INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 100% Capital Protected Autocall GBP Dec 2025
ISIN: XS3211686046
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 99.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.77% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,432.820052245.47
Nikkei 22550,581.940064214.48
OMX Stockholm 302,823.91003278.19

STRIKE DATE 08/12/2025
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: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3211686046
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Dec 2025
ISIN: XS3170752946
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 98.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.62% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,981.420014394.77
FTSE MIB43,432.820052245.47
Nikkei 22550,581.940064214.48
Russell 20002,520.98002968.271

STRIKE DATE 08/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3170752946
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA Capital Protected Autocall Nov 2025 USD
ISIN: XS3148591624
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 103.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.88% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014394.77
FTSE MIB42,917.670052245.47
Nikkei 22550,276.370064214.48
Russell 20002,432.82402968.271

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148591624
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall November 2025 USD
ISIN: XS3148591541
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 97.02%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350014394.77
FTSE MIB42,917.670052245.47
S&P 5006,728.80007747.71
HSI26,241.830025213.31

STRIKE DATE 07/11/2025
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: 5.60% Semi-Annual (11.20% 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 XS3148591541
NEXT POTENTIAL MATURITY DATE 07/11/2026

EXPAND CLOSE
Marex Memory Income Reducing Autocall November 2025 USD
ISIN: XS3083890148
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 83.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 83.96% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.37001159.6
JP Morgan314.2100362.06
Salesforce239.8800264.43
Adobe Inc326.9500285.75

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3083890148
NEXT POTENTIAL MATURITY DATE 09/11/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Dec 2025
ISIN: XS2880174680
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 103.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.08% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640052245.47
S&P 5006,849.72007747.71
HSI25,760.730025213.31

STRIKE DATE 03/12/2025
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: 5.585% Semi-Annually (11.17% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880174680
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Dec 2025
ISIN: XS3217670010
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle214.3300154.04
Intel40.500091.67
Tesla Inc454.5300376.365
Nvidia Corporation183.3800228.45

STRIKE DATE 04/12/2025
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 30.00% p.a.
ISIN XS3217670010
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Nov 2025
ISIN: XS3138907830
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 96.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis:
TYPE Note
CURRENCY USD
CURRENT PRICE 96.84% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09006382.59
Russell 20002,369.58702968.271
Nikkei 22548,625.880064214.48

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.72% p.a.
ISIN XS3138907830
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Barclays 70-60 Memory Income GBP Dec 2025
ISIN: XS3167724395
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 99.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,813.60503278.19
FTSE MIB43,519.070052245.47
Nikkei 22551,028.420064214.48
Russell 20002,531.15902968.271

STRIKE DATE 04/12/2025
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: 3.50% Semi-Annual (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 XS3167724395
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 USD
ISIN: XS2736761631
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 101.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.82% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014394.77
FTSE MIB43,175.320052245.47
Nikkei 22552,411.340064214.48
S&P 5006,840.20007747.71

STRIKE DATE 31/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.07% Semi-Annually (8.14% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761631
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Natixis 100% Capital Protected Autocall October 2025 GBP
ISIN: XS2736761714
STRIKE DATE: 31/10/2025
INDICATIVE PRICE: 100.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.84% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,234.500014394.77
FTSE MIB43,175.320052245.47
Nikkei 22552,411.340064214.48
S&P 5006,840.20007747.71

STRIKE DATE 31/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2736761714
NEXT POTENTIAL MATURITY DATE 31/10/2028

EXPAND CLOSE
Barclays Global Markets 75-60 Memory Income Autocall Oct 2025 GBP
ISIN: XS3153364222
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 96.01%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22551,325.610064214.48
Eurostoxx 505,699.18006382.59
SMI12,309.630014394.77
Russell 20002,465.95302968.271

STRIKE DATE 30/10/2025
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: 1.80% Quarterly (7.20% 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 XS3153364222
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 75-60 Memory Income Autocall October 2025 USD
ISIN: XS3206902341
STRIKE DATE: 30/10/2025
INDICATIVE PRICE: 98.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.51% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,465.95302968.271
Eurostoxx 505,699.18006382.59
SMI12,309.630014394.77
Nikkei 22551,325.610064214.48

STRIKE DATE 30/10/2025
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: 1.75% Quarterly(7.00% 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 XS3206902341
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Santander 85-65 Memory Income Autocall October 2025 USD
ISIN: XS3206891809
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 100.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.47% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,358.160029482.32
Russell 20002,513.47002968.271
SMI12,568.180014394.77
Eurostoxx 505,674.50006382.59

STRIKE DATE 24/10/2025
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: .4.08% Semi-Annual (8.16% 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 XS3206891809
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BNP Paribas Defensive Autocall October 2025 ZAR
ISIN: ZAE000353983
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 105.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 105.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,557.270014394.77
Nikkei 22548,641.610064214.48
FTSE MIB42,381.930052245.47
Nasdaq 10025,097.420029482.32

STRIKE DATE 23/10/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 3.75% Quarterly (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000353983
NEXT POTENTIAL MATURITY DATE 23/10/2028

EXPAND CLOSE
Barclays Triple Index Classic Autocall October 2025 USD
ISIN: XS3167111973
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 107.32%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 107.32% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,668.33006382.59
Nikkei 22548,641.610064214.48
S&P 5006,738.44007747.71

STRIKE DATE 23/10/2025
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 Memory Income Rate: GBP: 2.00% Quarterly(8.00% 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 XS3167111973
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
BARCLAYS 80-60 MEMORY INCOME AUTOCALL
ISIN: XS3135036666
STRIKE DATE: 23/10/2025
INDICATIVE PRICE: 97.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.42% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,097.420029482.32
FTSE MIB42,381.930052245.47
SMI12,557.270014394.77
Nikkei 22548,641.610064214.48

STRIKE DATE 23/10/2025
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: 2.00% Quarterly (8.00% 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 XS3135036666
NEXT POTENTIAL MATURITY DATE 23/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Nov 2025
ISIN: XS3170651676
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 98.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.05% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,416.50109020.093
FTSE MIB42,661.670052245.47
Nikkei 22548,625.880064214.48
Russell 20002,369.58702968.271

STRIKE DATE 21/11/2025
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: 4.00% Semi-Annual (8.00% 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 XS3170651676
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
SANTANDERGLOBAL BANKS 55-55 MEMORY INCOME AUTOCALL
ISIN: XS3149208210
STRIKE DATE: 22/10/2025
INDICATIVE PRICE: 99.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.35% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG29.640041.6
Deutsche Bank AG28.575035.55
Wells Fargo & Co83.880089.19
UniCredit SpA61.580084.64

STRIKE DATE 22/10/2025
RETURN & BARRIERS
Maximum Term: 3.5 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.675% Quarterly (14.70% 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 XS3149208210
NEXT POTENTIAL MATURITY DATE 22/10/2026

EXPAND CLOSE
Natixis Global Markets Memory Income Autocall USD Nov 2025
ISIN: XS2736759908
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,917.640052245.47
Russell 20002,305.11202968.271
Nikkei 22549,823.940064214.48
OMX Stockholm 302,701.94703278.19

STRIKE DATE 20/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.26% Quarterly (9.04% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.04% p.a.
ISIN XS2736759908
NEXT POTENTIAL MATURITY DATE 20/05/2026

EXPAND CLOSE