INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 60-60 Memory Income Autocall USD Apr 2026
ISIN: XS3267320011
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 99.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.37% (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: USD: 4.125% Semi-annually (8.25% 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 XS3267320011
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD APR 2026
ISIN: XS3295290533
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: 92.60%
STATUS: Live
FACTSHEET: DOWNLOAD

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 5006,824.66007744.06
FTSE MIB47,327.990049397.55
Nikkei 22555,895.320064425.95
Russell 20002,636.31002767.269

STRIKE DATE 09/04/2026
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: 4.35% Semi-Annually (8.70% 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 XS3295290533
NEXT POTENTIAL MATURITY DATE 09/04/2027

EXPAND CLOSE
Santander 50-50 Memory Income Autocall Mar 2026 USD
ISIN: XS3292005827
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 96.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.49% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc254.2300342
Microsoft399.4100539.44
Meta Platform Inc622.6600736.72
Alphabet Inc310.9200349.22

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 2.5625% Quarterly (10.25% 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 XS3292005827
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Apr 2026
ISIN: XS3287528916
STRIKE DATE: 06/04/2026
INDICATIVE PRICE: 96.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.39% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,790.3514349.51
FTSE MIB45,411.7949397.55
Nikkei 22553,413.680064425.95
Russell 20002,540.64302767.269

STRIKE DATE 06/04/2026
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3287528916
NEXT POTENTIAL MATURITY DATE 06/04/2029

EXPAND CLOSE
Marex Memory Income Reducing Autocall March 2026 USD
ISIN: XS3218917303
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 81.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 81.65% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft405.7600539.44
Mastercard514.7200616.32
Eli Lilly & Company1,001.35001251.61
Intuit Inc453.9500330.17

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰4.25% Quarterly Memory Coupon If Above 65%, 📈100% Autocall Trigger from 3 months Reducing 2% PQ, 🛡️55% European Barrier
P.A. RETURN
ISIN XS3218917303
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE
Natixis Developed Indices Bespoke 2 March 2026 EUR (XS3267316688)
ISIN: XS3267316688
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 97.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.78% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
OMX Stockholm 303,018.71903256.08
S&P/ASX 2008,617.09108719.719

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰2.62% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267316688
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 2 March 2026 GBP (XS3267322652)
ISIN: XS3267322652
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 99.18%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
OMX Stockholm 303,018.71903256.08
S&P/ASX 2008,617.09108719.719

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰3.57% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267322652
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 2 March 2026 USD (XS3267331307)
ISIN: XS3267331307
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 99.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.33% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
OMX Stockholm 303,018.71903256.08
S&P/ASX 2008,617.09108719.719

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰3.70% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267331307
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 USD
ISIN: XS3267326562
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 97.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.44% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24702138.906
Russell 20002,496.37402767.269
Nikkei 22551,063.720064425.95
FTSE MIB44,309.710049397.55

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: 2.1275% Quarterly (8.51% 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 XS3267326562
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 GBP
ISIN: XS3267321258
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 97.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.41% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24702138.906
Russell 20002,496.37402767.269
Nikkei 22551,063.720064425.95
FTSE MIB44,309.710049397.55

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: 2.075% Quarterly (8.30% 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 XS3267321258
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR Apr 2026
ISIN: XS3287522711
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,609.360049397.55
HSI25,893.540024062.72
S&P 5006,816.89007744.06

STRIKE DATE 09/04/2026
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: EUR: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3287522711
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Apr 2026
ISIN: XS3287517802
STRIKE DATE: 03/04/2026
INDICATIVE PRICE: 92.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.39% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,728.808719.719
FTSE MIB45,411.7949397.55
Nikkei 22553,413.680064425.95
Russell 20002,540.64302767.269

STRIKE DATE 03/04/2026
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: 4.40% Semi-Annual (8.80% 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 XS3287517802
NEXT POTENTIAL MATURITY DATE 05/04/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2026 USD 
ISIN: XS3287517984
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 96.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.01% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,459.540014349.51
FTSE 10010,063.500010840.35
Nikkei 22553,372.530064425.95
Dow Jones Industrial Average46,021.430052177.69

STRIKE DATE 19/03/2026
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: 2.25% Quarterly (9.00% 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 XS3287517984
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall March 2026 GBP
ISIN: XS3263015748
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 95.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.49% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,298.300014349.51
Eurostoxx 505,782.89006168.26
Nikkei 22555,278.060064425.95
Russell 20002,585.57302767.269

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: 1.825% Quarterly (7.30% 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 XS3263015748
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Apr 2026
ISIN: XS3281185481
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 100.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.88% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,411.790049397.55
Nikkei 22553,429.560064425.95
Russell 20002,544.94502767.269

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3281185481
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Mar 2026 USD
ISIN: XS3292010231
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 95.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.44% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays384.0500432.4
Commerzbank AG31.440037.7
UniCredit SpA61.530075.14
Goldman Sachs835.7200891.28

STRIKE DATE 24/03/2026
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: 3.75% Quarterly (15.00% 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 XS3292010231
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
BBVA 55-60 Defence Stocks Memory Income Autocall February 2026 USD
ISIN: XS3250170316
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 74.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 74.38% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001026
Thyssenkrupp AG10.545013.935
Leonardo SpA56.800048.145
Capgemini SE106.9500122.1

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: 96.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 16/10/2026 10:16 UK Time)

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

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: 96.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.46% (as at 16/10/2026 10:16 UK Time)

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

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: 85.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 85.31% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496302.1678

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