INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US 60-60 Memory Income Autocall September 2026 GBP
ISIN: XS3474983940
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 88.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.43% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet Inc343.6800282.57
Apple Inc337.0000344.17
Meta Platform Inc682.3100605.08
Microsoft497.7500535.93

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.00% Quarterly (12.00% 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 XS3474983940
NEXT POTENTIAL MATURITY DATE 17/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 USD
ISIN: XS3422072358
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: 92.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 92.57% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880022.9
Goldman Sachs936.3600868.95
Deutsche Bank AG31.660032.585
Societe Generale72.250064.52

STRIKE DATE 23/09/2026
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: 3.325% Quarterly (13.3% 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 XS3422072358
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 GBP
ISIN: XS3422062391
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA24.880022.9
Goldman Sachs936.3600868.95
Deutsche Bank AG31.660032.585
Societe Generale72.250064.52

STRIKE DATE 23/09/2026
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: GBP: 3.2% Quarterly (12.8% 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 XS3422062391
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD OCT 2026 – Factsheet Available upon request
ISIN: XS3476120145
STRIKE DATE: 06/10/2026
INDICATIVE PRICE: 62.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 62.84% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation239.2400181.6
Tesla Inc380.6800343.69
Oracle144.7700115.16
Intel112.500052.25

STRIKE DATE 06/10/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3476120145
NEXT POTENTIAL MATURITY DATE 06/04/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 2 September 2026 GBP
ISIN: XS3475129238
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 90.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.26% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,947.310014967.73
Eurostoxx 506,322.90006231.54
Nikkei 22564,136.250061077.9
S&P 5007,637.76007353.73

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.85% Semi-Annually (9.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475129238
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 1 September 2026 GBP
ISIN: XS3475116920
STRIKE DATE: 17/09/2026
INDICATIVE PRICE: 88.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.09% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX25,716.710026325.01
FTSE MIB52,385.500050505.87
Nikkei 22564,136.250061077.9
Russell 20002,874.63002729.887

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475116920
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 USD
ISIN: XS3292033878
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 92.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 92.13% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400064.52
Deutsche Bank AG28.065032.585
Citi Group Inc125.2200118.45
BNP Paribas SA89.160091.94

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.625% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3292033878
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 GBP
ISIN: XS3291972712
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 92.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.19% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400064.52
Deutsche Bank AG28.065032.585
Citi Group Inc125.2200118.45
BNP Paribas SA89.160091.94

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.575% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3291972712
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall September 2026 USD
ISIN: XS3475097955
STRIKE DATE: 09/09/2026
INDICATIVE PRICE: 87.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,804.700014967.73
FTSE MIB51,875.240050505.87
Nikkei 22565,142.780061077.9
Russell 20002,921.23402729.887

STRIKE DATE 09/09/2026
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: 7.85% Semi-Annually (15.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3475097955
NEXT POTENTIAL MATURITY DATE 09/09/2027

EXPAND CLOSE
Goldman Sachs 4 Year Banks Defensive Autocall August 2026 ZAR
ISIN: ZAE000367876
STRIKE DATE: 11/08/2026
INDICATIVE PRICE: 91.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.51% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,000.000023122
Nedbank Limited29,094.000030093
Standard Bank Group Limited32,570.000031321

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: 93.03%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.03% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014967.73
FTSE MIB51,987.490050505.87
Nikkei 22565,018.950061077.9
Russell 20002,838.66002729.887

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: 93.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 93.09% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,921.720014967.73
FTSE MIB51,987.490050505.87
Nikkei 22565,018.950061077.9
Russell 20002,838.66002729.887

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: 86.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 86.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22566,016.360061077.9
S&P 5007,674.37007353.73
SMI14,456.980014967.73

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: 86.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 86.52% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,674.377353.73
SMI14,456.980014967.73
Nikkei 22566,016.3661077.9

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: 75.27%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 75.27% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle148.8700115.16
Tesla Inc345.8200343.69
Nvidia Corporation209.6600181.6
Intel88.240052.25

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: 89.14%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 89.14% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE106.5000130.5
Leonardo SpA54.120049.355
Thyssenkrupp AG14.455012
Rheinmetall AG1,138.8000841.5

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: 92.03%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 92.03% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks311.9700290.24

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 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,512.030050505.87
Nikkei 22564,011.340061077.9
Nasdaq 10029,368.440026629.81
Russell 20002,903.94402729.887

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: 88.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,543.450050505.87
Russell 20002,835.57402729.887
Nikkei 22565,513.990061077.9

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: 93.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 93.89% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,052.170014967.73
Eurostoxx 505,869.63006231.54
Nikkei 22559,513.120061077.9
Russell 20002,845.00402729.887

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