INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 89.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.10% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700140.27
Netflix89.300077.65
Tesla Inc417.8500393.45
Servicenow Inc99.6900106.32

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351721918
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 89.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.09% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700140.27
Netflix89.300077.65
Tesla Inc417.8500393.45
Servicenow Inc99.6900106.32

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351721918
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jun 2026 USD – Factsheet Available Upon Request
ISIN: XS3367536946
STRIKE DATE: 16/06/2026
INDICATIVE PRICE: 88.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 88.08% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation207.4100194.83
Tesla Inc404.6600393.45
Oracle188.3300140.27
Intel117.0500120.35

STRIKE DATE 16/06/2026
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 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3367536946
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 GBP
ISIN: XS3351698595
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 97.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.72% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29808844.412
FTSE MIB52,595.230052818.85
Nikkei 22569,902.250069744.07
Russell 20002,917.98202996.11

STRIKE DATE 17/06/2026
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: 4.50% 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 XS3351698595
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 USD
ISIN: XS3351697357
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 97.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.35% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29808844.412
FTSE MIB52,595.230052818.85
Nikkei 22569,902.250069744.07
Russell 20002,917.98202996.11

STRIKE DATE 17/06/2026
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: 4.55% Semi-Annual (9.10% 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 XS3351697357
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall JUN 2026 GBP
ISIN: XS3363581839
STRIKE DATE: 18/06/2026
INDICATIVE PRICE: 92.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.85% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,178.63903247.031
FTSE MIB52,688.220052818.85
Nikkei 22571,053.490069744.07
Russell 20002,979.76502996.11

STRIKE DATE 18/06/2026
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: 4.15% Semi-Annually (8.30% 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 XS3363581839
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall Jun 2026 USD
ISIN: XS3363580195
STRIKE DATE: 15/06/2026
INDICATIVE PRICE: 91.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.95% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,511.35007483.24
FTSE MIB52,432.560052818.85
Nikkei 22569,404.500069744.07
Russell 20002,939.19502996.11

STRIKE DATE 15/06/2026
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: 4.30% Semi-Annually (8.60% 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 XS3363580195
NEXT POTENTIAL MATURITY DATE 16/06/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jun 2026 USD
ISIN: XS3338965679
STRIKE DATE: 11/06/2026
INDICATIVE PRICE: 100.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,056.96006412.68
Russell 20002,921.02902996.11
Nikkei 22564,217.270069744.07
OMX Stockholm 303,064.41603247.031

STRIKE DATE 11/06/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338965679
NEXT POTENTIAL MATURITY DATE 11/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 GBP
ISIN: DE000UN85T63
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 98.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.66% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029329.21
Eurostoxx 506,187.63006412.68
Nikkei 22566,020.040069744.07
FTSE 10010,471.720010679.03

STRIKE DATE 12/06/2026
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: 1.94% Quarterly (7.76% 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 DE000UN85T63
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 USD
ISIN: DE000UN85RC7
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 97.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.79% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950029329.21
Eurostoxx 506,187.63006412.68
Nikkei 22566,020.040069744.07
FTSE 10010,471.720010679.03

STRIKE DATE 12/06/2026
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: 1.93% Quarterly (7.72% 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 DE000UN85RC7
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
Natixis Developed Indices Classic Autocall May 2026 USD
ISIN: XS3338959516
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 96.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.54% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,050.54006412.68
Russell 20002,919.33802996.11
Nikkei 22566,329.500069744.07
HSI25,182.390023350.03

STRIKE DATE 29/05/2026
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: USD: 8.91% Semi-Annually (17.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338959516
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall May 2026 USD
ISIN: XS3351623742
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 95.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.89% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,542.660014424.24
FTSE MIB50,036.750052818.85
HSI25,182.390023350.03

STRIKE DATE 29/05/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS3351623742
NEXT POTENTIAL MATURITY DATE 31/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2026 USD
ISIN: XS3291972555
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 99.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.16% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202996.11
Eurostoxx 506,034.95006412.68
SMI13,305.400014424.24
Nikkei 22566,934.330069744.07

STRIKE DATE 01/06/2026
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: 2.15% Quarterly (8.60% 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 XS3291972555
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Global Markets Reducing Autocall May 2026 USD
ISIN: XS3351610681
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 98.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.34% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,976.07006412.68
FTSE 10010,432.340010679.03
S&P 5007,432.97007483.24
Nikkei 22559,804.410069744.07

STRIKE DATE 20/05/2026
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: 4.60% Semi-Annually (9.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3351610681
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jun 2026
ISIN: XS3267376823
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 99.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.71% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006412.68
Russell 20002,931.96302996.11
Nikkei 22566,734.240069744.07

STRIKE DATE 02/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267376823
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Jun 2026
ISIN: XS3267333261
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 98.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.64% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006412.68
Russell 20002,931.96302996.11
Nikkei 22566,734.240069744.07

STRIKE DATE 02/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267333261
NEXT POTENTIAL MATURITY DATE 11/09/2026

EXPAND CLOSE
Barclays 85-60 Memory Income Autocall EUR Jun 2026
ISIN: XS3351125631
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 94.44%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.44% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50,038.160052818.85
Russell 20002,893.51402996.11
Nikkei 22568,402.130069744.07

STRIKE DATE 03/06/2026
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: EUR: 1.80% Quarterly (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351125631
NEXT POTENTIAL MATURITY DATE 03/06/2027

EXPAND CLOSE
Goldman Sachs Bank Stocks Defensive Autocall Apr 2026 ZAR
ISIN: ZAE000360954
STRIKE DATE: 21/04/2026
INDICATIVE PRICE: 92.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 92.59% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,840.000022216
FirstRand Limited8,886.00009642
Nedbank Limited26,758.000027159

STRIKE DATE 21/04/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 12.50% Semi-Annually (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000360954
NEXT POTENTIAL MATURITY DATE 21/04/2027

EXPAND CLOSE
Goldman Sachs MSCI Emerging Markets Autocall Apr 2026 ZAR
ISIN: ZAE000360814
STRIKE DATE: 15/04/2026
INDICATIVE PRICE: 98.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 98.61% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Emerging Markets1,583.38001721.5

STRIKE DATE 15/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 13.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000360814
NEXT POTENTIAL MATURITY DATE 16/04/2029

EXPAND CLOSE
BBVA Quad Index Classic Autocall Apr 2026 USD
ISIN: XS3317189044
STRIKE DATE: 08/04/2026
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.00% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,113.430014424.24
Eurostoxx 505,913.37006412.68
Nikkei 22556,308.420069744.07
S&P 5006,782.81007483.24

STRIKE DATE 08/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.375% Semi-Annually (14.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317189044
NEXT POTENTIAL MATURITY DATE 08/04/2027

EXPAND CLOSE