INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs South African Banks Reducing Autocall Apr 2026 ZAR
ISIN: ZAE000360780
STRIKE DATE: 07/04/2026
INDICATIVE PRICE: 94.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.45% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited23,778.000022028
FirstRand Limited8,700.00009268
Standard Bank Group Limited31,190.000030646

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: USD: 11.95% Semi-Annually (23.90% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000360780
NEXT POTENTIAL MATURITY DATE 07/04/2027

EXPAND CLOSE
BNP 729% Uncapped Participation Cap Protected Growth Mar 2026 ZAR
ISIN: ZAE000359725
STRIKE DATE: 24/03/2026
INDICATIVE PRICE: 100.49%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.49% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index294.0315306.2581

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 729% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000359725
NEXT POTENTIAL MATURITY DATE 24/03/2031

EXPAND CLOSE
Goldman Sachs World Indices Reducing Autocall May 2026 ZAR
ISIN: ZAE000360764
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: 99.77%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.77% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10010,233.070010679.99
Nikkei 22562,713.650065513.99
S&P 5007,398.93007704.13
Eurostoxx 505,911.53006272.5

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: 94.02%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.02% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007704.13
Eurostoxx 505,911.53006272.5
FTSE 10010,233.070010679.99
Nikkei 22562,713.650065513.99

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: 93.80%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.80% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5007,398.93007704.13
Eurostoxx 505,911.53006272.5
FTSE 10010,233.070010679.99
Nikkei 22562,713.650065513.99

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: 92.42%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 92.42% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index301.2885306.2581

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: 94.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.58% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,135.430013905.82
Eurostoxx 505,972.65006272.5
Nikkei 22562,833.840065513.99
S&P 5007,337.11007704.13

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: 83.62%
STATUS:
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 83.62% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500805.25
Exxon Mobil Corp155.2900162.14
C.H. ROBINSON WORLDWIDE INC178.1300146.2
Nutrien Ltd70.240073.96

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: 84.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.01% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Caterpillar Inc865.9500805.25
Exxon Mobil Corp155.2900162.14
C.H. ROBINSON WORLDWIDE INC178.1300146.2
Nutrien Ltd70.240073.96

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: 96.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 96.21% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE100.6500103.75
Leonardo SpA51.650049.31
Thyssenkrupp AG11.295014.67
Rheinmetall AG1,232.8000990

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: 97.84%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.84% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,972.65006272.5
Nikkei 22562,833.840065513.99
S&P 5007,337.11007704.13

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: 93.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.74% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,116.470051543.45
Nikkei 22561,409.290065513.99
S&P/ASX 2008,630.84308702.022
Nasdaq 10029,125.200030478.86

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: 94.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 94.21% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)38.240036.91
HSI26,347.910024761.13
SMI13,119.530013905.82

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: 96.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.42% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,808.45006272.5
Russell 20002,842.83102835.574
FTSE MIB48,990.980051543.45
HSI26,347.910024761.13

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: 93.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.00% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430013905.82
FTSE MIB49,168.700051543.45
Nikkei 22561,684.140065513.99
Russell 20002,843.45302835.574

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: 90.73%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 90.73% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,446.430013905.82
FTSE MIB49,168.700051543.45
Nikkei 22561,684.140065513.99
Russell 20002,843.45302835.574

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: 92.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 92.27% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB49,168.700051543.45
Russell 20002,843.45302835.574
HSI25,386.520024761.13

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: 100.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.87% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74508702.022
FTSE MIB49,168.700051543.45
Nikkei 22561,684.140065513.99
Russell 20002,843.45302835.574

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: 100.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.93% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,621.74508702.022
FTSE MIB49,168.700051543.45
Nikkei 22561,684.140065513.99
Russell 20002,843.45302835.574

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: 94.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.51% (as at 25/09/2026 11:12 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,399.290013905.82
Eurostoxx 505,976.07006272.5
Nikkei 22559,804.410065513.99
S&P 5007,432.97007704.13

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