INTERNATIONAL PRODUCTS

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 95.33% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 3.5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 11.00% Semi-Annually (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000356283
NEXT POTENTIAL MATURITY DATE 09/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.38% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 10.00% Semi-Annually (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN
ISIN ZAE000356291
NEXT POTENTIAL MATURITY DATE 09/01/2028

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 104.27% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 05/01/2026
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: 6.275% Semi-Annually (12.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.55% p.a.
ISIN XS3212555158
NEXT POTENTIAL MATURITY DATE 05/01/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 97.17% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 09/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.4875% Quarterly (5.95% p.a.) Income Trigger: 90% of initial level Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2945458839
NEXT POTENTIAL MATURITY DATE 09/02/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.75% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
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: 1.9375% Quarterly (7.75% 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 XS3138917557
NEXT POTENTIAL MATURITY DATE 19/12/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.77% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3189273835
NEXT POTENTIAL MATURITY DATE 19/12/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.04% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
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: 2.05% Quarterly (8.20% 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 XS3138918100
NEXT POTENTIAL MATURITY DATE 19/12/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 97.10% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Observations: Semi-Annual with first after 36 months Autocall Trigger: 100% of initial level Conditional Return Rate: USD: 3.375% Semi-Annually (6.75% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at Maturity
P.A. RETURN
ISIN XS3211956100
NEXT POTENTIAL MATURITY DATE 19/12/2028

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 102.42% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211975662
NEXT POTENTIAL MATURITY DATE 19/12/2030

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY JPY
CURRENT PRICE 96.95% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/12/2025
RETURN & BARRIERS

P.A. RETURN
ISIN XS3211997807
NEXT POTENTIAL MATURITY DATE 21/06/2027

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COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 96.86% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 21/01/2026
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: 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 XS2880163568
NEXT POTENTIAL MATURITY DATE 21/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.48% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 22/01/2026
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: 3.56% Semi-Annual (7.12% 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 XS3205843611
NEXT POTENTIAL MATURITY DATE 22/01/2027

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.29% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 17/12/2025
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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN291J6
NEXT POTENTIAL MATURITY DATE 17/12/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 98.29% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 17/12/2025
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: 3.90% Quarterly(15.60% 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 XS3231271829
NEXT POTENTIAL MATURITY DATE 17/12/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.16% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 22/01/2026
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: 3.647% Semi-Annually (7.294% 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 XS3138920189
NEXT POTENTIAL MATURITY DATE 22/01/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.24% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 22/01/2026
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: 3.88% Semi-Annually (7.76% 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 XS3138920007
NEXT POTENTIAL MATURITY DATE 22/01/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.17% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 22/01/2026
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: USD: 6.02% Semi-Annually (12.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138919686
NEXT POTENTIAL MATURITY DATE 22/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.06% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.62% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 21/01/2026
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: GBP: 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 XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.31% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 21/01/2026
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

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