INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 70-60 Memory Income Autocall March 2026 USD
ISIN: XS3138934487
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 99.22%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.22% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702068.89
Russell 20002,585.57302996.11
Nikkei 22555,278.060069744.07
FTSE MIB44,608.550052818.85

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: 2.00% Quarterly (8.00% 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 XS3138934487
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Natixis 70-60 Memory Income Autocall March 2026 GBP
ISIN: XS3138935021
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 99.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.04% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,946.22702068.89
Russell 20002,585.57302996.11
Nikkei 22555,278.060069744.07
FTSE MIB44,608.550052818.85

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: 1.875% Quarterly (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 XS3138935021
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2026
ISIN: XS3260442291
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 98.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.45% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014424.24
Eurostoxx 505,501.28006412.68
Nikkei 22553,372.530069744.07
S&P 5006,506.48007483.24

STRIKE DATE 20/03/2026
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: 5.95% Semi-Annually (11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442291
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2026
ISIN: XS3260442374
STRIKE DATE: 20/03/2026
INDICATIVE PRICE: 99.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.44% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,320.990014424.24
Eurostoxx 505,501.28006412.68
Nikkei 22553,372.530069744.07
S&P 5006,506.48007483.24

STRIKE DATE 20/03/2026
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260442374
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall February 2026 USD (DE000UN3ZPJ8)
ISIN: DE000UN3ZPJ8
STRIKE DATE: 19/02/2026
INDICATIVE PRICE: 93.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.50% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,794.220052818.85
S&P 5006,861.89007483.24
Nikkei 22557,467.830069744.07
Eurostoxx 506,059.62006412.68

STRIKE DATE 19/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% 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 DE000UN3ZPJ8
NEXT POTENTIAL MATURITY DATE 19/08/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3263025895
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 96.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.56% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,908.96603247.031
FTSE MIB43,701.380052818.85
Nikkei 22553,372.530069744.07
Russell 20002,494.71002996.11

STRIKE DATE 19/03/2026
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: 3.55% Semi-Annually (7.10% 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 XS3263025895
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 GBP
ISIN: XS3263015151
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.03% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950081.96
Commerzbank AG31.660037.72
Morgan Stanley165.9500213.93
Deutsche Bank AG27.990031.83

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.4275% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015151
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income March 2026 EUR
ISIN: XS3263015235
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 98.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.14% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA66.950081.96
Commerzbank AG31.660037.72
Morgan Stanley165.9500213.93
Deutsche Bank AG27.990031.83

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.155% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015235
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
BBVA Memory Income Defensive Autocall Bespoke February 2026 USD
ISIN: XS3260439404
STRIKE DATE: 20/02/2026
INDICATIVE PRICE: 93.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.25% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.0800140.27
Amazon.com210.1100242.67
Apple Inc264.5800308.63
Advanced Micro Devices200.1500517.82

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.6667% Monthly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3260439404
NEXT POTENTIAL MATURITY DATE 20/07/2026

EXPAND CLOSE
BBVA Memory Knock Out Low Hurdle Autocall March 2026 GBP
ISIN: XS3260434942
STRIKE DATE: 09/03/2026
INDICATIVE PRICE: 96.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.61% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,000.090014424.24
FTSE 10044,024.960010679.03
Nikkei 22552,728.720069744.07
Nasdaq 10024,967.250029329.21

STRIKE DATE 09/03/2026
RETURN & BARRIERS
2.50% Quarterly Snowballing Coupon if Autocalled, 100% Memory Knockout Trigger from 12 Months, 80% Autocall trigger at final observation, 60% Final Level Barrier
P.A. RETURN
ISIN XS3260434942
NEXT POTENTIAL MATURITY DATE 09/03/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3138927861
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 98.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.08% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014424.24
Russell 20002,646.58502996.11
Nikkei 22556,566.490069744.07
Eurostoxx 506,021.85006412.68

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: 1.92% Quarterly (7.68% 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 XS3138927861
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall Feb 2026 USD
ISIN: XS3138927788
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 98.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.07% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014424.24
Russell 20002,646.58502996.11
Nikkei 22556,566.490069744.07
Eurostoxx 506,021.85006412.68

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: 2.094% Quarterly (8.376% 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 XS3138927788
NEXT POTENTIAL MATURITY DATE 17/02/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall Feb 2026 GBP
ISIN: XS3255917141
STRIKE DATE: 17/02/2026
INDICATIVE PRICE: 94.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.40% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014424.24
Russell 20002,646.58502996.11
Nikkei 22556,566.490069744.07
Eurostoxx 506,021.85006412.68

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: 92.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.24% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,752.840014424.24
Russell 20002,646.58502996.11
Nikkei 22556,566.490069744.07
Eurostoxx 506,021.85006412.68

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: 98.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.83% (as at 06/07/2026 10:07 UK Time)

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

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: 97.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE 97.21% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014424.24

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: 97.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE 97.11% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,656.000014424.24

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: 93.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 93.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com208.5600242.67
Tesla Inc409.3800393.45
Microsoft389.0000390.49
Meta Platform Inc639.3000582.9

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: 97.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.72% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG32.160037.72
Barclays454.0000522.3
Goldman Sachs905.14001021
Societe Generale66.700077.34

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: 98.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE 98.11% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Citi Group Inc110.8600139.97
UniCredit SpA71.330081.96
Deutsche Bank AG29.600031.83
ABN Amro Bank NV28.210038.25

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