INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex Quarterly Classic Autocall June 2026 GBP Bespoke 1
ISIN: XS3380089022
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 96.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 96.54% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 602,049.02002138.906
FTSE 10010,484.220010840.35
OMX Stockholm 303,166.77503256.08
iShares MSCI Brazil (EWZ)34.550041.58

STRIKE DATE 29/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.25% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3380089022
NEXT POTENTIAL MATURITY DATE 29/06/2027

EXPAND CLOSE
Barclays Global Markets 70-60 Memory Income Autocall Oct 2026 USD
ISIN: XS3511885025
STRIKE DATE: 09/10/2026
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,126.73006168.26
FTSE MIB49,297.880049397.55
Nikkei 22569,042.110064425.95
Nasdaq 10030,725.810029935.59

STRIKE DATE 09/10/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.5625% Quarterly (10.25% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 2.5625%
ISIN XS3511885025
NEXT POTENTIAL MATURITY DATE 12/10/2027

EXPAND CLOSE
BNP Paribas Capital Protected Dual Return Oct 2026 ZAR CE1477BRD
ISIN: ZAE000371241
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified X Index254.6003252.4994

STRIKE DATE 08/10/2026
RETURN & BARRIERS
86% Return Redeemed at Year 3 on half of capital if above Initial Level 500% PPN in the Underlying at Maturity on the remaining capital 100% Capital Protected
P.A. RETURN
ISIN ZAE000371241
NEXT POTENTIAL MATURITY DATE 23/10/2029

EXPAND CLOSE
Goldman Sachs Cap Protected Triple Index 120% Autocall Oct 2026 USD
ISIN: XS2114058212
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 97.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.64% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,801.77007744.06
Nikkei 22570,035.710064425.95
Eurostoxx 506,180.29006168.26

STRIKE DATE 07/10/2026
RETURN & BARRIERS
5.25% Semi-Annual Coupon if Autocalled 120% Autocall Trigger from 24 Months 100% Trigger on Final Observation 100% Capital Protected
P.A. RETURN
ISIN XS2114058212
NEXT POTENTIAL MATURITY DATE 06/10/2028

EXPAND CLOSE
Bank of America Issuer Callable Participation Note October 2026 USD
ISIN: XS3506405508
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 103.66%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 103.66% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SIX Global Single Stock on Salesforce Price Return in CHF186.9690204.634
SIX Global Single Stock on ServiceNow Price Return in CHF114.7910123.217
SIX Global Single Stock on Intuit Price Return in CHF247.4820273.827
SIX Global Single Stock on Autodesk Price Return in CHF195.7030203.323
SIX Global Single Stock on Tyler Technologies Price Return in CHF276.7060301.568

STRIKE DATE 07/10/2026
RETURN & BARRIERS
17.25% Semi-Annual Coupon if Called by Issuer (From 6 Months) 200% Uncapped Participation on the EQWB at maturity if not called 80% European Barrier
P.A. RETURN
ISIN XS3506405508
NEXT POTENTIAL MATURITY DATE 14/04/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall October 2026 GBP
ISIN: XS3517745256
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 91.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,202.43603256.08
FTSE MIB49,297.880049397.55
Nikkei 22569,042.110064425.95
Russell 20002,794.12802767.269

STRIKE DATE 08/10/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.0875% Quarterly (8.35% 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 XS3517745256
NEXT POTENTIAL MATURITY DATE 08/10/2027

EXPAND CLOSE
Goldman Sachs Triple Stock Basket Autocall September 2026 ZAR
ISIN: ZAE000370409
STRIKE DATE: 24/09/2026
INDICATIVE PRICE: 100.05%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.05% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FirstRand Limited9,193.00008992
Prosus NV35.440035.95
Remgro Ltd20,469.000020996

STRIKE DATE 24/09/2026
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: 30.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000370409
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Goldman Sachs Silver Miners Memory Income Autocall October 2026 EUR
ISIN: XS3503837869
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 94.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.62% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
First Majestic Silver19.050016.09
Pan American Silver48.110043.77
Wheaton Precious Metals145.4500133.16

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: 100% of initial level Memory Income Rate: 3.515% Quarterly (14.06% 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 XS3503837869
NEXT POTENTIAL MATURITY DATE 23/09/2027

EXPAND CLOSE
BNP Paribas 400% Growth Capital Protected Note September 2026 USD
ISIN: XS3495932629
STRIKE DATE: 24/09/2026
INDICATIVE PRICE: 95.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 95.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.2581302.1678

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 Stock Defensive Autocall September 2026 USD
ISIN: XS3497768807
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: 96.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.93% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise242.7000280.01
Societe Generale72.310064.6
Advanced Micro Devices630.6300562.23
Tesla Inc372.1100362.44

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 77.30% 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 XS3497768807
NEXT POTENTIAL MATURITY DATE 28/12/2026

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income GBP OCT 2026
ISIN: XS3497739709
STRIKE DATE: 15/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,168.26006168.26
Russell 20002,767.26902767.269
Nikkei 22564,425.950064425.95

STRIKE DATE 15/10/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.64% p.a. (1.91% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3497739709
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA 3 Year Triple Index Fixed Income USD Oct 2026
ISIN: XS3497739535
STRIKE DATE: 15/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,168.26006168.26
Russell 20002,767.26902767.269
Nikkei 22564,425.950064425.95

STRIKE DATE 15/10/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.76% p.a. (1.94% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3497739535
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA Global Indices Classic Autocall Sept 2026 USD
ISIN: XS3497966864
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 98.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.26% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014349.51
OMX Stockholm 303,316.89703256.08
Nikkei 22565,018.950064425.95
Nasdaq 10030,470.290029935.59

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 90-65 Memory Income Autocall Apr 2026 USD
ISIN: XS3413427918
STRIKE DATE: 06/10/2026
INDICATIVE PRICE: 93.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 93.61% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,261.400049397.55
Nikkei 22570,683.980064425.95
Russell 20002,830.29702767.269
Nasdaq 10031,224.470029935.59

STRIKE DATE 06/10/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 0.8025% Monthly (9.63% 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 XS3413427918
NEXT POTENTIAL MATURITY DATE 06/10/2027

EXPAND CLOSE
Bank of America 70-60 Memory Income Autocall Oct 2026 USD
ISIN: XS3506320269
STRIKE DATE: 08/10/2026
INDICATIVE PRICE: 99.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 99.52% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 2252,794.128064425.95
Russell 200069,042.11002767.269
Eurostoxx 506,126.73006168.26
SMI13,637.000014349.51

STRIKE DATE 08/10/2026
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: 1.9925% Quarterly (7.97% 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 XS3506320269
NEXT POTENTIAL MATURITY DATE 08/10/2027

EXPAND CLOSE
BBVA Mining Reducing Autocall Oct 2026 USD
ISIN: XS3497957368
STRIKE DATE: 09/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American4,040.00004060
Agnico Eagle Mines Ltd183.8700187.56
Freeport-McMoRan Inc71.140070.06
Newmont Corp115.5500115.79

STRIKE DATE 09/10/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 5%, semi-annually) Memory Income Rate: USD: 13.50% Semi-Annual (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497957368
NEXT POTENTIAL MATURITY DATE 11/10/2027

EXPAND CLOSE
Citi 60-60 Memory Income Autocall Sept 2026 USD
ISIN: XS3413509996
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: 96.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 96.02% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,371.540049397.55
Nasdaq 10030,482.350029935.59
Nikkei 22565,513.990064425.95

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: 95.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.54% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,956.580014349.51
FTSE MIB52,371.540049397.55
HSI25,042.710024062.72
Nasdaq 10030,482.350029935.59

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
BBVA 80-60 Memory Income Reducing Autocall GBP Oct 2026
ISIN: XS3497963176
STRIKE DATE: 14/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,753.840049397.55
Nikkei 22567,744.290064425.95
OMX Stockholm 303,276.26603256.08
Russell 20002,729.53102767.269

STRIKE DATE 14/10/2026
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 XS3497963176
NEXT POTENTIAL MATURITY DATE 14/10/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Oct 2026
ISIN: XS3497963093
STRIKE DATE: 14/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,753.840049397.55
Nikkei 22567,744.290064425.95
OMX Stockholm 303,276.26603256.08
Russell 20002,729.53102767.269

STRIKE DATE 14/10/2026
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 XS3497963093
NEXT POTENTIAL MATURITY DATE 14/10/2027

EXPAND CLOSE