INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall November 2025 USD
ISIN: XS3184661570
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 96.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.32% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,720.510010171.76
FTSE MIB43,357.010045075.6
Nikkei 22550,253.910053375.6
S&P 5006,849.09006969.01

STRIKE DATE 28/11/2025
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: 5.15% Semi-Annual (10.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3184661570
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Quad Index Memory Income Autocall November 2025 USD
ISIN: XS3184602996
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 95.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.35% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,653.17005891.95
Russell 20002,486.11602654.776
S&P/ASX 2008,617.29008927.526
HSI25,945.930027968.09

STRIKE DATE 28/11/2025
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: 4.40% Semi-Annual (8.80% 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 XS3184602996
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall November 2025 USD
ISIN: XS2880164707
STRIKE DATE: 28/11/2025
INDICATIVE PRICE: 100.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 100.48% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,357.010045075.6
HSI25,858.890027968.09
Russell 20002,500.43402654.776

STRIKE DATE 28/11/2025
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: 5.31% Semi-Annual (10.62% 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 XS2880164707
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall November 2025 ZAR
ISIN: ZAE000355244
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 100.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.57% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle197.0300169.01
Intel35.830048.66
Nvidia Corporation177.8200192.51
Advanced Micro Devices206.1300252.18

STRIKE DATE 25/11/2025
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 55% Express Barrier at month 12 Coupon Rate: ZAR: 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355244
NEXT POTENTIAL MATURITY DATE 25/05/2026

EXPAND CLOSE
BBVA 1 Year Fixed Income November 2025 USD IDAD
ISIN: XS3184643248
STRIKE DATE: 25/11/2025
INDICATIVE PRICE: 96.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.56% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Constellation Energy351.6000287.45
Micron Technology224.5300435.79
Tesla Inc419.4000416.56

STRIKE DATE 25/11/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: USD: 2.37% monthly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184643248
NEXT POTENTIAL MATURITY DATE 25/05/2026

EXPAND CLOSE
UBS Developed Markets Classic Autocall May 2024 EUR
ISIN: XS2825579167
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI18,868.710027968.09
FTSE MIB34,467.670045075.6
Russell 20002,048.40902654.776

STRIKE DATE 23/05/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 61.75% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2825579167
NEXT POTENTIAL MATURITY DATE 24/11/2025

EXPAND CLOSE
Morgan Stanley Averaged Basket Capped Participation Nov 2025 USD
ISIN: XS3211406882
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 94.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 94.30% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,539.710010171.76
Nikkei 22548,625.880053375.6
S&P 5006,602.99006969.01
Eurostoxx 505,515.09005891.95

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 120% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3211406882
NEXT POTENTIAL MATURITY DATE 19/06/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall November 2025
ISIN: XS3206886122
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 100.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.82% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Bank of America51.560053.08
BBVA17.705021.03
Commerzbank AG31.840034.6
Citi Group Inc98.7000115.2

STRIKE DATE 21/11/2025
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: 3.625% Quarterly(14.50% 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 XS3206886122
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note November 2025 USD
ISIN: XS3083884760
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 101.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 101.51% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares374.2700495.9
Ishares Silver Trust45.3000105.57

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 3.00% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3083884760
NEXT POTENTIAL MATURITY DATE 21/05/2026

EXPAND CLOSE
Natixis Quad Index Fixed Income November 2025 USD
ISIN: XS3138907913
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 98.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.72% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005891.95
Russell 20002,369.58702654.776
Nikkei 22548,625.880053375.6
FTSE 1009,539.710010171.76

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138907913
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Natixis World Indices 60-60 Memory Income Autocall Nov 2025 USD
ISIN: XS3138909455
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005891.95
Russell 20002,369.58702654.776
SMI12,632.670013147.93
Nikkei 22548,625.880053375.6

STRIKE DATE 21/11/2025
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: 2.1875% Quarterly(8.75% 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 XS3138909455
NEXT POTENTIAL MATURITY DATE 24/11/2026

EXPAND CLOSE
BNP Paribas CSI 500 Autocall November 2025 ZAR
ISIN: ZAE000354916
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 115.71%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 115.71% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index6,817.41008517.843

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 19.80% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354916
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
BNP Paribas Switch To Autocall November 2025 ZAR
ISIN: ZAE000355053
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 104.11%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE
CURRENCY ZAR
CURRENT PRICE 104.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,515.09005891.95
FTSE 1009,539.710010171.76
Nikkei 22548,625.880053375.6
S&P 5006,602.99006969.01

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.15% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN ZAE000355053
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
Morgan Stanley Switch To Autocall November 2025 USD
ISIN: XS3211805661
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.25% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22548,625.880053375.6
S&P 5006,602.99006969.01
Eurostoxx 505,515.09005891.95
FTSE 1009,539.710010171.76

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 10.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS3211805661
NEXT POTENTIAL MATURITY DATE 21/11/2028

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Jan 2026
ISIN: XS3184602566
STRIKE DATE: 14/01/2026
INDICATIVE PRICE: 98.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,820.59408927.526
FTSE MIB45,647.400045075.6
Nikkei 22554,341.230053375.6
Russell 20002,651.63702654.776

STRIKE DATE 14/01/2026
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 (Reducing by 2%, semi-annually) Memory Income Rate: 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 XS3184602566
NEXT POTENTIAL MATURITY DATE 14/01/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Dec 2025
ISIN: XS3138912327
STRIKE DATE: 18/12/2025
INDICATIVE PRICE: 99.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.69% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,741.71005891.95
Russell 20002,507.86702654.776
Nikkei 22549,001.500053375.6

STRIKE DATE 18/12/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138912327
NEXT POTENTIAL MATURITY DATE 29/12/2028

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Dec 2025 USD
ISIN: XS3138912244
STRIKE DATE: 18/12/2025
INDICATIVE PRICE: 99.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.38% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,741.71005891.95
Russell 20002,507.86702654.776
Nikkei 22549,001.500053375.6
Nikkei 22553375.6

STRIKE DATE 18/12/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138912244
NEXT POTENTIAL MATURITY DATE 28/12/2028

EXPAND CLOSE
Natixis Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3138912087
STRIKE DATE: 20/11/2025
INDICATIVE PRICE: 101.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.06% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,569.92005891.95
FTSE 1009,527.650010171.76
S&P 5006,538.76006969.01
Nikkei 22549,823.940053375.6

STRIKE DATE 20/11/2025
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: GBP: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138912087
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
BBVA Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3170722360
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.300010171.76
Eurostoxx 505,534.71005891.95
Nikkei 22548,702.980053375.6
S&P 5006,617.32006969.01

STRIKE DATE 18/11/2025
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: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3170722360
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Barclays Developed Indices Classic Autocall November 2025 GBP
ISIN: XS3167733891
STRIKE DATE: 18/11/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1009,552.300010171.76
Eurostoxx 505,534.71005891.95
Nikkei 22548,702.980053375.6
S&P 5006,617.32006969.01

STRIKE DATE 18/11/2025
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: GBP: 4.44% Semi-Annually (8.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3167733891
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE