INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Geared Put Classic Autocall Bespoke 4 Feb 2026 USD
ISIN: XS3138926897
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 100.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.13% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,353.840010471.72
FTSE MIB46,802.990051497.21
S&P 5006,941.81007431.46

STRIKE DATE 10/02/2026
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: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926897
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 3 Feb 2026 USD
ISIN: XS3138926970
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.26% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,518.220013708.02
Eurostoxx 506,047.06006187.63
Nasdaq 10025,127.640029635.95

STRIKE DATE 10/02/2026
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: 5.21% Semi-Annually (10.42% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138926970
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 2 Feb 2026 USD
ISIN: XS3138927192
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.44% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 408,327.88008350.87
S&P/TSX 601,927.05502050.451
Russell 20002,679.76902943.992

STRIKE DATE 10/02/2026
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: 4.81% Semi-Annually (9.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Geared Put
P.A. RETURN
ISIN XS3138927192
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis Geared Put Classic Autocall Bespoke 1 Feb 2026 EUR
ISIN: XS3138927275
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 99.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,047.06006187.63
Nikkei 22557,650.540066020.04
Russell 20002,679.76902943.992

STRIKE DATE 10/02/2026
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: EUR: 4.31% Semi-Annually (8.62% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS3138927275
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall March 2026 USD
ISIN: XS3282130791
STRIKE DATE: 13/03/2026
INDICATIVE PRICE: 105.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 105.54% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle155.1100184.13
Tesla Inc391.2000406.43
Nvidia Corporation180.2500205.19
Intel45.7700124.57

STRIKE DATE 13/03/2026
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 XS3282130791
NEXT POTENTIAL MATURITY DATE 14/09/2026

EXPAND CLOSE
BBVA US Stocks Monthly Fixed Income Defensive Autocall Feb 26 USD
ISIN: XS3250182162
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 94.15%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.15% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Thyssenkrupp AG10.555011.405
Advanced Micro Devices207.3200511.57
Intel46.7900124.57
Microsoft401.3200390.74

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.054167% Monthly (12.65% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3250182162
NEXT POTENTIAL MATURITY DATE 13/08/2026

EXPAND CLOSE
Barclays Diversified Markets Defensive Autocall February 2026 USD
ISIN: XS3256746879
STRIKE DATE: 27/02/2026
INDICATIVE PRICE: 97.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.54% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,014.300013708.02
FTSE MIB47,209.890051497.21
Russell 20002,632.36102943.992
Nikkei 22558,850.270066020.04

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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3256746879
NEXT POTENTIAL MATURITY DATE 01/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Mar 2026
ISIN: XS3138930220
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 99.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.12% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403113.57
FTSE MIB45,201.690051497.21
Nikkei 22554,248.390066020.04
Russell 20002,548.07802943.992

STRIKE DATE 10/03/2026
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: 3.55% Semi-annually (7.10% 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 XS3138930220
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Mar 2026
ISIN: XS3138930493
STRIKE DATE: 10/03/2026
INDICATIVE PRICE: 99.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.05% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,082.61403113.57
FTSE MIB45,201.690051497.21
Nikkei 22554,248.390066020.04
Russell 20002,548.07802943.992

STRIKE DATE 10/03/2026
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: 3.75% Semi-annually (7.50% 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 XS3138930493
NEXT POTENTIAL MATURITY DATE 10/03/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Mar 2026
ISIN: XS3260515195
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 92.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.77% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,940.31808804.037
FTSE MIB44,608.550051497.21
Nikkei 22555,278.060066020.04
Russell 20002,585.57302943.992

STRIKE DATE 05/03/2026
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 2.00%, semi-annually) Memory Income Rate: 3.90% Semi-Annual (7.80% 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 XS3260515195
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
Raiffeisen 80-60 Memory Income Autocall USD Mar 2026
ISIN: CH1520262044
STRIKE DATE: 05/03/2026
INDICATIVE PRICE: 100.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Raiffeisen
TYPE Note
CURRENCY USD
CURRENT PRICE 100.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,608.550051497.21
Nikkei 22555,278.060066020.04
Russell 20002,585.57302943.992
S&P 5006,830.71007431.46

STRIKE DATE 05/03/2026
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: USD: 3.90% Semi-Annually (7.80% 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 CH1520262044
NEXT POTENTIAL MATURITY DATE 05/03/2027

EXPAND CLOSE
BBVA US Stocks Memory Income Defensive Autocall February 2026 USD
ISIN: XS3250168500
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 96.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.65% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600184.13
Intel48.8100124.57
Nvidia Corporation185.6100205.19
Apple Inc270.0100291.13

STRIKE DATE 02/02/2026
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 XS3250168500
NEXT POTENTIAL MATURITY DATE 02/08/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall February 2026 USD
ISIN: XS3250168336
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 93.78%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.78% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600184.13
Intel48.8100124.57
Tesla Inc421.8100406.43
Apple Inc270.0100291.13

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.0833% Monthly (12.99% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3250168336
NEXT POTENTIAL MATURITY DATE 02/08/2026

EXPAND CLOSE
BBVA 60-50 Memory Income Reducing Autocall February 2026 USD
ISIN: XS3250132571
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 83.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 83.20% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.0600184.13
Netflix82.760080.34
Nvidia Corporation185.6100205.19
Meta Platform Inc706.4100566.98

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 4.05% Quarterly (16.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3250132571
NEXT POTENTIAL MATURITY DATE 03/08/2026

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall February 2026
ISIN: XS3234579996
STRIKE DATE: 02/02/2026
INDICATIVE PRICE: 88.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.33% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.560036.83
Barclays499.5500472.85
Goldman Sachs946.33001062.75
Societe Generale75.680073.4

STRIKE DATE 02/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.50% Quarterly (14.00% 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 XS3234579996
NEXT POTENTIAL MATURITY DATE 02/02/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jan 2026 USD
ISIN: XS3234659160
STRIKE DATE: 30/01/2026
INDICATIVE PRICE: 92.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.91% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260013708.02
Eurostoxx 505,947.81006187.63
Nikkei 22553,322.850066020.04
Russell 20002613.7432943.992

STRIKE DATE 30/01/2026
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: 1.90% Quarterly (7.60% 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 XS3234659160
NEXT POTENTIAL MATURITY DATE 30/01/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jan 2026 GBP
ISIN: XS3234659327
STRIKE DATE: 30/01/2026
INDICATIVE PRICE: 92.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.69% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,188.260013708.02
Eurostoxx 505,947.81006187.63
Nikkei 22553,322.850066020.04
Russell 20002,613.74302943.992

STRIKE DATE 30/01/2026
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: 1.80% Quarterly (7.20% 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 XS3234659327
NEXT POTENTIAL MATURITY DATE 30/01/2027

EXPAND CLOSE
Santander Pharma 55-55 Memory Income Autocall Jan 2026 USD (XS3242392358)
ISIN: XS3242392358
STRIKE DATE: 29/01/2026
INDICATIVE PRICE: 88.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 88.18% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AbbVie220.4300227.73
Bristol-Myers Squibb Co54.280057.13
Moderna Inc46.860049.91
Pfizer26.100026.21

STRIKE DATE 29/01/2026
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: 4.75% Quarterly (19.00% 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 XS3242392358
NEXT POTENTIAL MATURITY DATE 29/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR MAR 2026
ISIN: XS3250143180
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 91.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.16% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460051497.21
HSI25,768.080024718.1
S&P 5006,816.63007431.46

STRIKE DATE 03/03/2026
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: EUR: 3.50% Semi-Annual (7.00% 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 XS3250143180
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Mar 2026
ISIN: XS3247132981
STRIKE DATE: 03/03/2026
INDICATIVE PRICE: 98.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.79% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,468.460051497.21
Nikkei 22556,279.050066020.04
Russell 20002,608.35702943.992

STRIKE DATE 03/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 97.50% 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 XS3247132981
NEXT POTENTIAL MATURITY DATE 03/03/2027

EXPAND CLOSE