INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.83% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 28/05/2026
RETURN & BARRIERS
8.30% Semi-Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months, 70% European Barrier
P.A. RETURN
ISIN XS3351704401
NEXT POTENTIAL MATURITY DATE 28/05/2027

• View Valuation Report

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 100.46% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 03/06/2026
RETURN & BARRIERS
16.00% Annual Coupon if Autocalled, 100% Autocall Trigger from 12 Months 70% European Barrier
P.A. RETURN
ISIN ZAE000362349
NEXT POTENTIAL MATURITY DATE 03/06/2027

• View Valuation Report

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 95.19% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 12/06/2026
RETURN & BARRIERS
130% Participation at Maturity, capped at 150% 60% EKIP (EQWB averaged in and out)
P.A. RETURN
ISIN XS3338592622
NEXT POTENTIAL MATURITY DATE 12/06/2031

• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.83% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 08/05/2026
RETURN & BARRIERS
12.50% Annual Coupon if Autocalled, 100% Autocall Trigger from 36 Months, Reducing by 5% p.a. thereafter 60% European Barrier
P.A. RETURN
ISIN XS3341106725
NEXT POTENTIAL MATURITY DATE 08/05/2029

• View Valuation Report

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.325% Semi-annually (8.65% 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 XS3338996476
NEXT POTENTIAL MATURITY DATE 09/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.15% Semi-annually (8.30% 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 XS3339006291
NEXT POTENTIAL MATURITY DATE 09/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.34% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 04/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.20% Quarterly (8.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3414126923
NEXT POTENTIAL MATURITY DATE 04/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.99% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 04/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.10% Quarterly (8.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3414127061
NEXT POTENTIAL MATURITY DATE 04/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.67% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 12/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3422366263
NEXT POTENTIAL MATURITY DATE 12/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.87% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 27/07/2026
RETURN & BARRIERS
Maximum Term: 4 year Investment Structure: Fixed Income Fixed Income Rate: USD: 3.1375% Quarterly Autocall Trigger: 100% from 12 months Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3414133465
NEXT POTENTIAL MATURITY DATE 27/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.81% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 13/07/2026
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: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS3338995585
NEXT POTENTIAL MATURITY DATE 13/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.21% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 23/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 90% Coupon Rate: USD: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379876306
NEXT POTENTIAL MATURITY DATE 23/07/2027

• FACTSHEET
• View Valuation Report

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 9.57% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 24/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.0375% Quarterly (8.15% 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 XS3422145766
NEXT POTENTIAL MATURITY DATE 26/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Bank of America
TYPE Note
CURRENCY USD
CURRENT PRICE 99.12% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 16/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.46% Quarterly (9.84% 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 XS3315645088
NEXT POTENTIAL MATURITY DATE 16/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.05% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 20/07/2026
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: 3.3875% Quarterly (13.55% 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 XS3422150923
NEXT POTENTIAL MATURITY DATE 20/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.32% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 20/07/2026
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: 3.5625% Quarterly (14.25% 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 XS3422152549
NEXT POTENTIAL MATURITY DATE 20/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.70% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 20/07/2026
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: 2.010% Quarterly (8.040% 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 DE000UN9S7F0
NEXT POTENTIAL MATURITY DATE 13/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.82% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 13/07/2026
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: 1.917% Quarterly (7.668% 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 DE000UN9SBM4
NEXT POTENTIAL MATURITY DATE 13/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.77% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.80% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104411
NEXT POTENTIAL MATURITY DATE 19/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.79% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.93% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104338
NEXT POTENTIAL MATURITY DATE 19/07/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report