INTERNATIONAL PRODUCTS
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 103.58% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 148.8700 | 139.54 |
| Tesla Inc | 345.8200 | 377.94 |
| Nvidia Corporation | 209.6600 | 224.58 |
| Intel | 88.2400 | 127.39 |
STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 80% of initial level with 50% Glider at month 12
Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3438970496
NEXT POTENTIAL MATURITY DATE 26/02/2027
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 96.40% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Capgemini SE | 106.5000 | 103.75 |
| Leonardo SpA | 54.1200 | 49.31 |
| Thyssenkrupp AG | 14.4550 | 14.67 |
| Rheinmetall AG | 1,138.8000 | 990 |
STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 80% of initial level with 50% 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 XS3438955851
NEXT POTENTIAL MATURITY DATE 26/02/2027
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 99.97% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro Stoxx Banks | 311.9700 | 312.04 |
STRIKE DATE 20/08/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 16.60% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3331944226
NEXT POTENTIAL MATURITY DATE 17/09/2027
COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 52,512.0300 | 51543.45 |
| Nikkei 225 | 64,011.3400 | 65513.99 |
| Nasdaq 100 | 29,368.4400 | 30478.86 |
| Russell 2000 | 2,903.9440 | 2835.574 |
STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 5 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 initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3306389407
NEXT POTENTIAL MATURITY DATE 11/09/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.50% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 51,543.4500 | 51543.45 |
| Russell 2000 | 2,835.5740 | 2835.574 |
| Nikkei 225 | 65,513.9900 | 65513.99 |
STRIKE DATE 24/09/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Coupon Rate: EUR: 5.20% Semi-Annually (10.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3473201880
NEXT POTENTIAL MATURITY DATE 24/09/2027
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 96.94% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,052.1700 | 13905.82 |
| Eurostoxx 50 | 5,869.6300 | 6272.5 |
| Nikkei 225 | 59,513.1200 | 65513.99 |
| Russell 2000 | 2,845.0040 | 2835.574 |
STRIKE DATE 05/05/2026
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: 2.25% Quarterly(9.00% 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 XS3257805500
NEXT POTENTIAL MATURITY DATE 07/05/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.50% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Tesla Inc | 351.1200 | 377.94 |
| Meta Platform Inc | 546.0300 | 777.59 |
| Applied Materials Inc | 496.1700 | 474.25 |
| CoreWeave | 90.8700 | 90.13 |
STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Monthly (First Observation at 3 months)
Autocall Trigger: 95% of initial level reducing 1% per period
Memory Income Rate: USD: 2.0417% Monthly (24.50% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Geared Put
P.A. RETURN
ISIN XS3422093784
NEXT POTENTIAL MATURITY DATE 19/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.07% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,786.7200 | 13905.82 |
| Eurostoxx 50 | 6,236.2000 | 6272.5 |
| Nikkei 225 | 65,018.9500 | 65513.99 |
| S&P 500 | 7,650.5000 | 7704.13 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 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 XS3446677059
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.06% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,786.7200 | 13905.82 |
| Eurostoxx 50 | 6,236.2000 | 6272.5 |
| Nikkei 225 | 65,018.9500 | 65513.99 |
| S&P 500 | 7,650.5000 | 7704.13 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 7.25% Semi-Annually (14.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3446677307
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.12% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,264.3320 | 3271.255 |
| FTSE MIB | 51,545.2500 | 51543.45 |
| Nikkei 225 | 65,018.9500 | 65513.99 |
| Russell 2000 | 2,860.3960 | 2835.574 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.00% Quarterly (8.00% 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 XS3468899698
NEXT POTENTIAL MATURITY DATE 21/08/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.27% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Societe Generale | 76.1200 | 69.87 |
| Royal Caribbean Cruise | 292.0000 | 238.98 |
| Advanced Micro Devices | 473.2500 | 629.26 |
| Tesla Inc | 362.8600 | 377.94 |
STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 75% of initial level
Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445806006
NEXT POTENTIAL MATURITY DATE 23/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.04% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,749.8670 | 8702.022 |
| FTSE MIB | 51,628.7700 | 51543.45 |
| Nikkei 225 | 63,492.9900 | 65513.99 |
| Russell 2000 | 2,892.2370 | 2835.574 |
STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually)
Memory Income Rate: GBP: 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 XS3445805024
NEXT POTENTIAL MATURITY DATE 14/09/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.95% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,749.8670 | 8702.022 |
| FTSE MIB | 51,628.7700 | 51543.45 |
| Nikkei 225 | 63,492.9900 | 65513.99 |
| Russell 2000 | 2,892.2370 | 2835.574 |
STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually)
Memory Income Rate: USD: 4.50% Semi-Annual (9.00% 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 XS3445805297
NEXT POTENTIAL MATURITY DATE 14/09/2027
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 96.50% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 53,583.6100 | 51543.45 |
| Russell 2000 | 3,068.4150 | 2835.574 |
| S&P/ASX 200 | 9,115.2150 | 8702.022 |
| Nasdaq 100 | 30,046.1400 | 30478.86 |
STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.175% Semi-Annually (8.35% 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 XS3346592754
NEXT POTENTIAL MATURITY DATE 14/08/2027
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.18% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 53,583.6100 | 51543.45 |
| Russell 2000 | 3,068.4150 | 2835.574 |
| S&P/ASX 200 | 9,115.2150 | 8702.022 |
| Nasdaq 100 | 30,046.1400 | 30478.86 |
STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.075% Semi-Annually (8.15% 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 XS3346565511
NEXT POTENTIAL MATURITY DATE 14/08/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.53% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 10,658.1300 | 10679.99 |
| FTSE MIB | 51,555.1900 | 51543.45 |
| Nikkei 225 | 63,484.1000 | 65513.99 |
| Russell 2000 | 2,870.2850 | 2835.574 |
STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.50% Semi-Annually (9.00% 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 XS3468806198
NEXT POTENTIAL MATURITY DATE 15/09/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 9.50% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 150.2800 | 139.54 |
| Intel | 102.9400 | 127.39 |
| Nvidia Corporation | 218.2900 | 224.58 |
| Advanced Micro Devices | 516.1300 | 629.26 |
STRIKE DATE 11/09/2026
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 50% Express Barrier at month 12
Coupon Rate: ZAR: 11.25% Quarterly (45.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000367652
NEXT POTENTIAL MATURITY DATE 11/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.40% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Deutsche Bank AG | 33.3500 | 30.93 |
| Amazon.com | 267.2800 | 249.38 |
| Broadcom Inc | 416.0500 | 350.36 |
| Meta Platform Inc | 578.8500 | 777.59 |
STRIKE DATE 12/08/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% reducing 2% per quarter.
Memory Income Rate: USD: 4.30% Quarterly(17.20% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446800784
NEXT POTENTIAL MATURITY DATE 12/02/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.15% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,455.6300 | 6272.5 |
| FTSE 100 | 10,886.1600 | 10679.99 |
| Nikkei 225 | 65,856.4300 | 65513.99 |
| S&P 500 | 7,677.2800 | 7704.13 |
STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446823729
NEXT POTENTIAL MATURITY DATE 25/08/2027
COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.36% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,525.2900 | 13905.82 |
| FTSE MIB | 52,720.3100 | 51543.45 |
| Nikkei 225 | 65,856.4300 | 65513.99 |
| Russell 2000 | 3,010.0220 | 2835.574 |
STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN
ISIN XS3414910888
NEXT POTENTIAL MATURITY DATE 25/08/2027