INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 GBP
ISIN: XS3351698595
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 89.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.49% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29808702.022
FTSE MIB52,595.230051543.45
Nikkei 22569,902.250065513.99
Russell 20002,917.98202835.574

STRIKE DATE 17/06/2026
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 XS3351698595
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall JUN 2026 USD
ISIN: XS3351697357
STRIKE DATE: 17/06/2026
INDICATIVE PRICE: 88.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 88.49% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,966.29808702.022
FTSE MIB52,595.230051543.45
Nikkei 22569,902.250065513.99
Russell 20002,917.98202835.574

STRIKE DATE 17/06/2026
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: 4.55% Semi-Annual (9.10% 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 XS3351697357
NEXT POTENTIAL MATURITY DATE 17/06/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall JUN 2026 GBP
ISIN: XS3363581839
STRIKE DATE: 18/06/2026
INDICATIVE PRICE: 94.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.57% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,178.63903271.255
FTSE MIB52,688.220051543.45
Nikkei 22571,053.490065513.99
Russell 20002,979.76502835.574

STRIKE DATE 18/06/2026
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: 4.15% Semi-Annually (8.30% 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 XS3363581839
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall Jun 2026 USD
ISIN: XS3363580195
STRIKE DATE: 15/06/2026
INDICATIVE PRICE: 92.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.57% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,511.35007704.13
FTSE MIB52,432.560051543.45
Nikkei 22569,404.500065513.99
Russell 20002,939.19502835.574

STRIKE DATE 15/06/2026
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: 4.30% Semi-Annually (8.60% 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 XS3363580195
NEXT POTENTIAL MATURITY DATE 16/06/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall Jun 2026 USD
ISIN: XS3338965679
STRIKE DATE: 11/06/2026
INDICATIVE PRICE: 99.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.76% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,056.96006272.5
Russell 20002,921.02902835.574
Nikkei 22564,217.270065513.99
OMX Stockholm 303,064.41603271.255

STRIKE DATE 11/06/2026
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: 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 XS3338965679
NEXT POTENTIAL MATURITY DATE 11/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 GBP
ISIN: DE000UN85T63
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 92.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.01% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950030478.86
Eurostoxx 506,187.63006272.5
Nikkei 22566,020.040065513.99
FTSE 10010,471.720010679.99

STRIKE DATE 12/06/2026
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: 1.94% Quarterly (7.76% 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 DE000UN85T63
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
UniCredit 70-60 Memory Income Autocall Jun 2026 USD
ISIN: DE000UN85RC7
STRIKE DATE: 12/06/2026
INDICATIVE PRICE: 91.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 91.21% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10029,635.950030478.86
Eurostoxx 506,187.63006272.5
Nikkei 22566,020.040065513.99
FTSE 10010,471.720010679.99

STRIKE DATE 12/06/2026
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: 1.93% Quarterly (7.72% 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 DE000UN85RC7
NEXT POTENTIAL MATURITY DATE 14/06/2027

EXPAND CLOSE
Natixis Developed Indices Classic Autocall May 2026 USD
ISIN: XS3338959516
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 97.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.93% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,050.54006272.5
Russell 20002,919.33802835.574
Nikkei 22566,329.500065513.99
HSI25,182.390024761.13

STRIKE DATE 29/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 8.91% Semi-Annually (17.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338959516
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
BBVA Triple Index Defensive Autocall May 2026 USD
ISIN: XS3351623742
STRIKE DATE: 29/05/2026
INDICATIVE PRICE: 92.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.95% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,542.660013905.82
FTSE MIB50,036.750051543.45
HSI25,182.390024761.13

STRIKE DATE 29/05/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS3351623742
NEXT POTENTIAL MATURITY DATE 31/05/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2026 USD
ISIN: XS3291972555
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 93.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.70% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202835.574
Eurostoxx 506,034.95006272.5
SMI13,305.400013905.82
Nikkei 22566,934.330065513.99

STRIKE DATE 01/06/2026
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: 2.15% Quarterly (8.60% 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 XS3291972555
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
Santander 75-60 Memory Income Autocall June 2026 GBP
ISIN: XS3291991423
STRIKE DATE: 01/06/2026
INDICATIVE PRICE: 90.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.54% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,905.76202835.574
Eurostoxx 506,034.95006272.5
SMI13,305.400013905.82
Nikkei 22566,934.330065513.99

STRIKE DATE 01/06/2026
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: 2.0675% Quarterly (8.27% 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 XS3291991423
NEXT POTENTIAL MATURITY DATE 01/06/2027

EXPAND CLOSE
BBVA Global Markets Reducing Autocall May 2026 USD
ISIN: XS3351610681
STRIKE DATE: 20/05/2026
INDICATIVE PRICE: 98.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,976.07006272.5
FTSE 10010,432.340010679.99
S&P 5007,432.97007704.13
Nikkei 22559,804.410065513.99

STRIKE DATE 20/05/2026
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: USD: 4.60% Semi-Annually (9.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3351610681
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Jun 2026
ISIN: XS3267376823
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 96.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.02% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006272.5
Russell 20002,931.96302835.574
Nikkei 22566,734.240065513.99

STRIKE DATE 02/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267376823
NEXT POTENTIAL MATURITY DATE 11/06/2029

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Jun 2026
ISIN: XS3267333261
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: 95.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 95.15% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006272.5
Russell 20002,931.96302835.574
Nikkei 22566,734.240065513.99

STRIKE DATE 02/06/2026
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 XS3267333261
NEXT POTENTIAL MATURITY DATE 04/06/2029

EXPAND CLOSE
Barclays 85-60 Memory Income Autocall EUR Jun 2026
ISIN: XS3351125631
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: 92.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 92.86% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50,038.160051543.45
Russell 20002,893.51402835.574
Nikkei 22568,402.130065513.99

STRIKE DATE 03/06/2026
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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351125631
NEXT POTENTIAL MATURITY DATE 03/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall May 2026 USD
ISIN: XS3342492553
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 92.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.92% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,744.35308702.022
SMI13,100.630013905.82
Eurostoxx 505,911.53006272.5
Nasdaq 10029,234.990030478.86

STRIKE DATE 08/05/2026
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: 3.90% Semi-annually (7.80% 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 XS3342492553
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Goldman Sachs Bank Stocks Defensive Autocall Apr 2026 ZAR
ISIN: ZAE000360954
STRIKE DATE: 21/04/2026
INDICATIVE PRICE: 91.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 91.53% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,840.000022028
FirstRand Limited8,886.00009268
Nedbank Limited26,758.000029287

STRIKE DATE 21/04/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 12.50% Semi-Annually (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000360954
NEXT POTENTIAL MATURITY DATE 21/04/2027

EXPAND CLOSE
Goldman Sachs MSCI Emerging Markets Autocall Apr 2026 ZAR
ISIN: ZAE000360814
STRIKE DATE: 15/04/2026
INDICATIVE PRICE: 102.33%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 102.33% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Emerging Markets1,583.38001732.19

STRIKE DATE 15/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 13.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000360814
NEXT POTENTIAL MATURITY DATE 16/04/2029

EXPAND CLOSE
BBVA Quad Index Classic Autocall Apr 2026 USD
ISIN: XS3317189044
STRIKE DATE: 08/04/2026
INDICATIVE PRICE: 100.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.85% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,113.430013905.82
Eurostoxx 505,913.37006272.5
Nikkei 22556,308.420065513.99
S&P 5006,782.81007704.13

STRIKE DATE 08/04/2026
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.375% Semi-Annually (14.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317189044
NEXT POTENTIAL MATURITY DATE 08/04/2027

EXPAND CLOSE
GS South African Banks 80-75 Memory Income Autocall Apr 2026 ZAR
ISIN: ZAE000360509
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 99.71%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.71% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited27,211.000022028
FirstRand Limited8,700.00009268
Nedbank Limited23,778.000029287

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Income Opportunities: Semi-Annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.775% Semi-Annually (19.55% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN
ISIN ZAE000360509
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE