INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit 70-60 Memory Income Autocall February 2026 USD (DE000UN3ZPJ8)
ISIN: DE000UN3ZPJ8
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 93.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220049397.55
S&P 5006,861.89007744.06
Nikkei 22557,467.830064425.95
Eurostoxx 506,059.62006168.26

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: 95.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.97% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603256.08
FTSE MIB43,701.380049397.55
Nikkei 22553,372.530064425.95
Russell 20002,494.71002767.269

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: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950075.14
Commerzbank AG31.660037.7
Morgan Stanley165.9500182.1
Deutsche Bank AG27.990029.12

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: 99.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.81% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950075.14
Commerzbank AG31.660037.7
Morgan Stanley165.9500182.1
Deutsche Bank AG27.990029.12

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
Oracle148.0800134.47
Amazon.com210.1100254.76
Apple Inc264.5800342
Advanced Micro Devices200.1500562.23

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: 101.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.15% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,000.090014349.51
FTSE 10044,024.960010840.35
Nikkei 22552,728.720064425.95
Nasdaq 10024,967.250029935.59

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
Natixis 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3138927861
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 96.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.60% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014349.51
Russell 20002,646.58502767.269
Nikkei 22556,566.490064425.95
Eurostoxx 506,021.85006168.26

STRIKE DATE 17/02/2026
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: 1.92% Quarterly (7.68% 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 XS3138927861
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3138927788
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 96.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.72% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014349.51
Russell 20002,646.58502767.269
Nikkei 22556,566.490064425.95
Eurostoxx 506,021.85006168.26

STRIKE DATE 17/02/2026
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: 2.094% Quarterly (8.376% 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 XS3138927788
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3255917141
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 95.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014349.51
Russell 20002,646.58502767.269
Nikkei 22556,566.490064425.95
Eurostoxx 506,021.85006168.26

STRIKE DATE 17/02/2026
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: 1.85% Quarterly (7.40% 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 XS3255917141
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3250160515
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 92.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.75% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014349.51
Russell 20002,646.58502767.269
Nikkei 22556,566.490064425.95
Eurostoxx 506,021.85006168.26

STRIKE DATE 17/02/2026
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: 1.88% Quarterly (7.52% 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 XS3250160515
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocal March 2026
ISIN: XS3138933596
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 96.15%
STATUS: Live
FACTSHEET: DOWNLOAD

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

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

STRIKE DATE 05/03/2026
RETURN & BARRIERS
1.9375% Quarterly Memory Coupon If Above 75%, 100% Autocall Trigger from 12 months, 60% European Barrier
P.A. RETURN
ISIN XS3138933596
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Goldman Sachs SMI Participation SGD February 2026
ISIN: XS3292768564
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 97.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE 97.36% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014349.51

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: SGD: 16.75% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292768564
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Goldman Sachs SMI Participation HKD February 2026
ISIN: XS3292803577
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 97.80%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE 97.80% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014349.51

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: HKD: 54.25% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292803577
NEXT POTENTIAL MATURITY DATE 16/08/2027

EXPAND CLOSE
Marex US Tech Defensive Autocall USD
ISIN: XS3218883216
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 101.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 101.46% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com208.5600254.76
Tesla Inc409.3800362.44
Microsoft389.0000539.44
Meta Platform Inc639.3000736.72

STRIKE DATE 24/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218883216
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
Santander Global Banks 50-50 Memory Income Autocall Feb 2026 USD
ISIN: XS3242380692
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 97.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.160037.7
Barclays454.0000432.4
Goldman Sachs905.1400891.28
Societe Generale66.700064.6

STRIKE DATE 13/02/2026
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: 4.3125% Quarterly (17.25% 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 XS3242380692
NEXT POTENTIAL MATURITY DATE 13/02/2027

EXPAND CLOSE
Santander Global Banks 50-45 Mem Income 1S Autocall Feb 2026 USD
ISIN: XS3242374612
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 97.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE 97.70% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Citi Group Inc110.8600123.21
UniCredit SpA71.330075.14
Deutsche Bank AG29.600029.12
ABN Amro Bank NV28.210040.23

STRIKE DATE 13/02/2026
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: 2.475% Quarterly (9.90% p.a.) Income Trigger: 50% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style) One Star Barrier: 100%
P.A. RETURN
ISIN XS3242374612
NEXT POTENTIAL MATURITY DATE 16/02/2027

EXPAND CLOSE
Soc Gen Memory Income Defensive Autocall February 2026 USD
ISIN: XS3282026114
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc417.4400362.44
Broadcom Inc325.1700344.33
Eli Lilly & Company1,040.00001251.61
Royal Caribbean Cruise319.6100280.01

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 5.00% Quarterly (20.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.95% p.a.
ISIN XS3282026114
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Mar 2026
ISIN: XS3138931970
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 93.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.72% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
Russell 20002,480.05102767.269
Nikkei 22553,819.610064425.95

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931970
NEXT POTENTIAL MATURITY DATE 21/12/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Mar 2026
ISIN: XS3138931897
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 94.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.06% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006168.26
Russell 20002,480.05102767.269
Nikkei 22553,819.610064425.95

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931897
NEXT POTENTIAL MATURITY DATE 21/12/2026

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 February 2026 USD
ISIN: XS3138931038
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 93.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.71% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,890.07007744.06
OMX Stockholm 303,190.86703256.08
CAC 408,519.21007934.7

STRIKE DATE 24/02/2026
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: 3.77% Semi-Annually () Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931038
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE