INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Quad Index Low Hurdle Autocall Jul 2026 USD
ISIN: XS3379876306
STRIKE DATE: 23/07/2026
INDICATIVE PRICE: 97.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.69% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97309020.093
SMI14,315.880014394.77
FTSE MIB52,792.040052245.47
Nasdaq 10028,998.100029482.32

STRIKE DATE 23/07/2026
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, with a Low Hurdle of 90% Coupon Rate: USD: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379876306
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall July 2026 USD
ISIN: XS3422145766
STRIKE DATE: 24/07/2026
INDICATIVE PRICE: 9.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 9.27% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,940.16302968.271
FTSE MIB51,315.840052245.47
SMI14,214.950014394.77
Nikkei 22566,422.600064214.48

STRIKE DATE 24/07/2026
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: USD: 2.0375% Quarterly (8.15% 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 XS3422145766
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Bank of America 75-60 Memory Income Autocall July 2026
ISIN: XS3315645088
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 99.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 99.00% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,283.61006382.59
Russell 20002,974.56702968.271
Nikkei 22566,835.540064214.48
FTSE 10010,572.240010831.52

STRIKE DATE 16/07/2026
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: USD: 2.46% Quarterly (9.84% 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 XS3315645088
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall July 2026 GBP
ISIN: XS3422150923
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 97.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.48% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG30.660035.55
Goldman Sachs1,055.03001037.93
Wells Fargo & Co86.330089.19
Societe Generale75.150074.38

STRIKE DATE 20/07/2026
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: 3.3875% Quarterly (13.55% 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 XS3422150923
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall July 2026 USD
ISIN: XS3422152549
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 97.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.75% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG30.660035.55
Goldman Sachs1,055.03001037.93
Wells Fargo & Co86.330089.19
Societe Generale75.150074.38

STRIKE DATE 20/07/2026
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: 3.5625% Quarterly (14.25% 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 XS3422152549
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall July 2026 USD
ISIN: DE000UN9S7F0
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 93.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10028,604.230029482.32
Eurostoxx 506,227.40006382.59
Nikkei 22564,141.120064214.48
FTSE 10010,524.760010831.52

STRIKE DATE 20/07/2026
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: 2.010% Quarterly (8.040% 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 DE000UN9S7F0
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall July 2026 GBP
ISIN: DE000UN9SBM4
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 92.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.73% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,264.100029482.32
Eurostoxx 506,271.02006382.59
Nikkei 22567,242.730064214.48
FTSE 10010,498.290010831.52

STRIKE DATE 13/07/2026
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: GBP: 1.917% Quarterly (7.668% 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 DE000UN9SBM4
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 EUR
ISIN: XS3402104411
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 97.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.78% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600084.64
Commerzbank AG36.850041.6
BBVA22.070025.4
Deutsche Bank AG30.835035.55

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104411
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 GBP
ISIN: XS3402104338
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 97.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.84% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600084.64
Commerzbank AG36.850041.6
BBVA22.070025.4
Deutsche Bank AG30.835035.55

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.93% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104338
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall JUL 2026 GBP
ISIN: XS3391430561
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 94.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.83% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014394.77
FTSE MIB52,792.040052245.47
Nikkei 22566,115.600064214.48
Russell 20002,959.93802968.271

STRIKE DATE 22/07/2026
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 XS3391430561
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jul 2026 USD
ISIN: XS3391466326
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 95.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 95.14% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014394.77
FTSE MIB52,792.040052245.47
Nikkei 22566,115.600064214.48
Russell 20002,959.93802968.271

STRIKE DATE 22/07/2026
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: 4.725% Semi-Annually (9.45% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391466326
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jul 2026 USD
ISIN: XS3338955365
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 99.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.67% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97309020.093
FTSE MIB52,792.040052245.47
Nikkei 22566,115.600064214.48
Russell 20002,959.93802968.271

STRIKE DATE 22/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually (10.5% 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 XS3338955365
NEXT POTENTIAL MATURITY DATE 22/07/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jul 2026 USD
ISIN: XS3406628654
STRIKE DATE: 24/07/2026
INDICATIVE PRICE: 113.31%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 113.31% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation208.7600228.45
Tesla Inc319.6900376.365
Oracle120.0400154.04
Intel100.230091.67

STRIKE DATE 24/07/2026
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: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3406628654
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2026
ISIN: XS3379829644
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 97.02%
STATUS: Live
FACTSHEET: DOWNLOAD

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

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014394.77
Eurostoxx 506,227.4006382.59
Nikkei 22564,141.120064214.48
S&P 5007,443.28007747.71

STRIKE DATE 20/07/2026
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: 6.85% Semi-Annually (13.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829644
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2026
ISIN: XS3379829305
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 97.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.17% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014394.77
Eurostoxx 506,227.40006382.59
Nikkei 22564,141.120064214.48
S&P 5007,443.28007747.71

STRIKE DATE 20/07/2026
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 XS3379829305
NEXT POTENTIAL MATURITY DATE 202/07/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jul 2026
ISIN: XS3395459871
STRIKE DATE: 21/07/2026
INDICATIVE PRICE: 93.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.88% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,146.34203278.19
FTSE MIB52,285.090052245.47
Nikkei 22566,232.190064214.48
Russell 20002,987.39502968.271

STRIKE DATE 21/07/2026
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: 4.00% Semi-Annually (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 XS3395459871
NEXT POTENTIAL MATURITY DATE 21/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Jul 2026
ISIN: XS3379829990
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 95.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.39% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66909020.093
FTSE MIB52,373.960052245.47
Nikkei 22566,835.540064214.48
Russell 20002,974.56702968.271

STRIKE DATE 16/07/2026
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: 4.50% 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 XS3379829990
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Jul 2026
ISIN: XS3379829727
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 95.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.23% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66909020.093
FTSE MIB52,373.960052245.47
Nikkei 22566,835.540064214.48
Russell 20002,974.56702968.271

STRIKE DATE 16/07/2026
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: 4.65% Semi-Annual (9.30% 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 XS3379829727
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Jul 2026
ISIN: XS3395365896
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 92.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.85% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,572.40007747.71
FTSE MIB52,411.250052245.47
Nikkei 22568,751.510064214.48
Russell 20002,976.25902968.271

STRIKE DATE 14/07/2026
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: 4.60% Semi-Annually (9.20% 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 XS3395365896
NEXT POTENTIAL MATURITY DATE 15/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jul 2026 USD
ISIN: XS3338999496
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 99.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.90% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,271.02006382.59
Russell 20002,953.16602968.271
Nikkei 22567,242.730064214.48
OMX Stockholm 303,167.15703278.19

STRIKE DATE 13/07/2026
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: USD: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338999496
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE