INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 1 Year Fixed Income November 2025 USD IDAD
ISIN: XS3184643248
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 94.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.53% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy351.6000275.26
Micron Technology224.5300776.01
Tesla Inc419.4000443.3

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: USD: 2.37% monthly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184643248
NEXT POTENTIAL MATURITY DATE 25/05/2026

EXPAND CLOSE
UBS Developed Markets Classic Autocall May 2024 EUR
ISIN: XS2825579167
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,868.710026389.04
FTSE MIB34,467.670050050.27
Russell 20002,048.40902863.086

STRIKE DATE 23/05/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2825579167
NEXT POTENTIAL MATURITY DATE 24/11/2025

EXPAND CLOSE
Barlcays 80-60 Memory Income Autocall USD Jan 2026
ISIN: XS3189113718
STRIKE DATE: 14/01/2026
INDICATIVE PRICE: 96.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.99% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,926.60007501.24
FTSE MIB45,647.400050050.27
Nikkei 22554,341.230062654.05
Russell 20002,651.63702863.086

STRIKE DATE 14/01/2026
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: 4.05% Semi-Annually (8.10% 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 XS3189113718
NEXT POTENTIAL MATURITY DATE 14/01/2027

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation Nov 2025 USD
ISIN: XS3211406882
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 92.08%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 92.08% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,539.710010372.93
Nikkei 22548,625.880062654.05
S&P 5006,602.99007501.24
Eurostoxx 505,515.09005934.96

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 120% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3211406882
NEXT POTENTIAL MATURITY DATE 19/06/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall November 2025
ISIN: XS3206886122
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 93.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.30% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Bank of America51.560049.85
BBVA17.705018.965
Commerzbank AG31.840036.63
Citi Group Inc98.7000124.82

STRIKE DATE 21/11/2025
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: USD: 3.625% Quarterly(14.50% 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 XS3206886122
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note November 2025 USD
ISIN: XS3083884760
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 98.25% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares374.2700427.21
Ishares Silver Trust45.300075.51

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 3.00% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3083884760
NEXT POTENTIAL MATURITY DATE 21/05/2026

EXPAND CLOSE
Natixis Quad Index Fixed Income November 2025 USD
ISIN: XS3138907913
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 95.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.24% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005934.96
Russell 20002,369.58702863.086
Nikkei 22548,625.880062654.05
FTSE 1009,539.710010372.93

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138907913
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Natixis World Indices 60-60 Memory Income Autocall Nov 2025 USD
ISIN: XS3138909455
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 100.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.04% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005934.96
Russell 20002,369.58702863.086
SMI12,632.670013212.96
Nikkei 22548,625.880062654.05

STRIKE DATE 21/11/2025
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: 2.1875% Quarterly(8.75% 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 XS3138909455
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
BNP Paribas CSI 500 Autocall November 2025 ZAR
ISIN: ZAE000354916
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 106.74%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 106.74% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index6,817.41008670.157

STRIKE DATE 21/11/2025
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: ZAR: 19.80% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354916
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
BNP Paribas Switch To Autocall November 2025 ZAR
ISIN: ZAE000355053
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.39%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE
CURRENCY ZAR
CURRENT PRICE 99.39% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005934.96
FTSE 1009,539.710010372.93
Nikkei 22548,625.880062654.05
S&P 5006,602.99007501.24

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.15% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN ZAE000355053
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Morgan Stanley Switch To Autocall November 2025 USD
ISIN: XS3211805661
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 95.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.61% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,625.880062654.05
S&P 5006,602.99007501.24
Eurostoxx 505,515.09005934.96
FTSE 1009,539.710010372.93

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 10.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS3211805661
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Jan 2026
ISIN: XS3184602566
STRIKE DATE: 14/01/2026
INDICATIVE PRICE: 91.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.83% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,820.59408640.714
FTSE MIB45,647.400050050.27
Nikkei 22554,341.230062654.05
Russell 20002,651.63702863.086

STRIKE DATE 14/01/2026
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 (Reducing by 2%, semi-annually) Memory Income Rate: 4.25% Semi-Annual (8.50% 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 XS3184602566
NEXT POTENTIAL MATURITY DATE 14/01/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Dec 2025
ISIN: XS3138912327
STRIKE DATE: 18/12/2025
INDICATIVE PRICE: 95.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.80% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,741.71005934.96
Russell 20002,507.86702863.086
Nikkei 22549,001.500062654.05

STRIKE DATE 18/12/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138912327
NEXT POTENTIAL MATURITY DATE 29/12/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Dec 2025 USD
ISIN: XS3138912244
STRIKE DATE: 18/12/2025
INDICATIVE PRICE: 96.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.73% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,741.71005934.96
Russell 20002,507.86702863.086
Nikkei 22549,001.500062654.05
Nikkei 22562654.05

STRIKE DATE 18/12/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138912244
NEXT POTENTIAL MATURITY DATE 28/12/2028

EXPAND CLOSE
Natixis Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3138912087
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: 102.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.41% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,569.92005934.96
FTSE 1009,527.650010372.93
S&P 5006,538.76007501.24
Nikkei 22549,823.940062654.05

STRIKE DATE 20/11/2025
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: GBP: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138912087
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
BBVA Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3170722360
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.300010372.93
Eurostoxx 505,534.71005934.96
Nikkei 22548,702.980062654.05
S&P 5006,617.32007501.24

STRIKE DATE 18/11/2025
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: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3170722360
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Barclays Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3167733891
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.300010372.93
Eurostoxx 505,534.71005934.96
Nikkei 22548,702.980062654.05
S&P 5006,617.32007501.24

STRIKE DATE 18/11/2025
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: GBP: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3167733891
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall October 2025 ZAR
ISIN: ZAE000354668
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 76.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 76.66% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle283.3300195.61
Advanced Micro Devices252.9200449.7
Intel38.2800115.93
Nvidia Corporation186.2600235.74

STRIKE DATE 24/10/2025
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 55% Express Barrier at month 12 Coupon Rate: ZAR: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354668
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Dec 2025
ISIN: XS3138911782
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 102.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.90% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.52005934.96
Russell 20002,530.66702863.086
Nikkei 22550,168.110062654.05
OMX Stockholm 302,832.71203048.114

STRIKE DATE 15/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: USD: 6.43% Semi-Annually (12.86% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138911782
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Autocall November 2025 USD
ISIN: XS3217798910
STRIKE DATE: 17/11/2025
INDICATIVE PRICE: 102.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 102.00% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc602.0100618.43
Amazon.com232.8700267.22
Nvidia Corporation186.6000235.74
Advanced Micro Devices240.5200449.7

STRIKE DATE 17/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter capped at 80% Memory Income Rate: USD: 3.50% Quarterly (14.00% 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 XS3217798910
NEXT POTENTIAL MATURITY DATE 17/05/2026

EXPAND CLOSE