INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Switch To Autocall January 2026 USD
ISIN: XS3242648411
STRIKE DATE: 09/01/2026
INDICATIVE PRICE: 95.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.45% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,939.890065513.99
S&P 5006,966.28007704.13
Eurostoxx 505,997.47006272.5
FTSE 10010,124.600010679.99

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: 85.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 85.21% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index8,056.68607624.066

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: 92.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 92.32% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000022028
FirstRand Limited9,100.00009268
Standard Bank Group Limited29,324.000030646

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: 91.37%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.37% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,467.000022028
FirstRand Limited9,100.00009268
Standard Bank Group Limited29,324.000030646

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: 105.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 105.87% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,901.78403271.255
Eurostoxx 505,923.69006272.5
Nikkei 22551,832.800065513.99
Russell 20002,547.92002835.574

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: 97.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.71% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,700.530010679.99
Eurostoxx 505,325.40006272.5
Nikkei 22538,787.020065513.99
S&P 5006,025.99007704.13

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: 99.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.58% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006272.5
Russell 20002,529.42502835.574
SMI13,171.850013905.82
Nikkei 22549,507.210065513.99

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: 98.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.84% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006272.5
Russell 20002,529.42502835.574
SMI13,171.850013905.82
Nikkei 22549,507.210065513.99

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: 99.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006272.5
Russell 20002,529.42502835.574
SMI13,171.850013905.82
Nikkei 22549,507.210065513.99

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: 95.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.30% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,171.850013905.82
Nikkei 22549,507.210065513.99
S&P 5006,834.50007704.13

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
MS Capital Protected Uncapped Participation Growth Dec 2025 USD
ISIN: XS3211975662
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 97.83%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 97.83% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,760.35006272.5

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211975662
NEXT POTENTIAL MATURITY DATE 19/12/2030

EXPAND CLOSE
Morgan Stanley 100% Protected Call Spread Dec 2025 JPY
ISIN: XS3211997807
STRIKE DATE: 19/12/2025
INDICATIVE PRICE: 97.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY JPY
CURRENT PRICE 97.09% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22549,507.210065513.99

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211997807
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Jan 2026
ISIN: XS2880163568
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: 96.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.49% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,488.360051543.45
S&P 5006,875.62007704.13
HSI26,585.060024761.13

STRIKE DATE 21/01/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880163568
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall EUR Jan 2026
ISIN: XS3205843611
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 89.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.89% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,091.230051543.45
HSI26,629.960024761.13
Russell 20002,718.76502835.574

STRIKE DATE 22/01/2026
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: EUR: 3.56% Semi-Annual (7.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3205843611
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
UniCredit World Indices Memory Income Autocall December 2025 GBP
ISIN: DE000UN291J6
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 97.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.38% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,721.43007704.13
SMI13,028.620013905.82
Nikkei 22549,512.280065513.99
FTSE MIB44,099.480051543.45

STRIKE DATE 17/12/2025
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: 1.75% Quarterly (7.00% 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 DE000UN291J6
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall December 2025
ISIN: XS3231271829
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: 94.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 94.78% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.050041.07
Barclays458.1500456.6
Goldman Sachs872.3300923.29
Societe Generale66.900069.87

STRIKE DATE 17/12/2025
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: 3.90% Quarterly(15.60% 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 XS3231271829
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3138920189
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.03% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203271.255
Russell 20002,718.76502835.574
Nikkei 22553,688.890065513.99
FTSE MIB45,091.230051543.45

STRIKE DATE 22/01/2026
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: GBP: 3.647% Semi-Annually (7.294% 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 XS3138920189
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Jan 2026
ISIN: XS3138920007
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 98.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.03% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203271.255
Russell 20002,718.76502835.574
Nikkei 22553,688.890065513.99
FTSE MIB45,091.230051543.45

STRIKE DATE 22/01/2026
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: 3.88% Semi-Annually (7.76% 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 XS3138920007
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD January 2026
ISIN: XS3138919686
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: 105.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 105.16% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,956.17006272.5
Russell 20002,718.76502835.574
Nikkei 22553,688.890065513.99
OMX Stockholm 303,003.06203271.255

STRIKE DATE 22/01/2026
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: 6.02% Semi-Annually (12.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138919686
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: 94.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.68% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.85608702.022
FTSE MIB44,713.460051543.45
Nikkei 22552,991.100065513.99
Russell 20002,645.36102835.574

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE