INTERNATIONAL PRODUCTS

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 29/01/2026
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: 4.75% Quarterly (19.00% 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 XS3242392358
NEXT POTENTIAL MATURITY DATE 29/01/2027

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COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 6.05% Semi-Annually (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984879937
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 7.45% Semi-Annually (14.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636895
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2912081424
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984887872
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636622
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 8.55% Semi-Annually (17.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3234636978
NEXT POTENTIAL MATURITY DATE 27/01/2027

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COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 27/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984880356
NEXT POTENTIAL MATURITY DATE 03/02/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/01/2026
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: 3.625% Quarterly (14.50% 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 XS3231240279
NEXT POTENTIAL MATURITY DATE 23/01/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 3.135% Quarterly (12.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138920932
NEXT POTENTIAL MATURITY DATE 23/01/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: GBP: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189237525
NEXT POTENTIAL MATURITY DATE 23/01/2031

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: USD: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3211887610
NEXT POTENTIAL MATURITY DATE 23/01/2031

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 20/01/2026
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: 1.971% Quarterly (7.884% 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 XS3138920262
NEXT POTENTIAL MATURITY DATE 20/01/2032

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.26% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 20/01/2026
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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3204515582
NEXT POTENTIAL MATURITY DATE 20/01/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.67% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
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: 1.975% Quarterly(7.90% 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 XS3138918522
NEXT POTENTIAL MATURITY DATE 16/01/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.08% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS3211268472
NEXT POTENTIAL MATURITY DATE 16/01/2027

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.45% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
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: 1.75% Quarterly (7.00% 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 DE000UN2P9J8
NEXT POTENTIAL MATURITY DATE 16/01/2027

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COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 102.65% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above the initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 4.25% Quarterly Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2851754700
NEXT POTENTIAL MATURITY DATE 16/07/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.85% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
P.A. RETURN
ISIN XS3234579723
NEXT POTENTIAL MATURITY DATE 16/07/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.33% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 16/01/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3095723196
NEXT POTENTIAL MATURITY DATE 16/01/2029

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