INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.42% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 08/10/2026
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: GBP: 2.0875% Quarterly (8.35% 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 XS3517745256
NEXT POTENTIAL MATURITY DATE 08/10/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 91.93% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
RETURN & BARRIERS
146% Participation (Capped at 50% Growth/Max Return 73% plus Capital) at Maturity Averaged Basket (EQWB) 100% Capital Protected
P.A. RETURN
ISIN XS3517883131
NEXT POTENTIAL MATURITY DATE 16/10/2031

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 104.54% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 24/09/2026
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: 30.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN ZAE000370409
NEXT POTENTIAL MATURITY DATE 27/09/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE 89.62% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 23/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 3.515% Quarterly (14.06% 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 XS3503837869
NEXT POTENTIAL MATURITY DATE 23/09/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 92.89% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 24/09/2026
RETURN & BARRIERS
400% Participation (Uncapped) at Maturity 100% Capital Protected
P.A. RETURN
ISIN XS3495932629
NEXT POTENTIAL MATURITY DATE 24/09/2031

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.62% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 22/10/2026
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: GBP: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3229180891
NEXT POTENTIAL MATURITY DATE 22/10/2029

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.31% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 22/10/2026
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: USD: 5.075% Semi-Annually (10.15% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3041609184
NEXT POTENTIAL MATURITY DATE 22/10/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 89.39% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 75%) Memory Income Rate: 9.70% Semi-Annual (19.40% 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 XS3497804024
NEXT POTENTIAL MATURITY DATE 18/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.53% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
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: 4.02% Semi-annual (8.04% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497816622
NEXT POTENTIAL MATURITY DATE 18/10/2031

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.92% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
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: 3.69% Semi-annual (7.38% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497816895
NEXT POTENTIAL MATURITY DATE 18/10/2027

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 80.67% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/10/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Daily Fixed Knock-Out Autocall Autocall Opportunities: Daily (First Observation at 12 months) Autocall Trigger: 100% of initial level (with Memory Knock-Out) Fixed Coupon Rate: USD 25.00% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3476500643
NEXT POTENTIAL MATURITY DATE 21/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.74% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 22/10/2026
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: GBP: 2.07% Quarterly (8.28% 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 XS3497816465
NEXT POTENTIAL MATURITY DATE 22/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.43% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 22/10/2026
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: 2.23% Quarterly (8.92% 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 XS3497816382
NEXT POTENTIAL MATURITY DATE 22/10/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 90.06% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/10/2026
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: GBP: 1.875% Quarterly (7.50% 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 XS3500291334
NEXT POTENTIAL MATURITY DATE 20/10/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 90.13% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/10/2026
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: 1.875% Quarterly (7.50% 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 XS3500291417
NEXT POTENTIAL MATURITY DATE 20/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.34% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
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 Coupon Rate: GBP: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497783277
NEXT POTENTIAL MATURITY DATE 18/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.85% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2026
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 Coupon Rate: USD: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3497783194
NEXT POTENTIAL MATURITY DATE 18/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.93% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 29/10/2026
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: EUR: 3.70% Semi- Annual(7.40% 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 XS3499789462
NEXT POTENTIAL MATURITY DATE 29/10/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 75.98% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 77.30% 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 XS3497768807
NEXT POTENTIAL MATURITY DATE 28/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.67% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 15/10/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.64% p.a. (1.91% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3497739709
NEXT POTENTIAL MATURITY DATE 25/01/2027

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