INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 85-60 Memory Income Autocall EUR Jun 2026
ISIN: XS3351125631
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 91.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.12% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50,038.160049397.55
Russell 20002,893.51402767.269
Nikkei 22568,402.130064425.95

STRIKE DATE 03/06/2026
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: EUR: 1.80% Quarterly (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351125631
NEXT POTENTIAL MATURITY DATE 03/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall May 2026 USD
ISIN: XS3342492553
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 93.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.58% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,744.35308719.719
SMI13,100.630014349.51
Eurostoxx 505,911.53006168.26
Nasdaq 10029,234.990029935.59

STRIKE DATE 08/05/2026
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: 3.90% Semi-annually (7.80% 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 XS3342492553
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Goldman Sachs Bank Stocks Defensive Autocall Apr 2026 ZAR
ISIN: ZAE000360954
STRIKE DATE: 21/04/2026
INDICATIVE PRICE: 91.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.33% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,840.000021692
FirstRand Limited8,886.00008992
Nedbank Limited26,758.000028889

STRIKE DATE 21/04/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 12.50% Semi-Annually (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000360954
NEXT POTENTIAL MATURITY DATE 21/04/2027

EXPAND CLOSE
Goldman Sachs MSCI Emerging Markets Autocall Apr 2026 ZAR
ISIN: ZAE000360814
STRIKE DATE: 15/04/2026
INDICATIVE PRICE: 99.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.31% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Emerging Markets1,583.38001607.586

STRIKE DATE 15/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 13.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000360814
NEXT POTENTIAL MATURITY DATE 16/04/2029

EXPAND CLOSE
BBVA Quad Index Classic Autocall Apr 2026 USD
ISIN: XS3317189044
STRIKE DATE: 08/04/2026
INDICATIVE PRICE: 100.69%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.69% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,113.430014349.51
Eurostoxx 505,913.37006168.26
Nikkei 22556,308.420064425.95
S&P 5006,782.81007744.06

STRIKE DATE 08/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.375% Semi-Annually (14.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317189044
NEXT POTENTIAL MATURITY DATE 08/04/2027

EXPAND CLOSE
GS South African Banks 80-75 Memory Income Autocall Apr 2026 ZAR
ISIN: ZAE000360509
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 90.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 90.34% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited27,211.000021692
FirstRand Limited8,700.00008992
Nedbank Limited23,778.000028889

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Income Opportunities: Semi-Annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.775% Semi-Annually (19.55% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN
ISIN ZAE000360509
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Goldman Sachs South African Banks Reducing Autocall Apr 2026 ZAR
ISIN: ZAE000360780
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 95.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.65% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,778.000021692
FirstRand Limited8,700.00008992
Standard Bank Group Limited31,190.000030628

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: USD: 11.95% Semi-Annually (23.90% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000360780
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
BNP 729% Uncapped Participation Cap Protected Growth Mar 2026 ZAR
ISIN: ZAE000359725
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 96.16%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 96.16% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index294.0315302.1678

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 729% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359725
NEXT POTENTIAL MATURITY DATE 24/03/2031

EXPAND CLOSE
Goldman Sachs World Indices Reducing Autocall May 2026 ZAR
ISIN: ZAE000360764
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 97.34%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 97.34% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,233.070010840.35
Nikkei 22562,713.650064425.95
S&P 5007,398.93007744.06
Eurostoxx 505,911.53006168.26

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 2.50% per annum Coupon Rate: USD: 17.30% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000360764
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 USD
ISIN: XS3341106725
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 92.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007744.06
Eurostoxx 505,911.53006168.26
FTSE 10010,233.070010840.35
Nikkei 22562,713.650064425.95

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: USD: 12.50% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3341106725
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 GBP
ISIN: XS3305382288
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 92.63%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.63% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007744.06
Eurostoxx 505,911.53006168.26
FTSE 10010,233.070010840.35
Nikkei 22562,713.650064425.95

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: GBP: 12.10% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305382288
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
BNP Paribas 650% Participation Capital Protected Note Apr 2026
ISIN: ZAE000359568
STRIKE DATE: 30/04/2026
INDICATIVE PRICE: 88.27%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.27% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index301.2885302.1678

STRIKE DATE 30/04/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 650% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359568
NEXT POTENTIAL MATURITY DATE 30/04/2031

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall May 2026 USD
ISIN: DE000UN7PEX5
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 94.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.72% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014349.51
Eurostoxx 505,972.65006168.26
Nikkei 22562,833.840064425.95
S&P 5007,337.11007744.06

STRIKE DATE 07/05/2026
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: 2.00% Quarterly (8.00% 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 DE000UN7PEX5
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 USD
ISIN: XS3342492983
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 81.70%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.70% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500735.64
Exxon Mobil Corp155.2900174.68
C.H. ROBINSON WORLDWIDE INC178.1300143.82
Nutrien Ltd70.240069.58

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) USD: 7.55% Semi-Annual (15.10% 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 XS3342492983
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 GBP
ISIN: XS3342493015
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 82.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 82.61% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500735.64
Exxon Mobil Corp155.2900174.68
C.H. ROBINSON WORLDWIDE INC178.1300143.82
Nutrien Ltd70.240069.58

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) Memory Income Rate: GBP: 7.20% Semi-Annual (14.40% 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 XS3342493015
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD May 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3337239563
STRIKE DATE: 27/05/2026
INDICATIVE PRICE: 101.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.08% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE100.6500122.1
Leonardo SpA51.650048.145
Thyssenkrupp AG11.295013.935
Rheinmetall AG1,232.80001026

STRIKE DATE 27/05/2026
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 XS3337239563
NEXT POTENTIAL MATURITY DATE 27/10/2027

EXPAND CLOSE
Citi Triple Index Autocall May 2026 USD
ISIN: XS3164510631
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 97.23%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.23% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006168.26
Nikkei 22562,833.840064425.95
S&P 5007,337.11007744.06

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% 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 XS3164510631
NEXT POTENTIAL MATURITY DATE 07/05/2031

EXPAND CLOSE
Citi 90-65 Memory Income Autocall May 2026 GBP
ISIN: XS3164573985
STRIKE DATE: 15/05/2026
INDICATIVE PRICE: 91.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.93% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470049397.55
Nikkei 22561,409.290064425.95
S&P/ASX 2008,630.84308719.719
Nasdaq 10029,125.200029935.59

STRIKE DATE 15/05/2026
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: GBP: 0.775% Monthly (9.30% 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 XS3164573985
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BNP Paribas Defensive Autocall May 2026 USD
ISIN: XS3344833473
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 96.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 96.69% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240041.58
HSI26,347.910024062.72
SMI13,119.530014349.51

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.95% Semi-Annually (15.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3344833473
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Natixis Diversified Markets Classic Autocall May 2026 USD
ISIN: XS3338963898
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 92.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.34% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006168.26
Russell 20002,842.83102767.269
FTSE MIB48,990.980049397.55
HSI26,347.910024062.72

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.00% Semi-Annually (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338963898
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE