INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi Annual Classic Autocall GBP May 2026
ISIN: XS3342554253
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 99.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.34% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014424.24
Eurostoxx 505,976.07006412.68
Nikkei 22559,804.410069744.07
S&P 5007,432.97007483.24

STRIKE DATE 20/05/2026
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: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342554253
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD May 2026
ISIN: XS3342554410
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 98.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.70% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014424.24
Eurostoxx 505,976.07006412.68
Nikkei 22559,804.410069744.07
S&P 5007,432.97007483.24

STRIKE DATE 20/05/2026
RETURN & BARRIERS
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 XS3342554410
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Diversified Markets Defensive Autocall May 2026 USD
ISIN: XS3342546077
STRIKE DATE: 11/05/2026
INDICATIVE PRICE: 93.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.08% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,664.950052818.85
Russell 20002,870.64002996.11
HSI26,406.840023350.03
SMI13,101.330014424.24

STRIKE DATE 11/05/2026
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342546077
NEXT POTENTIAL MATURITY DATE 11/05/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP May 2026
ISIN: XS3328836583
STRIKE DATE: 18/05/2026
INDICATIVE PRICE: 95.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.51% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,055.51903247.031
FTSE MIB48,669.050052818.85
Nikkei 22560,815.950069744.07
Russell 20002,775.10202996.11

STRIKE DATE 18/05/2026
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: 3.75% Semi-Annually (7.50% 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 XS3328836583
NEXT POTENTIAL MATURITY DATE 18/05/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD May 2026 FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3337081916
STRIKE DATE: 19/05/2026
INDICATIVE PRICE: 82.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 82.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation220.6100194.83
Tesla Inc404.1100393.45
Oracle181.4600140.27
Intel110.8000120.35

STRIKE DATE 19/05/2026
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: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3337081916
NEXT POTENTIAL MATURITY DATE 19/10/2026

EXPAND CLOSE
BBVA 1 Year Digital Note April 2026 USD
ISIN: XS3317191610
STRIKE DATE: 16/04/2026
INDICATIVE PRICE: 98.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.67% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,589.990010679.03
Russell 20002,719.60202996.11
Eurostoxx 505,933.28006412.68
Nikkei 22559,518.340069744.07

STRIKE DATE 16/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Digital Digital Coupon Trigger: 75% of initial level Coupon Rate: GBP: 8.00% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317191610
NEXT POTENTIAL MATURITY DATE 16/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 2 April 2026 USD
ISIN: XS3317112681
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 96.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.47% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,907.410052818.85
FTSE 10010,457.010010679.03
Nikkei 22559,140.230069744.07
Russell 20002,775.09602996.11

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.87% Quarterly (11.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112681
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 1 April 2026 USD
ISIN: XS3317112418
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 94.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,894.73006412.68
FTSE 10010,457.010010679.03
Nikkei 22559,140.230069744.07
S&P 5007,108.40007483.24

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.23% Quarterly (8.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112418
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall Bespoke 3 April 2026 USD
ISIN: XS3317112509
STRIKE DATE: 24/04/2026
INDICATIVE PRICE: 94.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.93% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,248.060014424.24
CAC 408,227.32008508.07
OMX Stockholm 303,131.35203247.031
Russell 20002,775.09602996.11

STRIKE DATE 24/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.12% Quarterly (8.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3317112509
NEXT POTENTIAL MATURITY DATE 26/04/2027

EXPAND CLOSE
Citi 90-65 Memory Income Autocall April 2026 USD
ISIN: XS3164114442
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 97.87%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.87% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,905.02006412.68
Nikkei 22556,502.770069744.07
Russell 20002,670.49202996.11
Nasdaq 10025,383.720029329.21

STRIKE DATE 14/04/2026
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: GBP: 0.7875% Monthly (9.45% 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 XS3164114442
NEXT POTENTIAL MATURITY DATE 14/04/2032

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP May 2026
ISIN: XS3267325838
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 100.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.79% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603247.031
FTSE MIB49,289.540052818.85
Nikkei 22562,713.650069744.07
Russell 20002,861.20902996.11

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 6 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: 3.65% Semi-annually (7.30% 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 XS3267325838
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD May 2026
ISIN: XS3267330168
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 99.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.59% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603247.031
FTSE MIB49,289.540052818.85
Nikkei 22562,713.650069744.07
Russell 20002,861.20902996.11

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 6 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: 4.05% Semi-annually (8.10% 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 XS3267330168
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD May 2026
ISIN: XS3328338556
STRIKE DATE: 14/05/2026
INDICATIVE PRICE: 94.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,501.24007483.24
FTSE MIB50,050.270052818.85
Nikkei 22562,654.050069744.07
Russell 20002,863.08602996.11

STRIKE DATE 14/05/2026
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: 4.25% Semi-Annually (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 XS3328338556
NEXT POTENTIAL MATURITY DATE 14/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall April 2026 USD
ISIN: XS3291994286
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 97.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.16% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,785.37702996.11
Eurostoxx 505,906.22006412.68
SMI13,067.630014424.24
Nikkei 22559,585.860069744.07

STRIKE DATE 23/04/2026
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3291994286
NEXT POTENTIAL MATURITY DATE 23/04/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall May 2026 USD
ISIN: XS3267316175
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 100.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.71% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,965.07402068.89
Russell 20002,839.62602996.11
Nikkei 22562,833.840069744.07
Eurostoxx 505,972.65006412.68

STRIKE DATE 07/05/2026
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: 2.3125% Quarterly (9.25% 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 XS3267316175
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall May 2026 GBP
ISIN: XS3305517040
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 97.14%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.14% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014424.24
Eurostoxx 505,972.65006412.68
Nikkei 22562,833.840069744.07
Russell 20002,839.62602996.11

STRIKE DATE 07/05/2026
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: 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 XS3305517040
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall May 2026 USD (XS3292040147)
ISIN: XS3292040147
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 99.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.70% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,839.62602996.11
Eurostoxx 505,972.65006412.68
SMI13,135.430014424.24
Nikkei 22562,833.840069744.07

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.0375% Quarterly (8.15% 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 XS3292040147
NEXT POTENTIAL MATURITY DATE 14/05/2032

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD May 2026
ISIN: XS3317180928
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 95.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.87% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,680.45408844.412
FTSE MIB48,557.500052818.85
Nikkei 22559,513.120069744.07
Russell 20002,845.00402996.11

STRIKE DATE 05/05/2026
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: 4.45% Semi-Annual (8.90% 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 XS3317180928
NEXT POTENTIAL MATURITY DATE 06/05/2027

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall March 2026 USD
ISIN: XS3295227253
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 103.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 103.61% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,570.260014424.24
FTSE MIB43,379.100052818.85
Russell 20002,449.69502996.11
Nikkei 22553,373.070069744.07

STRIKE DATE 27/03/2026
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3295227253
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Apr 2026
ISIN: XS3267326992
STRIKE DATE: 27/04/2026
INDICATIVE PRICE: 103.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.78% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,860.32006412.68
Russell 20002,788.18902996.11
Nikkei 22560,537.360069744.07
OMX Stockholm 303,079.75503247.031

STRIKE DATE 27/04/2026
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267326992
NEXT POTENTIAL MATURITY DATE 27/04/2027

EXPAND CLOSE