INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 80-60 Memory Income Autocall Aug 2026 USD
ISIN: XS3429840294
STRIKE DATE: 12/08/2026
INDICATIVE PRICE: 88.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.69% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,798.99007353.73
FTSE MIB53,693.270050505.87
Nikkei 22568,308.590061077.9
Russell 20003,052.84702729.887

STRIKE DATE 12/08/2026
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: 4.60% 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 XS3429840294
NEXT POTENTIAL MATURITY DATE 13/08/2027

EXPAND CLOSE
BNP BNPIMCD5 675% Participation Note July 2026 ZAR (CE0104DJE)
ISIN: ZAE000365672
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: 87.70%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 87.70% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index370.9917368.1377

STRIKE DATE 14/07/2026
RETURN & BARRIERS
675% Participation (Uncapped) at Maturity 100% Capital Protected
P.A. RETURN
ISIN ZAE000365672
NEXT POTENTIAL MATURITY DATE 14/07/2031

EXPAND CLOSE
ABSA Bank Annual Reducing Autocall August 2026 USD
ISIN: XS3469166212
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: 100.04%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.04% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,785.76007353.73
FTSE 10010,750.110010782.66
Eurostoxx 506,539.59006231.54
Nikkei 22568,713.800061077.9

STRIKE DATE 14/08/2026
RETURN & BARRIERS
13.50% Annual Coupon if Autocalled 100% Autocall Trigger from 36 Months, Reducing 5% per annum 60% European Barrier
P.A. RETURN
ISIN XS3469166212
NEXT POTENTIAL MATURITY DATE 14/08/2029

EXPAND CLOSE
UBS AG Annual Reducing Autocall July 2026 ZAR
ISIN: ZAE000366159
STRIKE DATE: 17/08/2026
INDICATIVE PRICE: 87.64%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY ZAR
CURRENT PRICE 87.64% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,457.69007353.73
FTSE 10010,600.370010782.66
Eurostoxx 506,230.87006231.54
Nikkei 22564,141.120061077.9

STRIKE DATE 17/08/2026
RETURN & BARRIERS
16.00% Annual Coupon if Autocalled 100% Autocall Trigger from 36 Months, Reducing 5% per annum 60% European Barrier
P.A. RETURN
ISIN ZAE000366159
NEXT POTENTIAL MATURITY DATE 17/08/2029

EXPAND CLOSE
UBS AG Semi-Annual Classic Autocall July 2026 ZAR (ZAE000366167)
ISIN: ZAE000366167
STRIKE DATE: 21/07/2026
INDICATIVE PRICE: 88.79%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.79% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,285.6306231.54
Russell 20002,987.39502729.887
Nikkei 22566,232.190061077.9
OMX Stockholm 303,146.34203301.091

STRIKE DATE 21/07/2026
RETURN & BARRIERS
8.66% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000366167
NEXT POTENTIAL MATURITY DATE 19/07/2027

EXPAND CLOSE
UBS AG Averaging In Annual Classic Autocall July 2026 ZAR
ISIN: ZAE000366175
STRIKE DATE: 17/07/2026
INDICATIVE PRICE: 87.18%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY ZAR
CURRENT PRICE 87.18% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,230.87006231.54
FTSE 10010,600.370010782.66
Nikkei 22564,141.120061077.9
S&P 5007,457.69007353.73

STRIKE DATE 17/07/2026
RETURN & BARRIERS
16.75% Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months Strike Levels Averaged over First 3 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000366175
NEXT POTENTIAL MATURITY DATE 17/07/2027

EXPAND CLOSE
BNP Paribas Defence Basket Glider Autocall July 2026 ZAR
ISIN: ZAE000366068
STRIKE DATE: 09/07/2026
INDICATIVE PRICE: 110.88%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 110.88% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE89.0000130.5
Leonardo SpA52.190049.355
Rheinmetall AG1,013.2000841.5
Thyssenkrupp AG11.275012

STRIKE DATE 09/07/2026
RETURN & BARRIERS
6.40% Quarterly Coupon if Autocalled, 90% Autocall Trigger from 6 Months 50% Glider at 12 Months 50% European Barrier
P.A. RETURN
ISIN ZAE000366068
NEXT POTENTIAL MATURITY DATE 11/01/2027

EXPAND CLOSE
BNP Paribas Tech Basket Glider Autocall July 2026 ZAR
ISIN: ZAE000366076
STRIKE DATE: 09/07/2026
INDICATIVE PRICE: 69.06%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 69.06% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.2200115.16
Advanced Micro Devices546.7200404.4
Nvidia Corporation202.7800181.6
Intel112.540052.25

STRIKE DATE 09/07/2026
RETURN & BARRIERS
11.40% Quarterly Coupon if Autocalled 80% Autocall Trigger from 6 Months 50% Glider at 12 Months 50% European Barrier
P.A. RETURN
ISIN ZAE000366076
NEXT POTENTIAL MATURITY DATE 11/01/2027

EXPAND CLOSE
BNP Paribas 675% Participation Capital Protected Note June 2026 ZAR
ISIN: ZAE000362695
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 86.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 86.92% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index371.4037294.4415

STRIKE DATE 17/06/2026
RETURN & BARRIERS
675% Participation (Uncapped) at Maturity 100% Capital Protected
P.A. RETURN
ISIN ZAE000362695
NEXT POTENTIAL MATURITY DATE 17/06/2031

EXPAND CLOSE
Goldman Sachs South African Banks Autocall June 2026 ZAR
ISIN: ZAE000362836
STRIKE DATE: 15/06/2026
INDICATIVE PRICE: 88.97%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,411.000023122
FirstRand Limited9,562.00009743
Standard Bank Group Limited32,358.000031321

STRIKE DATE 15/06/2026
RETURN & BARRIERS
26.50% Annual Coupon if Autocalled 100% Autocall Trigger from 12 Months 70% European Barrier
P.A. RETURN
ISIN ZAE000362836
NEXT POTENTIAL MATURITY DATE 15/06/2027

EXPAND CLOSE
ABSA Triple Index 75-55 Memory Income Autocall June 2026 EUR
ISIN: XS3406786486
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 77.96%
STATUS:
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY
CURRENT PRICE 77.96% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.720014967.73
CSI 500 Index8,362.16006740.927
S&P 5007,609.78007353.73

STRIKE DATE 02/06/2026
RETURN & BARRIERS
5.375% Semi-Annual Memory Coupon if above 75% 100% Autocall Trigger from 18 Months 55% European Barrier
P.A. RETURN
ISIN XS3406786486
NEXT POTENTIAL MATURITY DATE 02/12/2027

EXPAND CLOSE
ABSA Triple Index 75-55 Memory Income Autocall June 2026 USD
ISIN: XS3406776842
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 78.55%
STATUS:
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY
CURRENT PRICE 78.55% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,305.720014967.73
CSI 500 Index8,362.16006740.927
S&P 5007,609.78007353.73

STRIKE DATE 02/06/2026
RETURN & BARRIERS
6.625% Semi-Annual Memory Coupon if above 75%, 100% Autocall Trigger from 18 Months, 55% European Barrier
P.A. RETURN
ISIN XS3406776842
NEXT POTENTIAL MATURITY DATE 11/12/2027

EXPAND CLOSE
ABSA Triple Index 75-55 Memory Income Autocall June 2026 ZAR
ISIN: ZAE000363396
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 101.14%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY ABSA
TYPE Note
CURRENCY
CURRENT PRICE 101.14% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CSI 500 Index8,106.20306740.927
S&P 5007,431.46007353.73
SMI13,708.020014967.73

STRIKE DATE 12/06/2026
RETURN & BARRIERS
7.00% Semi-Annual Memory Coupon if above 75%, 100% Autocall Trigger from 18 Months 55% European Barrier
P.A. RETURN
ISIN ZAE000363396
NEXT POTENTIAL MATURITY DATE 11/12/2027

EXPAND CLOSE
BBVA Triple Index Semi-Annual Classic Autocall May 2026 USD
ISIN: XS3351704401
STRIKE DATE: 28/05/2026
INDICATIVE PRICE: 87.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,055.11006231.54
Nikkei 22564,693.120061077.9
Nasdaq 10030,223.890026629.81

STRIKE DATE 28/05/2026
RETURN & BARRIERS
8.30% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months, 70% European Barrier
P.A. RETURN
ISIN XS3351704401
NEXT POTENTIAL MATURITY DATE 28/05/2027

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall June 2026 ZAR
ISIN: ZAE000362349
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 86.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 86.33% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22568,402.130061077.9
Nasdaq 10030,571.240026629.81
Eurostoxx 506,053.57006231.54

STRIKE DATE 03/06/2026
RETURN & BARRIERS
16.00% Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months 70% European Barrier
P.A. RETURN
ISIN ZAE000362349
NEXT POTENTIAL MATURITY DATE 03/06/2027

EXPAND CLOSE
Goldman Sachs 130% Capped Participation Growth June 2026 USD
ISIN: XS3338592622
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 86.68%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 86.68% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,471.720010782.66
Nikkei 22566,020.040061077.9
S&P 5007,431.46007353.73
Eurostoxx 506,187.63006231.54

STRIKE DATE 12/06/2026
RETURN & BARRIERS
130% Participation at Maturity, capped at 150% 60% EKIP (EQWB averaged in and out)
P.A. RETURN
ISIN XS3338592622
NEXT POTENTIAL MATURITY DATE 12/06/2031

EXPAND CLOSE
Barclays Quad Index Reducing Autocall May 2026 USD
ISIN: XS3341106725
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 88.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 88.01% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007353.73
Eurostoxx 505,911.53006231.54
FTSE 10010,233.070010782.66
Nikkei 22562,713.650061077.9

STRIKE DATE 08/05/2026
RETURN & BARRIERS
12.50% Annual Coupon if Autocalled, 100% Autocall Trigger from 36 Months, Reducing by 5% p.a. thereafter 60% European Barrier
P.A. RETURN
ISIN XS3341106725
NEXT POTENTIAL MATURITY DATE 08/05/2029

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall August 2026 USD
ISIN: XS3338996476
STRIKE DATE: 07/08/2026
INDICATIVE PRICE: 95.75%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.75% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,263.62809065.067
FTSE MIB53,717.190050505.87
Nikkei 22565,606.710061077.9
Russell 20003,034.49402729.887

STRIKE DATE 07/08/2026
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: USD: 4.325% Semi-annually (8.65% 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 XS3338996476
NEXT POTENTIAL MATURITY DATE 09/08/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall Aug 2026 GBP
ISIN: XS3339006291
STRIKE DATE: 07/08/2026
INDICATIVE PRICE: 95.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.48% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2009,263.62809065.067
FTSE MIB53,717.190050505.87
Nikkei 22565,606.710061077.9
Russell 20003,034.49402729.887

STRIKE DATE 07/08/2026
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: GBP: 4.15% Semi-annually (8.30% 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 XS3339006291
NEXT POTENTIAL MATURITY DATE 09/08/2027

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall August 2026 USD
ISIN: XS3414126923
STRIKE DATE: 04/08/2026
INDICATIVE PRICE: 87.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.77% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,463.230014967.73
Eurostoxx 506,486.70006231.54
Nikkei 22563,957.530061077.9
Russell 20003,036.97502729.887

STRIKE DATE 04/08/2026
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 Coupon Rate: USD: 2.20% Quarterly (8.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3414126923
NEXT POTENTIAL MATURITY DATE 04/08/2027

EXPAND CLOSE