INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
GS South African Banks 80-75 Memory Income Autocall Apr 2026 ZAR
ISIN: ZAE000360509
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 97.74%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 97.74% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited27,211.000022216
FirstRand Limited8,700.00009642
Nedbank Limited23,778.000027159

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Income Opportunities: Semi-Annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.775% Semi-Annually (19.55% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN
ISIN ZAE000360509
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
Goldman Sachs South African Banks Reducing Autocall Apr 2026 ZAR
ISIN: ZAE000360780
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 96.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 96.31% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,778.000022216
FirstRand Limited8,700.00009642
Standard Bank Group Limited31,190.000032237

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: USD: 11.95% Semi-Annually (23.90% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000360780
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
BNP 729% Uncapped Participation Cap Protected Growth Mar 2026 ZAR
ISIN: ZAE000359725
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 100.49%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.49% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index294.0315302.1222

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 729% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359725
NEXT POTENTIAL MATURITY DATE 24/03/2031

EXPAND CLOSE
Goldman Sachs World Indices Reducing Autocall May 2026 ZAR
ISIN: ZAE000360764
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 101.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 101.65% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,233.070010679.03
Nikkei 22562,713.650069744.07
S&P 5007,398.93007483.24
Eurostoxx 505,911.53006412.68

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 2.50% per annum Coupon Rate: USD: 17.30% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000360764
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 USD
ISIN: XS3341106725
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 93.13%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.13% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007483.24
Eurostoxx 505,911.53006412.68
FTSE 10010,233.070010679.03
Nikkei 22562,713.650069744.07

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: USD: 12.50% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3341106725
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 GBP
ISIN: XS3305382288
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 92.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.18% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007483.24
Eurostoxx 505,911.53006412.68
FTSE 10010,233.070010679.03
Nikkei 22562,713.650069744.07

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: GBP: 12.10% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305382288
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
BNP Paribas 650% Participation Capital Protected Note Apr 2026
ISIN: ZAE000359568
STRIKE DATE: 30/04/2026
INDICATIVE PRICE: 968.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 968.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index301.2885302.1222

STRIKE DATE 30/04/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 650% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359568
NEXT POTENTIAL MATURITY DATE 30/04/2031

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall May 2026 USD
ISIN: DE000UN7PEX5
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 97.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.55% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014424.24
Eurostoxx 505,972.65006412.68
Nikkei 22562,833.840069744.07
S&P 5007,337.11007483.24

STRIKE DATE 07/05/2026
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: 2.00% Quarterly (8.00% 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 DE000UN7PEX5
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 USD
ISIN: XS3342492983
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 93.96%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.96% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500963.53
Exxon Mobil Corp155.2900137.09
C.H. ROBINSON WORLDWIDE INC178.1300189.85
Nutrien Ltd70.240065.06

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) USD: 7.55% Semi-Annual (15.10% 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 XS3342492983
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 GBP
ISIN: XS3342493015
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 94.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.98% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500963.53
Exxon Mobil Corp155.2900137.09
C.H. ROBINSON WORLDWIDE INC178.1300189.85
Nutrien Ltd70.240065.06

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) Memory Income Rate: GBP: 7.20% Semi-Annual (14.40% 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 XS3342493015
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD May 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3337239563
STRIKE DATE: 27/05/2026
INDICATIVE PRICE: 94.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 94.73% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE100.650091.9
Leonardo SpA51.650052.53
Thyssenkrupp AG11.295012.035
Rheinmetall AG1,232.80001093.4

STRIKE DATE 27/05/2026
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 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
ISIN XS3337239563
NEXT POTENTIAL MATURITY DATE 27/10/2027

EXPAND CLOSE
Citi Triple Index Autocall May 2026 USD
ISIN: XS3164510631
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 99.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 99.28% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006412.68
Nikkei 22562,833.840069744.07
S&P 5007,337.11007483.24

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 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 XS3164510631
NEXT POTENTIAL MATURITY DATE 07/05/2031

EXPAND CLOSE
Citi 90-65 Memory Income Autocall May 2026 GBP
ISIN: XS3164573985
STRIKE DATE: 15/05/2026
INDICATIVE PRICE: 98.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.89% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470052818.85
Nikkei 22561,409.290069744.07
S&P/ASX 2008,630.84308844.412
Nasdaq 10029,125.200029329.21

STRIKE DATE 15/05/2026
RETURN & BARRIERS
Maximum Term: 6 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 the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3164573985
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BNP Paribas Defensive Autocall May 2026 USD
ISIN: XS3344833473
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 90.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 90.30% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240034.43
HSI26,347.910023350.03
SMI13,119.530014424.24

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.95% Semi-Annually (15.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3344833473
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Natixis Diversified Markets Classic Autocall May 2026 USD
ISIN: XS3338963898
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 95.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.39% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006412.68
Russell 20002,842.83102996.11
FTSE MIB48,990.980052818.85
HSI26,347.910023350.03

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.00% Semi-Annually (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338963898
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall GBP May 2026
ISIN: XS3331179245
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 100.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.08% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014424.24
FTSE MIB49,168.700052818.85
Nikkei 22561,684.140069744.07
Russell 20002,843.45302996.11

STRIKE DATE 21/05/2026
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 XS3331179245
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD May 2026
ISIN: XS3331205263
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 98.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 98.26% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014424.24
FTSE MIB49,168.700052818.85
Nikkei 22561,684.140069744.07
Russell 20002,843.45302996.11

STRIKE DATE 21/05/2026
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: 4.20% Semi-Annually (8.40%p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331205263
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BBVA Triple Index Defensive Autocall EUR May 2026
ISIN: XS3342563759
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 95.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.54% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,168.700052818.85
Russell 20002,843.45302996.11
HSI25,386.520023350.03

STRIKE DATE 22/05/2026
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: EUR: 5.125% Semi-Annually (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3342563759
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall GBP May 2026
ISIN: XS3338954475
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 101.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.65% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74508844.412
FTSE MIB49,168.700052818.85
Nikkei 22561,684.140069744.07
Russell 20002,843.45302996.11

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 4.70% Semi-annually (9.40% 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 XS3338954475
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD May 2026
ISIN: XS3267376583
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 101.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.36% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74508844.412
FTSE MIB49,168.700052818.85
Nikkei 22561,684.140069744.07
Russell 20002,843.45302996.11

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.05% Semi-annually (10.10% 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 XS3267376583
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE