INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas US Tech Express Barrier Autocall June 2026 ZAR
ISIN: ZAE000362810
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle184.13
Intel124.57
Nvidia Corporation205.19
Advanced Micro Devices511.57

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: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Salesforce190.6100165.89
Netflix81.520080.34
Nvidia Corporation214.7500205.19
Aristas Networks Inc174.3700163.24

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: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,497.210051497.21
Nikkei 22566,020.040066020.04
Russell 20002,943.99202943.992

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
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
SMI13,305.400013708.02
FTSE MIB49,775.160051497.21
Nikkei 22566,934.330066020.04
Nasdaq 10030,513.860029635.95

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: 100.59%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.59% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41108804.037
Eurostoxx 506,034.95006187.63
Nikkei 22566,934.330066020.04
Russell 20002,905.76202943.992

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: 99.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400013708.02
FTSE 10010,338.950010471.72
Eurostoxx 506,034.95006187.63
S&P 5007,599.96007431.46

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: 99.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.37% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703113.57
FTSE 10010,338.950010471.72
Nikkei 22566,934.330066020.04
S&P 5007,599.96007431.46

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
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 96.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 96.70% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001291.32
OMX Stockholm 303,124.05203113.57
Nasdaq 10030,223.890029635.95
Nikkei 22564,693.120066020.04

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: 102.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 102.12% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760013708.02
FTSE MIB49,825.320051497.21
S&P 5007,563.63007431.46
Nikkei 22564,693.120066020.04

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: 99.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.84% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57608804.037
FTSE MIB49,181.660051497.21
Nikkei 22559,804.410066020.04
Russell 20002,817.36502943.992

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 Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 96.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.23% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700184.13
Netflix89.300080.34
Tesla Inc417.8500406.43
Servicenow Inc99.6900102.15

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351721918
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 96.23%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.23% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700184.13
Netflix89.300080.34
Tesla Inc417.8500406.43
Servicenow Inc99.6900102.15

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351721918
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jun 2026 USD
ISIN: XS3338965679
STRIKE DATE: 11/06/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,056.96006187.63
Russell 20002,921.02902943.992
Nikkei 22564,217.270066020.04
OMX Stockholm 303,064.41603113.57

STRIKE DATE 11/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338965679
NEXT POTENTIAL MATURITY DATE 11/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 GBP
ISIN: DE000UN85T63
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029635.95
Eurostoxx 506,187.63006187.63
Nikkei 22566,020.040066020.04
FTSE 10010,471.720010471.72

STRIKE DATE 12/06/2026
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: GBP: 1.94% Quarterly (7.76% 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 DE000UN85T63
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 USD
ISIN: DE000UN85RC7
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029635.95
Eurostoxx 506,187.63006187.63
Nikkei 22566,020.040066020.04
FTSE 10010,471.720010471.72

STRIKE DATE 12/06/2026
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: 1.93% Quarterly (7.72% 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 DE000UN85RC7
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
Natixis Developed Indices Classic Autocall May 2026 USD
ISIN: XS3338959516
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 97.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.98% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,050.54006187.63
Russell 20002,919.33802943.992
Nikkei 22566,329.500066020.04
HSI25,182.390024718.1

STRIKE DATE 29/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 8.91% Semi-Annually (17.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338959516
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall May 2026 USD
ISIN: XS3351623742
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 99.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.30% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,542.660013708.02
FTSE MIB50,036.750051497.21
HSI25,182.390024718.1

STRIKE DATE 29/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% 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 13.00% p.a.
ISIN XS3351623742
NEXT POTENTIAL MATURITY DATE 31/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2026 USD
ISIN: XS3291972555
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 100.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.13% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202943.992
Eurostoxx 506,034.95006187.63
SMI13,305.400013708.02
Nikkei 22566,934.330066020.04

STRIKE DATE 01/06/2026
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: 2.15% Quarterly (8.60% 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 XS3291972555
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Global Markets Reducing Autocall May 2026 USD
ISIN: XS3351610681
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.00% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,976.07006187.63
FTSE 10010,432.340010471.72
S&P 5007,432.97007431.46
Nikkei 22559,804.410066020.04

STRIKE DATE 20/05/2026
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 4.60% Semi-Annually (9.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3351610681
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jun 2026
ISIN: XS3267376823
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 98.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.67% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006187.63
Russell 20002,931.96302943.992
Nikkei 22566,734.240066020.04

STRIKE DATE 02/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267376823
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE