INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 4 Year Banks Defensive Autocall August 2026 ZAR
ISIN: ZAE000367876
STRIKE DATE: 11/08/2026
INDICATIVE PRICE: 89.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 89.99% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,000.000021692
Nedbank Limited29,094.000028889
Standard Bank Group Limited32,570.000030628

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled 95% Autocall Trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000367876
NEXT POTENTIAL MATURITY DATE 11/08/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall GBP Sep 2026
ISIN: XS3454224711
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 95.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.93% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014349.51
FTSE MIB51,987.490049397.55
Nikkei 22565,018.950064425.95
Russell 20002,838.66002767.269

STRIKE DATE 23/09/2026
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: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3454224711
NEXT POTENTIAL MATURITY DATE 25/09/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD Sep 2026
ISIN: XS3454355069
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 95.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 95.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014349.51
FTSE MIB51,987.490049397.55
Nikkei 22565,018.950064425.95
Russell 20002,838.66002767.269

STRIKE DATE 23/09/2026
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: 4.775% Semi-Annually (9.55% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3454355069
NEXT POTENTIAL MATURITY DATE 24/09/2029

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V2
ISIN: XS3428204765
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 91.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 91.60% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22566,016.360064425.95
S&P 5007,674.37007744.06
SMI14,456.980014349.51

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3428204765
NEXT POTENTIAL MATURITY DATE 23/08/2027

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V1
ISIN: XS3398839715
STRIKE DATE: 30/07/2026
INDICATIVE PRICE: 91.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 91.53% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,674.377744.06
SMI14,456.980014349.51
Nikkei 22566,016.3664425.95

STRIKE DATE 30/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3398839715
NEXT POTENTIAL MATURITY DATE 30/07/2027

EXPAND CLOSE
Soc Gen US Tech Early Low Hurdle Autocall August 2026 USD BESPOKE
ISIN: XS3438970496
STRIKE DATE: 26/08/2026
INDICATIVE PRICE: 101.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 101.85% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.8700134.47
Tesla Inc345.8200362.44
Nvidia Corporation209.6600217.23
Intel88.240095.37

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

EXPAND CLOSE
Soc Gen Defence Early Low Hurdle Autocall August 2026 USD
ISIN: XS3438955851
STRIKE DATE: 26/08/2026
INDICATIVE PRICE: 98.35%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 98.35% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.5000122.1
Leonardo SpA54.120048.145
Thyssenkrupp AG14.455013.935
Rheinmetall AG1,138.80001026

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

EXPAND CLOSE
Citi Classic Autocall August 2026 USD
ISIN: XS3331944226
STRIKE DATE: 20/08/2026
INDICATIVE PRICE: 93.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 93.53% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks311.9700288.73

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

EXPAND CLOSE
UBS 90-65 Memory Income Autocall September 2026 GBP
ISIN: XS3306389407
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,512.030049397.55
Nikkei 22564,011.340064425.95
Nasdaq 10029,368.440029935.59
Russell 20002,903.94402767.269

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

EXPAND CLOSE
Barclays Triple Index Defensive Autocall EUR Sep 2026
ISIN: XS3473201880
STRIKE DATE: 24/09/2026
INDICATIVE PRICE: 92.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 92.37% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,543.450049397.55
Russell 20002,835.57402767.269
Nikkei 22565,513.990064425.95

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

EXPAND CLOSE
UBS 75-60 Memory Income Autocall May 2026 USD
ISIN: XS3257805500
STRIKE DATE: 05/05/2026
INDICATIVE PRICE: 96.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 96.18% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,052.170014349.51
Eurostoxx 505,869.63006168.26
Nikkei 22559,513.120064425.95
Russell 20002,845.00402767.269

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

EXPAND CLOSE
Santander Memory Income Reducing Autocall August 2026 USD
ISIN: XS3422093784
STRIKE DATE: 19/08/2026
INDICATIVE PRICE: 89.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 89.09% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc351.1200362.44
Meta Platform Inc546.0300736.72
Applied Materials Inc496.1700430.01
CoreWeave90.870069.69

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

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Sep 2026
ISIN: XS3446677059
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 99.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.43% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,786.720014349.51
Eurostoxx 506,236.20006168.26
Nikkei 22565,018.950064425.95
S&P 5007,650.50007744.06

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

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Sep 2026
ISIN: XS3446677307
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 99.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,786.720014349.51
Eurostoxx 506,236.20006168.26
Nikkei 22565,018.950064425.95
S&P 5007,650.50007744.06

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

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Sep 2026
ISIN: XS3468899698
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 93.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.07% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,264.33203256.08
FTSE MIB51,545.250049397.55
Nikkei 22565,018.950064425.95
Russell 20002,860.39602767.269

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

EXPAND CLOSE
BBVA Stocks Defensive Autocall August 2026 USD 
ISIN: XS3445806006
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 100.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.24% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale76.120064.6
Royal Caribbean Cruise292.0000280.01
Advanced Micro Devices473.2500562.23
Tesla Inc362.8600362.44

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

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Sep 2026
ISIN: XS3445805024
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 96.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.35% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86708719.719
FTSE MIB51,628.770049397.55
Nikkei 22563,492.990064425.95
Russell 20002,892.23702767.269

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

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Sep 2026
ISIN: XS3445805297
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 95.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.83% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86708719.719
FTSE MIB51,628.770049397.55
Nikkei 22563,492.990064425.95
Russell 20002,892.23702767.269

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

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 USD
ISIN: XS3346592754
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 93.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 93.61% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610049397.55
Russell 20003,068.41502767.269
S&P/ASX 2009,115.21508719.719
Nasdaq 10030,046.140029935.59

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

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 GBP
ISIN: XS3346565511
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 94.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.30% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610049397.55
Russell 20003,068.41502767.269
S&P/ASX 2009,115.21508719.719
Nasdaq 10030,046.140029935.59

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

EXPAND CLOSE