INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit 70-60 Memory Income Autocall July 2026 USD
ISIN: DE000UN9S7F0
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 96.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.74% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10028,604.230028454.81
Eurostoxx 506,227.40006210.17
Nikkei 22564,141.120066422.6
FTSE 10010,524.760010639.17

STRIKE DATE 20/07/2026
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: 2.010% Quarterly (8.040% 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 DE000UN9S7F0
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall July 2026 GBP
ISIN: DE000UN9SBM4
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 95.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.96% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,264.100028454.81
Eurostoxx 506,271.02006210.17
Nikkei 22567,242.730066422.6
FTSE 10010,498.290010639.17

STRIKE DATE 13/07/2026
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: 1.917% Quarterly (7.668% 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 DE000UN9SBM4
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 EUR
ISIN: XS3402104411
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 96.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.32% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600079.22
Commerzbank AG36.850036.35
BBVA22.070022.29
Deutsche Bank AG30.835029.97

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104411
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 GBP
ISIN: XS3402104338
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 96.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.29% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600079.22
Commerzbank AG36.850036.35
BBVA22.070022.29
Deutsche Bank AG30.835029.97

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.93% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104338
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall JUL 2026 GBP
ISIN: XS3391430561
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014214.95
FTSE MIB52,792.040051315.84
Nikkei 22566,115.600066422.6
Russell 20002,959.93802940.163

STRIKE DATE 22/07/2026
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: GBP: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391430561
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jul 2026 USD
ISIN: XS3391466326
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014214.95
FTSE MIB52,792.040051315.84
Nikkei 22566,115.600066422.6
Russell 20002,959.93802940.163

STRIKE DATE 22/07/2026
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: USD: 4.725% Semi-Annually (9.45% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391466326
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jul 2026 USD
ISIN: XS3338955365
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97308838.994
FTSE MIB52,792.040051315.84
Nikkei 22566,115.600066422.6
Russell 20002,959.93802940.163

STRIKE DATE 22/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually (10.5% 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 XS3338955365
NEXT POTENTIAL MATURITY DATE 22/07/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jul 2026 USD
ISIN: XS3406628654
STRIKE DATE: 24/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation208.7600208.76
Tesla Inc319.6900319.69
Oracle120.0400120.04
Intel100.2300100.23

STRIKE DATE 24/07/2026
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% 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 XS3406628654
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2026
ISIN: XS3379829644
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014214.95
Eurostoxx 506,227.4006210.17
Nikkei 22564,141.120066422.6
S&P 5007,443.28007408.3

STRIKE DATE 20/07/2026
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: 6.85% Semi-Annually (13.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829644
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2026
ISIN: XS3379829305
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014214.95
Eurostoxx 506,227.40006210.17
Nikkei 22564,141.120066422.6
S&P 5007,443.28007408.3

STRIKE DATE 20/07/2026
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 XS3379829305
NEXT POTENTIAL MATURITY DATE 202/07/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jul 2026
ISIN: XS3395459871
STRIKE DATE: 21/07/2026
INDICATIVE PRICE: 90.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.72% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,146.34203167.097
FTSE MIB52,285.090051315.84
Nikkei 22566,232.190066422.6
Russell 20002,987.39502940.163

STRIKE DATE 21/07/2026
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: 4.00% Semi-Annually (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 XS3395459871
NEXT POTENTIAL MATURITY DATE 21/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Jul 2026
ISIN: XS3379829990
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 97.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.60% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66908838.994
FTSE MIB52,373.960051315.84
Nikkei 22566,835.540066422.6
Russell 20002,974.56702940.163

STRIKE DATE 16/07/2026
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 XS3379829990
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Jul 2026
ISIN: XS3379829727
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 97.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.71% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66908838.994
FTSE MIB52,373.960051315.84
Nikkei 22566,835.540066422.6
Russell 20002,974.56702940.163

STRIKE DATE 16/07/2026
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: 4.65% Semi-Annual (9.30% 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 XS3379829727
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Jul 2026
ISIN: XS3395365896
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 90.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.80% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,572.40007408.3
FTSE MIB52,411.250051315.84
Nikkei 22568,751.510066422.6
Russell 20002,976.25902940.163

STRIKE DATE 14/07/2026
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: 4.60% Semi-Annually (9.20% 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 XS3395365896
NEXT POTENTIAL MATURITY DATE 15/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jul 2026 USD
ISIN: XS3338999496
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 97.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.13% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,271.02006210.17
Russell 20002,953.16602940.163
Nikkei 22567,242.730066422.6
OMX Stockholm 303,167.15703167.097

STRIKE DATE 13/07/2026
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: USD: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338999496
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Barclays 80-60 Triple Index Memory Income Autocall JUL 2026 EUR
ISIN: XS3386069663
STRIKE DATE: 10/07/2026
INDICATIVE PRICE: 91.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.72% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,614.170051315.84
Russell 20002,977.80502940.163
Nikkei 22568,557.730066422.6

STRIKE DATE 10/07/2026
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: 1.8625% Quarterly (7.45% 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 XS3386069663
NEXT POTENTIAL MATURITY DATE 12/07/2027

EXPAND CLOSE
Santander Global Banks 50-45 Memory Income Autocall June 2026 USD
ISIN: XS3291955113
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 99.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.71% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA21.750022.29
Barclays516.0000519.5
Deutsche Bank AG31.500029.97
Wells Fargo & Co83.840086.19

STRIKE DATE 22/06/2026
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: USD: 3.925% Quarterly (15.70% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style)
P.A. RETURN 15.70% p.a.
ISIN XS3291955113
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jul 2026
ISIN: XS3338999900
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 96.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.98% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006210.17
Russell 20002,996.11002940.163
Nikkei 22568,733.150066422.6

STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3338999900
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD JUL 2025
ISIN: XS3339003199
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 96.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.30% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006210.17
Russell 20002,996.11002940.163
Nikkei 22568,733.150066422.6

STRIKE DATE 02/07/2026
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 XS3339003199
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall June 2026 ZAR
ISIN: ZAE000362810
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 80.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 80.87% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle184.13120.04
Intel124.57100.23
Nvidia Corporation205.19208.76
Advanced Micro Devices511.57539.69

STRIKE DATE 12/06/2026
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% Glider at month 12 Coupon Rate: USD: 10.50% Quarterly (42.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000362810
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE