INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3255917141
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 93.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.28% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840013212.96
Russell 20002,646.58502863.086
Nikkei 22556,566.490062654.05
Eurostoxx 506,021.85005934.96

STRIKE DATE 17/02/2026
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: 1.85% Quarterly (7.40% 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 XS3255917141
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3250160515
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 90.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.13% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840013212.96
Russell 20002,646.58502863.086
Nikkei 22556,566.490062654.05
Eurostoxx 506,021.85005934.96

STRIKE DATE 17/02/2026
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: 1.88% Quarterly (7.52% 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 XS3250160515
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocal March 2026
ISIN: XS3138933596
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 99.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.39% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,782.89005934.96
Russell 20002,585.57302863.086
Nikkei 22555,278.060062654.05
SMI13,298.300013212.96

STRIKE DATE 05/03/2026
RETURN & BARRIERS
1.9375% Quarterly Memory Coupon If Above 75%, 100% Autocall Trigger from 12 months, 60% European Barrier
P.A. RETURN
ISIN XS3138933596
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Goldman Sachs SMI Participation SGD February 2026
ISIN: XS3292768564
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 96.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE 96.68% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000013212.96

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: SGD: 16.75% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292768564
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Goldman Sachs SMI Participation HKD February 2026
ISIN: XS3292803577
STRIKE DATE: 16/02/2026
INDICATIVE PRICE: 95.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE 95.89% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000013212.96

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: HKD: 54.25% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292803577
NEXT POTENTIAL MATURITY DATE 16/08/2027

EXPAND CLOSE
Marex US Tech Defensive Autocall USD
ISIN: XS3218883216
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 103.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 103.98% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com208.5600267.22
Tesla Inc409.3800443.3
Microsoft389.0000409.43
Meta Platform Inc639.3000618.43

STRIKE DATE 24/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218883216
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Santander Global Banks 50-50 Memory Income Autocall Feb 2026 USD
ISIN: XS3242380692
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 96.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.84% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.160036.63
Barclays454.0000434.7
Goldman Sachs905.1400968.96
Societe Generale66.700067.46

STRIKE DATE 13/02/2026
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: 4.3125% Quarterly (17.25% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3242380692
NEXT POTENTIAL MATURITY DATE 13/02/2027

EXPAND CLOSE
Santander Global Banks 50-45 Mem Income 1S Autocall Feb 2026 USD
ISIN: XS3242374612
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 95.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE 95.71% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Citi Group Inc110.8600124.82
UniCredit SpA71.330072.35
Deutsche Bank AG29.600027.41
ABN Amro Bank NV28.210032.89

STRIKE DATE 13/02/2026
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: 2.475% Quarterly (9.90% p.a.) Income Trigger: 50% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style) One Star Barrier: 100%
P.A. RETURN
ISIN XS3242374612
NEXT POTENTIAL MATURITY DATE 16/02/2027

EXPAND CLOSE
Soc Gen Memory Income Defensive Autocall February 2026 USD
ISIN: XS3282026114
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 94.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 94.10% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc417.4400443.3
Broadcom Inc325.1700439.79
Eli Lilly & Company1,040.00001006.7
Royal Caribbean Cruise319.6100265.38

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 5.00% Quarterly (20.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3282026114
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Mar 2026
ISIN: XS3138931970
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 98.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.02% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005934.96
Russell 20002,480.05102863.086
Nikkei 22553,819.610062654.05

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931970
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Mar 2026
ISIN: XS3138931897
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 98.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.98% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61005934.96
Russell 20002,480.05102863.086
Nikkei 22553,819.610062654.05

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931897
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 February 2026 USD
ISIN: XS3138931038
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 95.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.24% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,890.07007501.24
OMX Stockholm 303,190.86703048.114
CAC 408,519.21008082.27

STRIKE DATE 24/02/2026
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: 3.77% Semi-Annually () Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931038
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 2 February 2026 USD
ISIN: XS3138930907
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 94.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.69% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
IBEX 3518,189.500017809.2
DAX24,986.250024456.26
CAC 408,519.21008082.27

STRIKE DATE 24/02/2026
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: 3.77% Semi-Annually (7.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138930907
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 February 2026 USD
ISIN: XS3138931111
STRIKE DATE: 24/02/2026
INDICATIVE PRICE: 94.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.19% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,190.86703048.114
CAC 408,519.21008082.27
SMI13,997.130013212.96
S&P 5006,890.07007501.24

STRIKE DATE 24/02/2026
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: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3138931111
NEXT POTENTIAL MATURITY DATE 24/02/2027

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall February 2026 GBP
ISIN: XS3262922571
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 96.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.51% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,687.610029580.3
Eurostoxx 506,011.29005934.96
Nikkei 22557,639.840062654.05

STRIKE DATE 12/02/2026
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 Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3262922571
NEXT POTENTIAL MATURITY DATE 12/02/2027

EXPAND CLOSE
JP Morgan 6yr Triple Index Reducing Autocall Feb 2026
ISIN: XS3267920802
STRIKE DATE: 12/02/2026
INDICATIVE PRICE: 95.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.21% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,011.29005934.96
S&P 5006,832.76007501.24
FTSE 10010,402.440010372.93

STRIKE DATE 12/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 11.55% Annually 11.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267920802
NEXT POTENTIAL MATURITY DATE 14/02/2028

EXPAND CLOSE
Santander Global Banks Reducing Autocall February 2026 GBP
ISIN: XS3242404039
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 94.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.68% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays473.9500434.7
Goldman Sachs916.0400968.96
Societe Generale70.480067.46
Commerzbank AG33.320036.63

STRIKE DATE 17/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing to 75% then 50%) Coupon Rate: GBP: 22.85% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% of its initial level (European style)
P.A. RETURN
ISIN XS3242404039
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Citi 80-60 Memory Income Autocall March 2026 USD
ISIN: XS3159125478
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 99.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 99.05% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,781.48007501.24
FTSE MIB45,201.690050050.27
Nikkei 22554,248.390062654.05
Russell 20002,548.07802863.086

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰3.90% Semi-Annual Memory Coupon If Above 80%, 📈100% Autocall Trigger from 12 months, 🛡️60% European Barrier
P.A. RETURN
ISIN XS3159125478
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 100% Capital Protected Autocall Feb 2026 USD
ISIN: XS3138931467
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 95.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.98% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300013212.96
FTSE MIB47,209.890050050.27
Nikkei 22558,850.270062654.05
S&P 5006,878.88007501.24

STRIKE DATE 27/02/2026
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: 4.17% Semi-Annually (8.34% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3138931467
NEXT POTENTIAL MATURITY DATE 27/02/2029

EXPAND CLOSE
JP Morgan Triple Index Reducing Autocall
ISIN: XS3267919036
STRIKE DATE: 11/02/2026
INDICATIVE PRICE: 96.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY JP Morgan
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.92% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,035.64007501.24
Eurostoxx 506,035.64005934.96
Nikkei 22557,650.540062654.05

STRIKE DATE 11/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 13.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267919036
NEXT POTENTIAL MATURITY DATE 11/02/2028

EXPAND CLOSE