INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Quad Index Reducing Autocall May 2026 GBP
ISIN: XS3305382288
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 87.74%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.74% (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: 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: 82.89%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 82.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index301.2885294.4415

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: 91.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.83% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014967.73
Eurostoxx 505,972.65006231.54
Nikkei 22562,833.840061077.9
S&P 5007,337.11007353.73

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: 70.29%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 70.29% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500553.64
Exxon Mobil Corp155.2900165.3
C.H. ROBINSON WORLDWIDE INC178.1300128.31
Nutrien Ltd70.240072.21

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: 70.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 70.53% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500553.64
Exxon Mobil Corp155.2900165.3
C.H. ROBINSON WORLDWIDE INC178.1300128.31
Nutrien Ltd70.240072.21

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: 86.28%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 86.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE100.6500130.5
Leonardo SpA51.650049.355
Thyssenkrupp AG11.295012
Rheinmetall AG1,232.8000841.5

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: 92.29%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 92.29% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006231.54
Nikkei 22562,833.840061077.9
S&P 5007,337.11007353.73

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: 87.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.71% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470050505.87
Nikkei 22561,409.290061077.9
S&P/ASX 2008,630.84309065.067
Nasdaq 10029,125.200026629.81

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: 87.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 87.77% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240031.76
HSI26,347.910024796.98
SMI13,119.530014967.73

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: 92.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006231.54
Russell 20002,842.83102729.887
FTSE MIB48,990.980050505.87
HSI26,347.910024796.98

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
Goldman Sachs 100% Capital Protected Autocall GBP May 2026
ISIN: XS3331179245
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 90.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.90% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014967.73
FTSE MIB49,168.700050505.87
Nikkei 22561,684.140061077.9
Russell 20002,843.45302729.887

STRIKE DATE 21/05/2026
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: GBP: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331179245
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD May 2026
ISIN: XS3331205263
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 89.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 89.75% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014967.73
FTSE MIB49,168.700050505.87
Nikkei 22561,684.140061077.9
Russell 20002,843.45302729.887

STRIKE DATE 21/05/2026
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: USD: 4.20% Semi-Annually (8.40%p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331205263
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BBVA Triple Index Defensive Autocall EUR May 2026
ISIN: XS3342563759
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 90.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.59% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,168.700050505.87
Russell 20002,843.45302729.887
HSI25,386.520024796.98

STRIKE DATE 22/05/2026
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: EUR: 5.125% Semi-Annually (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3342563759
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall GBP May 2026
ISIN: XS3338954475
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 97.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.92% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509065.067
FTSE MIB49,168.700050505.87
Nikkei 22561,684.140061077.9
Russell 20002,843.45302729.887

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.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338954475
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD May 2026
ISIN: XS3267376583
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 98.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.27% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509065.067
FTSE MIB49,168.700050505.87
Nikkei 22561,684.140061077.9
Russell 20002,843.45302729.887

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: 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 XS3267376583
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2026
ISIN: XS3342554253
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 90.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.55% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014967.73
Eurostoxx 505,976.07006231.54
Nikkei 22559,804.410061077.9
S&P 5007,432.97007353.73

STRIKE DATE 20/05/2026
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: GBP: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342554253
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD May 2026
ISIN: XS3342554410
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 90.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.13% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014967.73
Eurostoxx 505,976.07006231.54
Nikkei 22559,804.410061077.9
S&P 5007,432.97007353.73

STRIKE DATE 20/05/2026
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 XS3342554410
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Diversified Markets Defensive Autocall May 2026 USD
ISIN: XS3342546077
STRIKE DATE: 11/05/2026
INDICATIVE PRICE: 91.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,664.950050505.87
Russell 20002,870.64002729.887
HSI26,406.840024796.98
SMI13,101.330014967.73

STRIKE DATE 11/05/2026
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342546077
NEXT POTENTIAL MATURITY DATE 11/05/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP May 2026
ISIN: XS3328836583
STRIKE DATE: 18/05/2026
INDICATIVE PRICE: 92.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.54% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,055.51903301.091
FTSE MIB48,669.050050505.87
Nikkei 22560,815.950061077.9
Russell 20002,775.10202729.887

STRIKE DATE 18/05/2026
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: 3.75% Semi-Annually (7.50% 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 XS3328836583
NEXT POTENTIAL MATURITY DATE 18/05/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD May 2026 FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3337081916
STRIKE DATE: 19/05/2026
INDICATIVE PRICE: 51.86%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 51.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation220.6100181.6
Tesla Inc404.1100343.69
Oracle181.4600115.16
Intel110.800052.25

STRIKE DATE 19/05/2026
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: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3337081916
NEXT POTENTIAL MATURITY DATE 19/11/2026

EXPAND CLOSE