INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sach 100% Capital Protected Autcocall USD March 2026
ISIN: XS3203172823
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 96.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 96.17% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680013905.82
FTSE MIB43,189.800051543.45
Nikkei 22551,515.490065513.99
Russell 20002,494.22702835.574

STRIKE DATE 23/03/2026
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3203172823
NEXT POTENTIAL MATURITY DATE 23/03/2029

EXPAND CLOSE
Société Générale Defense Early Low Hurdle Autocall USD March 2026 – Factsheet Available Upon Request
ISIN: XS3282197196
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 86.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 86.42% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.2400103.75
Leonardo SpA59.200049.31
Thyssenkrupp AG7.892014.67
Rheinmetall AG1,483.0000990

STRIKE DATE 23/03/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.75% Quarterly (35.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3282197196
NEXT POTENTIAL MATURITY DATE 23/12/2026

EXPAND CLOSE
BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
ISIN: XS3250157214
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 97.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.85% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013905.82
FTSE MIB46,472.980051543.45
Nikkei 22556,825.700065513.99
Nasdaq 10025,012.620030478.86

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250157214
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Feb 2026 USD
ISIN: XS3242372830
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABN Amro Bank NV29.050042.88
UniCredit SpA74.660082.18
Citi Group Inc116.2700132.1
Deutsche Bank AG31.000030.93

STRIKE DATE 20/02/2026
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: 2.89% Quarterly (11.56% 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 XS3242372830
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall March 2026 USD
ISIN: XS3138934487
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 97.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.23% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702096.898
Russell 20002,585.57302835.574
Nikkei 22555,278.060065513.99
FTSE MIB44,608.550051543.45

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: USD: 2.00% Quarterly (8.00% 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 XS3138934487
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall March 2026 GBP
ISIN: XS3138935021
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 97.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.45% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702096.898
Russell 20002,585.57302835.574
Nikkei 22555,278.060065513.99
FTSE MIB44,608.550051543.45

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: 1.875% Quarterly (7.50% 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 XS3138935021
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall Bespoke 2 February 2026 GBP
ISIN: XS3260444230
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 88.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.57% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,360.800019573.4
Nasdaq 10024,960.040030478.86
KOSPI 200933.34001126.12
HSCEI8,859.49008266.01

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰5.50% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), 🛡️50% European Barrier
P.A. RETURN
ISIN XS3260444230
NEXT POTENTIAL MATURITY DATE 02/03/2027

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall Bespoke 1 February 2026 GBP
ISIN: XS3250133033
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 89.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.73% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,209.890051543.45
CAC 408,580.75008081.43
KOSPI 200933.34001126.12
OMX Stockholm 303,222.75303271.255

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.55% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), 🛡️50% European Barrier
P.A. RETURN
ISIN XS3250133033
NEXT POTENTIAL MATURITY DATE 02/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2026
ISIN: XS3260442291
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 101.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.93% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990013905.82
Eurostoxx 505,501.28006272.5
Nikkei 22553,372.530065513.99
S&P 5006,506.48007704.13

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: GBP: 5.95% Semi-Annually (11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442291
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke 4 February 2026 GBP
ISIN: XS3250156752
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
SMI14,014.300013905.82
Eurostoxx 506,138.41006272.5
Nikkei 22558,850.270065513.99
S&P 5006,878.88007704.13

STRIKE DATE 27/02/2026
RETURN & BARRIERS
💰4.70% Semi-annual snowballing coupon if autocalled, 📈100% Autocall Trigger from 6 Months, 🛡️50% European Barrier
P.A. RETURN 9.40% p.a.
ISIN XS3250156752
NEXT POTENTIAL MATURITY DATE 27/08/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke 3 February 2026 GBP
ISIN: XS3250146365
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 91.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.78% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300013905.82
FTSE MIB47,209.890051543.45
Nikkei 22558,850.270065513.99
CAC 408,580.75008081.43

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
DAX25,284.260025266.53
FTSE MIB47,209.890051543.45
Nikkei 22558,850.270065513.99
Russell 20002,632.36102835.574

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: 102.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.92% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990013905.82
Eurostoxx 505,501.28006272.5
Nikkei 22553,372.530065513.99
S&P 5006,506.48007704.13

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: 93.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.31% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006272.5
FTSE 10010,910.550010679.99
Nikkei 22558,850.270065513.99
Russell 20002,632.36102835.574

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: 93.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.57% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220051543.45
S&P 5006,861.89007704.13
Nikkei 22557,467.830065513.99
Eurostoxx 506,059.62006272.5

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: 97.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.75% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603271.255
FTSE MIB43,701.380051543.45
Nikkei 22553,372.530065513.99
Russell 20002,494.71002835.574

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: 99.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.52% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950082.18
Commerzbank AG31.660041.07
Morgan Stanley165.9500196.32
Deutsche Bank AG27.990030.93

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: 99.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.63% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950082.18
Commerzbank AG31.660041.07
Morgan Stanley165.9500196.32
Deutsche Bank AG27.990030.93

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
Oracle148.0800139.54
Amazon.com210.1100249.38
Apple Inc264.5800335.92
Advanced Micro Devices200.1500629.26

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: 100.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.52% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,000.090013905.82
FTSE 10044,024.960010679.99
Nikkei 22552,728.720065513.99
Nasdaq 10024,967.250030478.86

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