INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 60-50 Memory Income Reducing Autocall February 2026 USD
ISIN: XS3250132571
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 81.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.90% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600139.54
Netflix82.760071.72
Nvidia Corporation185.6100224.58
Meta Platform Inc706.4100777.59

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: 89.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.82% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.560041.07
Barclays499.5500456.6
Goldman Sachs946.3300923.29
Societe Generale75.680069.87

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: 95.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.08% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260013905.82
Eurostoxx 505,947.81006272.5
Nikkei 22553,322.850065513.99
Russell 20002613.7432835.574

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: 95.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.07% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260013905.82
Eurostoxx 505,947.81006272.5
Nikkei 22553,322.850065513.99
Russell 20002,613.74302835.574

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: 102.92%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie220.4300265.12
Bristol-Myers Squibb Co54.280061.5
Moderna Inc46.8600194.82
Pfizer26.100028.41

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: 90.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.14% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460051543.45
HSI25,768.080024761.13
S&P 5006,816.63007704.13

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: 103.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.11% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460051543.45
Nikkei 22556,279.050065513.99
Russell 20002,608.35702835.574

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: 98.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.43% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702835.574
Nasdaq 10025,939.740030478.86
SMI13,216.230013905.82
Nikkei 22553,333.540065513.99

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: 89.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.66% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051543.45
IBEX 3517,804.100019573.4
HSCEI9,244.88008266.01
S&P 5006,978.60007704.13

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: 90.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.58% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680084.6
IBEX 3517,804.100019573.4
FTSE MIB45,440.440051543.45
Nikkei 22553,333.540065513.99

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
Marex World Indices Classic Autocall Bespoke 5 January 2026 USD
ISIN: XS2984887872
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 90.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.52% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680084.6
Nasdaq 10025,939.740030478.86
Russell 20002,666.69702835.574
Nikkei 22553,333.540065513.99

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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984887872
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 1 January 2026 USD
ISIN: XS3234636622
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 101.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.86% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051543.45
Eurostoxx 505,994.59006272.5
Nikkei 22553,333.540065513.99
Russell 20002,666.69702835.574

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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636622
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 3 January 2026 USD
ISIN: XS3234636978
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 91.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.60% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440051543.45
IBEX 3517,804.100019573.4
HSCEI9,244.88008266.01
Nikkei 22553,333.540065513.99

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: 8.55% Semi-Annually (17.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636978
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 7 January 2026 USD
ISIN: XS2984880356
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 98.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.56% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702835.574
Nasdaq 10025,939.740030478.86
FTSE MIB45,440.440051543.45
Nikkei 22553,333.540065513.99

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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984880356
NEXT POTENTIAL MATURITY DATE 03/02/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Feb 2026 – Factsheet Available upon request
ISIN: XS3281864622
STRIKE DATE: 23/02/2026
INDICATIVE PRICE: 60.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 60.30% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE101.9000103.75
Leonardo SpA57.980049.31
Thyssenkrupp AG11.105014.67
Rheinmetall AG1,701.5000990

STRIKE DATE 23/02/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3281864622
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Jan 2026 GBP
ISIN: XS3231240279
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 94.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.90% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG34.390041.07
Barclays480.3000456.6
Goldman Sachs918.8800923.29
Societe Generale69.820069.87

STRIKE DATE 23/01/2026
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: GBP: 3.625% Quarterly (14.50% 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 XS3231240279
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Natixis Quad Index Low Hurdle Autocall Jan 2026 USD
ISIN: XS3138920932
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 105.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 105.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,831.600051543.45
SMI13,147.130013905.82
Nikkei 22553,846.870065513.99
Nasdaq 10025,605.470030478.86

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 3.135% Quarterly (12.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138920932
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Barclays EQWB Capped Participation Growth Note January 2026 GBP
ISIN: XS3189237525
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 97.77%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.77% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007704.13
Eurostoxx 505,948.20006272.5
Nikkei 22553,846.870065513.99
FTSE 10010,143.440010679.99

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: GBP: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189237525
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
MS EQWB Capped Participation Growth Note January 2026 USD
ISIN: XS3211887610
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 93.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 93.51% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007704.13
Eurostoxx 505,948.20006272.5
Nikkei 22553,846.870065513.99
FTSE 10010,143.440010679.99

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: USD: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3211887610
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Feb 2026
ISIN: XS3138925816
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 103.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.30% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,116.60006272.5
Russell 20002,652.32802835.574
Nikkei 22557,321.090065513.99
OMX Stockholm 303,190.86703271.255

STRIKE DATE 24/02/2026
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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138925816
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE