INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 100% Capital Protected Autocall October 2025 GBP
ISIN: XS2736761714
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 100.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.28% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500013905.82
FTSE MIB43,175.320051543.45
Nikkei 22552,411.340065513.99
S&P 5006,840.20007704.13

STRIKE DATE 31/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761714
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Barclays Global Markets 75-60 Memory Income Autocall Oct 2025 GBP
ISIN: XS3153364222
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.66% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,325.610065513.99
Eurostoxx 505,699.18006272.5
SMI12,309.630013905.82
Russell 20002,465.95302835.574

STRIKE DATE 30/10/2025
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: 1.80% Quarterly (7.20% 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 XS3153364222
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3206902341
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 99.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.06% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,465.95302835.574
Eurostoxx 505,699.18006272.5
SMI12,309.630013905.82
Nikkei 22551,325.610065513.99

STRIKE DATE 30/10/2025
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: 1.75% Quarterly(7.00% 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 XS3206902341
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3206891809
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 101.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 101.24% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,358.160030478.86
Russell 20002,513.47002835.574
SMI12,568.180013905.82
Eurostoxx 505,674.50006272.5

STRIKE DATE 24/10/2025
RETURN & BARRIERS
Maximum Term: 5 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: .4.08% Semi-Annual (8.16% 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 XS3206891809
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BNP Paribas Defensive Autocall October 2025 ZAR
ISIN: ZAE000353983
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 106.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 106.18% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,557.270013905.82
Nikkei 22548,641.610065513.99
FTSE MIB42,381.930051543.45
Nasdaq 10025,097.420030478.86

STRIKE DATE 23/10/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000353983
NEXT POTENTIAL MATURITY DATE 23/10/2028

EXPAND CLOSE
Barclays Triple Index Classic Autocall October 2025 USD
ISIN: XS3167111973
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 107.96%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 107.96% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,668.33006272.5
Nikkei 22548,641.610065513.99
S&P 5006,738.44007704.13

STRIKE DATE 23/10/2025
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 Memory Income Rate: GBP: 2.00% Quarterly(8.00% 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 XS3167111973
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
BARCLAYS 80-60 MEMORY INCOME AUTOCALL
ISIN: XS3135036666
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 97.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.87% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,097.420030478.86
FTSE MIB42,381.930051543.45
SMI12,557.270013905.82
Nikkei 22548,641.610065513.99

STRIKE DATE 23/10/2025
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: 2.00% Quarterly (8.00% 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 XS3135036666
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Nov 2025
ISIN: XS3170651676
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 97.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.44% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,416.50108702.022
FTSE MIB42,661.670051543.45
Nikkei 22548,625.880065513.99
Russell 20002,369.58702835.574

STRIKE DATE 21/11/2025
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: 4.00% Semi-Annual (8.00% 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 XS3170651676
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
SANTANDERGLOBAL BANKS 55-55 MEMORY INCOME AUTOCALL
ISIN: XS3149208210
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 98.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.51% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG29.640041.07
Deutsche Bank AG28.575030.93
Wells Fargo & Co83.880082.18
UniCredit SpA61.580082.18

STRIKE DATE 22/10/2025
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: 3.675% Quarterly (14.70% 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 XS3149208210
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall USD Nov 2025
ISIN: XS2736759908
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,917.640051543.45
Russell 20002,305.11202835.574
Nikkei 22549,823.940065513.99
OMX Stockholm 302,701.94703271.255

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.26% Quarterly (9.04% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.04% p.a.
ISIN XS2736759908
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Nov 2025
ISIN: XS2736759817
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,543.060013905.82
FTSE MIB42,917.640051543.45
Nikkei 22549,823.940065513.99
Nasdaq 10024,054.380030478.86

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.08% p.a.
ISIN XS2736759817
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 USD
ISIN: XS3126449670
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 87.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.35% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400122.53
Kroger Co68.990058.92
Walmart Inc107.7300107.56

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period USD: 7.70% Semi-Annually (15.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126449670
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA Semi-Annual Reducing Autocall October 2025 GBP
ISIN: XS3126449753
STRIKE DATE: 20/10/2025
INDICATIVE PRICE: 87.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.65% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Dollar General Corp105.7400122.53
Kroger Co68.990058.92
Walmart Inc107.7300107.56

STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: GBP: 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 XS3126449753
NEXT POTENTIAL MATURITY DATE 20/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3126429649
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 98.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.37% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580013905.82
Eurostoxx 505,605.03006272.5
Nikkei 22547,672.670065513.99
Russell 20002,519.75402835.574

STRIKE DATE 16/10/2025
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126429649
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall October 2025 GBP
ISIN: XS3126429722
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: 98.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.24% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,529.580013905.82
Eurostoxx 505,605.03006272.5
Nikkei 22547,672.670065513.99
Russell 20002,519.75402835.574

STRIKE DATE 16/10/2025
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126429722
NEXT POTENTIAL MATURITY DATE 16/10/2026

EXPAND CLOSE
BBVA Global Markets Reducing Autocall October 2025 USD
ISIN: XS3126425498
STRIKE DATE: 16/10/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,605.03006272.5
FTSE 1009,424.750010679.99
Russell 20002,519.75402835.574

STRIKE DATE 16/10/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 3.15% Semi-Annually (6.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS3126425498
NEXT POTENTIAL MATURITY DATE 16/04/2026

EXPAND CLOSE
Natixis Global Markets Defensive Autocall GBP Nov 2025
ISIN: XS2736759148
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 110.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.51% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690051543.45
Russell 20002,388.22702835.574
Nikkei 22550,376.530065513.99
OMX Stockholm 302,757.12003271.255

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: GBP: 6.375% Semi-Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736759148
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
Natixis Globals Market Defensive Autocall USD Nov 2025
ISIN: XS2736759064
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 111.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 111.94% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,994.690051543.45
Russell 20002,388.22702835.574
Nikkei 22550,376.530065513.99
OMX Stockholm 302,757.12003271.255

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: USD: 7.15% Semi-Annually (14.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736759064
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Nov 2025
ISIN: XS3148616124
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 107.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 107.16% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013905.82
Eurostoxx 505,742.79006272.5
Nikkei 22551,281.830065513.99
S&P 5006,737.49007704.13

STRIKE DATE 13/11/2025
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: 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 XS3148616124
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Nov 2025
ISIN: XS3148615829
STRIKE DATE: 13/11/2025
INDICATIVE PRICE: 107.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 107.63% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,740.910013905.82
Eurostoxx 505,742.79006272.5
Nikkei 22551,281.830065513.99
S&P 5006,737.49007704.13

STRIKE DATE 13/11/2025
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: 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 XS3148615829
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE