INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Pharma 55-55 Memory Income Autocall Jan 2026 USD (XS3242392358)
ISIN: XS3242392358
STRIKE DATE: 29/01/2026
INDICATIVE PRICE: 100.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.91% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie220.4300288.24
Bristol-Myers Squibb Co54.280063.13
Moderna Inc46.8600241.46
Pfizer26.100029.88

STRIKE DATE 29/01/2026
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: 4.75% Quarterly (19.00% 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 XS3242392358
NEXT POTENTIAL MATURITY DATE 29/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR MAR 2026
ISIN: XS3250143180
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 89.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460050505.87
HSI25,768.080024796.98
S&P 5006,816.63007353.73

STRIKE DATE 03/03/2026
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: EUR: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3250143180
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Mar 2026
ISIN: XS3247132981
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 97.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.12% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460050505.87
Nikkei 22556,279.050061077.9
Russell 20002,608.35702729.887

STRIKE DATE 03/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3247132981
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 6 January 2026 USD
ISIN: XS2984879937
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 96.55% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702729.887
Nasdaq 10025,939.740026629.81
SMI13,216.230014967.73
Nikkei 22553,333.540061077.9

STRIKE DATE 27/01/2026
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: 6.05% Semi-Annually (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984879937
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 2 January 2026 USD
ISIN: XS3234636895
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 88.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.90% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440050505.87
IBEX 3517,804.100019486
HSCEI9,244.88008369.08
S&P 5006,978.60007353.73

STRIKE DATE 27/01/2026
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: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636895
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 4 January 2026 USD
ISIN: XS2912081424
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 90.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.17% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680086.06
IBEX 3517,804.100019486
FTSE MIB45,440.440050505.87
Nikkei 22553,333.540061077.9

STRIKE DATE 27/01/2026
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 XS2912081424
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 5 January 2026 USD
ISIN: XS2984887872
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 87.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 87.52% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hang Seng China Enterprises Index ETF94.680086.06
Nasdaq 10025,939.740026629.81
Russell 20002,666.69702729.887
Nikkei 22553,333.540061077.9

STRIKE DATE 27/01/2026
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984887872
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 1 January 2026 USD
ISIN: XS3234636622
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 98.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440050505.87
Eurostoxx 505,994.59006231.54
Nikkei 22553,333.540061077.9
Russell 20002,666.69702729.887

STRIKE DATE 27/01/2026
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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636622
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
BBVA World Indices Classic Autocall Bespoke 3 January 2026 USD
ISIN: XS3234636978
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 89.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,440.440050505.87
IBEX 3517,804.100019486
HSCEI9,244.88008369.08
Nikkei 22553,333.540061077.9

STRIKE DATE 27/01/2026
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: 8.55% Semi-Annually (17.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636978
NEXT POTENTIAL MATURITY DATE 27/01/2027

EXPAND CLOSE
Marex World Indices Classic Autocall Bespoke 7 January 2026 USD
ISIN: XS2984880356
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: 95.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 95.47% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702729.887
Nasdaq 10025,939.740026629.81
FTSE MIB45,440.440050505.87
Nikkei 22553,333.540061077.9

STRIKE DATE 27/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984880356
NEXT POTENTIAL MATURITY DATE 03/02/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Feb 2026 – Factsheet Available upon request
ISIN: XS3281864622
STRIKE DATE: 23/02/2026
INDICATIVE PRICE: 49.78%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 49.78% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE101.9000130.5
Leonardo SpA57.980049.355
Thyssenkrupp AG11.105012
Rheinmetall AG1,701.5000841.5

STRIKE DATE 23/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% 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 XS3281864622
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Jan 2026 GBP
ISIN: XS3231240279
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 88.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.34% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG34.390038.73
Barclays480.3000424
Goldman Sachs918.8800868.95
Societe Generale69.820064.52

STRIKE DATE 23/01/2026
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: 3.625% Quarterly (14.50% 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 XS3231240279
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Natixis Quad Index Low Hurdle Autocall Jan 2026 USD
ISIN: XS3138920932
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 105.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 105.46% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,831.600050505.87
SMI13,147.130014967.73
Nikkei 22553,846.870061077.9
Nasdaq 10025,605.470026629.81

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 3.135% Quarterly (12.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138920932
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Barclays EQWB Capped Participation Growth Note January 2026 GBP
ISIN: XS3189237525
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 92.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007353.73
Eurostoxx 505,948.20006231.54
Nikkei 22553,846.870061077.9
FTSE 10010,143.440010782.66

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: GBP: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189237525
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
MS EQWB Capped Participation Growth Note January 2026 USD
ISIN: XS3211887610
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: 90.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 90.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007353.73
Eurostoxx 505,948.20006231.54
Nikkei 22553,846.870061077.9
FTSE 10010,143.440010782.66

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: USD: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3211887610
NEXT POTENTIAL MATURITY DATE 23/01/2031

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Feb 2026
ISIN: XS3138925816
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 102.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.62% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,116.60006231.54
Russell 20002,652.32802729.887
Nikkei 22557,321.090061077.9
OMX Stockholm 303,190.86703301.091

STRIKE DATE 24/02/2026
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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138925816
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Feb 2026
ISIN: XS3250071415
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 92.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014967.73
FTSE MIB46,472.980050505.87
Nikkei 22556,825.700061077.9
Russell 20002,663.78002729.887

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: 95.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014967.73
Eurostoxx 506,131.31006231.54
Nikkei 22556,825.700061077.9
S&P 5006,909.51007353.73

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: 96.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.40% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014967.73
Eurostoxx 506,131.31006231.54
Nikkei 22556,825.700061077.9
S&P 5006,909.51007353.73

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: 89.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.21% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,157.96303301.091
FTSE MIB45,794.220050505.87
Nikkei 22557,467.830061077.9
Russell 20002,665.09002729.887

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