INTERNATIONAL PRODUCTS

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.07% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 16/08/2024
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% 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 XS2873478551
NEXT POTENTIAL MATURITY DATE 17/02/2026

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COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.88% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 16/08/2024
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: GBP: 1.625% Quarterly (6.50% 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 XS2873478635
NEXT POTENTIAL MATURITY DATE 17/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.25% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 19/08/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2580454242
NEXT POTENTIAL MATURITY DATE 19/11/2025

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COUNTERPARTY CITI
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/09/2024
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: 3.375% Semi-Annually (6.75% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS2873371327
NEXT POTENTIAL MATURITY DATE 17/09/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/09/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.525% Semi-Annually (7.05% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS2873368299
NEXT POTENTIAL MATURITY DATE 17/09/2025

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COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE 99.20% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2024
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: GBP: 1.50% Quarterly (6.00% 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 DE000HD76JR9
NEXT POTENTIAL MATURITY DATE 16/02/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.40% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level (85% Low Hurdle at Final Observation) Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2812993280
NEXT POTENTIAL MATURITY DATE 09/08/2029

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 78% of initial level Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2845904908
NEXT POTENTIAL MATURITY DATE 09/08/2028

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/09/2024
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: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 25.00% p.a.
ISIN XS2846015308
NEXT POTENTIAL MATURITY DATE 10/06/2025

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/08/2024
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: 3.00% Quarterly (6.00% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2828720727
NEXT POTENTIAL MATURITY DATE 06/08/2025

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COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 06/08/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2808911346
NEXT POTENTIAL MATURITY DATE 06/08/2025

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COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 06/08/2024
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: 2.90% Semi-Annual (5.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2861686397
NEXT POTENTIAL MATURITY DATE 06/08/2025

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.23% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736681367
NEXT POTENTIAL MATURITY DATE 07/09/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.36% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 06/09/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2822156324
NEXT POTENTIAL MATURITY DATE 13/09/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.39% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 03/09/2024
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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2458712952
NEXT POTENTIAL MATURITY DATE 03/03/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.55% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 03/09/2024
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: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2458713505
NEXT POTENTIAL MATURITY DATE 03/03/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.57% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 31/07/2024
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: 1.625% Quarterly (6.50% 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 XS2861135163
NEXT POTENTIAL MATURITY DATE 30/01/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.70% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 31/07/2024
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% 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 XS2861135247
NEXT POTENTIAL MATURITY DATE 30/01/2026

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 76.53% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 31/07/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2% quarterly Memory Income Rate: USD: 3.35% Quarterly(13.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2845938047
NEXT POTENTIAL MATURITY DATE 02/02/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.65% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 24/07/2024
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: 3.45% Semi-annual (6.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2760227335
NEXT POTENTIAL MATURITY DATE 26/01/2026

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