INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays Global Indices 70-60 Memory Income Autocall June 2026 GBP
ISIN: XS3369019529
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 96.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.17% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500030084.5
SMI13,356.310014475.13
FTSE MIB50,262.760053693.27
S&P/ASX 2008,604.16609188.494

STRIKE DATE 09/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.875% Semi-annually (7.75% 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 XS3369019529
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Jun 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3385625358
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 109.44%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 109.44% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE90.5400106
Leonardo SpA46.060059.3
Thyssenkrupp AG10.075013.525
Rheinmetall AG970.90001164.6

STRIKE DATE 29/06/2026
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 XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026

EXPAND CLOSE
Marex Diversified Indices Classic Autocall June 2026 GBP
ISIN: XS32189422440
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014475.13
FTSE MIB49,775.160053693.27
Nikkei 22566,934.330068308.59
Nasdaq 10030,513.860030084.5

STRIKE DATE 01/06/2026
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: 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 XS32189422440
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 3 June 2026 GBP
ISIN: XS3351732527
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 95.08%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.08% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41109188.494
Eurostoxx 506,034.95006545.47
Nikkei 22566,934.330068308.59
Russell 20002,905.76203052.847

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.38% Quarterly (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732527
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
BBVA Developed Indices Bespoke 2 June 2026 GBP
ISIN: XS3351732444
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 95.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.27% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014475.13
FTSE 10010,338.950010772.67
Eurostoxx 506,034.95006545.47
S&P 5007,599.96007798.99

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.13% Quarterly (8.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351732444
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Developed Indices Bespoke 1 June 2026 GBP
ISIN: XS3351732873
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 94.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.19% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703281.461
FTSE 10010,338.950010772.67
Nikkei 22566,934.330068308.59
S&P 5007,599.96007798.99

STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100.00% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732873
NEXT POTENTIAL MATURITY DATE 01/12/2026

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 GBP
ISIN: XS3320914503
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 95.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014475.13
FTSE MIB52,796.780053693.27
Nikkei 22572,353.960068308.59
Russell 20003,004.40403052.847

STRIKE DATE 22/06/2026
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: 4.675% Semi-Annually (9.35% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320914503
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jun 2026 USD
ISIN: XS3320909339
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 94.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 94.96% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014475.13
FTSE MIB52,796.780053693.27
Nikkei 22572,353.960068308.59
Russell 20003,004.40403052.847

STRIKE DATE 22/06/2026
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: 4.525% Semi-Annually (9.05% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320909339
NEXT POTENTIAL MATURITY DATE 22/06/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 GBP
ISIN: XS3338953311
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.01% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13909188.494
FTSE MIB52,796.780053693.27
Nikkei 22572,353.960068308.59
Russell 20003,004.40403052.847

STRIKE DATE 22/06/2026
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: GBP: 4.80% Semi-annually (9.60% 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 XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jun 2026 USD
ISIN: XS3267378019
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 98.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,816.13909188.494
FTSE MIB52,796.780053693.27
Nikkei 22572,353.960068308.59
Russell 20003,004.40403052.847

STRIKE DATE 22/06/2026
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: 5.175% Semi-annually (10.35% 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 XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Marex Monthly Classic Autocall May 2026 USD
ISIN: XS3218939299
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 87.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 87.89% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KOSPI 2001,292.57001071.24
OMX Stockholm 303,124.05203281.461
Nasdaq 10030,223.890030084.5
Nikkei 22564,693.120068308.59

STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Monthly(First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 1.183% Monthly (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Marex Semi Annual Classic Autocall May 2026 USD
ISIN: XS3218939372
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 97.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 97.81% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,504.760014475.13
FTSE MIB49,825.320053693.27
S&P 5007,563.63007798.99
Nikkei 22564,693.120068308.59

STRIKE DATE 28/05/2026
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: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3218939372
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Natxis 80-60 Memory Income Defensive Autocall May 2026 EUR
ISIN: XS3338962650
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 101.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 101.20% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,496.57609188.494
FTSE MIB49,181.660053693.27
Nikkei 22559,804.410068308.59
Russell 20002,817.36503052.847

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.) 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 XS3338962650
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 GBP
ISIN: XS3351708733
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 94.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.48% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014475.13
Eurostoxx 506,293.13006545.47
Nikkei 22571,250.060068308.59
S&P 5007,500.58007798.99

STRIKE DATE 19/06/2026
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.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708733
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jun 2026 USD
ISIN: XS3351708659
STRIKE DATE: 19/06/2026
INDICATIVE PRICE: 94.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.37% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,774.020014475.13
Eurostoxx 506,293.13006545.47
Nikkei 22571,250.060068308.59
S&P 5007,500.58007798.99

STRIKE DATE 19/06/2026
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.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351708659
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351722056
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 86.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.08% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700156.22
Netflix89.300078.24
Tesla Inc417.8500339.96
Servicenow Inc99.6900127.25

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351722056
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA Monthly Fixed Income Defensive Autocall May 2026 USD
ISIN: XS3351721918
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 86.08%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.08% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle189.7700156.22
Netflix89.300078.24
Tesla Inc417.8500339.96
Servicenow Inc99.6900127.25

STRIKE DATE 21/05/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 85% of initial level Coupon Rate: USD: 1.00% Monthly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN
ISIN XS3351721918
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jun 2026 USD – Factsheet Available Upon Request
ISIN: XS3367536946
STRIKE DATE: 16/06/2026
INDICATIVE PRICE: 91.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 91.34% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation207.4100225.3
Tesla Inc404.6600339.96
Oracle188.3300156.22
Intel117.0500104.56

STRIKE DATE 16/06/2026
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 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 XS3367536946
NEXT POTENTIAL MATURITY DATE 16/09/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 GBP
ISIN: XS3351698595
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 94.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.45% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29809188.494
FTSE MIB52,595.230053693.27
Nikkei 22569,902.250068308.59
Russell 20002,917.98203052.847

STRIKE DATE 17/06/2026
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 XS3351698595
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 USD
ISIN: XS3351697357
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 94.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.15% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29809188.494
FTSE MIB52,595.230053693.27
Nikkei 22569,902.250068308.59
Russell 20002,917.98203052.847

STRIKE DATE 17/06/2026
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: 4.55% Semi-Annual (9.10% 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 XS3351697357
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE