INTERNATIONAL PRODUCTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.75% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,946.2270 | 2118.223 |
| Russell 2000 | 2,585.5730 | 2729.887 |
| Nikkei 225 | 55,278.0600 | 61077.9 |
| FTSE MIB | 44,608.5500 | 50505.87 |
STRIKE DATE 05/03/2026
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: 2.00% Quarterly (8.00% 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 XS3138934487
NEXT POTENTIAL MATURITY DATE 05/03/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.94% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,946.2270 | 2118.223 |
| Russell 2000 | 2,585.5730 | 2729.887 |
| Nikkei 225 | 55,278.0600 | 61077.9 |
| FTSE MIB | 44,608.5500 | 50505.87 |
STRIKE DATE 05/03/2026
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: 1.875% Quarterly (7.50% 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 XS3138935021
NEXT POTENTIAL MATURITY DATE 05/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 76.73% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| IBEX 35 | 18,360.8000 | 19486 |
| Nasdaq 100 | 24,960.0400 | 26629.81 |
| KOSPI 200 | 933.3400 | 837.78 |
| HSCEI | 8,859.4900 | 8369.08 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°5.50% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), π‘οΈ50% European Barrier
P.A. RETURN
ISIN XS3260444230
NEXT POTENTIAL MATURITY DATE 02/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 78.74% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 47,209.8900 | 50505.87 |
| CAC 40 | 8,580.7500 | 8205.37 |
| KOSPI 200 | 933.3400 | 837.78 |
| OMX Stockholm 30 | 3,222.7530 | 3301.091 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°4.55% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), π‘οΈ50% European Barrier
P.A. RETURN
ISIN XS3250133033
NEXT POTENTIAL MATURITY DATE 02/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.71% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,320.9900 | 14967.73 |
| Eurostoxx 50 | 5,501.2800 | 6231.54 |
| Nikkei 225 | 53,372.5300 | 61077.9 |
| S&P 500 | 6,506.4800 | 7353.73 |
STRIKE DATE 20/03/2026
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: 5.95% Semi-Annually (11.90% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442291
NEXT POTENTIAL MATURITY DATE 23/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,014.3000 | 14967.73 |
| Eurostoxx 50 | 6,138.4100 | 6231.54 |
| Nikkei 225 | 58,850.2700 | 61077.9 |
| S&P 500 | 6,878.8800 | 7353.73 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°4.70% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months, π‘οΈ50% European Barrier
P.A. RETURN 9.40% p.a.
ISIN XS3250156752
NEXT POTENTIAL MATURITY DATE 27/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.27% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,014.3000 | 14967.73 |
| FTSE MIB | 47,209.8900 | 50505.87 |
| Nikkei 225 | 58,850.2700 | 61077.9 |
| CAC 40 | 8,580.7500 | 8205.37 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°5.5575% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months, π‘οΈ50% European Barrier
P.A. RETURN
ISIN XS3250146365
NEXT POTENTIAL MATURITY DATE 01/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| DAX | 25,284.2600 | 26325.01 |
| FTSE MIB | 47,209.8900 | 50505.87 |
| Nikkei 225 | 58,850.2700 | 61077.9 |
| Russell 2000 | 2,632.3610 | 2729.887 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°5.00% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months, π‘οΈ50% European Barrier
P.A. RETURN 10.00% p.a.
ISIN XS3250140673
NEXT POTENTIAL MATURITY DATE 27/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.83% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,320.9900 | 14967.73 |
| Eurostoxx 50 | 5,501.2800 | 6231.54 |
| Nikkei 225 | 53,372.5300 | 61077.9 |
| S&P 500 | 6,506.4800 | 7353.73 |
STRIKE DATE 20/03/2026
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 XS3260442374
NEXT POTENTIAL MATURITY DATE 23/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.48% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,138.4100 | 6231.54 |
| FTSE 100 | 10,910.5500 | 10782.66 |
| Nikkei 225 | 58,850.2700 | 61077.9 |
| Russell 2000 | 2,632.3610 | 2729.887 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
π°4.50% Semi-annual snowballing coupon if autocalled, π100% Autocall Trigger from 6 Months, π‘οΈ50% European Barrier
P.A. RETURN
ISIN XS3260444156
NEXT POTENTIAL MATURITY DATE 01/03/2027
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.19% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 45,794.2200 | 50505.87 |
| S&P 500 | 6,861.8900 | 7353.73 |
| Nikkei 225 | 57,467.8300 | 61077.9 |
| Eurostoxx 50 | 6,059.6200 | 6231.54 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.52% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,908.9660 | 3301.091 |
| FTSE MIB | 43,701.3800 | 50505.87 |
| Nikkei 225 | 53,372.5300 | 61077.9 |
| Russell 2000 | 2,494.7100 | 2729.887 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.24% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 66.9500 | 77.18 |
| Commerzbank AG | 31.6600 | 38.73 |
| Morgan Stanley | 165.9500 | 182.44 |
| Deutsche Bank AG | 27.9900 | 32.585 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.20% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 66.9500 | 77.18 |
| Commerzbank AG | 31.6600 | 38.73 |
| Morgan Stanley | 165.9500 | 182.44 |
| Deutsche Bank AG | 27.9900 | 32.585 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 148.0800 | 115.16 |
| Amazon.com | 210.1100 | 260.21 |
| Apple Inc | 264.5800 | 344.17 |
| Advanced Micro Devices | 200.1500 | 404.4 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.91% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,000.0900 | 14967.73 |
| FTSE 100 | 44,024.9600 | 10782.66 |
| Nikkei 225 | 52,728.7200 | 61077.9 |
| Nasdaq 100 | 24,967.2500 | 26629.81 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.38% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,752.8400 | 14967.73 |
| Russell 2000 | 2,646.5850 | 2729.887 |
| Nikkei 225 | 56,566.4900 | 61077.9 |
| Eurostoxx 50 | 6,021.8500 | 6231.54 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.70% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,752.8400 | 14967.73 |
| Russell 2000 | 2,646.5850 | 2729.887 |
| Nikkei 225 | 56,566.4900 | 61077.9 |
| Eurostoxx 50 | 6,021.8500 | 6231.54 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.15% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,752.8400 | 14967.73 |
| Russell 2000 | 2,646.5850 | 2729.887 |
| Nikkei 225 | 56,566.4900 | 61077.9 |
| Eurostoxx 50 | 6,021.8500 | 6231.54 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.10% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,752.8400 | 14967.73 |
| Russell 2000 | 2,646.5850 | 2729.887 |
| Nikkei 225 | 56,566.4900 | 61077.9 |
| Eurostoxx 50 | 6,021.8500 | 6231.54 |
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
