INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Geared Put Classic Autocall Bespoke 7 Feb 2026 GBP
ISIN: XS3138926467
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.59% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88008205.37
FTSE MIB46,802.990050505.87
S&P 5006,941.81007353.73

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: 102.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.05% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014967.73
S&P/ASX 2008,867.35909065.067
Russell 20002,679.76902729.887
OMX Stockholm 303,136.54403301.091

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: 100.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.65% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB46,802.990050505.87
S&P/ASX 2008,867.35909065.067
Nasdaq 10025,127.640026629.81
IBEX 3518,122.100019486

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: 101.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.74% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,353.840010782.66
FTSE MIB46,802.990050505.87
S&P 5006,941.81007353.73

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: 102.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.38% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220014967.73
Eurostoxx 506,047.06006231.54
Nasdaq 10025,127.640026629.81

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: 99.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88008205.37
S&P/TSX 601,927.05502118.223
Russell 20002,679.76902729.887

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: 99.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.77% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,047.06006231.54
Nikkei 22557,650.540061077.9
Russell 20002,679.76902729.887

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
Oracle155.1100115.16
Tesla Inc391.2000343.69
Nvidia Corporation180.2500181.6
Intel45.770052.25

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 AG10.555012
Advanced Micro Devices207.3200404.4
Intel46.790052.25
Microsoft401.3200535.93

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: 97.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.54% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300014967.73
FTSE MIB47,209.890050505.87
Russell 20002,632.36102729.887
Nikkei 22558,850.270061077.9

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
Natixis 60-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3138930220
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 96.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.48% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403301.091
FTSE MIB45,201.690050505.87
Nikkei 22554,248.390061077.9
Russell 20002,548.07802729.887

STRIKE DATE 10/03/2026
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: 3.55% Semi-annually (7.10% 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 XS3138930220
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Mar 2026
ISIN: XS3138930493
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 96.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.43% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403301.091
FTSE MIB45,201.690050505.87
Nikkei 22554,248.390061077.9
Russell 20002,548.07802729.887

STRIKE DATE 10/03/2026
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: 3.75% Semi-annually (7.50% 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 XS3138930493
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Mar 2026
ISIN: XS3260515195
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 90.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.80% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,940.31809065.067
FTSE MIB44,608.550050505.87
Nikkei 22555,278.060061077.9
Russell 20002,585.57302729.887

STRIKE DATE 05/03/2026
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: 3.90% Semi-Annual (7.80% 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 XS3260515195
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Raiffeisen 80-60 Memory Income Autocall USD Mar 2026
ISIN: CH1520262044
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 95.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Raiffeisen
TYPE Note
CURRENCY USD
CURRENT PRICE 95.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,608.550050505.87
Nikkei 22555,278.060061077.9
Russell 20002,585.57302729.887
S&P 5006,830.71007353.73

STRIKE DATE 05/03/2026
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: USD: 3.90% Semi-Annually (7.80% 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 CH1520262044
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA US Stocks Memory Income Defensive Autocall February 2026 USD
ISIN: XS3250168500
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 77.98%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 77.98% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600115.16
Intel48.810052.25
Nvidia Corporation185.6100181.6
Apple Inc270.0100344.17

STRIKE DATE 02/02/2026
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
ISIN XS3250168500
NEXT POTENTIAL MATURITY DATE 02/12/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall February 2026 USD
ISIN: XS3250168336
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 80.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 80.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600115.16
Intel48.810052.25
Tesla Inc421.8100343.69
Apple Inc270.0100344.17

STRIKE DATE 02/02/2026
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: 1.0833% Monthly (12.99% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3250168336
NEXT POTENTIAL MATURITY DATE 02/12/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall February 2026 USD
ISIN: XS3250132571
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 66.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 66.18% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600115.16
Netflix82.760065.56
Nvidia Corporation185.6100181.6
Meta Platform Inc706.4100605.08

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 02/02/2027

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall February 2026
ISIN: XS3234579996
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 83.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 83.36% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.560038.73
Barclays499.5500424
Goldman Sachs946.3300868.95
Societe Generale75.680064.52

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: 91.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.78% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260014967.73
Eurostoxx 505,947.81006231.54
Nikkei 22553,322.850061077.9
Russell 20002613.7432729.887

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: 90.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260014967.73
Eurostoxx 505,947.81006231.54
Nikkei 22553,322.850061077.9
Russell 20002,613.74302729.887

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