INTERNATIONAL PRODUCTS

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.34% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 19/12/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.75% Semi-Annual (7.00% 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 XS2961099756
NEXT POTENTIAL MATURITY DATE 19/06/2026

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COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 97.04% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 19/12/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.7575% Semi-Annual (7.03% 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 XS2961099673
NEXT POTENTIAL MATURITY DATE 19/06/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.02% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 31/01/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736694345
NEXT POTENTIAL MATURITY DATE 31/01/2028

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.77% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 31/01/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736694261
NEXT POTENTIAL MATURITY DATE 31/01/2028

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.75% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 29/01/2025
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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918073052
NEXT POTENTIAL MATURITY DATE 31/01/2028

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 105.72% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 29/01/2025
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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918073136
NEXT POTENTIAL MATURITY DATE 31/01/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.05% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 30/01/2025
RETURN & BARRIERS
Maximum Term: 6 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: 4.00% Semi-Annual (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 XS2913771221
NEXT POTENTIAL MATURITY DATE 30/01/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.84% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 17/12/2024
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2912599870
NEXT POTENTIAL MATURITY DATE 17/12/2025

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24.00% p.a.
ISIN XS2928390496
NEXT POTENTIAL MATURITY DATE 24/10/2025

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 103.89% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 16/12/2024
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 by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2911451248
NEXT POTENTIAL MATURITY DATE 16/12/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.55% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 23/01/2025
RETURN & BARRIERS
Maximum Term: 6 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-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2912654303
NEXT POTENTIAL MATURITY DATE 23/01/2026

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COUNTERPARTY Marex Group
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/12/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2851775531
NEXT POTENTIAL MATURITY DATE 13/06/2025

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.30% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 13/12/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2912590739
NEXT POTENTIAL MATURITY DATE 15/12/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.43% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 12/12/2024
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: 1.75% Quarterly (7.00% 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 XS2892519526
NEXT POTENTIAL MATURITY DATE 12/12/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.59% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 12/12/2024
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: 1.875% Quarterly (7.50% 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 XS2892519799
NEXT POTENTIAL MATURITY DATE 12/12/2025

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 107.68% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 12/12/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
P.A. RETURN
ISIN XS2688622856
NEXT POTENTIAL MATURITY DATE 13/12/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 97.18% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 06/12/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 108% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2902286462
NEXT POTENTIAL MATURITY DATE 06/12/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.95% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 10/01/2025
RETURN & BARRIERS
Maximum Term: 6 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: 4.40% Semi-Annual (8.80% 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 XS2903145188
NEXT POTENTIAL MATURITY DATE 13/01/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.49% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 10/01/2025
RETURN & BARRIERS
Maximum Term: 6 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: 4.85% Semi-Annual (9.70% 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 XS2903145006
NEXT POTENTIAL MATURITY DATE 13/01/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.93% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 10/01/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.00% Semi-Annual (6.00% 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 XS2903144967
NEXT POTENTIAL MATURITY DATE 13/01/2026

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