INTERNATIONAL PRODUCTS

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.06% p.a.
ISIN XS3017938807
NEXT POTENTIAL MATURITY DATE 29/09/2025

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.60% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 25/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% 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 XS2959661732
NEXT POTENTIAL MATURITY DATE 25/02/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.51% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
P.A. RETURN
ISIN XS2736711024
NEXT POTENTIAL MATURITY DATE 21/02/2029

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE 112.72% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2959034906
NEXT POTENTIAL MATURITY DATE 24/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.43% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053873
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.68% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 2.35% Semi-Annually (4.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053956
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 102.42% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 4.55% Semi-Annually (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941054095
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.54% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 4.06% Semi-Annually (8.12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941054178
NEXT POTENTIAL MATURITY DATE 23/02/2026

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

STRIKE DATE 21/02/2025
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: 2.75% Semi-Annually (5.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941054335
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 106.28% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941054681
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.35% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 5.46% Semi-Annually (10.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941054764
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.11% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 2.025% Semi-Annually (4.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053790
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.30% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 5.35% Semi-Annually (10.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053527
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.72% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053444
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.67% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/02/2025
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: 3.85% Semi-Annually (7.70%p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS2941053360
NEXT POTENTIAL MATURITY DATE 23/02/2026

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 98.84% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 120% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2931411693
NEXT POTENTIAL MATURITY DATE 26/02/2030

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.50% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 19/02/2025
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: 3.65% Semi-Annual (7.30% 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 XS2945488745
NEXT POTENTIAL MATURITY DATE 19/02/2026

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COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.11% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 19/02/2025
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: 3.43% Semi-Annual (6.86% 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 XS2999586980
NEXT POTENTIAL MATURITY DATE 19/02/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.67% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/03/2025
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: 3.95% Semi-Annual (7.90% 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 XS2959660767
NEXT POTENTIAL MATURITY DATE 23/03/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.70% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 21/03/2025
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: 4.30% Semi-Annual (8.60% 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 XS2959660684
NEXT POTENTIAL MATURITY DATE 23/03/2026

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