INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 100% Capital Protected Autocall Bespoke Oct 26 USD
ISIN: XS3503377767
STRIKE DATE: 22/10/2026
INDICATIVE PRICE: 98.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.48% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,547.970014967.73
FTSE MIB48,383.660050505.87
Nikkei 22562,907.840061077.9
Russell 20002,784.02602729.887

STRIKE DATE 22/10/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS3503377767
NEXT POTENTIAL MATURITY DATE 22/10/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall October 2026 GBP
ISIN: XS3538304224
STRIKE DATE: 23/10/2026
INDICATIVE PRICE: 91.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.47% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,809.93009065.067
Eurostoxx 506,068.22006231.54
Nikkei 22562,189.650061077.9
Russell 20002,775.89902729.887

STRIKE DATE 23/10/2026
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: USD: 4.3437% Semi-Annually (8.6874% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3538304224
NEXT POTENTIAL MATURITY DATE 23/10/2027

EXPAND CLOSE
Citi Triple Index Reducing Autocall October 2026 USD
ISIN: XS3463894355
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 98.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.15% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,180.29006231.54
FTSE 10010,458.500010782.66
S&P 5007,801.77007353.73

STRIKE DATE 07/10/2026
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3463894355
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Barclays Triple Index Memory Income Autocall October 2026 USD
ISIN: XS3520309371
STRIKE DATE: 19/10/2026
INDICATIVE PRICE: 92.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.91% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,086.270050505.87
Nikkei 22564,916.700061077.9
S&P 5007,690.73007353.73

STRIKE DATE 19/10/2026
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: 5.725% Semi-Annually (11.45% p.a.) Income Trigger: 85% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3520309371
NEXT POTENTIAL MATURITY DATE 19/10/2027

EXPAND CLOSE
Barclays 1 Year Fixed Income Banks November 2026 EUR
ISIN: XS3520943310
STRIKE DATE: 03/11/2026
INDICATIVE PRICE: 96.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.39% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA74.400077.18
BBVA21.580022.9
Commerzbank AG37.990038.73
Deutsche Bank AG30.590032.585

STRIKE DATE 03/11/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.0129% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3520943310
NEXT POTENTIAL MATURITY DATE 03/11/2027

EXPAND CLOSE
ABSA Bank Capital Protected Increasing Autocall October 2026 ZAR
ISIN: ZAE000371696
STRIKE DATE: 16/10/2026
INDICATIVE PRICE: 97.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA Bank
TYPE Note
CURRENCY ZAR
CURRENT PRICE 97.52% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Momentum Builder Focus ER Index with Daily ZAR FX-Hedge112.3800110.94

STRIKE DATE 16/10/2026
RETURN & BARRIERS
16.00% Annual Coupon if Autocalled 100.85% Autocall Trigger from 12 Months, Increasing 1% p.a. 100% Capital Protected
P.A. RETURN
ISIN ZAE000371696
NEXT POTENTIAL MATURITY DATE 18/10/2027

EXPAND CLOSE
GS 140% Uncapped Participation Cap Protected Growth Oct 2026 ZAR
ISIN: ZAE000371134
STRIKE DATE: 16/10/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,881.900010782.66
Nikkei 22565,324.290061077.9
S&P 5007,659.44007353.73
Eurostoxx 506,204.23006231.54

STRIKE DATE 16/10/2026
RETURN & BARRIERS
140% Participation (Uncapped) at Maturity 100% Capital Protected
P.A. RETURN
ISIN ZAE000371134
NEXT POTENTIAL MATURITY DATE 16/10/2031

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall October 2026 GBP
ISIN: XS3538277743
STRIKE DATE: 23/10/2026
INDICATIVE PRICE: 96.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009065.067
Eurostoxx 506,068.22006231.54
Nikkei 22561077.9
Russell 20002,775.89902729.887

STRIKE DATE 23/10/2026
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: 7.26% Semi-Annually (14.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3538277743
NEXT POTENTIAL MATURITY DATE 23/10/2031

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall October 2026 EUR
ISIN: XS3538278048
STRIKE DATE: 23/10/2026
INDICATIVE PRICE: 96.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.49% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009065.067
Eurostoxx 506,068.22006231.54
Nikkei 22561077.9
Russell 20002,775.89902729.887

STRIKE DATE 23/10/2026
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: EUR: 5.755% Semi-Annually (11.51% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3538278048
NEXT POTENTIAL MATURITY DATE 25/10/2027

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall October 2026 USD
ISIN: XS3538277826
STRIKE DATE: 23/10/2026
INDICATIVE PRICE: 96.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.29% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009065.067
Eurostoxx 506,068.22006231.54
Nikkei 22561077.9
Russell 20002,775.89902729.887

STRIKE DATE 23/10/2026
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: 7.48% Semi-Annually (14.96% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3538277826
NEXT POTENTIAL MATURITY DATE 25/10/2027

EXPAND CLOSE
BBVA Quad Index Classic Autocall October 2026 GBP
ISIN: XS3532903047
STRIKE DATE: 29/10/2026
INDICATIVE PRICE: 94.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,756.860014967.73
Eurostoxx 506,207.07006231.54
Nikkei 22564,659.470061077.9
S&P 5007,720.39007353.73

STRIKE DATE 29/10/2026
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: 6.60% Semi-Annually (13.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.20% p.a.
ISIN XS3532903047
NEXT POTENTIAL MATURITY DATE 29/10/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Nov 2026
ISIN: XS3497923386
STRIKE DATE: 17/11/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14967.73
Eurostoxx 506231.54
Nikkei 22561077.9
S&P 5007353.73

STRIKE DATE 17/11/2026
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: 7.35% Semi-Annually (14.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497923386
NEXT POTENTIAL MATURITY DATE 17/11/2027

EXPAND CLOSE
Marex Quarterly Classic Autocall June 2026 GBP Bespoke 1
ISIN: XS3380089022
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 87.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 87.05% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 602,049.02002118.223
FTSE 10010,484.220010782.66
OMX Stockholm 303,166.77503301.091
iShares MSCI Brazil (EWZ)34.550031.76

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: 94.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.27% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,126.73006231.54
FTSE MIB49,297.880050505.87
Nikkei 22569,042.110061077.9
Nasdaq 10030,725.810026629.81

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: 80.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 80.33% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified X Index254.6003244.1477

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
Barclays 90-65 Memory Income Autocall October 2026 GBP
ISIN: XS3520257802
STRIKE DATE: 29/10/2026
INDICATIVE PRICE: 87.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.92% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,402.510026629.81
FTSE MIB50,002.36050505.87
Nikkei 22564,659.470061077.9
Russell 20002,859.21702729.887

STRIKE DATE 29/10/2026
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: 0.8175% Monthly (9.81% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3520257802
NEXT POTENTIAL MATURITY DATE 29/10/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Nov 2026
ISIN: XS3431458291
STRIKE DATE: 05/11/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,967.730014967.73
Nikkei 22561,077.900061077.9
Russell 200050,505.87002729.887
FTSE MIB2,729.887050505.87

STRIKE DATE 05/11/2026
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: USD: 4.30% Semi-annually (8.60% 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 XS3431458291
NEXT POTENTIAL MATURITY DATE 05/11/2027

EXPAND CLOSE
Goldman Sachs Cap Protected Triple Index 120% Autocall Oct 2026 USD
ISIN: XS2114058212
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: 93.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 93.36% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,801.77007353.73
Nikkei 22570,035.710061077.9
Eurostoxx 506,180.29006231.54

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: 100.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 100.18% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SIX Global Single Stock on Salesforce Price Return in CHF186.9690181.164
SIX Global Single Stock on ServiceNow Price Return in CHF114.791083.377
SIX Global Single Stock on Intuit Price Return in CHF247.4820289.035
SIX Global Single Stock on Autodesk Price Return in CHF195.7030219.244
SIX Global Single Stock on Tyler Technologies Price Return in CHF276.7060350.558

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
Bank of America 55-55 Memory Income Autocall October 2026 USD
ISIN: XS3506480972
STRIKE DATE: 23/10/2026
INDICATIVE PRICE: 101.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 101.01% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG27.925032.585
Goldman Sachs875.6800868.95
Societe Generale59.660064.52
Barclays407.0000424

STRIKE DATE 23/10/2026
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: 3.625% Quarterly (14.50% 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 XS3506480972
NEXT POTENTIAL MATURITY DATE 23/10/2027

EXPAND CLOSE