INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 75-60 Annual Memory Income Autocall Apr 2026 USD
ISIN: XS3305390547
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: 100.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.59% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,926.11006272.5
SMI13,183.280013905.82
Russell 20002,630.58802835.574
Nikkei 22556,924.110065513.99

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 10.00% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305390547
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Natixis 3 Year Quad Index Fixed Income March 2026 USD
ISIN: XS3267339623
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: 98.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.72% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,967.350010679.99
Eurostoxx 505,505.80006272.5
Russell 20002,449.69502835.574
Nikkei 22553,373.070065513.99

STRIKE DATE 27/03/2026
RETURN & BARRIERS
💰2.00% Quarterly Fixed coupon, 🛡️65% European Barrier
P.A. RETURN
ISIN XS3267339623
NEXT POTENTIAL MATURITY DATE 05/10/2026

EXPAND CLOSE
BBVA 80-50 Memory Income Autocall March 2026 GBP
ISIN: XS3287534211
STRIKE DATE: 25/03/2026
INDICATIVE PRICE: 96.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.82% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,106.840010679.99
Eurostoxx 505,649.33006272.5
Nikkei 22553,749.620065513.99
S&P 5006,591.90007704.13

STRIKE DATE 25/03/2026
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: 1.9625% Quarterly (7.85% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3287534211
NEXT POTENTIAL MATURITY DATE 25/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 102.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE
CURRENCY EUR
CURRENT PRICE 102.35% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010679.99
Eurostoxx 5010,063.50006272.5
Nikkei 22553,372.530065513.99
S&P 5006,606.49007704.13

STRIKE DATE 19/03/2026
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: EUR: 5.05% Semi-Annually (10.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 102.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.35% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010679.99
Eurostoxx 505,613.83006272.5
Nikkei 22553,372.530065513.99
S&P 5006,606.49007704.13

STRIKE DATE 19/03/2026
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 XS3287573037
NEXT POTENTIAL MATURITY DATE 19/03/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD Apr 2026
ISIN: XS3240131055
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 92.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 92.27% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,067.630013905.82
FTSE MIB47,785.460051543.45
Nikkei 22559,585.860065513.99
Russell 20002,785.37702835.574

STRIKE DATE 23/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3240131055
NEXT POTENTIAL MATURITY DATE 23/04/2029

EXPAND CLOSE
BBVA Gold Mining Memory Income Autocall March 2026
ISIN: XS3287495561
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 91.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.02% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Agnico Eagle Mines Ltd183.4900193.88
Barrick Mining Corp38.030042.32
Newmont Corp99.0200121.3
Kinross Gold27.920024.42

STRIKE DATE 24/03/2026
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: EUR: 2.90% Quarterly (11.60% 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 XS3287495561
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall March 2026 USD
ISIN: DE000UN5BSZ4
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 98.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.20% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,369.530051543.45
Nasdaq 10024,002.450030478.86
Nikkei 22552,252.280065513.99
Eurostoxx 505,581.29006272.5

STRIKE DATE 24/03/2026
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: 1.92% Quarterly (7.68% 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 DE000UN5BSZ4
NEXT POTENTIAL MATURITY DATE 22/03/2027

EXPAND CLOSE
SociĂ©tĂ© GĂ©nĂ©rale Defence Early Low Hurdle Autocall USD Apr 2026 – Factsheet available upon request.
ISIN: XS3315970825
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 93.10%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 93.10% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.7500103.75
Leonardo SpA54.870049.31
Thyssenkrupp AG8.840014.67
Rheinmetall AG1,422.8000990

STRIKE DATE 23/04/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 9.00% Quarterly (36.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3315970825
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3257804792
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 99.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.41% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,460.97108702.022
FTSE MIB43,823.240051543.45
Nikkei 22551,885.850065513.99
Russell 20002,414.00602835.574

STRIKE DATE 30/03/2026
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: 0.8692% Monthly (10.43% 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 XS3257804792
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Goldman Sachs Triple Index Reducing Autocall March 2026 USD
ISIN: XS3293165489
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 101.96%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 101.96% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32006272.5
FTSE 1009,894.150010679.99
S&P 5006,581.00007704.13

STRIKE DATE 23/03/2026
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: 3.55% Semi-Annually (7.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS3293165489
NEXT POTENTIAL MATURITY DATE 24/09/2026

EXPAND CLOSE
Natixis Global Markets 70-60 Memory Income March 2026
ISIN: XS3267326646
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 98.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.73% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22552,252.280065513.99
Russell 20002,505.44302835.574
S&P/ASX 2008,379.35108702.022
SMI12,515.940013905.82

STRIKE DATE 24/03/2026
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: 0.70% Monthly (8.40% 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 XS3267326646
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Apr 2026
ISIN: XS3304966818
STRIKE DATE: 17/04/2026
INDICATIVE PRICE: 97.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.61% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,182.12803271.255
FTSE MIB48,869.430051543.45
Nikkei 22558,475.900065513.99
Russell 20002,776.90002835.574

STRIKE DATE 17/04/2026
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: GBP: 4.20% Semi-Annually (8.40% 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 XS3304966818
NEXT POTENTIAL MATURITY DATE 19/04/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Apr 2026
ISIN: XS3287571411
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: 97.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.64% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220013905.82
Eurostoxx 505,982.63006272.5
Nikkei 22558,824.890065513.99
S&P 5007,109.14007704.13

STRIKE DATE 20/04/2026
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: 6.65% Semi-Annually (13.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571411
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Apr 2026
ISIN: XS3287571338
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: 97.31%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.31% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220013905.82
Eurostoxx 505,982.63006272.5
Nikkei 22558,824.890065513.99
S&P 5007,109.14007704.13

STRIKE DATE 20/04/2026
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571338
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
Goldman Sachs Quad Index Annual Autocall ZAR March 2026
ISIN: ZAE000359196
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 107.19%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 107.19% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390065513.99
OMX Stockholm 303,023.59203271.255
Russell 20002,519.99402835.574
Eurostoxx 505,769.25006272.5

STRIKE DATE 17/03/2026
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: ZAR: 17.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000359196
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs South African Banks Autocall ZAR March 2026
ISIN: ZAE000358727
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: 92.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 92.37% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,467.000022028
FirstRand Limited9,017.00009268
Nedbank Limited27,055.000029287

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 12.05% Semi-Annually (24.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000358727
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Goldman Sachs World Indices Classic Autocall March 2026 USD
ISIN: XS3300189415
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: 107.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.92% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,751.150065513.99
Nasdaq 10024,655.340030478.86
Eurostoxx 505,739.01006272.5

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3300189415
NEXT POTENTIAL MATURITY DATE 16/03/2027

EXPAND CLOSE
Barclays World Indices Classic Autocall May 2026 USD
ISIN: XS3304930111
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 93.63%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.63% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007704.13
Eurostoxx 505,911.53006272.5
FTSE 10010,233.070010679.99
Nikkei 22562,713.650065513.99

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.10% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3304930111
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Morgan Stanley 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3302607000
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 99.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.91% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,414.00602835.574
Nikkei 22551,885.850065513.99
FTSE MIB43,823.240051543.45

STRIKE DATE 30/03/2026
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: 2.50% Quarterly (10.00% 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 XS3302607000
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE