INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 100% Capital Protected Autocall GBP Oct 2026
ISIN: XS3431460271
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,226.82403256.08
FTSE MIB49,972.250049397.55
Nikkei 22570,035.710064425.95
Russell 20002,793.20402767.269

STRIKE DATE 07/10/2026
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: GBP: 4.535% Semi-Annually (9.07% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3431460271
NEXT POTENTIAL MATURITY DATE 09/10/2029

EXPAND CLOSE
Natixis 100% Capital Protected Autocall USD Oct 2026
ISIN: XS3339048020
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,226.82403256.08
FTSE MIB49,972.250049397.55
Nikkei 22570,035.710064425.95
Russell 20002,793.20402767.269

STRIKE DATE 07/10/2026
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: USD: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339048020
NEXT POTENTIAL MATURITY DATE 09/10/2029

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD September 2026
ISIN: XS3414915762
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares398.7700382.71
Ishares Silver Trust58.120051.92

STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon USD: 12.00% p.a. if called by Issuer (from 6 months) Participation Rate: USD: 100% participation at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS3414915762
NEXT POTENTIAL MATURITY DATE 11/09/2029

EXPAND CLOSE
Marex Global Stock Memory Income Reducing Autocall August 2026 USD
ISIN: XS3414909872
STRIKE DATE: 05/08/2026
INDICATIVE PRICE: 86.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 86.73% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.3900134.47
Broadcom Inc418.2800344.33
Amazon.com272.6500254.76
Commerzbank AG39.350037.7

STRIKE DATE 05/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 5% per period Memory Income Rate: USD: 4.50% Quarterly (18.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European Barrier
P.A. RETURN
ISIN XS3414909872
NEXT POTENTIAL MATURITY DATE 05/08/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Oct 2026
ISIN: XS3431423584
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,808.420014349.51
Nikkei 22570,035.710064425.95
Russell 20002,793.20402767.269
FTSE MIB49,972.250049397.55

STRIKE DATE 07/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: 3.875% Semi-annually (7.75% 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 XS3431423584
NEXT POTENTIAL MATURITY DATE 07/10/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Oct 2026
ISIN: XS3339058094
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,808.420014349.51
Nikkei 22570,035.710064425.95
Russell 20002,793.20402767.269
FTSE MIB49,972.250049397.55

STRIKE DATE 07/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.07% Semi-annually (8.14% 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 XS3339058094
NEXT POTENTIAL MATURITY DATE 07/10/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 GBP
ISIN: XS3422072432
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: 96.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.59% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202767.269
Eurostoxx 506,302.82006168.26
SMI13,945.710014349.51
Nikkei 22566,364.200064425.95

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.215% Quarterly (8.43% 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 XS3422072432
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 USD
ISIN: XS3422075708
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: 96.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.14% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202767.269
Eurostoxx 506,302.82006168.26
SMI13,945.710014349.51
Nikkei 22566,364.200064425.95

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.25% Quarterly (8.50% 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 XS3422075708
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
BBVA Euro Stoxx Banks Reducing Autocall September 2026 USD
ISIN: XS3475128859
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: 93.04%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.04% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks321.5200288.73

STRIKE DATE 08/09/2026
RETURN & BARRIERS
13.05% Annual Coupon if Autocalled 100% Autocall Trigger from 12 Months, Reducing to 95%, 90%, 85%, 60% 60% European Barrier
P.A. RETURN
ISIN XS3475128859
NEXT POTENTIAL MATURITY DATE 08/09/2027

EXPAND CLOSE
Citi Global Banks 55-55 Memory Income Autocall October 2026 USD
ISIN: XS3413611255
STRIKE DATE: 05/10/2026
INDICATIVE PRICE: 100.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG31.280029.12
Goldman Sachs893.4600891.28
Societe Generale65.990064.6
Standard Chartered2,246.00002128

STRIKE DATE 05/10/2026
RETURN & BARRIERS
Maximum Term: 3.5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.6875% Quarterly (14.75% 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 XS3413611255
NEXT POTENTIAL MATURITY DATE 05/10/2027

EXPAND CLOSE
Bank of America 75-60 Memory Income Autocall October 2026 USD
ISIN: XS3315792542
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 98.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 98.31% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,126.73006168.26
Russell 20002,794.12802767.269
Nikkei 22569,042.110064425.95
SMI13,637.000014349.51

STRIKE DATE 08/10/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.01% Quarterly (8.04% 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 XS3315792542
NEXT POTENTIAL MATURITY DATE 08/10/2027

EXPAND CLOSE
BBVA US 60-60 Memory Income Autocall September 2026 GBP
ISIN: XS3474983940
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 98.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.75% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc343.6800349.22
Apple Inc337.0000342
Meta Platform Inc682.3100736.72
Microsoft497.7500539.44

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.00% Quarterly (12.00% 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 XS3474983940
NEXT POTENTIAL MATURITY DATE 17/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 USD
ISIN: XS3422072358
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 95.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.54% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880022.99
Goldman Sachs936.3600891.28
Deutsche Bank AG31.660029.12
Societe Generale72.250064.6

STRIKE DATE 23/09/2026
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: USD: 3.325% Quarterly (13.3% 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 XS3422072358
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 GBP
ISIN: XS3422062391
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880022.99
Goldman Sachs936.3600891.28
Deutsche Bank AG31.660029.12
Societe Generale72.250064.6

STRIKE DATE 23/09/2026
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: GBP: 3.2% Quarterly (12.8% 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 XS3422062391
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD OCT 2026 – Factsheet Available upon request
ISIN: XS3476120145
STRIKE DATE: 06/10/2026
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 96.30% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation239.2400217.23
Tesla Inc380.6800362.44
Oracle144.7700134.47
Intel112.500095.37

STRIKE DATE 06/10/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 50% 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 XS3476120145
NEXT POTENTIAL MATURITY DATE 06/04/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 2 September 2026 GBP
ISIN: XS3475129238
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.05% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,947.310014349.51
Eurostoxx 506,322.90006168.26
Nikkei 22564,136.250064425.95
S&P 5007,637.76007744.06

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.85% Semi-Annually (9.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475129238
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 1 September 2026 GBP
ISIN: XS3475116920
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 94.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.93% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX25,716.710025382.62
FTSE MIB52,385.500049397.55
Nikkei 22564,136.250064425.95
Russell 20002,874.63002767.269

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475116920
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 USD
ISIN: XS3292033878
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 91.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 91.56% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400064.6
Deutsche Bank AG28.065029.12
Citi Group Inc125.2200123.21
BNP Paribas SA89.160088.94

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.625% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3292033878
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 GBP
ISIN: XS3291972712
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 91.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.76% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400064.6
Deutsche Bank AG28.065029.12
Citi Group Inc125.2200123.21
BNP Paribas SA89.160088.94

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.575% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3291972712
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall September 2026 USD
ISIN: XS3475097955
STRIKE DATE: 09/09/2026
INDICATIVE PRICE: 93.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.96% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,804.700014349.51
FTSE MIB51,875.240049397.55
Nikkei 22565,142.780064425.95
Russell 20002,921.23402767.269

STRIKE DATE 09/09/2026
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: USD: 7.85% Semi-Annually (15.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3475097955
NEXT POTENTIAL MATURITY DATE 09/09/2027

EXPAND CLOSE