INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall USD Feb 2026
ISIN: XS3250071415
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 92.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.16% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013905.82
FTSE MIB46,472.980051543.45
Nikkei 22556,825.700065513.99
Russell 20002,663.78002835.574

STRIKE DATE 20/02/2026
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: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3250071415
NEXT POTENTIAL MATURITY DATE 20/02/2029

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Feb 2026
ISIN: XS3234674128
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 97.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.53% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013905.82
Eurostoxx 506,131.31006272.5
Nikkei 22556,825.700065513.99
S&P 5006,909.51007704.13

STRIKE DATE 20/02/2026
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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234674128
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Feb 2026
ISIN: XS3234674391
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.03% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013905.82
Eurostoxx 506,131.31006272.5
Nikkei 22556,825.700065513.99
S&P 5006,909.51007704.13

STRIKE DATE 20/02/2026
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234674391
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3239711883
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 95.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.17% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,157.96303271.255
FTSE MIB45,794.220051543.45
Nikkei 22557,467.830065513.99
Russell 20002,665.09002835.574

STRIKE DATE 19/02/2026
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: USD: 3.50% Semi-Annually (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 XS3239711883
NEXT POTENTIAL MATURITY DATE 19/02/2027

EXPAND CLOSE
Natixis World Indices 75-60 Memory Income Autocall Jan 2026 GBP 
ISIN: XS3138920262
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 98.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.51% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,892.08006272.5
Russell 20002,645.36102835.574
SMI13,169.960013905.82
Nikkei 22552,991.100065513.99

STRIKE DATE 20/01/2026
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: 1.971% Quarterly (7.884% 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 XS3138920262
NEXT POTENTIAL MATURITY DATE 20/01/2032

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall January 2026 USD
ISIN: XS3204515582
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 96.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.35% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,126.780010679.99
Eurostoxx 505,892.08006272.5
Nikkei 22552,991.100065513.99
Russell 20002,645.36102835.574

STRIKE DATE 20/01/2026
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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3204515582
NEXT POTENTIAL MATURITY DATE 20/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall January 2026 USD (XS3138918522)
ISIN: XS3138918522
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 97.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.48% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006272.5
Russell 20002,677.73802835.574
SMI13,413.590013905.82
Nikkei 22553,936.170065513.99

STRIKE DATE 16/01/2026
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: 1.975% 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 XS3138918522
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall January 2026 GBP (XS3211268472)
ISIN: XS3211268472
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 97.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.01% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006272.5
SMI13,413.590013905.82
Nikkei 22553,936.170065513.99
Russell 20002,677.73802835.574

STRIKE DATE 16/01/2026
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS3211268472
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall January 2026 USD (DE000UN2P9J8)
ISIN: DE000UN2P9J8
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 96.81%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.81% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,940.01007704.13
SMI13,413.590013905.82
Nikkei 22553,936.170065513.99
FTSE MIB45,799.690051543.45

STRIKE DATE 16/01/2026
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: 1.75% Quarterly (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 DE000UN2P9J8
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD January 26 IDAD (XS2851754700)
ISIN: XS2851754700
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 89.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 89.33% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares421.2900391.69
Ishares Silver Trust81.020057.62

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above the initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 4.25% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2851754700
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA US Stock Memory Income Defensive Autocall January 2026 USD (XS3234579723)
ISIN: XS3234579723
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 84.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.39% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900139.54
Apple Inc255.5300335.92
Intel46.9600127.39
Nvidia Corporation186.2300224.58

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
P.A. RETURN
ISIN XS3234579723
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall January 2026 USD (XS3095723196)
ISIN: XS3095723196
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 81.43%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.43% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900139.54
American Airlines Group15.370013.35
Intel46.9600127.39
Tesla Inc437.5000377.94

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3095723196
NEXT POTENTIAL MATURITY DATE 16/01/2029

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3138924090
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.30% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403271.255
FTSE MIB46,802.990051543.45
Nikkei 22557,650.540065513.99
Russell 20002,679.76902835.574

STRIKE DATE 10/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-annually (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138924090
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Feb 2026
ISIN: XS3138924173
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 96.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.71% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403271.255
FTSE MIB46,802.990051543.45
Nikkei 22557,650.540065513.99
Russell 20002,679.76902835.574
Russell 20002835.574

STRIKE DATE 10/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.80% Semi-annually (7.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138924173
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Feb 2026
ISIN: XS3234629502
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 92.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.79% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,889.22108702.022
FTSE MIB45,819.570051543.45
Nikkei 22553,818.040065513.99
Russell 20002,577.64602835.574

STRIKE DATE 05/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2.00%, semi-annually) Memory Income Rate: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234629502
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Feb 2026
ISIN: XS3239586459
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 97.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.04% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,798.40007704.13
FTSE MIB45,819.570051543.45
Nikkei 22553,818.040065513.99
Russell 20002,577.64602835.574

STRIKE DATE 05/02/2026
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: USD: 3.85% Semi-Annually( 7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3239586459
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Feb 2026
ISIN: XS3138922631
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 93.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.18% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006272.5
Russell 20002,646.69702835.574
Nikkei 22556,941.970065513.99

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922631
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Feb 2026
ISIN: XS3138922714
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 93.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.52% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006272.5
Russell 20002,646.69702835.574
Nikkei 22556,941.970065513.99

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922714
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Feb 2026 – Factsheet on request
ISIN: XS3257327760
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 102.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 102.46% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.1400139.54
Intel46.7900127.39
Tesla Inc417.4400377.94
Nvidia Corporation182.8100224.58

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level 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 XS3257327760
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BNP 620% Participation Capital Protected Growth Jan 26 ZAR
ISIN: ZAE000355509
STRIKE DATE: 13/01/2026
INDICATIVE PRICE: 91.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.34% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index300.3246306.2581

STRIKE DATE 13/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Coupon Rate: ZAR: 620% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000355509
NEXT POTENTIAL MATURITY DATE 13/01/2031

EXPAND CLOSE