INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS3153365898
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 0.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.98% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22550,376.530061077.9
Eurostoxx 505,693.77006231.54
SMI12,634.300014967.73
Russell 20002,388.22702729.887

STRIKE DATE 14/11/2025
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: 1.8375% Quarterly (7.35% 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 XS3153365898
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 USD
ISIN: XS2736762019
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 100.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006231.54
Russell 20002,388.22702729.887
SMI12,634.300014967.73
Nikkei 22550,376.530061077.9

STRIKE DATE 14/11/2025
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 USD: 2.085% Quarterly (8.34% 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 XS2736762019
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS2736762100
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77006231.54
Russell 20002,388.22702729.887
SMI12,634.300014967.73
Nikkei 22550,376.530061077.9

STRIKE DATE 14/11/2025
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: 1.915% Quarterly (7.66% 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 XS2736762100
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA World Indices Memory Income Autocall November 2025 GBP
ISIN: XS3170690815
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 99.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.42% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300014967.73
FTSE MIB43,994.690050505.87
Nikkei 22550,376.530061077.9
S&P 5006,734.11007353.73

STRIKE DATE 14/11/2025
RETURN & BARRIERS
1.875% Quarterly Memory Coupon if above 72.50%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3170690815
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis Global Markets 70-60 Memory Income Autocall Nov 2025 GBP
ISIN: XS3138910628
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.93% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,008.240026629.81
Russell 20002,388.22702729.887
SMI12,634.300014967.73
S&P/ASX 2008,634.52209065.067

STRIKE DATE 14/11/2025
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: 0.575% Monthly (6.90% 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 XS3138910628
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA 80-60 Memory income Autocall EUR DEC 2025
ISIN: XS3184660416
STRIKE DATE: 09/12/2025
INDICATIVE PRICE: 96.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.65% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,931.160014967.73
FTSE MIB43,574.500050505.87
Nikkei 22550,655.100061077.9
Nasdaq 10025,668.690026629.81

STRIKE DATE 09/12/2025
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: EUR: 3.10% Semi-Annual (6.20% 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 XS3184660416
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Dec 2025
ISIN: XS3211686046
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 98.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.22% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,432.820050505.87
Nikkei 22550,581.940061077.9
OMX Stockholm 302,823.91003301.091

STRIKE DATE 08/12/2025
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: GBP: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3211686046
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Dec 2025
ISIN: XS3170752946
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 97.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.56% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,981.420014967.73
FTSE MIB43,432.820050505.87
Nikkei 22550,581.940061077.9
Russell 20002,520.98002729.887

STRIKE DATE 08/12/2025
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: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3170752946
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA Capital Protected Autocall Nov 2025 USD
ISIN: XS3148591624
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 102.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.46% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014967.73
FTSE MIB42,917.670050505.87
Nikkei 22550,276.370061077.9
Russell 20002,432.82402729.887

STRIKE DATE 07/11/2025
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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148591624
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall November 2025 USD
ISIN: XS3148591541
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 94.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.92% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014967.73
FTSE MIB42,917.670050505.87
S&P 5006,728.80007353.73
HSI26,241.830024796.98

STRIKE DATE 07/11/2025
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: USD: 5.60% Semi-Annual (11.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3148591541
NEXT POTENTIAL MATURITY DATE 07/11/2026

EXPAND CLOSE
Marex Memory Income Reducing Autocall November 2025 USD
ISIN: XS3083890148
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 79.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 79.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.37001364.73
JP Morgan314.2100337.34
Salesforce239.8800222.41
Adobe Inc326.9500246.44

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3083890148
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Dec 2025
ISIN: XS2880174680
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 99.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.79% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640050505.87
S&P 5006,849.72007353.73
HSI25,760.730024796.98

STRIKE DATE 03/12/2025
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: EUR: 5.585% Semi-Annually (11.17% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880174680
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Dec 2025
ISIN: XS3217670010
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle214.3300115.16
Intel40.500052.25
Tesla Inc454.5300343.69
Nvidia Corporation183.3800181.6

STRIKE DATE 04/12/2025
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 30.00% p.a.
ISIN XS3217670010
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Nov 2025
ISIN: XS3138907830
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 96.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis:
TYPE Note
CURRENCY USD
CURRENT PRICE 96.41% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09006231.54
Russell 20002,369.58702729.887
Nikkei 22548,625.880061077.9

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.72% p.a.
ISIN XS3138907830
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Barclays 70-60 Memory Income GBP Dec 2025
ISIN: XS3167724395
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 96.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.87% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,813.60503301.091
FTSE MIB43,519.070050505.87
Nikkei 22551,028.420061077.9
Russell 20002,531.15902729.887

STRIKE DATE 04/12/2025
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: GBP: 3.50% Semi-Annual (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 XS3167724395
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 USD
ISIN: XS2736761631
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 100.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.74% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014967.73
FTSE MIB43,175.320050505.87
Nikkei 22552,411.340061077.9
S&P 5006,840.20007353.73

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: USD: 4.07% Semi-Annually (8.14% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761631
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 GBP
ISIN: XS2736761714
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 99.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.72% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014967.73
FTSE MIB43,175.320050505.87
Nikkei 22552,411.340061077.9
S&P 5006,840.20007353.73

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,325.610061077.9
Eurostoxx 505,699.18006231.54
SMI12,309.630014967.73
Russell 20002,465.95302729.887

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 7.20% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,465.95302729.887
Eurostoxx 505,699.18006231.54
SMI12,309.630014967.73
Nikkei 22551,325.610061077.9

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 7.00% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,358.160026629.81
Russell 20002,513.47002729.887
SMI12,568.180014967.73
Eurostoxx 505,674.50006231.54

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 8.16% p.a.
ISIN XS3206891809
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE