INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Developed Indices Bespoke 2 February 2026 USD
ISIN: XS3138930907
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 92.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,189.500019177.7
DAX24,986.250025382.62
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 (7.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138930907
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 February 2026 USD
ISIN: XS3138931111
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 95.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.89% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,190.86703256.08
CAC 408,519.21007934.7
SMI13,997.130014349.51
S&P 5006,890.07007744.06

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: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931111
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall February 2026 GBP
ISIN: XS3262922571
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 103.73%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.73% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,687.610029935.59
Eurostoxx 506,011.29006168.26
Nikkei 22557,639.840064425.95

STRIKE DATE 12/02/2026
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: 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
ISIN XS3262922571
NEXT POTENTIAL MATURITY DATE 12/02/2027

EXPAND CLOSE
JP Morgan 6yr Triple Index Reducing Autocall Feb 2026
ISIN: XS3267920802
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 102.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.21% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,011.29006168.26
S&P 5006,832.76007744.06
FTSE 10010,402.440010840.35

STRIKE DATE 12/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 11.55% Annually 11.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267920802
NEXT POTENTIAL MATURITY DATE 14/02/2028

EXPAND CLOSE
Santander Global Banks Reducing Autocall February 2026 GBP
ISIN: XS3242404039
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 105.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.22% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays473.9500432.4
Goldman Sachs916.0400891.28
Societe Generale70.480064.6
Commerzbank AG33.320037.7

STRIKE DATE 17/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing to 75% then 50%) Coupon Rate: GBP: 22.85% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% of its initial level (European style)
P.A. RETURN
ISIN XS3242404039
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Citi 80-60 Memory Income Autocall March 2026 USD
ISIN: XS3159125478
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 95.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.06% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,781.48007744.06
FTSE MIB45,201.690049397.55
Nikkei 22554,248.390064425.95
Russell 20002,548.07802767.269

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰3.90% Semi-Annual Memory Coupon If Above 80%, 📈100% Autocall Trigger from 12 months, 🛡️60% European Barrier
P.A. RETURN
ISIN XS3159125478
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 100% Capital Protected Autocall Feb 2026 USD
ISIN: XS3138931467
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 94.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.40% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014349.51
FTSE MIB47,209.890049397.55
Nikkei 22558,850.270064425.95
S&P 5006,878.88007744.06

STRIKE DATE 27/02/2026
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: 4.17% Semi-Annually (8.34% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3138931467
NEXT POTENTIAL MATURITY DATE 27/02/2029

EXPAND CLOSE
JP Morgan Triple Index Reducing Autocall
ISIN: XS3267919036
STRIKE DATE: 11/02/2026
INDICATIVE PRICE: 103.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.18% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,035.64007744.06
Eurostoxx 506,035.64006168.26
Nikkei 22557,650.540064425.95

STRIKE DATE 11/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 13.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267919036
NEXT POTENTIAL MATURITY DATE 11/02/2028

EXPAND CLOSE
Natixis 3 Year Annual Fixed Income Feb 2026
ISIN: XS3138931202
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 96.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.16% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB46,472.980049397.55
Russell 20002,663.78002767.269
Nikkei 22556,825.700064425.95
S&P/TSX 601,955.93802138.906

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.625% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3138931202
NEXT POTENTIAL MATURITY DATE 20/02/2029

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall February 2026 USD
ISIN: XS3256631469
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 96.60%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,732.730029935.59
Nikkei 22556,941.970064425.95
Eurostoxx 505,985.23006168.26

STRIKE DATE 13/02/2026
RETURN & BARRIERS
3.825% Semi-Annual Memory Coupon If Above 85%, 100% Autocall Trigger from 12 months, 65% European Barrier
P.A. RETURN
ISIN XS3256631469
NEXT POTENTIAL MATURITY DATE 20/02/2032

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 7 Feb 2026 GBP
ISIN: XS3138926467
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 97.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.29% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88007934.7
FTSE MIB46,802.990049397.55
S&P 5006,941.81007744.06

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: GBP: 4.435% Semi-Annually (8.87% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138926467
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 6 Feb 2026 USD
ISIN: XS3138926541
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 100.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014349.51
S&P/ASX 2008,867.35908719.719
Russell 20002,679.76902767.269
OMX Stockholm 303,136.54403256.08

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: USD: 5.02% Semi-Annually (10.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138926541
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 5 Feb 2026 GBP
ISIN: XS3138926624
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 98.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB46,802.990049397.55
S&P/ASX 2008,867.35908719.719
Nasdaq 10025,127.640029935.59
IBEX 3518,122.100019177.7

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: GBP: 4.52% Semi-Annually (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926624
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 4 Feb 2026 USD
ISIN: XS3138926897
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 101.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.31% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,353.840010840.35
FTSE MIB46,802.990049397.55
S&P 5006,941.81007744.06

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: USD: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926897
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 3 Feb 2026 USD
ISIN: XS3138926970
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 102.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.11% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014349.51
Eurostoxx 506,047.06006168.26
Nasdaq 10025,127.640029935.59

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: USD: 5.21% Semi-Annually (10.42% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926970
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 2 Feb 2026 USD
ISIN: XS3138927192
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 97.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.22% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88007934.7
S&P/TSX 601,927.05502138.906
Russell 20002,679.76902767.269

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: USD: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138927192
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 1 Feb 2026 EUR
ISIN: XS3138927275
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,047.06006168.26
Nikkei 22557,650.540064425.95
Russell 20002,679.76902767.269

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle155.1100134.47
Tesla Inc391.2000362.44
Nvidia Corporation180.2500217.23
Intel45.770095.37

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 32.00% p.a.
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 AG10.555013.935
Advanced Micro Devices207.3200562.23
Intel46.790095.37
Microsoft401.3200539.44

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: 102.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 102.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014349.51
FTSE MIB47,209.890049397.55
Russell 20002,632.36102767.269
Nikkei 22558,850.270064425.95

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