INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Indices Classic Autocall March 2026 USD
ISIN: XS3287573037
STRIKE DATE: 19/03/2026
INDICATIVE PRICE: 100.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.19% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,063.500010782.66
Eurostoxx 505,613.83006231.54
Nikkei 22553,372.530061077.9
S&P 5006,606.49007353.73

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: 91.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 91.42% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,067.630014967.73
FTSE MIB47,785.460050505.87
Nikkei 22559,585.860061077.9
Russell 20002,785.37702729.887

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: 85.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 85.90% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Agnico Eagle Mines Ltd183.4900189.06
Barrick Mining Corp38.030040.34
Newmont Corp99.0200119.71
Kinross Gold27.920021.59

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: 93.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.87% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,369.530050505.87
Nasdaq 10024,002.450026629.81
Nikkei 22552,252.280061077.9
Eurostoxx 505,581.29006231.54

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
Société Générale Defence Early Low Hurdle Autocall USD Apr 2026 – Factsheet available upon request.
ISIN: XS3315970825
STRIKE DATE: 23/04/2026
INDICATIVE PRICE: 75.95%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 75.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.7500130.5
Leonardo SpA54.870049.355
Thyssenkrupp AG8.840012
Rheinmetall AG1,422.8000841.5

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 25/01/2027

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3257804792
STRIKE DATE: 30/03/2026
INDICATIVE PRICE: 96.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.13% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,460.97109065.067
FTSE MIB43,823.240050505.87
Nikkei 22551,885.850061077.9
Russell 20002,414.00602729.887

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,574.32006231.54
FTSE 1009,894.150010782.66
S&P 5006,581.00007353.73

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: 97.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.74% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22552,252.280061077.9
Russell 20002,505.44302729.887
S&P/ASX 2008,379.35109065.067
SMI12,515.940014967.73

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: 91.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.14% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,182.12803301.091
FTSE MIB48,869.430050505.87
Nikkei 22558,475.900061077.9
Russell 20002,776.90002729.887

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: 94.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220014967.73
Eurostoxx 505,982.63006231.54
Nikkei 22558,824.890061077.9
S&P 5007,109.14007353.73

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: 93.69%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.69% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220014967.73
Eurostoxx 505,982.63006231.54
Nikkei 22558,824.890061077.9
S&P 5007,109.14007353.73

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: 103.76%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 103.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390061077.9
OMX Stockholm 303,023.59203301.091
Russell 20002,519.99402729.887
Eurostoxx 505,769.25006231.54

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: 100.38%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.38% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,467.000023122
FirstRand Limited9,017.00009743
Nedbank Limited27,055.000030093

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: 103.88%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 103.88% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,751.150061077.9
Nasdaq 10024,655.340026629.81
Eurostoxx 505,739.01006231.54

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: 87.95%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 87.95% (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: 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: 94.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.20% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,414.00602729.887
Nikkei 22551,885.850061077.9
FTSE MIB43,823.240050505.87

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
Citi Triple Index Reducing Autocall March 2026 GBP
ISIN: XS3159485252
STRIKE DATE: 27/03/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,505.80006231.54
FTSE 1009,967.350010782.66
S&P 5006,368.85007353.73

STRIKE DATE 27/03/2026
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: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS3159485252
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2026 GBP
ISIN: XS3295326154
STRIKE DATE: 23/03/2026
INDICATIVE PRICE: 93.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.52% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,189.800050505.87
Nikkei 22551,515.490061077.9
Russell 20002,494.22702729.887
Nasdaq 10024,188.590026629.81

STRIKE DATE 23/03/2026
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: 0.8925% Monthly (10.71% 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 XS3295326154
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
ISIN: XS3315920721
STRIKE DATE: 10/04/2026
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation188.6300181.6
Tesla Inc348.9500343.69
Oracle138.0900115.16
Intel62.380052.25

STRIKE DATE 10/04/2026
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: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 32.00% p.a.
ISIN XS3315920721
NEXT POTENTIAL MATURITY DATE 12/10/2026

EXPAND CLOSE
Goldman Sachs Capital Protected Digital Note March 2026 USD
ISIN: XS3293178540
STRIKE DATE: 16/03/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,317.690010782.66
S&P 5006,699.38007353.73
Eurostoxx 505,739.01006231.54

STRIKE DATE 16/03/2026
RETURN & BARRIERS
Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3293178540
NEXT POTENTIAL MATURITY DATE 16/09/2027

EXPAND CLOSE