INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Feb 2026
ISIN: XS3234674391
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014475.13
Eurostoxx 506,131.31006545.47
Nikkei 22556,825.700068308.59
S&P 5006,909.51007798.99

STRIKE DATE 20/02/2026
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234674391
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3239711883
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 95.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.59% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,157.96303281.461
FTSE MIB45,794.220053693.27
Nikkei 22557,467.830068308.59
Russell 20002,665.09003052.847

STRIKE DATE 19/02/2026
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: 3.50% Semi-Annually (7.00% 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 XS3239711883
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
Natixis World Indices 75-60 Memory Income Autocall Jan 2026 GBP 
ISIN: XS3138920262
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 97.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.72% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,892.08006545.47
Russell 20002,645.36103052.847
SMI13,169.960014475.13
Nikkei 22552,991.100068308.59

STRIKE DATE 20/01/2026
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: 1.971% Quarterly (7.884% 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 XS3138920262
NEXT POTENTIAL MATURITY DATE 20/01/2032

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall January 2026 USD
ISIN: XS3204515582
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,126.780010772.67
Eurostoxx 505,892.08006545.47
Nikkei 22552,991.100068308.59
Russell 20002,645.36103052.847

STRIKE DATE 20/01/2026
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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3204515582
NEXT POTENTIAL MATURITY DATE 20/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall January 2026 USD (XS3138918522)
ISIN: XS3138918522
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 97.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.03% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006545.47
Russell 20002,677.73803052.847
SMI13,413.590014475.13
Nikkei 22553,936.170068308.59

STRIKE DATE 16/01/2026
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: 1.975% 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 XS3138918522
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall January 2026 GBP (XS3211268472)
ISIN: XS3211268472
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 95.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.92% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006545.47
SMI13,413.590014475.13
Nikkei 22553,936.170068308.59
Russell 20002,677.73803052.847

STRIKE DATE 16/01/2026
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 7.30% p.a.
ISIN XS3211268472
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall January 2026 USD (DE000UN2P9J8)
ISIN: DE000UN2P9J8
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 96.16%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.16% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,940.01007798.99
SMI13,413.590014475.13
Nikkei 22553,936.170068308.59
FTSE MIB45,799.690053693.27

STRIKE DATE 16/01/2026
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: 1.75% Quarterly (7.00% 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 DE000UN2P9J8
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD January 26 IDAD (XS2851754700)
ISIN: XS2851754700
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 90.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.33% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares421.2900398.96
Ishares Silver Trust81.020058.16

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above the initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 4.25% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2851754700
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA US Stock Memory Income Defensive Autocall January 2026 USD (XS3234579723)
ISIN: XS3234579723
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 86.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.45% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900156.22
Apple Inc255.5300305.26
Intel46.9600104.56
Nvidia Corporation186.2300225.3

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
P.A. RETURN
ISIN XS3234579723
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall January 2026 USD (XS3095723196)
ISIN: XS3095723196
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 80.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 80.65% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900156.22
American Airlines Group15.370015.06
Intel46.9600104.56
Tesla Inc437.5000339.96

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3095723196
NEXT POTENTIAL MATURITY DATE 16/01/2029

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3138924090
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.33% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403281.461
FTSE MIB46,802.990053693.27
Nikkei 22557,650.540068308.59
Russell 20002,679.76903052.847

STRIKE DATE 10/02/2026
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: 3.50% Semi-annually (7.00% 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 XS3138924090
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Feb 2026
ISIN: XS3138924173
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.70% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403281.461
FTSE MIB46,802.990053693.27
Nikkei 22557,650.540068308.59
Russell 20002,679.76903052.847
Russell 20003052.847

STRIKE DATE 10/02/2026
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: 3.80% Semi-annually (7.60% 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 XS3138924173
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Feb 2026
ISIN: XS3234629502
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 93.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.55% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,889.22109188.494
FTSE MIB45,819.570053693.27
Nikkei 22553,818.040068308.59
Russell 20002,577.64603052.847

STRIKE DATE 05/02/2026
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 2.00%, semi-annually) Memory Income Rate: 3.85% Semi-Annual (7.70% 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 XS3234629502
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Feb 2026
ISIN: XS3239586459
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 94.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.70% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,798.40007798.99
FTSE MIB45,819.570053693.27
Nikkei 22553,818.040068308.59
Russell 20002,577.64603052.847

STRIKE DATE 05/02/2026
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: 3.85% Semi-Annually( 7.70% 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 XS3239586459
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Feb 2026
ISIN: XS3138922631
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 94.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.94% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006545.47
Russell 20002,646.69703052.847
Nikkei 22556,941.970068308.59

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922631
NEXT POTENTIAL MATURITY DATE 20/08/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Feb 2026
ISIN: XS3138922714
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 95.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.63% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006545.47
Russell 20002,646.69703052.847
Nikkei 22556,941.970068308.59

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922714
NEXT POTENTIAL MATURITY DATE 20/08/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Feb 2026 – Factsheet on request
ISIN: XS3257327760
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 94.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 94.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.1400156.22
Intel46.7900104.56
Tesla Inc417.4400339.96
Nvidia Corporation182.8100225.3

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3257327760
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BNP 620% Participation Capital Protected Growth Jan 26 ZAR
ISIN: ZAE000355509
STRIKE DATE: 13/01/2026
INDICATIVE PRICE: 91.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.68% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index300.3246306.1199

STRIKE DATE 13/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Coupon Rate: ZAR: 620% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000355509
NEXT POTENTIAL MATURITY DATE 13/01/2031

EXPAND CLOSE
Morgan Stanley Switch To Autocall January 2026 USD
ISIN: XS3242648411
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,939.890068308.59
S&P 5006,966.28007798.99
Eurostoxx 505,997.47006545.47
FTSE 10010,124.600010772.67

STRIKE DATE 09/01/2026
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: ZAR: 10.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3242648411
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE
BNP Paribas CSI 500 Autocall January 2026 ZAR
ISIN: ZAE000355541
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 91.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.36% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index8,056.68607968.381

STRIKE DATE 09/01/2026
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: ZAR: 18.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355541
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE