27/04/2026
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267326992
NEXT POTENTIAL MATURITY DATE 27/04/2027

EXPAND CLOSE
Barclays 75-60 Annual Memory Income Autocall Apr 2026 USD
ISIN: XS3305390547
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.33% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,926.11006231.54
SMI13,183.280014967.73
Russell 20002,630.58802729.887
Nikkei 22556,924.110061077.9

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 10.00% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305390547
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Natixis 3 Year Quad Index Fixed Income March 2026 USD
ISIN: XS3267339623
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 96.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,967.350010782.66
Eurostoxx 505,505.80006231.54
Russell 20002,449.69502729.887
Nikkei 22553,373.070061077.9

STRIKE DATE 27/03/2026
RETURN & BARRIERS
💰2.00% Quarterly Fixed coupon, 🛡️65% European Barrier
P.A. RETURN
ISIN XS3267339623
NEXT POTENTIAL MATURITY DATE 04/01/2027

EXPAND CLOSE
BBVA 80-50 Memory Income Autocall March 2026 GBP
ISIN: XS3287534211
STRIKE DATE: 25/03/2026
INDICATIVE PRICE: 93.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.06% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,106.840010782.66
Eurostoxx 505,649.33006231.54
Nikkei 22553,749.620061077.9
S&P 5006,591.90007353.73

STRIKE DATE 25/03/2026
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: 1.9625% Quarterly (7.85% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3287534211
NEXT POTENTIAL MATURITY DATE 25/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 100.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE
CURRENCY EUR
CURRENT PRICE 100.19% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010782.66
Eurostoxx 5010,063.50006231.54
Nikkei 22553,372.530061077.9
S&P 5006,606.49007353.73

STRIKE DATE 19/03/2026
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: EUR: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE