INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.55% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800047903.29
Nikkei 22551,515.490059349.17
Russell 20002,494.22702764.97
Nasdaq 10024,188.590026479.47

STRIKE DATE 23/03/2026
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: 0.8925% Monthly (10.71% 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 XS3295326154
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
ISIN: XS3315920721
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 103.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 103.28% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation188.6300199.88
Tesla Inc348.9500386.42
Oracle138.0900181.17
Intel62.380066.26

STRIKE DATE 10/04/2026
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: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315920721
NEXT POTENTIAL MATURITY DATE 12/10/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Digital Note March 2026 USD
ISIN: XS3293178540
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,317.690010498.09
S&P 5006,699.38007064.01
Eurostoxx 505,739.01005930.25

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3293178540
NEXT POTENTIAL MATURITY DATE 16/09/2027

EXPAND CLOSE
Natixis World Indices Memory Income Autocall March 2026 USD
ISIN: XS3267336017
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 102.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.97% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790013134.14
Russell 20002,496.37402764.97
Nikkei 22551,063.720059349.17
Eurostoxx 505,569.73005930.25

STRIKE DATE 31/03/2026
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: 2.2025% Quarterly (8.81% 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 XS3267336017
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis 80-60 MEMORY INCOME DEFENSIVE AUTOCALL GBP APR 2026
ISIN: XS3267319435
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 100.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.22% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108949.393
FTSE MIB47,527.160047903.29
Nikkei 22556,502.770059349.17
Russell 20002,670.49202764.97

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 5.00% Semi-annually(10.00% 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 XS3267319435
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 6 March 2026 USD
ISIN: XS3267327537
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.41% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,018.71903133.289
SMI12,839.270013134.14
S&P/ASX 2008,617.09108949.393

STRIKE DATE 13/03/2026
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: 4.09% Semi-Annually (8.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327537
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD Apr 2026
ISIN: XS3267332610
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 100.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.60% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108949.393
FTSE MIB47,527.160047903.29
Nikkei 22556,502.770059349.17
Russell 20002,670.49202764.97

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually(10.50% 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 XS3267332610
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 4 March 2026 GBP
ISIN: XS3267327370
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.83% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,617.09108949.393
Eurostoxx 505,716.61005930.25
FTSE 10010,261.150010498.09
SMI12,839.270013134.14

STRIKE DATE 13/03/2026
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327370
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 March 2026 USD
ISIN: XS3267318031
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 102.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.29% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,316.920047903.29
Eurostoxx 505,716.61005930.25
S&P 5006,632.19007064.01
SMI12,839.270013134.14

STRIKE DATE 13/03/2026
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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267318031
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 EUR
ISIN: XS3267321761
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.97% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005930.25
SMI12,839.270013134.14
FTSE 10010,261.150010498.09

STRIKE DATE 13/03/2026
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 EUR: 3.46% Semi-Annually (6.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267321761
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 USD (XS3267317066)
ISIN: XS3267317066
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.53% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005930.25
SMI12,839.270013134.14
FTSE 10010,261.150010498.09

STRIKE DATE 13/03/2026
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 USD: 4.635% Semi-Annually (9.27% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267317066
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 GBP
ISIN: XS3267334152
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 100.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.96% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005930.25
SMI12,839.270013134.14
FTSE 10010,261.150010498.09

STRIKE DATE 13/03/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267334152
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3267321506
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.39% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,109.89703133.289
FTSE MIB47,609.360047903.29
Nikkei 22556,924.110059349.17
Russell 20002,630.58802764.97

STRIKE DATE 10/04/2026
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: 4.06% Semi-annually (8.12% 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 XS3267321506
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Apr 2026
ISIN: XS3267320011
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.45% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,109.89703133.289
FTSE MIB47,609.360047903.29
Nikkei 22556,924.110059349.17
Russell 20002,630.58802764.97

STRIKE DATE 10/04/2026
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: 4.125% Semi-annually (8.25% 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 XS3267320011
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD APR 2026
ISIN: XS3295290533
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: 93.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.13% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,824.66007064.01
FTSE MIB47,327.990047903.29
Nikkei 22555,895.320059349.17
Russell 20002,636.31002764.97

STRIKE DATE 09/04/2026
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: USD: 4.35% Semi-Annually (8.70% 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 XS3295290533
NEXT POTENTIAL MATURITY DATE 09/04/2027

EXPAND CLOSE
Santander 50-50 Memory Income Autocall Mar 2026 USD
ISIN: XS3292005827
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 98.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.58% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc254.2300266.17
Microsoft399.4100424.16
Meta Platform Inc622.6600668.84
Alphabet Inc310.9200332.29

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 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: 2.5625% Quarterly (10.25% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3292005827
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Apr 2026
ISIN: XS3287528916
STRIKE DATE: 06/04/2026
INDICATIVE PRICE: 99.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.89% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,790.3513134.14
FTSE MIB45,411.7947903.29
Nikkei 22553,413.680059349.17
Russell 20002,540.64302764.97

STRIKE DATE 06/04/2026
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3287528916
NEXT POTENTIAL MATURITY DATE 06/04/2029

EXPAND CLOSE
Marex Memory Income Reducing Autocall March 2026 USD
ISIN: XS3218917303
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 95.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 95.16% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft405.7600424.16
Mastercard514.7200511.35
Eli Lilly & Company1,001.3500903.02
Intuit Inc453.9500404.85

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰4.25% Quarterly Memory Coupon If Above 65%, 📈100% Autocall Trigger from 3 months Reducing 2% PQ, 🛡️55% European Barrier
P.A. RETURN
ISIN XS3218917303
NEXT POTENTIAL MATURITY DATE 10/06/2026

EXPAND CLOSE
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 USD
ISIN: XS3267326562
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 102.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.24% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24701972.348
Russell 20002,496.37402764.97
Nikkei 22551,063.720059349.17
FTSE MIB44,309.710047903.29

STRIKE DATE 31/03/2026
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: 2.1275% Quarterly (8.51% 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 XS3267326562
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis Quad Index 70-60 Memory Income Autocall Mar 2026 GBP
ISIN: XS3267321258
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 102.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.46% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,905.24701972.348
Russell 20002,496.37402764.97
Nikkei 22551,063.720059349.17
FTSE MIB44,309.710047903.29

STRIKE DATE 31/03/2026
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: 2.075% Quarterly (8.30% 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 XS3267321258
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE