INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs World Indices Reducing Autocall May 2026 ZAR
ISIN: ZAE000360764
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 101.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 101.64% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,233.070010772.67
Nikkei 22562,713.650068308.59
S&P 5007,398.93007798.99
Eurostoxx 505,911.53006545.47

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 2.50% per annum Coupon Rate: USD: 17.30% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000360764
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 USD
ISIN: XS3341106725
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 94.83%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.83% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007798.99
Eurostoxx 505,911.53006545.47
FTSE 10010,233.070010772.67
Nikkei 22562,713.650068308.59

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: USD: 12.50% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3341106725
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 GBP
ISIN: XS3305382288
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 93.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.54% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007798.99
Eurostoxx 505,911.53006545.47
FTSE 10010,233.070010772.67
Nikkei 22562,713.650068308.59

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: GBP: 12.10% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305382288
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
BNP Paribas 650% Participation Capital Protected Note Apr 2026
ISIN: ZAE000359568
STRIKE DATE: 30/04/2026
INDICATIVE PRICE: 95.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.97% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index301.2885306.1199

STRIKE DATE 30/04/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 650% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359568
NEXT POTENTIAL MATURITY DATE 30/04/2031

EXPAND CLOSE
UniCredit 75-60 Memory Income Autocall May 2026 USD
ISIN: DE000UN7PEX5
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 94.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.12% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430014475.13
Eurostoxx 505,972.65006545.47
Nikkei 22562,833.840068308.59
S&P 5007,337.11007798.99

STRIKE DATE 07/05/2026
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: 2.00% Quarterly (8.00% 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 DE000UN7PEX5
NEXT POTENTIAL MATURITY DATE 07/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 USD
ISIN: XS3342492983
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 84.14%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.14% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500854.6
Exxon Mobil Corp155.2900158.61
C.H. ROBINSON WORLDWIDE INC178.1300149.35
Nutrien Ltd70.240067.47

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) USD: 7.55% Semi-Annual (15.10% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342492983
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 GBP
ISIN: XS3342493015
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 84.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.71% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500854.6
Exxon Mobil Corp155.2900158.61
C.H. ROBINSON WORLDWIDE INC178.1300149.35
Nutrien Ltd70.240067.47

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) Memory Income Rate: GBP: 7.20% Semi-Annual (14.40% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342493015
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD May 2026 – FACTSHEET AVAILABLE UPON REQUEST
ISIN: XS3337239563
STRIKE DATE: 27/05/2026
INDICATIVE PRICE: 102.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 102.11% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE100.6500106
Leonardo SpA51.650059.3
Thyssenkrupp AG11.295013.525
Rheinmetall AG1,232.80001164.6

STRIKE DATE 27/05/2026
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 XS3337239563
NEXT POTENTIAL MATURITY DATE 27/10/2027

EXPAND CLOSE
Citi Triple Index Autocall May 2026 USD
ISIN: XS3164510631
STRIKE DATE: 07/05/2026
INDICATIVE PRICE: 98.62%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.62% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006545.47
Nikkei 22562,833.840068308.59
S&P 5007,337.11007798.99

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3164510631
NEXT POTENTIAL MATURITY DATE 07/05/2031

EXPAND CLOSE
Citi 90-65 Memory Income Autocall May 2026 GBP
ISIN: XS3164573985
STRIKE DATE: 15/05/2026
INDICATIVE PRICE: 95.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.94% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470053693.27
Nikkei 22561,409.290068308.59
S&P/ASX 2008,630.84309188.494
Nasdaq 10029,125.200030084.5

STRIKE DATE 15/05/2026
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: GBP: 0.775% Monthly (9.30% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3164573985
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BNP Paribas Defensive Autocall May 2026 USD
ISIN: XS3344833473
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 93.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 93.61% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240033.77
HSI26,347.910025396.51
SMI13,119.530014475.13

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.95% Semi-Annually (15.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3344833473
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Natixis Diversified Markets Classic Autocall May 2026 USD
ISIN: XS3338963898
STRIKE DATE: 12/05/2026
INDICATIVE PRICE: 101.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.04% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006545.47
Russell 20002,842.83103052.847
FTSE MIB48,990.980053693.27
HSI26,347.910025396.51

STRIKE DATE 12/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.00% Semi-Annually (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338963898
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall GBP May 2026
ISIN: XS3331179245
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 96.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.65% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014475.13
FTSE MIB49,168.700053693.27
Nikkei 22561,684.140068308.59
Russell 20002,843.45303052.847

STRIKE DATE 21/05/2026
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 XS3331179245
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall USD May 2026
ISIN: XS3331205263
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 95.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 95.11% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430014475.13
FTSE MIB49,168.700053693.27
Nikkei 22561,684.140068308.59
Russell 20002,843.45303052.847

STRIKE DATE 21/05/2026
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: 4.20% Semi-Annually (8.40%p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3331205263
NEXT POTENTIAL MATURITY DATE 22/05/2029

EXPAND CLOSE
BBVA Triple Index Defensive Autocall EUR May 2026
ISIN: XS3342563759
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: 94.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.54% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,168.700053693.27
Russell 20002,843.45303052.847
HSI25,386.520025396.51

STRIKE DATE 22/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.125% Semi-Annually (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3342563759
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall GBP May 2026
ISIN: XS3338954475
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 102.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.14% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509188.494
FTSE MIB49,168.700053693.27
Nikkei 22561,684.140068308.59
Russell 20002,843.45303052.847

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.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338954475
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall USD May 2026
ISIN: XS3267376583
STRIKE DATE: 21/05/2026
INDICATIVE PRICE: 102.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.14% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74509188.494
FTSE MIB49,168.700053693.27
Nikkei 22561,684.140068308.59
Russell 20002,843.45303052.847

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: 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 XS3267376583
NEXT POTENTIAL MATURITY DATE 21/05/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP May 2026
ISIN: XS3342554253
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 96.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.04% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014475.13
Eurostoxx 505,976.07006545.47
Nikkei 22559,804.410068308.59
S&P 5007,432.97007798.99

STRIKE DATE 20/05/2026
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: GBP: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342554253
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD May 2026
ISIN: XS3342554410
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 95.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.56% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290014475.13
Eurostoxx 505,976.07006545.47
Nikkei 22559,804.410068308.59
S&P 5007,432.97007798.99

STRIKE DATE 20/05/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342554410
NEXT POTENTIAL MATURITY DATE 20/05/2027

EXPAND CLOSE
BBVA Diversified Markets Defensive Autocall May 2026 USD
ISIN: XS3342546077
STRIKE DATE: 11/05/2026
INDICATIVE PRICE: 94.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.13% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,664.950053693.27
Russell 20002,870.64003052.847
HSI26,406.840025396.51
SMI13,101.330014475.13

STRIKE DATE 11/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342546077
NEXT POTENTIAL MATURITY DATE 11/05/2027

EXPAND CLOSE