INTERNATIONAL PRODUCTS

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 93.94% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.625% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3292033878
NEXT POTENTIAL MATURITY DATE 22/05/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.04% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.575% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3291972712
NEXT POTENTIAL MATURITY DATE 22/05/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.42% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled 95% Autocall Trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000367876
NEXT POTENTIAL MATURITY DATE 11/08/2027

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 93.69% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3428204765
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 93.78% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 30/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 14.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3398839715
NEXT POTENTIAL MATURITY DATE 30/07/2027

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 103.57% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3438970496
NEXT POTENTIAL MATURITY DATE 26/02/2027

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 97.83% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% 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 XS3438955851
NEXT POTENTIAL MATURITY DATE 26/02/2027

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.51% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 20/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 16.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3331944226
NEXT POTENTIAL MATURITY DATE 17/09/2027

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COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 97.19% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 05/05/2026
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: 2.25% Quarterly(9.00% 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 XS3257805500
NEXT POTENTIAL MATURITY DATE 07/05/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 100.12% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 95% of initial level reducing 1% per period Memory Income Rate: USD: 2.0417% Monthly (24.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
P.A. RETURN
ISIN XS3422093784
NEXT POTENTIAL MATURITY DATE 19/11/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.68% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 75% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445806006
NEXT POTENTIAL MATURITY DATE 23/11/2026

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.14% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 14/08/2026
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: 4.175% Semi-Annually (8.35% 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 XS3346592754
NEXT POTENTIAL MATURITY DATE 14/08/2027

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COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.15% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 14/08/2026
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: 4.075% Semi-Annually (8.15% 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 XS3346565511
NEXT POTENTIAL MATURITY DATE 14/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.20% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 12/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter. Memory Income Rate: USD: 4.30% Quarterly(17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446800784
NEXT POTENTIAL MATURITY DATE 12/02/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.51% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 25/08/2026
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: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446823729
NEXT POTENTIAL MATURITY DATE 25/08/2027

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COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.11% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 25/08/2026
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: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN
ISIN XS3414910888
NEXT POTENTIAL MATURITY DATE 25/08/2027

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COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.24% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 200% coupon plus Participation if above strike, 150% returned if between 70-100%. Capital Risk: 60% European Barrier
P.A. RETURN
ISIN ZAE000365664
NEXT POTENTIAL MATURITY DATE 14/07/2031

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 93.62% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 700% Participation (Uncapped) at Maturity, Participation Multiplied by the Best % Performance of the Annual Observations (Look back Feature) Capital Risk: 100% capital protected
P.A. RETURN
ISIN ZAE000367157
NEXT POTENTIAL MATURITY DATE 14/07/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 92.23% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall with Participation at Maturity Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 103% of initial level, then 104% at 48 months Coupon Rate: 16.20% Annual Coupon Participation Rate: 400% at maturity if not already called Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN ZAE000367140
NEXT POTENTIAL MATURITY DATE 16/07/2029

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.39% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
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: 3.4375% Quarterly (13.75% 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 XS3422111602
NEXT POTENTIAL MATURITY DATE 23/08/2027

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