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 MIB47,609.360052818.85
HSI25,893.540023350.03
S&P 5006,816.89007483.24

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: 95.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.07% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,728.808844.412
FTSE MIB45,411.7952818.85
Nikkei 22553,413.680069744.07
Russell 20002,540.64302996.11

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: 94.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.91% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,459.540014424.24
FTSE 10010,063.500010679.03
Nikkei 22553,372.530069744.07
Dow Jones Industrial Average46,021.430052900.07

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: 94.45%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY
CURRENT PRICE 94.45% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,298.300014424.24
Eurostoxx 505,782.89006412.68
Nikkei 22555,278.060069744.07
Russell 20002,585.57302996.11

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: 100.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.75% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,411.790052818.85
Nikkei 22553,429.560069744.07
Russell 20002,544.94502996.11

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: 95.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.17% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays384.0500522.3
Commerzbank AG31.440037.72
UniCredit SpA61.530081.96
Goldman Sachs835.72001021

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: 72.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 72.55% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,663.50001093.4
Thyssenkrupp AG10.545012.035
Leonardo SpA56.800052.53
Capgemini SE106.950091.9

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 27/08/2026

EXPAND CLOSE
Barclays Diversified Markets 75-60 Mem Income Autocall Mar 26 USD
ISIN: XS3281167406
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 95.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 95.28% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014424.24
Eurostoxx 505,569.73006412.68
Nikkei 22551,063.720069744.07
Russell 20002,496.37402996.11

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: 95.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.82% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014424.24
Eurostoxx 505,569.73006412.68
Nikkei 22551,063.720069744.07
Russell 20002,496.37402996.11

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: 87.39%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 87.39% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496302.1222

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: 100.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.95% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,832.54202068.89
FTSE MIB42,840.900052818.85
Nikkei 22553,372.530069744.07
Nasdaq 10023,898.150029329.21

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: 105.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.11% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,565.93006412.68
Russell 20002,493.32102996.11
Nikkei 22553,603.650069744.07
OMX Stockholm 302,889.81303247.031

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: 94.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.82% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,830.71007483.24
Eurostoxx 505,782.89006412.68
SMI13,298.300014424.24

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: 95.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 95.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,816.63007483.24
FTSE 10010,484.130010679.03
FTSE MIB44,468.460052818.85
Nikkei 22556,279.050069744.07

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: 96.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 96.03% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10024,720.080029329.21
SMI13,404.930014424.24
FTSE MIB44,468.460052818.85
Nikkei 22556,279.050069744.07

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: 96.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,138.41006412.68
Nikkei 22558,850.270069744.07
OMX Stockholm 303,222.75303247.031
Russell 20002,632.36102996.11

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: 98.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.13% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,389.680014424.24
FTSE MIB43,189.800052818.85
Nikkei 22551,515.490069744.07
Russell 20002,494.22702996.11

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: 83.90%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 83.90% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE98.240091.9
Leonardo SpA59.200052.53
Thyssenkrupp AG7.892012.035
Rheinmetall AG1,483.00001093.4

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: 95.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.42% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,859.760014424.24
FTSE MIB46,472.980052818.85
Nikkei 22556,825.700069744.07
Nasdaq 10025,012.620029329.21

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 NV29.050038.25
UniCredit SpA74.660081.96
Citi Group Inc116.2700139.97
Deutsche Bank AG31.000031.83

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