INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-65 Memory Income Autocall EUR Apr 2026
ISIN: XS3287522711
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,609.360047903.29
HSI25,893.540026487.48
S&P 5006,816.89007064.01

STRIKE DATE 09/04/2026
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: 3.60% Semi-Annual (7.20% 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 XS3287522711
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Apr 2026
ISIN: XS3287517802
STRIKE DATE: 03/04/2026
INDICATIVE PRICE: 101.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.02% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,728.808949.393
FTSE MIB45,411.7947903.29
Nikkei 22553,413.680059349.17
Russell 20002,540.64302764.97

STRIKE DATE 03/04/2026
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%, semi-annually) Memory Income Rate: 4.40% Semi-Annual (8.80% 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 XS3287517802
NEXT POTENTIAL MATURITY DATE 05/04/2027

EXPAND CLOSE
BBVA Developed Indices Memory Income Autocall March 2026 USD 
ISIN: XS3287517984
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 100.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.27% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,459.540013134.14
FTSE 10010,063.500010498.09
Nikkei 22553,372.530059349.17
Dow Jones Industrial Average46,021.430049149.38

STRIKE DATE 19/03/2026
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: 2.25% Quarterly (9.00% 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 XS3287517984
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall March 2026 GBP
ISIN: XS3263015748
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 93.01%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY
CURRENT PRICE 93.01% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,298.300013134.14
Eurostoxx 505,782.89005930.25
Nikkei 22555,278.060059349.17
Russell 20002,585.57302764.97

STRIKE DATE 05/03/2026
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
ISIN XS3263015748
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Apr 2026
ISIN: XS3281185481
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 96.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.04% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,411.790047903.29
Nikkei 22553,429.560059349.17
Russell 20002,544.94502764.97

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95.00% 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 XS3281185481
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Mar 2026 USD
ISIN: XS3292010231
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 100.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.75% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays384.0500437.85
Commerzbank AG31.440035.94
UniCredit SpA61.530067.01
Goldman Sachs835.7200926.55

STRIKE DATE 24/03/2026
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: 3.75% Quarterly (15.00% 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 XS3292010231
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
BBVA 55-60 Defence Stocks Memory Income Autocall February 2026 USD
ISIN: XS3250170316
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 84.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.79% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001431
Thyssenkrupp AG10.54508.93
Leonardo SpA56.800055.27
Capgemini SE106.9500109.5

STRIKE DATE 27/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD: 4.4125% Quarterly (17.65% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250170316
NEXT POTENTIAL MATURITY DATE 27/06/2026

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 USD
ISIN: XS3281167406
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 94.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.67% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790013134.14
Eurostoxx 505,569.73005930.25
Nikkei 22551,063.720059349.17
Russell 20002,496.37402764.97

STRIKE DATE 31/03/2026
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: 2.025% Quarterly (8.10% 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 XS3281167406
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 GBP
ISIN: XS3281167075
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 94.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.68% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790013134.14
Eurostoxx 505,569.73005930.25
Nikkei 22551,063.720059349.17
Russell 20002,496.37402764.97

STRIKE DATE 31/03/2026
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: 1.975% 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 XS3281167075
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
BNP 360% Participation Capital Protected Growth February 2026
ISIN: XS3251136779
STRIKE DATE: 26/02/2026
INDICATIVE PRICE: 89.05%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 89.05% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496299.7015

STRIKE DATE 26/02/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 360% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS3251136779
NEXT POTENTIAL MATURITY DATE 26/02/2031

EXPAND CLOSE
Citi Memory Knock Out Low Hurdle Autocall USD MAR 2026
ISIN: XS3158917107
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 104.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 104.65% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,832.54201972.348
FTSE MIB42,840.900047903.29
Nikkei 22553,372.530059349.17
Nasdaq 10023,898.150026479.47

STRIKE DATE 20/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3158917107
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Mar 2026
ISIN: XS3138937407
STRIKE DATE: 26/03/2026
INDICATIVE PRICE: 102.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.49% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505930.25
Russell 20002764.97
Nikkei 22559349.17
OMX Stockholm 303133.289

STRIKE DATE 26/03/2026
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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138937407
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
BBVA 85-60 Triple Index Memory Income Autocall March 2026 USD
ISIN: XS3260467959
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 95.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.67% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,830.71007064.01
Eurostoxx 505,782.89005930.25
SMI13,298.300013134.14

STRIKE DATE 05/03/2026
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: 1.86% Quarterly (7.44% 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 XS3260467959
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Marex Diversified Markets Classic Autocall CAD Mar 2026
ISIN: XS3262009304
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 97.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 97.84% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,816.63007064.01
FTSE 10010,484.130010498.09
FTSE MIB44,468.460047903.29
Nikkei 22556,279.050059349.17

STRIKE DATE 03/03/2026
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: CAD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3262009304
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Marex World Indices Classic Autocall CAD Mar 2026
ISIN: XS3262009486
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 97.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 97.35% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,720.080026479.47
SMI13,404.930013134.14
FTSE MIB44,468.460047903.29
Nikkei 22556,279.050059349.17

STRIKE DATE 03/03/2026
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: CAD: 5.175% Semi-Annually (10.35% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3262009486
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
BBVA Quad Index Defensive Autocall Feb 2026 USD
ISIN: XS3260493443
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 94.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.28% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41005930.25
Nikkei 22558,850.270059349.17
OMX Stockholm 303,222.75303133.289
Russell 20002,632.36102764.97

STRIKE DATE 27/02/2026
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: 65% Final level (European style)
P.A. RETURN
ISIN XS3260493443
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Goldman Sach 100% Capital Protected Autcocall USD March 2026
ISIN: XS3203172823
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 100.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 100.21% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680013134.14
FTSE MIB43,189.800047903.29
Nikkei 22551,515.490059349.17
Russell 20002,494.22702764.97

STRIKE DATE 23/03/2026
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3203172823
NEXT POTENTIAL MATURITY DATE 23/03/2029

EXPAND CLOSE
Société Générale Defense Early Low Hurdle Autocall USD March 2026 – Factsheet Available Upon Request
ISIN: XS3282197196
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 97.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 97.42% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.2400109.5
Leonardo SpA59.200055.27
Thyssenkrupp AG7.89208.93
Rheinmetall AG1,483.00001431

STRIKE DATE 23/03/2026
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: 8.75% Quarterly (35.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3282197196
NEXT POTENTIAL MATURITY DATE 22/09/2026

EXPAND CLOSE
BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
ISIN: XS3250157214
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 91.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.93% (as at 22/04/2026 09:46 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760013134.14
FTSE MIB46,472.980047903.29
Nikkei 22556,825.700059349.17
Nasdaq 10025,012.620026479.47

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250157214
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Feb 2026 USD
ISIN: XS3242372830
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABN Amro Bank NV29.050030.2
UniCredit SpA74.660067.01
Citi Group Inc116.2700131.68
Deutsche Bank AG31.000028.06

STRIKE DATE 20/02/2026
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: 2.89% Quarterly (11.56% 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 XS3242372830
NEXT POTENTIAL MATURITY DATE 22/02/2027

EXPAND CLOSE