INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 3 Year Triple Index Fixed Income USD Oct 2026
ISIN: XS3497739535
STRIKE DATE: 15/10/2026
INDICATIVE PRICE: 96.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.08% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,168.26006231.54
Russell 20002,767.26902729.887
Nikkei 22564,425.950061077.9

STRIKE DATE 15/10/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.76% p.a. (1.94% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3497739535
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA Global Indices Classic Autocall Sept 2026 USD
ISIN: XS3497966864
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 89.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.72% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014967.73
OMX Stockholm 303,316.89703301.091
Nikkei 22565,018.950061077.9
Nasdaq 10030,470.290026629.81

STRIKE DATE 23/09/2026
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: 6.65% Semi-Annually (13.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497966864
NEXT POTENTIAL MATURITY DATE 24/09/2027

EXPAND CLOSE
Citi 90-65 Memory Income Autocall Apr 2026 USD
ISIN: XS3413427918
STRIKE DATE: 06/10/2026
INDICATIVE PRICE: 87.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 87.72% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,261.400050505.87
Nikkei 22570,683.980061077.9
Russell 20002,830.29702729.887
Nasdaq 10031,224.470026629.81

STRIKE DATE 06/10/2026
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: USD: 0.8025% Monthly (9.63% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3413427918
NEXT POTENTIAL MATURITY DATE 06/10/2027

EXPAND CLOSE
Bank of America 70-60 Memory Income Autocall Oct 2026 USD
ISIN: XS3506320269
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 95.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 95.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 2252,794.128061077.9
Russell 200069,042.11002729.887
Eurostoxx 506,126.73006231.54
SMI13,637.000014967.73

STRIKE DATE 08/10/2026
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: 1.9925% Quarterly (7.97% 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 XS3506320269
NEXT POTENTIAL MATURITY DATE 08/10/2027

EXPAND CLOSE
BBVA Mining Reducing Autocall Oct 2026 USD
ISIN: XS3497957368
STRIKE DATE: 09/10/2026
INDICATIVE PRICE: 90.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American4,040.00003701
Agnico Eagle Mines Ltd183.8700189.06
Freeport-McMoRan Inc71.140057.9
Newmont Corp115.5500119.71

STRIKE DATE 09/10/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 5%, semi-annually) Memory Income Rate: USD: 13.50% Semi-Annual (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497957368
NEXT POTENTIAL MATURITY DATE 11/10/2027

EXPAND CLOSE
Citi 60-60 Memory Income Autocall Sept 2026 USD
ISIN: XS3413509996
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: 92.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 92.87% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,371.540050505.87
Nasdaq 10030,482.350026629.81
Nikkei 22565,513.990061077.9

STRIKE DATE 21/09/2026
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: 3.75% Semi-Annual (7.50% 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 XS3413509996
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
BBVA 80-60 Global Indicies Memory Income Autocall Sep 2026 USD
ISIN: XS3475009505
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: 91.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.05% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,956.580014967.73
FTSE MIB52,371.540050505.87
HSI25,042.710024796.98
Nasdaq 10030,482.350026629.81

STRIKE DATE 21/09/2026
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: 4.62% Semi-Annual (9.42% 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 XS3475009505
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Oct 2026
ISIN: XS3497963176
STRIKE DATE: 14/10/2026
INDICATIVE PRICE: 92.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,753.840050505.87
Nikkei 22567,744.290061077.9
OMX Stockholm 303,276.26603301.091
Russell 20002,729.53102729.887

STRIKE DATE 14/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: GBP: 4.25% Semi-Annual (8.50% 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 XS3497963176
NEXT POTENTIAL MATURITY DATE 14/10/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Oct 2026
ISIN: XS3497963093
STRIKE DATE: 14/10/2026
INDICATIVE PRICE: 92.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.88% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,753.840050505.87
Nikkei 22567,744.290061077.9
OMX Stockholm 303,276.26603301.091
Russell 20002,729.53102729.887

STRIKE DATE 14/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: USD: 4.50% Semi-Annual (9.00% 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 XS3497963093
NEXT POTENTIAL MATURITY DATE 14/10/2027

EXPAND CLOSE
Natixis 100% Capital Protected Autocall GBP Oct 2026
ISIN: XS3431460271
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 93.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.03% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,226.82403301.091
FTSE MIB49,972.250050505.87
Nikkei 22570,035.710061077.9
Russell 20002,793.20402729.887

STRIKE DATE 07/10/2026
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: GBP: 4.535% Semi-Annually (9.07% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3431460271
NEXT POTENTIAL MATURITY DATE 09/10/2029

EXPAND CLOSE
Natixis 100% Capital Protected Autocall USD Oct 2026
ISIN: XS3339048020
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 93.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.32% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,226.82403301.091
FTSE MIB49,972.250050505.87
Nikkei 22570,035.710061077.9
Russell 20002,793.20402729.887

STRIKE DATE 07/10/2026
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: USD: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339048020
NEXT POTENTIAL MATURITY DATE 09/10/2029

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD September 2026
ISIN: XS3414915762
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares398.7700375.49
Ishares Silver Trust58.120046.93

STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon USD: 12.00% p.a. if called by Issuer (from 6 months) Participation Rate: USD: 100% participation at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS3414915762
NEXT POTENTIAL MATURITY DATE 11/09/2029

EXPAND CLOSE
Marex Global Stock Memory Income Reducing Autocall August 2026 USD
ISIN: XS3414909872
STRIKE DATE: 05/08/2026
INDICATIVE PRICE: 78.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 78.33% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.3900115.16
Broadcom Inc418.2800291.53
Amazon.com272.6500260.21
Commerzbank AG39.350038.73

STRIKE DATE 05/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 5% per period Memory Income Rate: USD: 4.50% Quarterly (18.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European Barrier
P.A. RETURN
ISIN XS3414909872
NEXT POTENTIAL MATURITY DATE 05/08/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Oct 2026
ISIN: XS3431423584
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 93.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.21% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,808.420014967.73
Nikkei 22570,035.710061077.9
Russell 20002,793.20402729.887
FTSE MIB49,972.250050505.87

STRIKE DATE 07/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: 3.875% Semi-annually (7.75% 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 XS3431423584
NEXT POTENTIAL MATURITY DATE 07/10/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Oct 2026
ISIN: XS3339058094
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 93.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.38% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,808.420014967.73
Nikkei 22570,035.710061077.9
Russell 20002,793.20402729.887
FTSE MIB49,972.250050505.87

STRIKE DATE 07/10/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.07% Semi-annually (8.14% 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 XS3339058094
NEXT POTENTIAL MATURITY DATE 07/10/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 GBP
ISIN: XS3422072432
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: 91.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.06% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202729.887
Eurostoxx 506,302.82006231.54
SMI13,945.710014967.73
Nikkei 22566,364.200061077.9

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.215% Quarterly (8.43% 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 XS3422072432
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 USD
ISIN: XS3422075708
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: 90.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 90.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202729.887
Eurostoxx 506,302.82006231.54
SMI13,945.710014967.73
Nikkei 22566,364.200061077.9

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.25% Quarterly (8.50% 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 XS3422075708
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
BBVA Euro Stoxx Banks Reducing Autocall September 2026 USD
ISIN: XS3475128859
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: 92.58%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks321.5200290.24

STRIKE DATE 08/09/2026
RETURN & BARRIERS
13.05% Annual Coupon if Autocalled 100% Autocall Trigger from 12 Months, Reducing to 95%, 90%, 85%, 60% 60% European Barrier
P.A. RETURN
ISIN XS3475128859
NEXT POTENTIAL MATURITY DATE 08/09/2027

EXPAND CLOSE
Citi Global Banks 55-55 Memory Income Autocall October 2026 USD
ISIN: XS3413611255
STRIKE DATE: 05/10/2026
INDICATIVE PRICE: 101.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 101.07% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG31.280032.585
Goldman Sachs893.4600868.95
Societe Generale65.990064.52
Standard Chartered2,246.00002091

STRIKE DATE 05/10/2026
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: 3.6875% Quarterly (14.75% 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 XS3413611255
NEXT POTENTIAL MATURITY DATE 05/10/2027

EXPAND CLOSE
Bank of America 75-60 Memory Income Autocall October 2026 USD
ISIN: XS3315792542
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 94.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 94.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,126.73006231.54
Russell 20002,794.12802729.887
Nikkei 22569,042.110061077.9
SMI13,637.000014967.73

STRIKE DATE 08/10/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.01% Quarterly (8.04% 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 XS3315792542
NEXT POTENTIAL MATURITY DATE 08/10/2027

EXPAND CLOSE