INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.46% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,254.3600 | 14967.73 |
| Eurostoxx 50 | 6,227.4000 | 6231.54 |
| Nikkei 225 | 64,141.1200 | 61077.9 |
| S&P 500 | 7,443.2800 | 7353.73 |
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: 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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.65% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,146.3420 | 3301.091 |
| FTSE MIB | 52,285.0900 | 50505.87 |
| Nikkei 225 | 66,232.1900 | 61077.9 |
| Russell 2000 | 2,987.3950 | 2729.887 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.72% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,840.6690 | 9065.067 |
| FTSE MIB | 52,373.9600 | 50505.87 |
| Nikkei 225 | 66,835.5400 | 61077.9 |
| Russell 2000 | 2,974.5670 | 2729.887 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.49% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,840.6690 | 9065.067 |
| FTSE MIB | 52,373.9600 | 50505.87 |
| Nikkei 225 | 66,835.5400 | 61077.9 |
| Russell 2000 | 2,974.5670 | 2729.887 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 87.57% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 7,572.4000 | 7353.73 |
| FTSE MIB | 52,411.2500 | 50505.87 |
| Nikkei 225 | 68,751.5100 | 61077.9 |
| Russell 2000 | 2,976.2590 | 2729.887 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 94.42% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,271.0200 | 6231.54 |
| Russell 2000 | 2,953.1660 | 2729.887 |
| Nikkei 225 | 67,242.7300 | 61077.9 |
| OMX Stockholm 30 | 3,167.1570 | 3301.091 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 87.94% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 52,614.1700 | 50505.87 |
| Russell 2000 | 2,977.8050 | 2729.887 |
| Nikkei 225 | 68,557.7300 | 61077.9 |
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
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 95.51% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 21.7500 | 22.9 |
| Barclays | 516.0000 | 424 |
| Deutsche Bank AG | 31.5000 | 32.585 |
| Wells Fargo & Co | 83.8400 | 84.8 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.28% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,302.2600 | 14967.73 |
| Eurostoxx 50 | 6,398.0100 | 6231.54 |
| Nikkei 225 | 69,737.6900 | 61077.9 |
| Russell 2000 | 3,009.5410 | 2729.887 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 88.03% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,302.2600 | 14967.73 |
| Eurostoxx 50 | 6,398.0100 | 6231.54 |
| Nikkei 225 | 69,737.6900 | 61077.9 |
| Russell 2000 | 3,009.5410 | 2729.887 |
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
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.47% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,360.4700 | 6231.54 |
| Russell 2000 | 2,996.1100 | 2729.887 |
| Nikkei 225 | 68,733.1500 | 61077.9 |
STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 7.25% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3338999900
NEXT POTENTIAL MATURITY DATE 11/01/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.69% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,360.4700 | 6231.54 |
| Russell 2000 | 2,996.1100 | 2729.887 |
| Nikkei 225 | 68,733.1500 | 61077.9 |
STRIKE DATE 02/07/2026
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 XS3339003199
NEXT POTENTIAL MATURITY DATE 11/01/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 58.53% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 184.13 | 115.16 |
| Intel | 124.57 | 52.25 |
| Nvidia Corporation | 205.19 | 181.6 |
| Advanced Micro Devices | 511.57 | 404.4 |
STRIKE DATE 12/06/2026
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: 10.50% Quarterly (42.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000362810
NEXT POTENTIAL MATURITY DATE 14/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 82.62% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Salesforce | 190.6100 | 222.41 |
| Netflix | 81.5200 | 65.56 |
| Nvidia Corporation | 214.7500 | 181.6 |
| Aristas Networks Inc | 174.3700 | 159.16 |
STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level reducing 2%pq
Memory Income Rate: USD: 4.875% Quarterly (19.50% p.a.)
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3378399326
NEXT POTENTIAL MATURITY DATE 03/12/2026
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 92.00% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 20.6000 | 22.9 |
| UniCredit SpA | 74.5700 | 77.18 |
| Commerzbank AG | 36.2100 | 38.73 |
| Morgan Stanley | 217.9800 | 182.44 |
STRIKE DATE 15/06/2026
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: 3.5875% Quarterly (14.35% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3291956277
NEXT POTENTIAL MATURITY DATE 15/06/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 87.80% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 52,455.4400 | 50505.87 |
| OMX Stockholm 30 | 3,205.4620 | 3301.091 |
| Nikkei 225 | 68,256.9600 | 61077.9 |
STRIKE DATE 07/07/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3369169258
NEXT POTENTIAL MATURITY DATE 07/07/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE 86.11% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 51,497.2100 | 50505.87 |
| Nikkei 225 | 66,020.0400 | 61077.9 |
| Russell 2000 | 2,943.9920 | 2729.887 |
STRIKE DATE 12/06/2026
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: JPY: 3.50% Semi-annually (7.00% 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 XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.30% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 29,084.5000 | 26629.81 |
| SMI | 13,356.3100 | 14967.73 |
| FTSE MIB | 50,262.7600 | 50505.87 |
| S&P/ASX 200 | 8,604.1660 | 9065.067 |
STRIKE DATE 09/06/2026
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: 3.925% Semi-annually (7.85% 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 XS3369019446
NEXT POTENTIAL MATURITY DATE 09/12/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.53% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 29,084.5000 | 26629.81 |
| SMI | 13,356.3100 | 14967.73 |
| FTSE MIB | 50,262.7600 | 50505.87 |
| S&P/ASX 200 | 8,604.1660 | 9065.067 |
STRIKE DATE 09/06/2026
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: GBP: 3.875% Semi-annually (7.75% 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 XS3369019529
NEXT POTENTIAL MATURITY DATE 09/12/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 105.75% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Capgemini SE | 90.5400 | 130.5 |
| Leonardo SpA | 46.0600 | 49.355 |
| Thyssenkrupp AG | 10.0750 | 12 |
| Rheinmetall AG | 970.9000 | 841.5 |
STRIKE DATE 29/06/2026
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 XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026