INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas US Tech Express Barrier Autocall October 2025 ZAR
ISIN: ZAE000354668
STRIKE DATE: 24/10/2025
INDICATIVE PRICE: 76.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 76.88% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle283.3300169.01
Advanced Micro Devices252.9200252.18
Intel38.280048.66
Nvidia Corporation186.2600192.51

STRIKE DATE 24/10/2025
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: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000354668
NEXT POTENTIAL MATURITY DATE 24/04/2026

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD Dec 2025
ISIN: XS3138911782
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: 101.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.26% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.52005891.95
Russell 20002,530.66702654.776
Nikkei 22550,168.110053375.6
OMX Stockholm 302,832.71203031.392

STRIKE DATE 15/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: USD: 6.43% Semi-Annually (12.86% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138911782
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Autocall November 2025 USD
ISIN: XS3217798910
STRIKE DATE: 17/11/2025
INDICATIVE PRICE: 99.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 99.42% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc602.0100738.31
Amazon.com232.8700241.73
Nvidia Corporation186.6000192.51
Advanced Micro Devices240.5200252.18

STRIKE DATE 17/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter capped at 80% Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3217798910
NEXT POTENTIAL MATURITY DATE 17/05/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Dec 2025
ISIN: XS3184673153
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 96.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.27% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,887.480013147.93
Eurostoxx 505,720.71005891.95
Nikkei 22550,836.550053375.6
S&P 5006,827.41006969.01

STRIKE DATE 12/12/2025
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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184673153
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Dec 2025
ISIN: XS3184673070
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: 96.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.47% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,887.480013147.93
Eurostoxx 505,720.71005891.95
Nikkei 22550,836.550053375.6
S&P 5006,827.41006969.01

STRIKE DATE 12/12/2025
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3184673070
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall November 2025 USD
ISIN: XS3148597662
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 92.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.91% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300013147.93
Eurostoxx 505,693.77005891.95
Nikkei 22550,376.530053375.6
Russell 20002,388.22702654.776

STRIKE DATE 14/11/2025
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: 1.8375% Quarterly (7.35% 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 XS3148597662
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS3153365898
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 94.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.27% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22550,376.530053375.6
Eurostoxx 505,693.77005891.95
SMI12,634.300013147.93
Russell 20002,388.22702654.776

STRIKE DATE 14/11/2025
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: GBP: 1.8375% Quarterly (7.35% 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 XS3153365898
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 USD
ISIN: XS2736762019
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 99.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.34% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77005891.95
Russell 20002,388.22702654.776
SMI12,634.300013147.93
Nikkei 22550,376.530053375.6

STRIKE DATE 14/11/2025
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 USD: 2.085% Quarterly (8.34% 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 XS2736762019
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis 75-60 Memory Income Autocall November 2025 GBP
ISIN: XS2736762100
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 99.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.19% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,693.77005891.95
Russell 20002,388.22702654.776
SMI12,634.300013147.93
Nikkei 22550,376.530053375.6

STRIKE DATE 14/11/2025
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: GBP: 1.915% Quarterly (7.66% 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 XS2736762100
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA World Indices Memory Income Autocall November 2025 GBP
ISIN: XS3170690815
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 93.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.11% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,634.300013147.93
FTSE MIB43,994.690045075.6
Nikkei 22550,376.530053375.6
S&P 5006,734.11006969.01

STRIKE DATE 14/11/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3170690815
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
Natixis Global Markets 70-60 Memory Income Autocall Nov 2025 GBP
ISIN: XS3138910628
STRIKE DATE: 14/11/2025
INDICATIVE PRICE: 98.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.75% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10025,008.240025884.29
Russell 20002,388.22702654.776
SMI12,634.300013147.93
S&P/ASX 2008,634.52208927.526

STRIKE DATE 14/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 0.575% Monthly (6.90% 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 XS3138910628
NEXT POTENTIAL MATURITY DATE 14/11/2026

EXPAND CLOSE
BBVA 80-60 Memory income Autocall EUR DEC 2025
ISIN: XS3184660416
STRIKE DATE: 09/12/2025
INDICATIVE PRICE: 95.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.12% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,931.160013147.93
FTSE MIB43,574.500045075.6
Nikkei 22550,655.100053375.6
Nasdaq 10025,668.690025884.29

STRIKE DATE 09/12/2025
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: EUR: 3.10% Semi-Annual (6.20% 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 XS3184660416
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Dec 2025
ISIN: XS3211686046
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 97.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.01% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,432.820045075.6
Nikkei 22550,581.940053375.6
OMX Stockholm 302,823.91003031.392

STRIKE DATE 08/12/2025
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: 3.80% Semi-Annually (7.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3211686046
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD Dec 2025
ISIN: XS3170752946
STRIKE DATE: 08/12/2025
INDICATIVE PRICE: 94.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.83% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,981.420013147.93
FTSE MIB43,432.820045075.6
Nikkei 22550,581.940053375.6
Russell 20002,520.98002654.776

STRIKE DATE 08/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3170752946
NEXT POTENTIAL MATURITY DATE 08/12/2028

EXPAND CLOSE
BBVA Capital Protected Autocall Nov 2025 USD
ISIN: XS3148591624
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 96.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.18% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350013147.93
FTSE MIB42,917.670045075.6
Nikkei 22550,276.370053375.6
Russell 20002,432.82402654.776

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3148591624
NEXT POTENTIAL MATURITY DATE 07/11/2028

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall November 2025 USD
ISIN: XS3148591541
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 95.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.83% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,298.350013147.93
FTSE MIB42,917.670045075.6
S&P 5006,728.80006969.01
HSI26,241.830027968.09

STRIKE DATE 07/11/2025
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: 5.60% Semi-Annual (11.20% 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 XS3148591541
NEXT POTENTIAL MATURITY DATE 07/11/2026

EXPAND CLOSE
Marex Memory Income Reducing Autocall November 2025 USD
ISIN: XS3083890148
STRIKE DATE: 07/11/2025
INDICATIVE PRICE: 93.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 93.69% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company924.37001024.14
JP Morgan314.2100306.42
Salesforce239.8800214.08
Adobe Inc326.9500291.65

STRIKE DATE 07/11/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% reducing 2% per quarter. Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3083890148
NEXT POTENTIAL MATURITY DATE 07/02/2026

EXPAND CLOSE
UBS Triple Index Classic Autocall EUR Dec 2025
ISIN: XS2880174680
STRIKE DATE: 03/12/2025
INDICATIVE PRICE: 100.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.21% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB43,380.640045075.6
S&P 5006,849.72006969.01
HSI25,760.730027968.09

STRIKE DATE 03/12/2025
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: 5.585% Semi-Annually (11.17% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880174680
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Dec 2025 – Factsheet on request
ISIN: XS3217670010
STRIKE DATE: 04/12/2025
INDICATIVE PRICE: 91.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 91.84% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle214.3300169.01
Intel40.500048.66
Tesla Inc454.5300416.56
Nvidia Corporation183.3800192.51

STRIKE DATE 04/12/2025
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 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 XS3217670010
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Nov 2025
ISIN: XS3138907830
STRIKE DATE: 21/11/2025
INDICATIVE PRICE: 99.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis:
TYPE Note
CURRENCY USD
CURRENT PRICE 99.09% (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

STRIKE DATE 21/11/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.72% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138907830
NEXT POTENTIAL MATURITY DATE 27/02/2026

EXPAND CLOSE