INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Semi-Annual Classic Autocall January 2026 USD
ISIN: XS3212555158
STRIKE DATE: 05/01/2026
INDICATIVE PRICE: 101.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.56% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,901.78403301.091
Eurostoxx 505,923.69006231.54
Nikkei 22551,832.800061077.9
Russell 20002,547.92002729.887

STRIKE DATE 05/01/2026
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: 6.275% Semi-Annually (12.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.55% p.a.
ISIN XS3212555158
NEXT POTENTIAL MATURITY DATE 05/01/2027

EXPAND CLOSE
Barclays Memory Income Cap Protected Autocall February 2025 USD
ISIN: XS2945458839
STRIKE DATE: 09/02/2025
INDICATIVE PRICE: 98.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.19% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,700.530010782.66
Eurostoxx 505,325.40006231.54
Nikkei 22538,787.020061077.9
S&P 5006,025.99007353.73

STRIKE DATE 09/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.4875% Quarterly (5.95% p.a.) Income Trigger: 90% of initial level Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2945458839
NEXT POTENTIAL MATURITY DATE 09/02/2027

EXPAND CLOSE
Natixis Quad Index Memory Income Autocall December 2025 USD
ISIN: XS3138917557
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 98.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.32% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006231.54
Russell 20002,529.42502729.887
SMI13,171.850014967.73
Nikkei 22549,507.210061077.9

STRIKE DATE 19/12/2025
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: 1.9375% Quarterly (7.75% 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 XS3138917557
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Barclays Quad Index Memory Income Autocall December 2025 GBP
ISIN: XS3189273835
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 94.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.49% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006231.54
Russell 20002,529.42502729.887
SMI13,171.850014967.73
Nikkei 22549,507.210061077.9

STRIKE DATE 19/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3189273835
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Natixis Memory Income Autocall December 2025 USD
ISIN: XS3138918100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006231.54
Russell 20002,529.42502729.887
SMI13,171.850014967.73
Nikkei 22549,507.210061077.9

STRIKE DATE 19/12/2025
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: 2.05% 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 XS3138918100
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Morgan Stanley Triple Index 100% Cap Protected Autocall Dec 2025
ISIN: XS3211956100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 96.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.24% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,171.850014967.73
Nikkei 22549,507.210061077.9
S&P 5006,834.50007353.73

STRIKE DATE 19/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Observations: Semi-Annual with first after 36 months Autocall Trigger: 100% of initial level Conditional Return Rate: USD: 3.375% Semi-Annually (6.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at Maturity
P.A. RETURN
ISIN XS3211956100
NEXT POTENTIAL MATURITY DATE 19/12/2028

EXPAND CLOSE
MS Capital Protected Uncapped Participation Growth Dec 2025 USD
ISIN: XS3211975662
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 96.58%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006231.54

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211975662
NEXT POTENTIAL MATURITY DATE 19/12/2030

EXPAND CLOSE
Morgan Stanley 100% Protected Call Spread Dec 2025 JPY
ISIN: XS3211997807
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 97.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY JPY
CURRENT PRICE 97.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22549,507.210061077.9

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211997807
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Jan 2026
ISIN: XS2880163568
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 95.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.48% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,488.360050505.87
S&P 5006,875.62007353.73
HSI26,585.060024796.98

STRIKE DATE 21/01/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880163568
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR Jan 2026
ISIN: XS3205843611
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 89.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.00% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,091.230050505.87
HSI26,629.960024796.98
Russell 20002,718.76502729.887

STRIKE DATE 22/01/2026
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: 3.56% Semi-Annual (7.12% 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 XS3205843611
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
UniCredit World Indices Memory Income Autocall December 2025 GBP
ISIN: DE000UN291J6
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.05% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,721.43007353.73
SMI13,028.620014967.73
Nikkei 22549,512.280061077.9
FTSE MIB44,099.480050505.87

STRIKE DATE 17/12/2025
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: 1.75% 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 DE000UN291J6
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall December 2025
ISIN: XS3231271829
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 92.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 92.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.050038.73
Barclays458.1500424
Goldman Sachs872.3300868.95
Societe Generale66.900064.52

STRIKE DATE 17/12/2025
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: 3.90% Quarterly(15.60% 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 XS3231271829
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3138920189
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 97.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.63% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203301.091
Russell 20002,718.76502729.887
Nikkei 22553,688.890061077.9
FTSE MIB45,091.230050505.87

STRIKE DATE 22/01/2026
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: 3.647% Semi-Annually (7.294% 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 XS3138920189
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Jan 2026
ISIN: XS3138920007
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 97.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.73% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203301.091
Russell 20002,718.76502729.887
Nikkei 22553,688.890061077.9
FTSE MIB45,091.230050505.87

STRIKE DATE 22/01/2026
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: 3.88% Semi-Annually (7.76% 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 XS3138920007
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD January 2026
ISIN: XS3138919686
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 104.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,956.17006231.54
Russell 20002,718.76502729.887
Nikkei 22553,688.890061077.9
OMX Stockholm 303,003.06203301.091

STRIKE DATE 22/01/2026
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: 6.02% Semi-Annually (12.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138919686
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 93.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.85609065.067
FTSE MIB44,713.460050505.87
Nikkei 22552,991.100061077.9
Russell 20002,645.36102729.887

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP JAN 2026
ISIN: XS3204438496
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 100.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810014967.73
Eurostoxx 505,882.88006231.54
S&P 5006,875.62007353.73
Nikkei 22552,774.640061077.9

STRIKE DATE 21/01/2026
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: GBP: 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 XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD JAN 2026
ISIN: XS3204438579
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 101.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.35% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810014967.73
Eurostoxx 505,882.88006231.54
Nikkei 22552,774.640061077.9
S&P 5006,875.62007353.73

STRIKE DATE 21/01/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: 98.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.71% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83006231.54
Russell 20002,519.30402729.887
Nikkei 22549,383.290061077.9
S&P/ASX 2008,598.94809065.067

STRIKE DATE 16/12/2025
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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 104.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.55% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5206231.54
FTSE 1009,751.310010782.66
S&P 5006,816.51007353.73
Nikkei 22550,168.110061077.9

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE