INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3302607000
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 97.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.85% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,414.00602940.163
Nikkei 22551,885.850066422.6
FTSE MIB43,823.240051315.84

STRIKE DATE 30/03/2026
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: 2.50% Quarterly (10.00% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3302607000
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Citi Triple Index Reducing Autocall March 2026 GBP
ISIN: XS3159485252
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 99.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.63% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,505.80006210.17
FTSE 1009,967.350010639.17
S&P 5006,368.85007408.3

STRIKE DATE 27/03/2026
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3159485252
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 96.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.70% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800051315.84
Nikkei 22551,515.490066422.6
Russell 20002,494.22702940.163
Nasdaq 10024,188.590028454.81

STRIKE DATE 23/03/2026
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: 0.8925% Monthly (10.71% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3295326154
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
ISIN: XS3315920721
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 89.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 89.65% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation188.6300208.76
Tesla Inc348.9500319.69
Oracle138.0900120.04
Intel62.3800100.23

STRIKE DATE 10/04/2026
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: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315920721
NEXT POTENTIAL MATURITY DATE 12/10/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Digital Note March 2026 USD
ISIN: XS3293178540
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,317.690010639.17
S&P 5006,699.38007408.3
Eurostoxx 505,739.01006210.17

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3293178540
NEXT POTENTIAL MATURITY DATE 16/09/2027

EXPAND CLOSE
Natixis World Indices Memory Income Autocall March 2026 USD
ISIN: XS3267336017
STRIKE DATE: 31/03/2026
INDICATIVE PRICE: 100.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.40% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,776.790014214.95
Russell 20002,496.37402940.163
Nikkei 22551,063.720066422.6
Eurostoxx 505,569.73006210.17

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: 2.2025% Quarterly (8.81% 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 XS3267336017
NEXT POTENTIAL MATURITY DATE 31/03/2027

EXPAND CLOSE
Natixis 80-60 MEMORY INCOME DEFENSIVE AUTOCALL GBP APR 2026
ISIN: XS3267319435
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 100.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.86% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108838.994
FTSE MIB47,527.160051315.84
Nikkei 22556,502.770066422.6
Russell 20002,670.49202940.163

STRIKE DATE 14/04/2026
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: 5.00% Semi-annually(10.00% 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 XS3267319435
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 6 March 2026 USD
ISIN: XS3267327537
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 99.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.55% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,018.71903167.097
SMI12,839.270014214.95
S&P/ASX 2008,617.09108838.994

STRIKE DATE 13/03/2026
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: USD: 4.09% Semi-Annually (8.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327537
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD Apr 2026
ISIN: XS3267332610
STRIKE DATE: 14/04/2026
INDICATIVE PRICE: 101.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.48% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,926.04108838.994
FTSE MIB47,527.160051315.84
Nikkei 22556,502.770066422.6
Russell 20002,670.49202940.163

STRIKE DATE 14/04/2026
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: USD: 5.25% Semi-annually(10.50% 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 XS3267332610
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 4 March 2026 GBP
ISIN: XS3267327370
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.07% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,617.09108838.994
Eurostoxx 505,716.61006210.17
FTSE 10010,261.150010639.17
SMI12,839.270014214.95

STRIKE DATE 13/03/2026
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: GBP: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267327370
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 3 March 2026 USD
ISIN: XS3267318031
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 104.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.13% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,316.920051315.84
Eurostoxx 505,716.61006210.17
S&P 5006,632.19007408.3
SMI12,839.270014214.95

STRIKE DATE 13/03/2026
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: USD: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267318031
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 EUR
ISIN: XS3267321761
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.11% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006210.17
SMI12,839.270014214.95
FTSE 10010,261.150010639.17

STRIKE DATE 13/03/2026
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 EUR: 3.46% Semi-Annually (6.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267321761
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 USD (XS3267317066)
ISIN: XS3267317066
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.95% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006210.17
SMI12,839.270014214.95
FTSE 10010,261.150010639.17

STRIKE DATE 13/03/2026
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 USD: 4.635% Semi-Annually (9.27% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267317066
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis Developed Indices Bespoke 1 March 2026 GBP
ISIN: XS3267334152
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 101.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.77% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,716.61006210.17
SMI12,839.270014214.95
FTSE 10010,261.150010639.17

STRIKE DATE 13/03/2026
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: GBP: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3267334152
NEXT POTENTIAL MATURITY DATE 15/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3267321506
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.04% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,109.89703167.097
FTSE MIB47,609.360051315.84
Nikkei 22556,924.110066422.6
Russell 20002,630.58802940.163

STRIKE DATE 10/04/2026
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: 4.06% Semi-annually (8.12% 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 XS3267321506
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Apr 2026
ISIN: XS3267320011
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 99.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.64% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,109.89703167.097
FTSE MIB47,609.360051315.84
Nikkei 22556,924.110066422.6
Russell 20002,630.58802940.163

STRIKE DATE 10/04/2026
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: 4.125% Semi-annually (8.25% 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 XS3267320011
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD APR 2026
ISIN: XS3295290533
STRIKE DATE: 09/04/2026
INDICATIVE PRICE: 95.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 95.34% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,824.66007408.3
FTSE MIB47,327.990051315.84
Nikkei 22555,895.320066422.6
Russell 20002,636.31002940.163

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: USD: 4.35% Semi-Annually (8.70% 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 XS3295290533
NEXT POTENTIAL MATURITY DATE 09/04/2027

EXPAND CLOSE
Santander 50-50 Memory Income Autocall Mar 2026 USD
ISIN: XS3292005827
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 85.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 85.82% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc254.2300321.66
Microsoft399.4100381.58
Meta Platform Inc622.6600606.1
Alphabet Inc310.9200317.69

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 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: 2.5625% Quarterly (10.25% 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 XS3292005827
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Apr 2026
ISIN: XS3287528916
STRIKE DATE: 06/04/2026
INDICATIVE PRICE: 95.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.20% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,790.3514214.95
FTSE MIB45,411.7951315.84
Nikkei 22553,413.680066422.6
Russell 20002,540.64302940.163

STRIKE DATE 06/04/2026
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3287528916
NEXT POTENTIAL MATURITY DATE 06/04/2029

EXPAND CLOSE
Marex Memory Income Reducing Autocall March 2026 USD
ISIN: XS3218917303
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 75.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 75.18% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft405.7600381.58
Mastercard514.7200530.29
Eli Lilly & Company1,001.35001185.87
Intuit Inc453.9500281.53

STRIKE DATE 10/03/2026
RETURN & BARRIERS
💰4.25% Quarterly Memory Coupon If Above 65%, 📈100% Autocall Trigger from 3 months Reducing 2% PQ, 🛡️55% European Barrier
P.A. RETURN
ISIN XS3218917303
NEXT POTENTIAL MATURITY DATE 10/09/2026

EXPAND CLOSE