INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 60-60 Memory Income Autocall GBP May 2026
ISIN: XS3267325838
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603048.114
FTSE MIB49,289.540050050.27
Nikkei 22562,713.650062654.05
Russell 20002,861.20902863.086

STRIKE DATE 08/05/2026
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: 3.65% Semi-annually (7.30% 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 XS3267325838
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD May 2026
ISIN: XS3267330168
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603048.114
FTSE MIB49,289.540050050.27
Nikkei 22562,713.650062654.05
Russell 20002,861.20902863.086

STRIKE DATE 08/05/2026
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: 4.05% Semi-annually (8.10% 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 XS3267330168
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD May 2026
ISIN: XS3328338556
STRIKE DATE: 14/05/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,501.24007501.24
FTSE MIB50,050.270050050.27
Nikkei 22562,654.050062654.05
Russell 20002,863.08602863.086

STRIKE DATE 14/05/2026
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: 4.25% Semi-Annually (8.50% 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 XS3328338556
NEXT POTENTIAL MATURITY DATE 14/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall April 2026 USD
ISIN: XS3291994286
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 98.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.12% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,785.37702863.086
Eurostoxx 505,906.22005934.96
SMI13,067.630013212.96
Nikkei 22559,585.860062654.05

STRIKE DATE 23/04/2026
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: 2.25% Quarterly(9.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3291994286
NEXT POTENTIAL MATURITY DATE 23/04/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3305517040
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 93.82%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.82% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430013212.96
Eurostoxx 505,972.65005934.96
Nikkei 22562,833.840062654.05
Russell 20002,839.62602863.086

STRIKE DATE 07/05/2026
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: 2.05% Quarterly (8.20% 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 XS3305517040
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD May 2026
ISIN: XS3317180928
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 99.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.41% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,680.45408640.714
FTSE MIB48,557.500050050.27
Nikkei 22559,513.120062654.05
Russell 20002,845.00402863.086

STRIKE DATE 05/05/2026
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%, semi-annually) Memory Income Rate: 4.45% Semi-Annual (8.90% 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 XS3317180928
NEXT POTENTIAL MATURITY DATE 06/05/2027

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall March 2026 USD
ISIN: XS3295227253
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 100.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.14% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,570.260013212.96
FTSE MIB43,379.100050050.27
Russell 20002,449.69502863.086
Nikkei 22553,373.070062654.05

STRIKE DATE 27/03/2026
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3295227253
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Apr 2026
ISIN: XS3267326992
STRIKE DATE: 27/04/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,860.32005934.96
Russell 20002,788.18902863.086
Nikkei 22560,537.360062654.05
OMX Stockholm 303,079.75503048.114

STRIKE DATE 27/04/2026
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267326992
NEXT POTENTIAL MATURITY DATE 27/04/2027

EXPAND CLOSE
Barclays 75-60 Annual Memory Income Autocall Apr 2026 USD
ISIN: XS3305390547
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 97.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.71% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,926.11005934.96
SMI13,183.280013212.96
Russell 20002,630.58802863.086
Nikkei 22556,924.110062654.05

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 10.00% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305390547
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
BBVA 80-50 Memory Income Autocall March 2026 GBP
ISIN: XS3287534211
STRIKE DATE: 25/03/2026
INDICATIVE PRICE: 97.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.27% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,106.840010372.93
Eurostoxx 505,649.33005934.96
Nikkei 22553,749.620062654.05
S&P 5006,591.90007501.24

STRIKE DATE 25/03/2026
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: 1.9625% Quarterly (7.85% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3287534211
NEXT POTENTIAL MATURITY DATE 25/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 99.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE
CURRENCY EUR
CURRENT PRICE 99.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010372.93
Eurostoxx 5010,063.50005934.96
Nikkei 22553,372.530062654.05
S&P 5006,606.49007501.24

STRIKE DATE 19/03/2026
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: EUR: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 99.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010372.93
Eurostoxx 505,613.83005934.96
Nikkei 22553,372.530062654.05
S&P 5006,606.49007501.24

STRIKE DATE 19/03/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD Apr 2026
ISIN: XS3240131055
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 98.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.13% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,067.630013212.96
FTSE MIB47,785.460050050.27
Nikkei 22559,585.860062654.05
Russell 20002,785.37702863.086

STRIKE DATE 23/04/2026
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3240131055
NEXT POTENTIAL MATURITY DATE 23/04/2029

EXPAND CLOSE
BBVA Gold Mining Memory Income Autocall March 2026
ISIN: XS3287495561
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 97.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.65% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Agnico Eagle Mines Ltd183.4900192.66
Barrick Mining Corp38.030043.16
Newmont Corp99.0200116.33
Kinross Gold27.920030.89

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: EUR: 2.90% Quarterly (11.60% 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 XS3287495561
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall March 2026 USD
ISIN: DE000UN5BSZ4
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 96.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.94% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,369.530050050.27
Nasdaq 10024,002.450029580.3
Nikkei 22552,252.280062654.05
Eurostoxx 505,581.29005934.96

STRIKE DATE 24/03/2026
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: 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 DE000UN5BSZ4
NEXT POTENTIAL MATURITY DATE 22/03/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Apr 2026 – Factsheet available upon request.
ISIN: XS3315970825
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.750096.7
Leonardo SpA54.870049.855
Thyssenkrupp AG8.840010.82
Rheinmetall AG1,422.80001143.2

STRIKE DATE 23/04/2026
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: 9.00% Quarterly (36.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315970825
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3257804792
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 103.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.70% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,460.97108640.714
FTSE MIB43,823.240050050.27
Nikkei 22551,885.850062654.05
Russell 20002,414.00602863.086

STRIKE DATE 30/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.8692% Monthly (10.43% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3257804792
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Goldman Sachs Triple Index Reducing Autocall March 2026 USD
ISIN: XS3293165489
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 99.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.96% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32005934.96
FTSE 1009,894.150010372.93
S&P 5006,581.00007501.24

STRIKE DATE 23/03/2026
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3293165489
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
Natixis Global Markets 70-60 Memory Income March 2026
ISIN: XS3267326646
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 101.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.52% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22552,252.280062654.05
Russell 20002,505.44302863.086
S&P/ASX 2008,379.35108640.714
SMI12,515.940013212.96

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 0.70% Monthly (8.40% 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 XS3267326646
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3304966818
STRIKE DATE: 17/04/2026
INDICATIVE PRICE: 94.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.40% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,182.12803048.114
FTSE MIB48,869.430050050.27
Nikkei 22558,475.900062654.05
Russell 20002,776.90002863.086

STRIKE DATE 17/04/2026
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: 4.20% Semi-Annually (8.40% 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 XS3304966818
NEXT POTENTIAL MATURITY DATE 19/04/2027

EXPAND CLOSE