INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Memory Income Reducing Autocall August 2026 USD
ISIN: XS3422093784
STRIKE DATE: 19/08/2026
INDICATIVE PRICE: 65.38%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 65.38% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc351.1200343.69
Meta Platform Inc546.0300605.08
Applied Materials Inc496.1700319.25
CoreWeave90.870043.66

STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 95% of initial level reducing 1% per period Memory Income Rate: USD: 2.0417% Monthly (24.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
P.A. RETURN
ISIN XS3422093784
NEXT POTENTIAL MATURITY DATE 19/11/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Sep 2026
ISIN: XS3446677059
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 91.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.36% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,786.720014967.73
Eurostoxx 506,236.20006231.54
Nikkei 22565,018.950061077.9
S&P 5007,650.50007353.73

STRIKE DATE 18/09/2026
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: GBP: 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 XS3446677059
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Sep 2026
ISIN: XS3446677307
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 91.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.86% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,786.720014967.73
Eurostoxx 506,236.20006231.54
Nikkei 22565,018.950061077.9
S&P 5007,650.50007353.73

STRIKE DATE 18/09/2026
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3446677307
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Sep 2026
ISIN: XS3468899698
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: 91.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.25% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,264.33203301.091
FTSE MIB51,545.250050505.87
Nikkei 22565,018.950061077.9
Russell 20002,860.39602729.887

STRIKE DATE 18/09/2026
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: GBP: 2.00% Quarterly (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 XS3468899698
NEXT POTENTIAL MATURITY DATE 21/08/2027

EXPAND CLOSE
BBVA Stocks Defensive Autocall August 2026 USD 
ISIN: XS3445806006
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: 96.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale76.120064.52
Royal Caribbean Cruise292.0000322.73
Advanced Micro Devices473.2500404.4
Tesla Inc362.8600343.69

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 75% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445806006
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Sep 2026
ISIN: XS3445805024
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 90.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.75% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86709065.067
FTSE MIB51,628.770050505.87
Nikkei 22563,492.990061077.9
Russell 20002,892.23702729.887

STRIKE DATE 14/09/2026
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: 4.25% 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 XS3445805024
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Sep 2026
ISIN: XS3445805297
STRIKE DATE: 14/09/2026
INDICATIVE PRICE: 90.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.94% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,749.86709065.067
FTSE MIB51,628.770050505.87
Nikkei 22563,492.990061077.9
Russell 20002,892.23702729.887

STRIKE DATE 14/09/2026
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: 4.50% 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 XS3445805297
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 USD
ISIN: XS3346592754
STRIKE DATE: 14/08/2026
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
FTSE MIB53,583.610050505.87
Russell 20003,068.41502729.887
S&P/ASX 2009,115.21509065.067
Nasdaq 10030,046.140026629.81

STRIKE DATE 14/08/2026
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: 4.175% Semi-Annually (8.35% 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 XS3346592754
NEXT POTENTIAL MATURITY DATE 14/08/2027

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 GBP
ISIN: XS3346565511
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 92.30%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.30% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610050505.87
Russell 20003,068.41502729.887
S&P/ASX 2009,115.21509065.067
Nasdaq 10030,046.140026629.81

STRIKE DATE 14/08/2026
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: 4.075% Semi-Annually (8.15% 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 XS3346565511
NEXT POTENTIAL MATURITY DATE 14/08/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Sep 2026
ISIN: XS3468806198
STRIKE DATE: 15/09/2026
INDICATIVE PRICE: 90.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.18% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,658.130010782.66
FTSE MIB51,555.190050505.87
Nikkei 22563,484.100061077.9
Russell 20002,870.28502729.887

STRIKE DATE 15/09/2026
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: 4.50% Semi-Annually (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 XS3468806198
NEXT POTENTIAL MATURITY DATE 15/09/2027

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall September 2026 ZAR
ISIN: ZAE000367652
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: 74.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 74.63% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle150.2800115.16
Intel102.940052.25
Nvidia Corporation218.2900181.6
Advanced Micro Devices516.1300404.4

STRIKE DATE 11/09/2026
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% Express Barrier at month 12 Coupon Rate: ZAR: 11.25% Quarterly (45.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000367652
NEXT POTENTIAL MATURITY DATE 11/03/2027

EXPAND CLOSE
BBVA Global Stock Memory Income Reducing Autocall August 2026 USD
ISIN: XS3446800784
STRIKE DATE: 12/08/2026
INDICATIVE PRICE: 84.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.88% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG33.350032.585
Amazon.com267.2800260.21
Broadcom Inc416.0500291.53
Meta Platform Inc578.8500605.08

STRIKE DATE 12/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter. Memory Income Rate: USD: 4.30% Quarterly(17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446800784
NEXT POTENTIAL MATURITY DATE 12/02/2027

EXPAND CLOSE
BBVA Quarterly Classic Autocall August 2026 GBP
ISIN: XS3446823729
STRIKE DATE: 25/08/2026
INDICATIVE PRICE: 84.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.76% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,455.63006231.54
FTSE 10010,886.160010782.66
Nikkei 22565,856.430061077.9
S&P 5007,677.28007353.73

STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446823729
NEXT POTENTIAL MATURITY DATE 25/08/2027

EXPAND CLOSE
Marex Group Quarterly Classic Autocall August 2026 GBP
ISIN: XS3414910888
STRIKE DATE: 25/08/2026
INDICATIVE PRICE: 87.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.72% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,525.290014967.73
FTSE MIB52,720.310050505.87
Nikkei 22565,856.430061077.9
Russell 20003,010.02202729.887

STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN
ISIN XS3414910888
NEXT POTENTIAL MATURITY DATE 25/08/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall September 2026 USD
ISIN: XS3446798277
STRIKE DATE: 04/09/2026
INDICATIVE PRICE: 90.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,395.940014967.73
Eurostoxx 506,392.93006231.54
Nikkei 22565,020.940061077.9
Russell 20002,975.64802729.887

STRIKE DATE 04/09/2026
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: 2.15% Quarterly (8.60% 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 XS3446798277
NEXT POTENTIAL MATURITY DATE 07/09/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall September 2026 GBP
ISIN: XS3457849423
STRIKE DATE: 04/09/2026
INDICATIVE PRICE: 91.06%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.06% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,395.940014967.73
Eurostoxx 506,392.93006231.54
Nikkei 22565,020.940061077.9
Russell 20002,975.64802729.887

STRIKE DATE 04/09/2026
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: 2.075% Quarterly (8.30% 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 XS3457849423
NEXT POTENTIAL MATURITY DATE 07/09/2027

EXPAND CLOSE
BNP Transpacific Airbag Growth Note July 2026 ZAR
ISIN: ZAE000365664
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 86.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 86.28% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MerQube TransPacific Tech Basket 5% Decrement Index46,595.400040333.66

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 200% coupon plus Participation if above strike, 150% returned if between 70-100%. Capital Risk: 60% European Barrier
P.A. RETURN
ISIN ZAE000365664
NEXT POTENTIAL MATURITY DATE 14/07/2031

EXPAND CLOSE
Natixis 100% Capital Protected Autocall GBP Sep 2026
ISIN: XS3339055314
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: 93.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.39% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,312.12103301.091
FTSE MIB52,177.470050505.87
Nikkei 22565,269.330061077.9
Russell 20002,960.20402729.887

STRIKE DATE 08/09/2026
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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339055314
NEXT POTENTIAL MATURITY DATE 10/09/2029

EXPAND CLOSE
Natixis 100% Capital Protected Autocall USD Sep 2026
ISIN: XS3339058250
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: 93.88%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.88% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,312.12103301.091
FTSE MIB52,177.470050505.87
Nikkei 22565,269.330061077.9
Russell 20002,960.20402729.887

STRIKE DATE 08/09/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339058250
NEXT POTENTIAL MATURITY DATE 10/09/2029

EXPAND CLOSE
Goldman Sachs 700% Participation Lookback Feature July 2026 ZAR
ISIN: ZAE000367157
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 81.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 81.56% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Momentum Builder Focus ER Index113.8800111.99

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 700% Participation (Uncapped) at Maturity, Participation Multiplied by the Best % Performance of the Annual Observations (Look back Feature) Capital Risk: 100% capital protected
P.A. RETURN
ISIN ZAE000367157
NEXT POTENTIAL MATURITY DATE 14/07/2027

EXPAND CLOSE