INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Geared Put Classic Autocall Bespoke 1 Feb 2026 EUR
ISIN: XS3138927275
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 100.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.84% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,047.06006382.59
Nikkei 22557,650.540064214.48
Russell 20002,679.76902968.271

STRIKE DATE 10/02/2026
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: EUR: 4.31% Semi-Annually (8.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138927275
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall March 2026 USD
ISIN: XS3282130791
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 109.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 109.18% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle155.1100154.04
Tesla Inc391.2000376.365
Nvidia Corporation180.2500228.45
Intel45.770091.67

STRIKE DATE 13/03/2026
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: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3282130791
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
BBVA US Stocks Monthly Fixed Income Defensive Autocall Feb 26 USD
ISIN: XS3250182162
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Thyssenkrupp AG10.555014.28
Advanced Micro Devices207.3200456.16
Intel46.790091.67
Microsoft401.3200510.12

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.054167% Monthly (12.65% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.65% p.a.
ISIN XS3250182162
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall February 2026 USD
ISIN: XS3256746879
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 101.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.70% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014394.77
FTSE MIB47,209.890052245.47
Russell 20002,632.36102968.271
Nikkei 22558,850.270064214.48

STRIKE DATE 27/02/2026
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3256746879
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3138930220
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 100.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.37% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403278.19
FTSE MIB45,201.690052245.47
Nikkei 22554,248.390064214.48
Russell 20002,548.07802968.271

STRIKE DATE 10/03/2026
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: 3.55% Semi-annually (7.10% 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 XS3138930220
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Mar 2026
ISIN: XS3138930493
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 100.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.51% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403278.19
FTSE MIB45,201.690052245.47
Nikkei 22554,248.390064214.48
Russell 20002,548.07802968.271

STRIKE DATE 10/03/2026
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: 3.75% Semi-annually (7.50% 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 XS3138930493
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Mar 2026
ISIN: XS3260515195
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 96.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.15% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,940.31809020.093
FTSE MIB44,608.550052245.47
Nikkei 22555,278.060064214.48
Russell 20002,585.57302968.271

STRIKE DATE 05/03/2026
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: 3.90% Semi-Annual (7.80% 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 XS3260515195
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Raiffeisen 80-60 Memory Income Autocall USD Mar 2026
ISIN: CH1520262044
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 102.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Raiffeisen
TYPE Note
CURRENCY USD
CURRENT PRICE 102.04% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,608.550052245.47
Nikkei 22555,278.060064214.48
Russell 20002,585.57302968.271
S&P 5006,830.71007747.71

STRIKE DATE 05/03/2026
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: USD: 3.90% Semi-Annually (7.80% 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 CH1520262044
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA US Stocks Memory Income Defensive Autocall February 2026 USD
ISIN: XS3250168500
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 95.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.54% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600154.04
Intel48.810091.67
Nvidia Corporation185.6100228.45
Apple Inc270.0100328.21

STRIKE DATE 02/02/2026
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
ISIN XS3250168500
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall February 2026 USD
ISIN: XS3250168336
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 91.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.56% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600154.04
Intel48.810091.67
Tesla Inc421.8100376.365
Apple Inc270.0100328.21

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.0833% Monthly (12.99% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3250168336
NEXT POTENTIAL MATURITY DATE 02/10/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall February 2026 USD
ISIN: XS3250132571
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 82.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 82.30% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600154.04
Netflix82.760082.67
Nvidia Corporation185.6100228.45
Meta Platform Inc706.4100610.68

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 4.05% Quarterly (16.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3250132571
NEXT POTENTIAL MATURITY DATE 02/11/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall February 2026
ISIN: XS3234579996
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 90.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.56% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.560041.6
Barclays499.5500493.4
Goldman Sachs946.33001037.93
Societe Generale75.680074.38

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.50% Quarterly (14.00% 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 XS3234579996
NEXT POTENTIAL MATURITY DATE 02/02/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jan 2026 USD
ISIN: XS3234659160
STRIKE DATE: 30/01/2026
INDICATIVE PRICE: 95.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.25% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260014394.77
Eurostoxx 505,947.81006382.59
Nikkei 22553,322.850064214.48
Russell 20002613.7432968.271

STRIKE DATE 30/01/2026
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: 1.90% Quarterly (7.60% 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 XS3234659160
NEXT POTENTIAL MATURITY DATE 30/01/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jan 2026 GBP
ISIN: XS3234659327
STRIKE DATE: 30/01/2026
INDICATIVE PRICE: 95.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.08% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260014394.77
Eurostoxx 505,947.81006382.59
Nikkei 22553,322.850064214.48
Russell 20002,613.74302968.271

STRIKE DATE 30/01/2026
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: 1.80% Quarterly (7.20% 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 XS3234659327
NEXT POTENTIAL MATURITY DATE 30/01/2027

EXPAND CLOSE
Santander Pharma 55-55 Memory Income Autocall Jan 2026 USD (XS3242392358)
ISIN: XS3242392358
STRIKE DATE: 29/01/2026
INDICATIVE PRICE: 102.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 102.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie220.4300260.21
Bristol-Myers Squibb Co54.280068.09
Moderna Inc46.8600148.87
Pfizer26.100028.81

STRIKE DATE 29/01/2026
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: 4.75% Quarterly (19.00% 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 XS3242392358
NEXT POTENTIAL MATURITY DATE 29/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR MAR 2026
ISIN: XS3250143180
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 95.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.28% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460052245.47
HSI25,768.080025213.31
S&P 5006,816.63007747.71

STRIKE DATE 03/03/2026
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: EUR: 3.50% Semi-Annual (7.00% 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 XS3250143180
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Mar 2026
ISIN: XS3247132981
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 101.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.19% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460052245.47
Nikkei 22556,279.050064214.48
Russell 20002,608.35702968.271

STRIKE DATE 03/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 97.50% 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 XS3247132981
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 6 January 2026 USD
ISIN: XS2984879937
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 98.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.73% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702968.271
Nasdaq 10025,939.740029482.32
SMI13,216.230014394.77
Nikkei 22553,333.540064214.48

STRIKE DATE 27/01/2026
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: 6.05% Semi-Annually (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984879937
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 2 January 2026 USD
ISIN: XS3234636895
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 93.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.32% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440052245.47
IBEX 3517,804.100020000.2
HSCEI9,244.88008385.24
S&P 5006,978.60007747.71

STRIKE DATE 27/01/2026
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: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636895
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 4 January 2026 USD
ISIN: XS2912081424
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 92.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 92.93% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680086.36
IBEX 3517,804.100020000.2
FTSE MIB45,440.440052245.47
Nikkei 22553,333.540064214.48

STRIKE DATE 27/01/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2912081424
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE