INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 80-60 Triple Index Memory Income Autocall JUL 2026 EUR
ISIN: XS3386069663
STRIKE DATE: 10/07/2026
INDICATIVE PRICE: 94.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.91% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,614.170052245.47
Russell 20002,977.80502968.271
Nikkei 22568,557.730064214.48

STRIKE DATE 10/07/2026
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: EUR: 1.8625% Quarterly (7.45% 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 XS3386069663
NEXT POTENTIAL MATURITY DATE 12/07/2027

EXPAND CLOSE
Santander Global Banks 50-45 Memory Income Autocall June 2026 USD
ISIN: XS3291955113
STRIKE DATE: 22/06/2026
INDICATIVE PRICE: 100.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.48% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA21.750025.4
Barclays516.0000493.4
Deutsche Bank AG31.500035.55
Wells Fargo & Co83.840089.19

STRIKE DATE 22/06/2026
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: 3.925% Quarterly (15.70% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style)
P.A. RETURN 15.70% p.a.
ISIN XS3291955113
NEXT POTENTIAL MATURITY DATE 22/06/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall July 2026 GBP
ISIN: XS3385281590
STRIKE DATE: 06/07/2026
INDICATIVE PRICE: 93.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.73% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,302.260014394.77
Eurostoxx 506,398.01006382.59
Nikkei 22569,737.690064214.48
Russell 20003,009.54102968.271

STRIKE DATE 06/07/2026
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: GBP: 2.1125% Quarterly (8.45% 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 XS3385281590
NEXT POTENTIAL MATURITY DATE 06/07/2027

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall July 2026 USD
ISIN: XS3385281327
STRIKE DATE: 06/07/2026
INDICATIVE PRICE: 93.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.74% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,302.260014394.77
Eurostoxx 506,398.01006382.59
Nikkei 22569,737.690064214.48
Russell 20003,009.54102968.271

STRIKE DATE 06/07/2026
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: 2.1125% Quarterly (8.45% 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 XS3385281327
NEXT POTENTIAL MATURITY DATE 06/07/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jul 2026
ISIN: XS3338999900
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 98.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.12% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006382.59
Russell 20002,996.11002968.271
Nikkei 22568,733.150064214.48

STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3338999900
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD JUL 2025
ISIN: XS3339003199
STRIKE DATE: 02/07/2026
INDICATIVE PRICE: 98.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.25% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,360.47006382.59
Russell 20002,996.11002968.271
Nikkei 22568,733.150064214.48

STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3339003199
NEXT POTENTIAL MATURITY DATE 09/10/2026

EXPAND CLOSE
BNP Paribas US Tech Express Barrier Autocall June 2026 ZAR
ISIN: ZAE000362810
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 100.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.58% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle184.13154.04
Intel124.5791.67
Nvidia Corporation205.19228.45
Advanced Micro Devices511.57456.16

STRIKE DATE 12/06/2026
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 50% Glider at month 12 Coupon Rate: USD: 10.50% Quarterly (42.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000362810
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
BBVA 65-60 Memory Income Reducing Autocall June 2026 USD
ISIN: XS3378399326
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 98.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.66% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Salesforce190.6100264.43
Netflix81.520082.67
Nvidia Corporation214.7500228.45
Aristas Networks Inc174.3700191.44

STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level reducing 2%pq Memory Income Rate: USD: 4.875% Quarterly (19.50% 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 XS3378399326
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
Santander Global Banks 50-50 Memory Income Autocall June 2026 USD
ISIN: XS3291956277
STRIKE DATE: 15/06/2026
INDICATIVE PRICE: 98.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.10% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA20.600025.4
UniCredit SpA74.570084.64
Commerzbank AG36.210041.6
Morgan Stanley217.9800217.15

STRIKE DATE 15/06/2026
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: 3.5875% Quarterly (14.35% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3291956277
NEXT POTENTIAL MATURITY DATE 15/09/2026

EXPAND CLOSE
Barclays Triple Index Defensive Autocall Jul 2026 EUR
ISIN: XS3369169258
STRIKE DATE: 07/07/2026
INDICATIVE PRICE: 93.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.84% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,455.440052245.47
OMX Stockholm 303,205.46203278.19
Nikkei 22568,256.960064214.48

STRIKE DATE 07/07/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3369169258
NEXT POTENTIAL MATURITY DATE 07/07/2027

EXPAND CLOSE
BBVA 80-60 Global Indices Memory Income Autocall June 2026 JPY
ISIN: XS3351757946
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 91.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 91.99% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB51,497.210052245.47
Nikkei 22566,020.040064214.48
Russell 20002,943.99202968.271

STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: JPY: 3.50% Semi-annually (7.00% 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 XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 USD
ISIN: XS3369019446
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 96.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.41% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500029482.32
SMI13,356.310014394.77
FTSE MIB50,262.760052245.47
S&P/ASX 2008,604.16609020.093

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: USD: 3.925% Semi-annually (7.85% 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 XS3369019446
NEXT POTENTIAL MATURITY DATE 09/12/2026

EXPAND CLOSE
Barclays Global Indices 70-60 Memory Income Autocall June 2026 GBP
ISIN: XS3369019529
STRIKE DATE: 09/06/2026
INDICATIVE PRICE: 96.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.47% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,084.500029482.32
SMI13,356.310014394.77
FTSE MIB50,262.760052245.47
S&P/ASX 2008,604.16609020.093

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: 109.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 109.26% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE90.5400110
Leonardo SpA46.060050.64
Thyssenkrupp AG10.075014.28
Rheinmetall AG970.90001070.2

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
SMI13,305.400014394.77
FTSE MIB49,775.160052245.47
Nikkei 22566,934.330064214.48
Nasdaq 10030,513.860029482.32

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: 90.98%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.98% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,729.41109020.093
Eurostoxx 506,034.95006382.59
Nikkei 22566,934.330064214.48
Russell 20002,905.76202968.271

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: 92.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.99% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.400014394.77
FTSE 10010,338.950010831.52
Eurostoxx 506,034.95006382.59
S&P 5007,599.96007747.71

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: 90.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.20% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,094.49703278.19
FTSE 10010,338.950010831.52
Nikkei 22566,934.330064214.48
S&P 5007,599.96007747.71

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: 91.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.67% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014394.77
FTSE MIB52,796.780052245.47
Nikkei 22572,353.960064214.48
Russell 20003,004.40402968.271

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: 91.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 91.42% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,848.510014394.77
FTSE MIB52,796.780052245.47
Nikkei 22572,353.960064214.48
Russell 20003,004.40402968.271

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