INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Global Banks 55-55 Memory Income Autocall July 2026 USD
ISIN: XS3422152549
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 90.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 90.21% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG30.660029.12
Goldman Sachs1,055.0300891.28
Wells Fargo & Co86.330082.75
Societe Generale75.150064.6

STRIKE DATE 20/07/2026
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: 3.5625% Quarterly (14.25% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422152549
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall July 2026 USD
ISIN: DE000UN9S7F0
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 91.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.18% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10028,604.230029935.59
Eurostoxx 506,227.40006168.26
Nikkei 22564,141.120064425.95
FTSE 10010,524.760010840.35

STRIKE DATE 20/07/2026
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: USD: 2.010% Quarterly (8.040% 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 DE000UN9S7F0
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall July 2026 GBP
ISIN: DE000UN9SBM4
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 90.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.57% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,264.100029935.59
Eurostoxx 506,271.02006168.26
Nikkei 22567,242.730064425.95
FTSE 10010,498.290010840.35

STRIKE DATE 13/07/2026
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: GBP: 1.917% Quarterly (7.668% 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 DE000UN9SBM4
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 EUR
ISIN: XS3402104411
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 97.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.79% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600075.14
Commerzbank AG36.850037.7
BBVA22.070022.99
Deutsche Bank AG30.835029.12

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104411
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income Banks July 2026 GBP
ISIN: XS3402104338
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 97.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.92% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600075.14
Commerzbank AG36.850037.7
BBVA22.070022.99
Deutsche Bank AG30.835029.12

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.93% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104338
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall JUL 2026 GBP
ISIN: XS3391430561
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 89.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.11% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014349.51
FTSE MIB52,792.040049397.55
Nikkei 22566,115.600064425.95
Russell 20002,959.93802767.269

STRIKE DATE 22/07/2026
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 XS3391430561
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Goldman Sachs 100% Capital Protected Autocall Jul 2026 USD
ISIN: XS3391466326
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 88.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 88.94% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014349.51
FTSE MIB52,792.040049397.55
Nikkei 22566,115.600064425.95
Russell 20002,959.93802767.269

STRIKE DATE 22/07/2026
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: 4.725% Semi-Annually (9.45% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391466326
NEXT POTENTIAL MATURITY DATE 23/07/2029

EXPAND CLOSE
Natixis 80-60 Memory Income Defensive Autocall Jul 2026 USD
ISIN: XS3338955365
STRIKE DATE: 22/07/2026
INDICATIVE PRICE: 96.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.66% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97308719.719
FTSE MIB52,792.040049397.55
Nikkei 22566,115.600064425.95
Russell 20002,959.93802767.269

STRIKE DATE 22/07/2026
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: 5.25% Semi-annually (10.5% 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 XS3338955365
NEXT POTENTIAL MATURITY DATE 22/07/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Jul 2026 USD
ISIN: XS3406628654
STRIKE DATE: 24/07/2026
INDICATIVE PRICE: 114.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 114.36% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation208.7600217.23
Tesla Inc319.6900362.44
Oracle120.0400134.47
Intel100.230095.37

STRIKE DATE 24/07/2026
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: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3406628654
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Jul 2026
ISIN: XS3379829644
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 92.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014349.51
Eurostoxx 506,227.4006168.26
Nikkei 22564,141.120064425.95
S&P 5007,443.28007744.06

STRIKE DATE 20/07/2026
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.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829644
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Jul 2026
ISIN: XS3379829305
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 91.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.47% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014349.51
Eurostoxx 506,227.40006168.26
Nikkei 22564,141.120064425.95
S&P 5007,443.28007744.06

STRIKE DATE 20/07/2026
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 XS3379829305
NEXT POTENTIAL MATURITY DATE 202/07/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Jul 2026
ISIN: XS3395459871
STRIKE DATE: 21/07/2026
INDICATIVE PRICE: 92.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.95% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,146.34203256.08
FTSE MIB52,285.090049397.55
Nikkei 22566,232.190064425.95
Russell 20002,987.39502767.269

STRIKE DATE 21/07/2026
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: 4.00% Semi-Annually (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 XS3395459871
NEXT POTENTIAL MATURITY DATE 21/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Jul 2026
ISIN: XS3379829990
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 89.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.05% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66908719.719
FTSE MIB52,373.960049397.55
Nikkei 22566,835.540064425.95
Russell 20002,974.56702767.269

STRIKE DATE 16/07/2026
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 XS3379829990
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Jul 2026
ISIN: XS3379829727
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 88.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,840.66908719.719
FTSE MIB52,373.960049397.55
Nikkei 22566,835.540064425.95
Russell 20002,974.56702767.269

STRIKE DATE 16/07/2026
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: 4.65% Semi-Annual (9.30% 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 XS3379829727
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Jul 2026
ISIN: XS3395365896
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 91.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.00% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,572.40007744.06
FTSE MIB52,411.250049397.55
Nikkei 22568,751.510064425.95
Russell 20002,976.25902767.269

STRIKE DATE 14/07/2026
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: 4.60% Semi-Annually (9.20% 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 XS3395365896
NEXT POTENTIAL MATURITY DATE 15/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jul 2026 USD
ISIN: XS3338999496
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 97.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.35% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,271.02006168.26
Russell 20002,953.16602767.269
Nikkei 22567,242.730064425.95
OMX Stockholm 303,167.15703256.08

STRIKE DATE 13/07/2026
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: USD: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338999496
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Barclays 80-60 Triple Index Memory Income Autocall JUL 2026 EUR
ISIN: XS3386069663
STRIKE DATE: 10/07/2026
INDICATIVE PRICE: 91.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.16% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB52,614.170049397.55
Russell 20002,977.80502767.269
Nikkei 22568,557.730064425.95

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: 95.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.06% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA21.750022.99
Barclays516.0000432.4
Deutsche Bank AG31.500029.12
Wells Fargo & Co83.840082.75

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: 91.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.10% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,302.260014349.51
Eurostoxx 506,398.01006168.26
Nikkei 22569,737.690064425.95
Russell 20003,009.54102767.269

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: 90.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.78% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,302.260014349.51
Eurostoxx 506,398.01006168.26
Nikkei 22569,737.690064425.95
Russell 20003,009.54102767.269

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