INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 GBP
ISIN: XS3338953311
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 96.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.50% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13909020.093
FTSE MIB52,796.780052245.47
Nikkei 22572,353.960064214.48
Russell 20003,004.40402968.271

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.80% Semi-annually (9.60% 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 XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 USD
ISIN: XS3267378019
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 96.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.41% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13909020.093
FTSE MIB52,796.780052245.47
Nikkei 22572,353.960064214.48
Russell 20003,004.40402968.271

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.175% Semi-annually (10.35% 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 XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 84.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 84.93% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001032.82
OMX Stockholm 303,124.05203278.19
Nasdaq 10030,223.890029482.32
Nikkei 22564,693.120064214.48

STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly(First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 1.183% Monthly (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Marex Semi Annual Classic Autocall May 2026 USD
ISIN: XS3218939372
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 94.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 94.66% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760014394.77
FTSE MIB49,825.320052245.47
S&P 5007,563.63007747.71
Nikkei 22564,693.120064214.48

STRIKE DATE 28/05/2026
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: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3218939372
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Natxis 80-60 Memory Income Defensive Autocall May 2026 EUR
ISIN: XS3338962650
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 100.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.66% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57609020.093
FTSE MIB49,181.660052245.47
Nikkei 22559,804.410064214.48
Russell 20002,817.36502968.271

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.70% Semi-annually(9.40% p.a.) USD: 5.05% Semi-annually(10.10% 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 XS3338962650
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 GBP
ISIN: XS3351708733
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 90.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.59% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014394.77
Eurostoxx 506,293.13006382.59
Nikkei 22571,250.060064214.48
S&P 5007,500.58007747.71

STRIKE DATE 19/06/2026
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: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708733
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 USD
ISIN: XS3351708659
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 90.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.15% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014394.77
Eurostoxx 506,293.13006382.59
Nikkei 22571,250.060064214.48
S&P 5007,500.58007747.71

STRIKE DATE 19/06/2026
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: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708659
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 87.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700154.04
Netflix89.300082.67
Tesla Inc417.8500376.365
Servicenow Inc99.6900145.59

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351721918
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 87.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700154.04
Netflix89.300082.67
Tesla Inc417.8500376.365
Servicenow Inc99.6900145.59

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351721918
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jun 2026 USD – Factsheet Available Upon Request
ISIN: XS3367536946
STRIKE DATE: 16/06/2026
INDICATIVE PRICE: 94.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 94.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation207.4100228.45
Tesla Inc404.6600376.365
Oracle188.3300154.04
Intel117.050091.67

STRIKE DATE 16/06/2026
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 50% 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 XS3367536946
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 GBP
ISIN: XS3351698595
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 91.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.42% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29809020.093
FTSE MIB52,595.230052245.47
Nikkei 22569,902.250064214.48
Russell 20002,917.98202968.271

STRIKE DATE 17/06/2026
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: 4.50% 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 XS3351698595
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 USD
ISIN: XS3351697357
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 90.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.74% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29809020.093
FTSE MIB52,595.230052245.47
Nikkei 22569,902.250064214.48
Russell 20002,917.98202968.271

STRIKE DATE 17/06/2026
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: 4.55% Semi-Annual (9.10% 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 XS3351697357
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall JUN 2026 GBP
ISIN: XS3363581839
STRIKE DATE: 18/06/2026
INDICATIVE PRICE: 94.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.07% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,178.63903278.19
FTSE MIB52,688.220052245.47
Nikkei 22571,053.490064214.48
Russell 20002,979.76502968.271

STRIKE DATE 18/06/2026
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: GBP: 4.15% Semi-Annually (8.30% 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 XS3363581839
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall Jun 2026 USD
ISIN: XS3363580195
STRIKE DATE: 15/06/2026
INDICATIVE PRICE: 92.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.86% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,511.35007747.71
FTSE MIB52,432.560052245.47
Nikkei 22569,404.500064214.48
Russell 20002,939.19502968.271

STRIKE DATE 15/06/2026
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: 4.30% Semi-Annually (8.60% 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 XS3363580195
NEXT POTENTIAL MATURITY DATE 16/06/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jun 2026 USD
ISIN: XS3338965679
STRIKE DATE: 11/06/2026
INDICATIVE PRICE: 100.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.68% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,056.96006382.59
Russell 20002,921.02902968.271
Nikkei 22564,217.270064214.48
OMX Stockholm 303,064.41603278.19

STRIKE DATE 11/06/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338965679
NEXT POTENTIAL MATURITY DATE 11/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 GBP
ISIN: DE000UN85T63
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 90.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.11% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029482.32
Eurostoxx 506,187.63006382.59
Nikkei 22566,020.040064214.48
FTSE 10010,471.720010831.52

STRIKE DATE 12/06/2026
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: 1.94% Quarterly (7.76% 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 DE000UN85T63
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 USD
ISIN: DE000UN85RC7
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 89.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 89.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029482.32
Eurostoxx 506,187.63006382.59
Nikkei 22566,020.040064214.48
FTSE 10010,471.720010831.52

STRIKE DATE 12/06/2026
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: 1.93% Quarterly (7.72% 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 DE000UN85RC7
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
Natixis Developed Indices Classic Autocall May 2026 USD
ISIN: XS3338959516
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 100.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.89% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,050.54006382.59
Russell 20002,919.33802968.271
Nikkei 22566,329.500064214.48
HSI25,182.390025213.31

STRIKE DATE 29/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 8.91% Semi-Annually (17.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338959516
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall May 2026 USD
ISIN: XS3351623742
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 94.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.67% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,542.660014394.77
FTSE MIB50,036.750052245.47
HSI25,182.390025213.31

STRIKE DATE 29/05/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS3351623742
NEXT POTENTIAL MATURITY DATE 31/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2026 USD
ISIN: XS3291972555
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 95.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.32% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202968.271
Eurostoxx 506,034.95006382.59
SMI13,305.400014394.77
Nikkei 22566,934.330064214.48

STRIKE DATE 01/06/2026
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: 2.15% Quarterly (8.60% 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 XS3291972555
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE