INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Global Banks 50-45 Memory Income Autocall June 2026 USD
ISIN: XS3291955113
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 100.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.01% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA21.750022.74
Barclays516.0000522.3
Deutsche Bank AG31.500031.83
Wells Fargo & Co83.840085.51

STRIKE DATE 22/06/2026
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: 3.925% Quarterly (15.70% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style)
P.A. RETURN 15.70% p.a.
ISIN XS3291955113
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jul 2026
ISIN: XS3338999900
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006412.68
Russell 20002,996.11002996.11
Nikkei 22568,733.150069744.07

STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3338999900
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD JUL 2025
ISIN: XS3339003199
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006412.68
Russell 20002,996.11002996.11
Nikkei 22568,733.150069744.07

STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3339003199
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall June 2026 ZAR
ISIN: ZAE000362810
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 91.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.66% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle140.27
Intel120.35
Nvidia Corporation194.83
Advanced Micro Devices517.82

STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 50% Glider at month 12 Coupon Rate: USD: 10.50% Quarterly (42.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000362810
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA 65-60 Memory Income Reducing Autocall June 2026 USD
ISIN: XS3378399326
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 89.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.49% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Salesforce190.6100166.11
Netflix81.520077.65
Nvidia Corporation214.7500194.83
Aristas Networks Inc174.3700159.99

STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level reducing 2%pq Memory Income Rate: USD: 4.875% Quarterly (19.50% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3378399326
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA 80-60 Global Indices Memory Income Autocall June 2026 JPY
ISIN: XS3351757946
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 97.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 97.35% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,497.210052818.85
Nikkei 22566,020.040069744.07
Russell 20002,943.99202996.11

STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: JPY: 3.50% Semi-annually (7.00% 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 XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Jun 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3385625358
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 103.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 103.68% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE90.540091.9
Leonardo SpA46.060052.53
Thyssenkrupp AG10.075012.035
Rheinmetall AG970.90001093.4

STRIKE DATE 29/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 60% 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 XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026

EXPAND CLOSE
Marex Diversified Indices Classic Autocall June 2026 GBP
ISIN: XS32189422440
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014424.24
FTSE MIB49,775.160052818.85
Nikkei 22566,934.330069744.07
Nasdaq 10030,513.860029329.21

STRIKE DATE 01/06/2026
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: 6.85% Semi-Annually (13.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS32189422440
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 3 June 2026 GBP
ISIN: XS3351732527
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 97.97%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.97% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41108844.412
Eurostoxx 506,034.95006412.68
Nikkei 22566,934.330069744.07
Russell 20002,905.76202996.11

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.38% Quarterly (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732527
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
BBVA Developed Indices Bespoke 2 June 2026 GBP
ISIN: XS3351732444
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014424.24
FTSE 10010,338.950010679.03
Eurostoxx 506,034.95006412.68
S&P 5007,599.96007483.24

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.13% Quarterly (8.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351732444
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 1 June 2026 GBP
ISIN: XS3351732873
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 97.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.15% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703247.031
FTSE 10010,338.950010679.03
Nikkei 22566,934.330069744.07
S&P 5007,599.96007483.24

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732873
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 GBP
ISIN: XS3320914503
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 98.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.88% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014424.24
FTSE MIB52,796.780052818.85
Nikkei 22572,353.960069744.07
Russell 20003,004.40402996.11

STRIKE DATE 22/06/2026
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: 4.675% Semi-Annually (9.35% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320914503
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 USD
ISIN: XS3320909339
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 98.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014424.24
FTSE MIB52,796.780052818.85
Nikkei 22572,353.960069744.07
Russell 20003,004.40402996.11

STRIKE DATE 22/06/2026
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: 4.525% Semi-Annually (9.05% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320909339
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 GBP
ISIN: XS3338953311
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 97.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.71% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908844.412
FTSE MIB52,796.780052818.85
Nikkei 22572,353.960069744.07
Russell 20003,004.40402996.11

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.80% Semi-annually (9.60% 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 XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 USD
ISIN: XS3267378019
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 97.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.60% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13908844.412
FTSE MIB52,796.780052818.85
Nikkei 22572,353.960069744.07
Russell 20003,004.40402996.11

STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.175% Semi-annually (10.35% 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 XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 90.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 90.39% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001299.3
OMX Stockholm 303,124.05203247.031
Nasdaq 10030,223.890029329.21
Nikkei 22564,693.120069744.07

STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly(First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 1.183% Monthly (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Marex Semi Annual Classic Autocall May 2026 USD
ISIN: XS3218939372
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 100.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 100.64% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760014424.24
FTSE MIB49,825.320052818.85
S&P 5007,563.63007483.24
Nikkei 22564,693.120069744.07

STRIKE DATE 28/05/2026
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: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3218939372
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Natxis 80-60 Memory Income Defensive Autocall May 2026 EUR
ISIN: XS3338962650
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 100.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.85% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57608844.412
FTSE MIB49,181.660052818.85
Nikkei 22559,804.410069744.07
Russell 20002,817.36502996.11

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.) 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 XS3338962650
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 GBP
ISIN: XS3351708733
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 98.83%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014424.24
Eurostoxx 506,293.13006412.68
Nikkei 22571,250.060069744.07
S&P 5007,500.58007483.24

STRIKE DATE 19/06/2026
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: GBP: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708733
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 USD
ISIN: XS3351708659
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 98.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.35% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014424.24
Eurostoxx 506,293.13006412.68
Nikkei 22571,250.060069744.07
S&P 5007,500.58007483.24

STRIKE DATE 19/06/2026
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: GBP: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708659
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE