INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis World Indices 75-60 Memory Income Autocall Jan 2026 GBP 
ISIN: XS3138920262
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 96.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,892.08006231.54
Russell 20002,645.36102729.887
SMI13,169.960014967.73
Nikkei 22552,991.100061077.9

STRIKE DATE 20/01/2026
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: 1.971% Quarterly (7.884% 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 XS3138920262
NEXT POTENTIAL MATURITY DATE 20/01/2032

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall January 2026 USD
ISIN: XS3204515582
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 94.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.79% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,126.780010782.66
Eurostoxx 505,892.08006231.54
Nikkei 22552,991.100061077.9
Russell 20002,645.36102729.887

STRIKE DATE 20/01/2026
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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3204515582
NEXT POTENTIAL MATURITY DATE 20/01/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall January 2026 USD (XS3138918522)
ISIN: XS3138918522
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 95.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.72% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006231.54
Russell 20002,677.73802729.887
SMI13,413.590014967.73
Nikkei 22553,936.170061077.9

STRIKE DATE 16/01/2026
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: 1.975% Quarterly(7.90% 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 XS3138918522
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall January 2026 GBP (XS3211268472)
ISIN: XS3211268472
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 91.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.12% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,029.45006231.54
SMI13,413.590014967.73
Nikkei 22553,936.170061077.9
Russell 20002,677.73802729.887

STRIKE DATE 16/01/2026
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS3211268472
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall January 2026 USD (DE000UN2P9J8)
ISIN: DE000UN2P9J8
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 94.53%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,940.01007353.73
SMI13,413.590014967.73
Nikkei 22553,936.170061077.9
FTSE MIB45,799.690050505.87

STRIKE DATE 16/01/2026
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: 1.75% Quarterly (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 DE000UN2P9J8
NEXT POTENTIAL MATURITY DATE 16/01/2027

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD January 26 IDAD
ISIN: XS2851754700
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 87.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 87.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares421.2900375.49
Ishares Silver Trust81.020046.93

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above the initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 4.25% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2851754700
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
BBVA US Stock Memory Income Defensive Autocall January 2026 USD
ISIN: XS3234579723
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 69.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 69.09% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900115.16
Apple Inc255.5300344.17
Intel46.960052.25
Nvidia Corporation186.2300181.6

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
P.A. RETURN
ISIN XS3234579723
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall January 2026 USD (XS3095723196)
ISIN: XS3095723196
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 73.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 73.31% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900115.16
American Airlines Group15.370012.93
Intel46.960052.25
Tesla Inc437.5000343.69

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3095723196
NEXT POTENTIAL MATURITY DATE 16/01/2029

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3138924090
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 95.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403301.091
FTSE MIB46,802.990050505.87
Nikkei 22557,650.540061077.9
Russell 20002,679.76902729.887

STRIKE DATE 10/02/2026
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: 3.50% Semi-annually (7.00% 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 XS3138924090
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Feb 2026
ISIN: XS3138924173
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 96.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.11% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403301.091
FTSE MIB46,802.990050505.87
Nikkei 22557,650.540061077.9
Russell 20002,679.76902729.887
Russell 20002729.887

STRIKE DATE 10/02/2026
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: 3.80% Semi-annually (7.60% 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 XS3138924173
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Feb 2026
ISIN: XS3234629502
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 92.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,889.22109065.067
FTSE MIB45,819.570050505.87
Nikkei 22553,818.040061077.9
Russell 20002,577.64602729.887

STRIKE DATE 05/02/2026
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: 3.85% Semi-Annual (7.70% 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 XS3234629502
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Feb 2026
ISIN: XS3239586459
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 91.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,798.40007353.73
FTSE MIB45,819.570050505.87
Nikkei 22553,818.040061077.9
Russell 20002,577.64602729.887

STRIKE DATE 05/02/2026
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: 3.85% Semi-Annually( 7.70% 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 XS3239586459
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Feb 2026
ISIN: XS3138922631
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 92.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.48% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006231.54
Russell 20002,646.69702729.887
Nikkei 22556,941.970061077.9

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922631
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Feb 2026
ISIN: XS3138922714
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 93.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.29% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006231.54
Russell 20002,646.69702729.887
Nikkei 22556,941.970061077.9

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922714
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Feb 2026 – Factsheet on request
ISIN: XS3257327760
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 84.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 84.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.1400115.16
Intel46.790052.25
Tesla Inc417.4400343.69
Nvidia Corporation182.8100181.6

STRIKE DATE 13/02/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3257327760
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BNP 620% Participation Capital Protected Growth Jan 26 ZAR
ISIN: ZAE000355509
STRIKE DATE: 13/01/2026
INDICATIVE PRICE: 84.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 84.36% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index300.3246294.4415

STRIKE DATE 13/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Coupon Rate: ZAR: 620% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000355509
NEXT POTENTIAL MATURITY DATE 13/01/2031

EXPAND CLOSE
Morgan Stanley Switch To Autocall January 2026 USD
ISIN: XS3242648411
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 0.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 0.93% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,939.890061077.9
S&P 5006,966.28007353.73
Eurostoxx 505,997.47006231.54
FTSE 10010,124.600010782.66

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 10.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3242648411
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE
BNP Paribas CSI 500 Autocall January 2026 ZAR
ISIN: ZAE000355541
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 69.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 69.99% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index8,056.68606740.927

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 18.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355541
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE
Goldman Sachs South African Banks Autocall January 2026 ZAR
ISIN: ZAE000356283
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 101.40%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 101.40% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000023122
FirstRand Limited9,100.00009743
Standard Bank Group Limited29,324.000031321

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 3.5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 11.00% Semi-Annually (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000356283
NEXT POTENTIAL MATURITY DATE 09/01/2027

EXPAND CLOSE
Goldman Sachs South African Banks Autocall January 2026 ZAR
ISIN: ZAE000356291
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 99.69%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.69% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000023122
FirstRand Limited9,100.00009743
Standard Bank Group Limited29,324.000031321

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 10.00% Semi-Annually (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN
ISIN ZAE000356291
NEXT POTENTIAL MATURITY DATE 09/01/2028

EXPAND CLOSE