INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: 98.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.94% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83006545.47
Russell 20002,519.30403052.847
Nikkei 22549,383.290068308.59
S&P/ASX 2008,598.94809188.494

STRIKE DATE 16/12/2025
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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 102.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.71% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5206545.47
FTSE 1009,751.310010772.67
S&P 5006,816.51007798.99
Nikkei 22550,168.110068308.59

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 105.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 105.45% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71006545.47
Nikkei 22550,836.550068308.59
S&P 5006,827.41007798.99

STRIKE DATE 12/12/2025
RETURN & BARRIERS
Maximum Term: 5 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: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Jan 2026
ISIN: XS3205826954
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 97.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.33% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,169.960014475.13
FTSE MIB44,713.460053693.27
Nikkei 22552,991.100068308.59
Russell 20002,645.36103052.847

STRIKE DATE 20/01/2026
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3205826954
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall December 2025 GBP
ISIN: XS3184602723
STRIKE DATE: 10/12/2025
INDICATIVE PRICE: 103.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.28% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,579.36009188.494
FTSE MIB43,465.340053693.27
Nikkei 22550,602.800068308.59
S&P 5006,886.68007798.99

STRIKE DATE 10/12/2025
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, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602723
NEXT POTENTIAL MATURITY DATE 10/12/2026

EXPAND CLOSE
Natixis Semi Annual Defensive Autocall December 2025 GBP
ISIN: XS3138916153
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 106.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.04% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,718.08006545.47
Russell 20002,531.15903052.847
SMI12,893.610014475.13
Nikkei 22551,028.420068308.59

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138916153
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual Defensive Autocall December 2025 USD
ISIN: XS3184620113
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 102.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070053693.27
Eurostoxx 505,718.08006545.47
Nikkei 22551,028.420068308.59
Russell 20002,531.15903052.847

STRIKE DATE 04/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620113
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi Annual 95% Defensive Autocall December 2025 USD
ISIN: XS3184620204
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 103.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.51% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070053693.27
Eurostoxx 505,718.08006545.47
Nikkei 22551,028.420068308.59
S&P 5006,857.12007798.99

STRIKE DATE 04/12/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620204
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
ISIN: XS3184620030
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 106.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 106.92% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,519.070053693.27
Eurostoxx 505,718.08006545.47
Nikkei 22551,028.420068308.59
Russell 20002,531.15903052.847

STRIKE DATE 04/12/2025
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184620030
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3189306940
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 94.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.71% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,039.09103281.461
FTSE MIB45,799.690053693.27
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: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (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 XS3189306940
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall December 2025 USD
ISIN: XS3138908648
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.99% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006545.47
Russell 20002,512.13603052.847
SMI12,858.330014475.13
Nikkei 22549,864.680068308.59

STRIKE DATE 03/12/2025
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138908648
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall December 2025 GBP
ISIN: XS3167732901
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 98.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.76% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006545.47
SMI12,858.330014475.13
Nikkei 22549,864.680068308.59
Russell 20002,512.13603052.847

STRIKE DATE 03/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3167732901
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Natixis World Indices Memory Income Autocall December 2025 USD
ISIN: XS3138911865
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.60% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,694.56006545.47
Russell 20002,512.13603052.847
SMI12,858.330014475.13
Nikkei 22549,864.680068308.59

STRIKE DATE 03/12/2025
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: 1.98% Quarterly (7.92% 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 XS3138911865
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall December 2025 AUD
ISIN: XS3184620543
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 102.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 102.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640053693.27
HSI25,760.730025396.51
Nikkei 22549,864.680068308.59

STRIKE DATE 03/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: AUD: 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 XS3184620543
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall December 2025 USD
ISIN: DE000UN1T859
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 99.00% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,849.72007798.99
SMI12,858.330014475.13
Nikkei 22549,864.680068308.59
FTSE MIB43,380.640053693.27

STRIKE DATE 03/12/2025
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: 1.9% Quarterly (7.60% 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 DE000UN1T859
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Jan 2026 – Factsheet on request
ISIN: XS3233640104
STRIKE DATE: 15/01/2026
INDICATIVE PRICE: 90.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 90.40% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.8500156.22
Intel48.3200104.56
Tesla Inc438.5700339.96
Nvidia Corporation187.0500225.3

STRIKE DATE 15/01/2026
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 XS3233640104
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BNP Paribas 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3188425311
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 95.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 95.89% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,858.890025396.51
Nikkei 22550,253.910068308.59
OMX Stockholm 302,787.76903281.461
S&P 5006,849.09007798.99

STRIKE DATE 28/11/2025
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: 5.07% Semi-Annual (10.14% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3188425311
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3184661570
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 98.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.87% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,720.510010772.67
FTSE MIB43,357.010053693.27
Nikkei 22550,253.910068308.59
S&P 5006,849.09007798.99

STRIKE DATE 28/11/2025
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: 5.15% Semi-Annual (10.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3184661570
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Quad Index Memory Income Autocall November 2025 USD
ISIN: XS3184602996
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 91.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.38% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,653.17006545.47
Russell 20002,486.11603052.847
S&P/ASX 2008,617.29009188.494
HSI25,945.930025396.51

STRIKE DATE 28/11/2025
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184602996
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall November 2025 USD
ISIN: XS2880164707
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 98.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 98.34% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,357.010053693.27
HSI25,858.890025396.51
Russell 20002,500.43403052.847

STRIKE DATE 28/11/2025
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: 5.31% Semi-Annual (10.62% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880164707
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE