INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas 400% Growth Capital Protected Note September 2026 USD
ISIN: XS3495932629
STRIKE DATE: 24/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.2581306.2581

STRIKE DATE 24/09/2026
RETURN & BARRIERS
400% Participation (Uncapped) at Maturity 100% Capital Protected
P.A. RETURN
ISIN XS3495932629
NEXT POTENTIAL MATURITY DATE 24/09/2031

EXPAND CLOSE
BBVA Global Indices Classic Autocall Sept 2026 USD
ISIN: XS3497966864
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720013905.82
OMX Stockholm 303,316.89703271.255
Nikkei 22565,018.950065513.99
Nasdaq 10030,470.290030478.86

STRIKE DATE 23/09/2026
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: 6.65% Semi-Annually (13.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497966864
NEXT POTENTIAL MATURITY DATE 24/09/2027

EXPAND CLOSE
Citi 60-60 Memory Income Autocall Sept 2026 USD
ISIN: XS3413509996
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,371.540051543.45
Nasdaq 10030,482.350030478.86
Nikkei 22565,513.990065513.99

STRIKE DATE 21/09/2026
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: 3.75% Semi-Annual (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 XS3413509996
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
BBVA 80-60 Global Indicies Memory Income Autocall Sep 2026 USD
ISIN: XS3475009505
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,956.580013905.82
FTSE MIB52,371.540051543.45
HSI25,042.710024761.13
Nasdaq 10030,482.350030478.86

STRIKE DATE 21/09/2026
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: 4.62% Semi-Annual (9.42% 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 XS3475009505
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
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 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares398.7700391.69
Ishares Silver Trust58.120057.62

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: 90.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.11% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.3900139.54
Broadcom Inc418.2800350.36
Amazon.com272.6500249.38
Commerzbank AG39.350041.07

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: 98.12%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.12% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks321.5200312.04

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
BBVA US 60-60 Memory Income Autocall September 2026 GBP
ISIN: XS3474983940
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 99.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.12% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc343.6800342.36
Apple Inc337.0000335.92
Meta Platform Inc682.3100777.59
Microsoft497.7500497.93

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.00% Quarterly (12.00% 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 XS3474983940
NEXT POTENTIAL MATURITY DATE 17/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 USD
ISIN: XS3422072358
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 99.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.78% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880024.88
Goldman Sachs936.3600923.29
Deutsche Bank AG31.660030.93
Societe Generale72.250069.87

STRIKE DATE 23/09/2026
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: 3.325% Quarterly (13.3% 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 XS3422072358
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 GBP
ISIN: XS3422062391
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 98.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.44% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880024.88
Goldman Sachs936.3600923.29
Deutsche Bank AG31.660030.93
Societe Generale72.250069.87

STRIKE DATE 23/09/2026
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: GBP: 3.2% Quarterly (12.8% 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 XS3422062391
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 2 September 2026 GBP
ISIN: XS3475129238
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 100.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,947.310013905.82
Eurostoxx 506,322.90006272.5
Nikkei 22564,136.250065513.99
S&P 5007,637.76007704.13

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.85% Semi-Annually (9.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475129238
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 1 September 2026 GBP
ISIN: XS3475116920
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 99.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.93% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX25,716.710025266.53
FTSE MIB52,385.500051543.45
Nikkei 22564,136.250065513.99
Russell 20002,874.63002835.574

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475116920
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 USD
ISIN: XS3292033878
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 93.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.56% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400069.87
Deutsche Bank AG28.065030.93
Citi Group Inc125.2200132.1
BNP Paribas SA89.160098.43

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: 93.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.85% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400069.87
Deutsche Bank AG28.065030.93
Citi Group Inc125.2200132.1
BNP Paribas SA89.160098.43

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: 99.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.07% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,804.700013905.82
FTSE MIB51,875.240051543.45
Nikkei 22565,142.780065513.99
Russell 20002,921.23402835.574

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: 94.03%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.03% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,000.000022028
Nedbank Limited29,094.000029287
Standard Bank Group Limited32,570.000030646

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
Goldman Sachs 100% Capital Protected Autocall GBP Sep 2026
ISIN: XS3454224711
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 98.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.47% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720013905.82
FTSE MIB51,987.490051543.45
Nikkei 22565,018.950065513.99
Russell 20002,838.66002835.574

STRIKE DATE 23/09/2026
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: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3454224711
NEXT POTENTIAL MATURITY DATE 25/09/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD Sep 2026
ISIN: XS3454355069
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720013905.82
FTSE MIB51,987.490051543.45
Nikkei 22565,018.950065513.99
Russell 20002,838.66002835.574

STRIKE DATE 23/09/2026
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: 4.775% Semi-Annually (9.55% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3454355069
NEXT POTENTIAL MATURITY DATE 24/09/2029

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V2
ISIN: XS3428204765
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 91.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 91.53% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22566,016.360065513.99
S&P 5007,674.37007704.13
SMI14,456.980013905.82

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: 91.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 91.57% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,674.377704.13
SMI14,456.980013905.82
Nikkei 22566,016.3665513.99

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