INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall August 2026 GBP
ISIN: XS3414127061
STRIKE DATE: 04/08/2026
INDICATIVE PRICE: 88.34%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.34% (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: GBP: 2.10% Quarterly (8.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3414127061
NEXT POTENTIAL MATURITY DATE 04/08/2027

EXPAND CLOSE
Barclays Triple Index Defensive Autocall August 2026 EUR
ISIN: XS3422366263
STRIKE DATE: 12/08/2026
INDICATIVE PRICE: 88.09%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.09% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,698.660050505.87
OMX Stockholm 303,291.38603301.091
Nikkei 22567,524.060061077.9

STRIKE DATE 12/08/2026
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: 60% Final level (European style)
P.A. RETURN
ISIN XS3422366263
NEXT POTENTIAL MATURITY DATE 12/08/2027

EXPAND CLOSE
BBVA Fixed Income Autocall July 2026
ISIN: XS3414133465
STRIKE DATE: 27/07/2026
INDICATIVE PRICE: 86.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.02% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nokia OYJ7.93006.846
Cisco Systems Inc114.570095.72
Verizon Communications Inc47.320046.12

STRIKE DATE 27/07/2026
RETURN & BARRIERS
Maximum Term: 4 year Investment Structure: Fixed Income Fixed Income Rate: USD: 3.1375% Quarterly Autocall Trigger: 100% from 12 months Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3414133465
NEXT POTENTIAL MATURITY DATE 27/07/2027

EXPAND CLOSE
Natixis Global Indices Autocall July 2026 USD
ISIN: XS3338995585
STRIKE DATE: 13/07/2026
INDICATIVE PRICE: 94.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.14% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22567,242.730061077.9
Eurostoxx 506,271.02006231.54
S&P 5007,515.34007353.73

STRIKE DATE 13/07/2026
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: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3338995585
NEXT POTENTIAL MATURITY DATE 13/07/2027

EXPAND CLOSE
Marex Quarterly Classic Autocall June 2026 GBP Bespoke 2
ISIN: XS3380089295
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 83.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 83.40% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,166.77503301.091
SMI14,223.900014967.73
Nikkei 22569,468.110061077.9
Nasdaq 10029,774.750026629.81

STRIKE DATE 29/06/2026
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: 3.175% Quarterly (12.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3380089295
NEXT POTENTIAL MATURITY DATE 29/06/2027

EXPAND CLOSE
Marex Quarterly Classic Autocall June 2026 GBP Bespoke 3
ISIN: XS3380089378
STRIKE DATE: 29/06/2026
INDICATIVE PRICE: 89.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.31% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,823.36909065.067
SMI14,223.900014967.73
IBEX 3519,387.400019486
Euro Stoxx Banks289.7600290.24

STRIKE DATE 29/06/2026
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: 3.375% Quarterly (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3380089378
NEXT POTENTIAL MATURITY DATE 29/06/2027

EXPAND CLOSE
BBVA Quad Index Low Hurdle Autocall Jul 2026 USD
ISIN: XS3379876306
STRIKE DATE: 23/07/2026
INDICATIVE PRICE: 88.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.19% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97309065.067
SMI14,315.880014967.73
FTSE MIB52,792.040050505.87
Nasdaq 10028,998.100026629.81

STRIKE DATE 23/07/2026
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, with a Low Hurdle of 90% Coupon Rate: USD: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379876306
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall July 2026 USD
ISIN: XS3422145766
STRIKE DATE: 24/07/2026
INDICATIVE PRICE: 7.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 7.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,940.16302729.887
FTSE MIB51,315.840050505.87
SMI14,214.950014967.73
Nikkei 22566,422.600061077.9

STRIKE DATE 24/07/2026
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: 2.0375% Quarterly (8.15% 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 XS3422145766
NEXT POTENTIAL MATURITY DATE 26/07/2027

EXPAND CLOSE
Bank of America 75-60 Memory Income Autocall July 2026
ISIN: XS3315645088
STRIKE DATE: 16/07/2026
INDICATIVE PRICE: 97.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 97.58% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,283.61006231.54
Russell 20002,974.56702729.887
Nikkei 22566,835.540061077.9
FTSE 10010,572.240010782.66

STRIKE DATE 16/07/2026
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: 2.46% Quarterly (9.84% 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 XS3315645088
NEXT POTENTIAL MATURITY DATE 16/07/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall July 2026 GBP
ISIN: XS3422150923
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 84.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.32% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG30.660032.585
Goldman Sachs1,055.0300868.95
Wells Fargo & Co86.330084.8
Societe Generale75.150064.52

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: GBP: 3.3875% Quarterly (13.55% 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 XS3422150923
NEXT POTENTIAL MATURITY DATE 20/07/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall July 2026 USD
ISIN: XS3422152549
STRIKE DATE: 20/07/2026
INDICATIVE PRICE: 84.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 84.78% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Bank AG30.660032.585
Goldman Sachs1,055.0300868.95
Wells Fargo & Co86.330084.8
Societe Generale75.150064.52

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: 86.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 86.99% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10028,604.230026629.81
Eurostoxx 506,227.40006231.54
Nikkei 22564,141.120061077.9
FTSE 10010,524.760010782.66

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: 86.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.60% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,264.100026629.81
Eurostoxx 506,271.02006231.54
Nikkei 22567,242.730061077.9
FTSE 10010,498.290010782.66

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: 96.65%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.65% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600077.18
Commerzbank AG36.850038.73
BBVA22.070022.9
Deutsche Bank AG30.835032.585

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: 96.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.55% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA80.600077.18
Commerzbank AG36.850038.73
BBVA22.070022.9
Deutsche Bank AG30.835032.585

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: 86.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014967.73
FTSE MIB52,792.040050505.87
Nikkei 22566,115.600061077.9
Russell 20002,959.93802729.887

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: 87.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 87.21% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,315.880014967.73
FTSE MIB52,792.040050505.87
Nikkei 22566,115.600061077.9
Russell 20002,959.93802729.887

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: 95.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.57% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,822.97309065.067
FTSE MIB52,792.040050505.87
Nikkei 22566,115.600061077.9
Russell 20002,959.93802729.887

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: 82.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 82.82% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation208.7600181.6
Tesla Inc319.6900343.69
Oracle120.0400115.16
Intel100.230052.25

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: 86.35%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.35% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI14,254.360014967.73
Eurostoxx 506,227.4006231.54
Nikkei 22564,141.120061077.9
S&P 5007,443.28007353.73

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