INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Global Markets Defensive Autocall Jun 2026 USD
ISIN: XS3338965679
STRIKE DATE: 11/06/2026
INDICATIVE PRICE: 95.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.16% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,056.96006231.54
Russell 20002,921.02902729.887
Nikkei 22564,217.270061077.9
OMX Stockholm 303,064.41603301.091

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: 87.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950026629.81
Eurostoxx 506,187.63006231.54
Nikkei 22566,020.040061077.9
FTSE 10010,471.720010782.66

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: 87.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 87.27% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950026629.81
Eurostoxx 506,187.63006231.54
Nikkei 22566,020.040061077.9
FTSE 10010,471.720010782.66

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: 92.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.20% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,050.54006231.54
Russell 20002,919.33802729.887
Nikkei 22566,329.500061077.9
HSI25,182.390024796.98

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: 92.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,542.660014967.73
FTSE MIB50,036.750050505.87
HSI25,182.390024796.98

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: 87.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 87.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202729.887
Eurostoxx 506,034.95006231.54
SMI13,305.400014967.73
Nikkei 22566,934.330061077.9

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
Santander 75-60 Memory Income Autocall June 2026 GBP
ISIN: XS3291991423
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 86.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202729.887
Eurostoxx 506,034.95006231.54
SMI13,305.400014967.73
Nikkei 22566,934.330061077.9

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: GBP: 2.0675% Quarterly (8.27% 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 XS3291991423
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: 96.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.31% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,976.07006231.54
FTSE 10010,432.340010782.66
S&P 5007,432.97007353.73
Nikkei 22559,804.410061077.9

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: 93.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.47% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006231.54
Russell 20002,931.96302729.887
Nikkei 22566,734.240061077.9

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 11/06/2029

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Jun 2026
ISIN: XS3267333261
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 93.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.11% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006231.54
Russell 20002,931.96302729.887
Nikkei 22566,734.240061077.9

STRIKE DATE 02/06/2026
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 XS3267333261
NEXT POTENTIAL MATURITY DATE 04/06/2029

EXPAND CLOSE
Barclays 85-60 Memory Income Autocall EUR Jun 2026
ISIN: XS3351125631
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 86.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 86.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50,038.160050505.87
Russell 20002,893.51402729.887
Nikkei 22568,402.130061077.9

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: 91.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.54% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,744.35309065.067
SMI13,100.630014967.73
Eurostoxx 505,911.53006231.54
Nasdaq 10029,234.990026629.81

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: 99.15%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.15% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,840.000023122
FirstRand Limited8,886.00009743
Nedbank Limited26,758.000030093

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: 95.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.18% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Emerging Markets1,583.38001543.762

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: 97.78%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.78% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,113.430014967.73
Eurostoxx 505,913.37006231.54
Nikkei 22556,308.420061077.9
S&P 5006,782.81007353.73

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: 95.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited27,211.000023122
FirstRand Limited8,700.00009743
Nedbank Limited23,778.000030093

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: 101.96%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 101.96% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,778.000023122
FirstRand Limited8,700.00009743
Standard Bank Group Limited31,190.000031321

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: 90.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 90.31% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index294.0315294.4415

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: 90.58%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 90.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,233.070010782.66
Nikkei 22562,713.650061077.9
S&P 5007,398.93007353.73
Eurostoxx 505,911.53006231.54

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: 88.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 88.01% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007353.73
Eurostoxx 505,911.53006231.54
FTSE 10010,233.070010782.66
Nikkei 22562,713.650061077.9

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