INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex Gold Silver Issuer Callable Growth Note USD September 2026
ISIN: XS3414915762
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares398.7700394.15
Ishares Silver Trust58.120057.53

STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Issuer Callable Participation Issuer Callable Coupon USD: 12.00% p.a. if called by Issuer (from 6 months) Participation Rate: USD: 100% participation at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS3414915762
NEXT POTENTIAL MATURITY DATE 11/09/2029

EXPAND CLOSE
Marex Global Stock Memory Income Reducing Autocall August 2026 USD
ISIN: XS3414909872
STRIKE DATE: 05/08/2026
INDICATIVE PRICE: 89.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 89.42% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.3900140.35
Broadcom Inc418.2800339.27
Amazon.com272.6500248.42
Commerzbank AG39.350042.47

STRIKE DATE 05/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level reducing 5% per period Memory Income Rate: USD: 4.50% Quarterly (18.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European Barrier
P.A. RETURN
ISIN XS3414909872
NEXT POTENTIAL MATURITY DATE 05/08/2027

EXPAND CLOSE
BBVA Euro Stoxx Banks Reducing Autocall September 2026 USD
ISIN: XS3475128859
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: 98.13%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.13% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks321.5200315.51

STRIKE DATE 08/09/2026
RETURN & BARRIERS
13.05% Annual Coupon if Autocalled 100% Autocall Trigger from 12 Months, Reducing to 95%, 90%, 85%, 60% 60% European Barrier
P.A. RETURN
ISIN XS3475128859
NEXT POTENTIAL MATURITY DATE 08/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 USD
ISIN: XS3292033878
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 94.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 94.27% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400072.76
Deutsche Bank AG28.065033.34
Citi Group Inc125.2200136.17
BNP Paribas SA89.1600101.3

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.625% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3292033878
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 GBP
ISIN: XS3291972712
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 94.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.39% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400072.76
Deutsche Bank AG28.065033.34
Citi Group Inc125.2200136.17
BNP Paribas SA89.1600101.3

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.575% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3291972712
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall September 2026 USD
ISIN: XS3475097955
STRIKE DATE: 09/09/2026
INDICATIVE PRICE: 98.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.36% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,804.700013808.87
FTSE MIB51,875.240051555.19
Nikkei 22565,142.780063484.1
Russell 20002,921.23402870.285

STRIKE DATE 09/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.85% Semi-Annually (15.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3475097955
NEXT POTENTIAL MATURITY DATE 09/09/2027

EXPAND CLOSE
Goldman Sachs 4 Year Banks Defensive Autocall August 2026 ZAR
ISIN: ZAE000367876
STRIKE DATE: 11/08/2026
INDICATIVE PRICE: 96.20%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 96.20% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,000.000022731
Nedbank Limited29,094.000029817
Standard Bank Group Limited32,570.000031215

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled 95% Autocall Trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000367876
NEXT POTENTIAL MATURITY DATE 11/08/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V2
ISIN: XS3428204765
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 89.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 89.54% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22566,016.360063484.1
S&P 5007,674.37007585.73
SMI14,456.980013808.87

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3428204765
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V1
ISIN: XS3398839715
STRIKE DATE: 30/07/2026
INDICATIVE PRICE: 89.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 89.68% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,674.377585.73
SMI14,456.980013808.87
Nikkei 22566,016.3663484.1

STRIKE DATE 30/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3398839715
NEXT POTENTIAL MATURITY DATE 30/07/2027

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall August 2026 USD BESPOKE
ISIN: XS3438970496
STRIKE DATE: 26/08/2026
INDICATIVE PRICE: 101.77%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.77% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.8700140.35
Tesla Inc345.8200356.58
Nvidia Corporation209.6600212.17
Intel88.240097.14

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3438970496
NEXT POTENTIAL MATURITY DATE 26/02/2027

EXPAND CLOSE
Soc Gen Defence Early Low Hurdle Autocall August 2026 USD
ISIN: XS3438955851
STRIKE DATE: 26/08/2026
INDICATIVE PRICE: 98.24%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 98.24% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.5000108.7
Leonardo SpA54.120049.89
Thyssenkrupp AG14.455015.155
Rheinmetall AG1,138.80001028.6

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3438955851
NEXT POTENTIAL MATURITY DATE 26/02/2027

EXPAND CLOSE
Citi Classic Autocall August 2026 USD
ISIN: XS3331944226
STRIKE DATE: 20/08/2026
INDICATIVE PRICE: 100.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.25% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks311.9700315.51

STRIKE DATE 20/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 16.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3331944226
NEXT POTENTIAL MATURITY DATE 17/09/2027

EXPAND CLOSE
UBS 90-65 Memory Income Autocall September 2026 GBP
ISIN: XS3306389407
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,512.030051555.19
Nikkei 22564,011.340063484.1
Nasdaq 10029,368.440028937.84
Russell 20002,903.94402870.285

STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 5 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 initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3306389407
NEXT POTENTIAL MATURITY DATE 11/09/2027

EXPAND CLOSE
UBS 75-60 Memory Income Autocall May 2026 USD
ISIN: XS3257805500
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 95.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 95.96% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,052.170013808.87
Eurostoxx 505,869.63006236.5
Nikkei 22559,513.120063484.1
Russell 20002,845.00402870.285

STRIKE DATE 05/05/2026
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3257805500
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
Santander Memory Income Reducing Autocall August 2026 USD
ISIN: XS3422093784
STRIKE DATE: 19/08/2026
INDICATIVE PRICE: 97.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.21% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc351.1200356.58
Meta Platform Inc546.0300670.24
Applied Materials Inc496.1700421.17
CoreWeave90.870080.92

STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 95% of initial level reducing 1% per period Memory Income Rate: USD: 2.0417% Monthly (24.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
P.A. RETURN
ISIN XS3422093784
NEXT POTENTIAL MATURITY DATE 19/11/2026

EXPAND CLOSE
BBVA Stocks Defensive Autocall August 2026 USD 
ISIN: XS3445806006
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 97.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.01% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale76.120072.76
Royal Caribbean Cruise292.0000249.3
Advanced Micro Devices473.2500504.2
Tesla Inc362.8600356.58

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 75% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445806006
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Sep 2026
ISIN: XS3445805024
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86708672.471
FTSE MIB51,628.770051555.19
Nikkei 22563,492.990063484.1
Russell 20002,892.23702870.285

STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: GBP: 4.25% Semi-Annual (8.50% 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 XS3445805024
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Sep 2026
ISIN: XS3445805297
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86708672.471
FTSE MIB51,628.770051555.19
Nikkei 22563,492.990063484.1
Russell 20002,892.23702870.285

STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: USD: 4.50% Semi-Annual (9.00% 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 XS3445805297
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 USD
ISIN: XS3346592754
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 96.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 96.56% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610051555.19
Russell 20003,068.41502870.285
S&P/ASX 2009,115.21508672.471
Nasdaq 10030,046.140028937.84

STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.175% Semi-Annually (8.35% 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 XS3346592754
NEXT POTENTIAL MATURITY DATE 14/08/2027

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 GBP
ISIN: XS3346565511
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 96.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.89% (as at 16/09/2026 09:53 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610051555.19
Russell 20003,068.41502870.285
S&P/ASX 2009,115.21508672.471
Nasdaq 10030,046.140028937.84

STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.075% Semi-Annually (8.15% 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 XS3346565511
NEXT POTENTIAL MATURITY DATE 14/08/2027

EXPAND CLOSE