INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Stock Memory Income Defensive Autocall January 2026 USD (XS3234579723)
ISIN: XS3234579723
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 88.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.30% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900154.04
Apple Inc255.5300328.21
Intel46.960091.67
Nvidia Corporation186.2300228.45

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
P.A. RETURN
ISIN XS3234579723
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall January 2026 USD (XS3095723196)
ISIN: XS3095723196
STRIKE DATE: 16/01/2026
INDICATIVE PRICE: 82.19%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 82.19% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle191.0900154.04
American Airlines Group15.370012.97
Intel46.960091.67
Tesla Inc437.5000376.365

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3095723196
NEXT POTENTIAL MATURITY DATE 16/01/2029

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Feb 2026
ISIN: XS3138924090
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 96.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.01% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403278.19
FTSE MIB46,802.990052245.47
Nikkei 22557,650.540064214.48
Russell 20002,679.76902968.271

STRIKE DATE 10/02/2026
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: GBP: 3.50% Semi-annually (7.00% 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 XS3138924090
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Feb 2026
ISIN: XS3138924173
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.30% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,136.54403278.19
FTSE MIB46,802.990052245.47
Nikkei 22557,650.540064214.48
Russell 20002,679.76902968.271
Russell 20002968.271

STRIKE DATE 10/02/2026
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: 3.80% Semi-annually (7.60% 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 XS3138924173
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Feb 2026
ISIN: XS3234629502
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 93.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.89% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,889.22109020.093
FTSE MIB45,819.570052245.47
Nikkei 22553,818.040064214.48
Russell 20002,577.64602968.271

STRIKE DATE 05/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2.00%, semi-annually) Memory Income Rate: 3.85% Semi-Annual (7.70% 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 XS3234629502
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Feb 2026
ISIN: XS3239586459
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: 96.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,798.40007747.71
FTSE MIB45,819.570052245.47
Nikkei 22553,818.040064214.48
Russell 20002,577.64602968.271

STRIKE DATE 05/02/2026
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: 3.85% Semi-Annually( 7.70% 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 XS3239586459
NEXT POTENTIAL MATURITY DATE 05/02/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Feb 2026
ISIN: XS3138922631
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 93.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.45% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006382.59
Russell 20002,646.69702968.271
Nikkei 22556,941.970064214.48

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922631
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Feb 2026
ISIN: XS3138922714
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 94.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.18% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006382.59
Russell 20002,646.69702968.271
Nikkei 22556,941.970064214.48

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922714
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Feb 2026 – Factsheet on request
ISIN: XS3257327760
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: 101.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.75% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.1400154.04
Intel46.790091.67
Tesla Inc417.4400376.365
Nvidia Corporation182.8100228.45

STRIKE DATE 13/02/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3257327760
NEXT POTENTIAL MATURITY DATE 13/11/2026

EXPAND CLOSE
BNP 620% Participation Capital Protected Growth Jan 26 ZAR
ISIN: ZAE000355509
STRIKE DATE: 13/01/2026
INDICATIVE PRICE: 90.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 90.91% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index300.3246305.3123

STRIKE DATE 13/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Coupon Rate: ZAR: 620% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000355509
NEXT POTENTIAL MATURITY DATE 13/01/2031

EXPAND CLOSE
Morgan Stanley Switch To Autocall January 2026 USD
ISIN: XS3242648411
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 96.22%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.22% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,939.890064214.48
S&P 5006,966.28007747.71
Eurostoxx 505,997.47006382.59
FTSE 10010,124.600010831.52

STRIKE DATE 09/01/2026
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: ZAR: 10.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3242648411
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE
BNP Paribas CSI 500 Autocall January 2026 ZAR
ISIN: ZAE000355541
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 85.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 85.06% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index8,056.68607755.361

STRIKE DATE 09/01/2026
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: ZAR: 18.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355541
NEXT POTENTIAL MATURITY DATE 09/01/2029

EXPAND CLOSE
Goldman Sachs South African Banks Autocall January 2026 ZAR
ISIN: ZAE000356283
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 95.94%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.94% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000023050
FirstRand Limited9,100.00009584
Standard Bank Group Limited29,324.000032100

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 3.5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 11.00% Semi-Annually (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000356283
NEXT POTENTIAL MATURITY DATE 09/01/2027

EXPAND CLOSE
Goldman Sachs South African Banks Autocall January 2026 ZAR
ISIN: ZAE000356291
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 94.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.59% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000023050
FirstRand Limited9,100.00009584
Standard Bank Group Limited29,324.000032100

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 10.00% Semi-Annually (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN
ISIN ZAE000356291
NEXT POTENTIAL MATURITY DATE 09/01/2028

EXPAND CLOSE
Barclays Semi-Annual Classic Autocall January 2026 USD
ISIN: XS3212555158
STRIKE DATE: 05/01/2026
INDICATIVE PRICE: 105.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 105.16% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,901.78403278.19
Eurostoxx 505,923.69006382.59
Nikkei 22551,832.800064214.48
Russell 20002,547.92002968.271

STRIKE DATE 05/01/2026
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: 6.275% Semi-Annually (12.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.55% p.a.
ISIN XS3212555158
NEXT POTENTIAL MATURITY DATE 05/01/2027

EXPAND CLOSE
Barclays Memory Income Cap Protected Autocall February 2025 USD
ISIN: XS2945458839
STRIKE DATE: 09/02/2025
INDICATIVE PRICE: 97.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.53% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,700.530010831.52
Eurostoxx 505,325.40006382.59
Nikkei 22538,787.020064214.48
S&P 5006,025.99007747.71

STRIKE DATE 09/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.4875% Quarterly (5.95% p.a.) Income Trigger: 90% of initial level Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2945458839
NEXT POTENTIAL MATURITY DATE 09/02/2027

EXPAND CLOSE
Natixis Quad Index Memory Income Autocall December 2025 USD
ISIN: XS3138917557
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 99.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.41% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006382.59
Russell 20002,529.42502968.271
SMI13,171.850014394.77
Nikkei 22549,507.210064214.48

STRIKE DATE 19/12/2025
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: 1.9375% Quarterly (7.75% 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 XS3138917557
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Barclays Quad Index Memory Income Autocall December 2025 GBP
ISIN: XS3189273835
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 98.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.66% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006382.59
Russell 20002,529.42502968.271
SMI13,171.850014394.77
Nikkei 22549,507.210064214.48

STRIKE DATE 19/12/2025
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: GBP: 1.8125% Quarterly (7.25% 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 XS3189273835
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Natixis Memory Income Autocall December 2025 USD
ISIN: XS3138918100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 99.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.71% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006382.59
Russell 20002,529.42502968.271
SMI13,171.850014394.77
Nikkei 22549,507.210064214.48

STRIKE DATE 19/12/2025
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: 2.05% Quarterly (8.20% 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 XS3138918100
NEXT POTENTIAL MATURITY DATE 19/12/2026

EXPAND CLOSE
Morgan Stanley Triple Index 100% Cap Protected Autocall Dec 2025
ISIN: XS3211956100
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 97.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 97.02% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,171.850014394.77
Nikkei 22549,507.210064214.48
S&P 5006,834.50007747.71

STRIKE DATE 19/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Observations: Semi-Annual with first after 36 months Autocall Trigger: 100% of initial level Conditional Return Rate: USD: 3.375% Semi-Annually (6.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at Maturity
P.A. RETURN
ISIN XS3211956100
NEXT POTENTIAL MATURITY DATE 19/12/2028

EXPAND CLOSE