INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi Triple Index Autocall May 2026 USD
ISIN: XS3164510631
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 97.13%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.13% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006382.59
Nikkei 22562,833.840064214.48
S&P 5007,337.11007747.71

STRIKE DATE 07/05/2026
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 XS3164510631
NEXT POTENTIAL MATURITY DATE 07/05/2031

EXPAND CLOSE
Citi 90-65 Memory Income Autocall May 2026 GBP
ISIN: XS3164573985
STRIKE DATE: 15/05/2026
INDICATIVE PRICE: 93.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.30% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470052245.47
Nikkei 22561,409.290064214.48
S&P/ASX 2008,630.84309020.093
Nasdaq 10029,125.200029482.32

STRIKE DATE 15/05/2026
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: 0.775% Monthly (9.30% 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 XS3164573985
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BNP Paribas Defensive Autocall May 2026 USD
ISIN: XS3344833473
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 98.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 98.14% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240038.13
HSI26,347.910025213.31
SMI13,119.530014394.77

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.95% Semi-Annually (15.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3344833473
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Natixis Diversified Markets Classic Autocall May 2026 USD
ISIN: XS3338963898
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 100.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.97% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006382.59
Russell 20002,842.83102968.271
FTSE MIB48,990.980052245.47
HSI26,347.910025213.31

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.00% Semi-Annually (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338963898
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall GBP May 2026
ISIN: XS3331179245
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 94.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.16% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014394.77
FTSE MIB49,168.700052245.47
Nikkei 22561,684.140064214.48
Russell 20002,843.45302968.271

STRIKE DATE 21/05/2026
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: GBP: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331179245
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD May 2026
ISIN: XS3331205263
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 92.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 92.61% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014394.77
FTSE MIB49,168.700052245.47
Nikkei 22561,684.140064214.48
Russell 20002,843.45302968.271

STRIKE DATE 21/05/2026
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: USD: 4.20% Semi-Annually (8.40%p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331205263
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BBVA Triple Index Defensive Autocall EUR May 2026
ISIN: XS3342563759
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 93.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.99% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,168.700052245.47
Russell 20002,843.45302968.271
HSI25,386.520025213.31

STRIKE DATE 22/05/2026
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: EUR: 5.125% Semi-Annually (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3342563759
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall GBP May 2026
ISIN: XS3338954475
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 101.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.72% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509020.093
FTSE MIB49,168.700052245.47
Nikkei 22561,684.140064214.48
Russell 20002,843.45302968.271

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.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338954475
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD May 2026
ISIN: XS3267376583
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 101.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.80% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509020.093
FTSE MIB49,168.700052245.47
Nikkei 22561,684.140064214.48
Russell 20002,843.45302968.271

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: 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 XS3267376583
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2026
ISIN: XS3342554253
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 94.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.40% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014394.77
Eurostoxx 505,976.07006382.59
Nikkei 22559,804.410064214.48
S&P 5007,432.97007747.71

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: 93.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.88% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014394.77
Eurostoxx 505,976.07006382.59
Nikkei 22559,804.410064214.48
S&P 5007,432.97007747.71

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: 95.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.53% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,664.950052245.47
Russell 20002,870.64002968.271
HSI26,406.840025213.31
SMI13,101.330014394.77

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: 96.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.14% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,055.51903278.19
FTSE MIB48,669.050052245.47
Nikkei 22560,815.950064214.48
Russell 20002,775.10202968.271

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: 87.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 87.85% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation220.6100228.45
Tesla Inc404.1100376.365
Oracle181.4600154.04
Intel110.800091.67

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: 99.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.95% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,589.990010831.52
Russell 20002,719.60202968.271
Eurostoxx 505,933.28006382.59
Nikkei 22559,518.340064214.48

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: 94.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.82% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB47,907.410052245.47
FTSE 10010,457.010010831.52
Nikkei 22559,140.230064214.48
Russell 20002,775.09602968.271

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: 93.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.72% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,894.73006382.59
FTSE 10010,457.010010831.52
Nikkei 22559,140.230064214.48
S&P 5007,108.40007747.71

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: 92.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.32% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,248.060014394.77
CAC 408,227.32008286.4
OMX Stockholm 303,131.35203278.19
Russell 20002,775.09602968.271

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: 95.97%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.97% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,905.02006382.59
Nikkei 22556,502.770064214.48
Russell 20002,670.49202968.271
Nasdaq 10025,383.720029482.32

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: 99.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.73% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,073.68603278.19
FTSE MIB49,289.540052245.47
Nikkei 22562,713.650064214.48
Russell 20002,861.20902968.271

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