INTERNATIONAL PRODUCTS

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 107.43% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 08/04/2025
RETURN & BARRIERS
56% Participation of Basket Growth at maturity, 100% Capital Protected
P.A. RETURN
ISIN XS3000757628
NEXT POTENTIAL MATURITY DATE 10/04/2028

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.55% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 13.10% p.a.
ISIN XS2958613395
NEXT POTENTIAL MATURITY DATE 07/04/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/04/2025
RETURN & BARRIERS
7.05% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrie
P.A. RETURN 14.10% p.a.
ISIN XS2958613122
NEXT POTENTIAL MATURITY DATE 07/04/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.30% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 12.60% p.a.
ISIN XS2958961166
NEXT POTENTIAL MATURITY DATE 07/04/2026

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COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.35% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 8.70% p.a.
ISIN XS2926288460
NEXT POTENTIAL MATURITY DATE 07/04/2026

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COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 9.50% p.a.
ISIN XS2926289278
NEXT POTENTIAL MATURITY DATE 07/04/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 113.13% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 12/05/2025
RETURN & BARRIERS
27.00% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS2958911658
NEXT POTENTIAL MATURITY DATE 12/05/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.34% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 30/05/2025
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 XS3006656089
NEXT POTENTIAL MATURITY DATE 01/06/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.63% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 28/05/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3025679567
NEXT POTENTIAL MATURITY DATE 28/05/2026

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 82.15% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 19/05/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 95% of initial level (Reduced by 5% every 6 months) Memory Income Rate: USD: 7.00% Semi-annual (14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European barrier
P.A. RETURN
ISIN XS3048551777
NEXT POTENTIAL MATURITY DATE 19/05/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 75.46% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/05/2025
RETURN & BARRIERS
11.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696317
NEXT POTENTIAL MATURITY DATE 26/05/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 105.93% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/05/2025
RETURN & BARRIERS
8.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696408
NEXT POTENTIAL MATURITY DATE 26/05/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.81% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/05/2025
RETURN & BARRIERS
2.0325% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN
ISIN XS3025602692
NEXT POTENTIAL MATURITY DATE 26/05/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.15% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 22/05/2025
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: 3.55% Quarterly (14.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2998361260
NEXT POTENTIAL MATURITY DATE 22/05/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.62% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 24.65% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3006600459
NEXT POTENTIAL MATURITY DATE 24/05/2027

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.70% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/06/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292898
NEXT POTENTIAL MATURITY DATE 23/06/2028

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.76% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/06/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292971
NEXT POTENTIAL MATURITY DATE 23/06/2028

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.54% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/06/2025
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: 3.50% Semi-Annual (7.00% 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 XS3037359505
NEXT POTENTIAL MATURITY DATE 23/06/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.37% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/06/2025
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: 3.60% Semi-Annual (7.20% 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 XS3037359687
NEXT POTENTIAL MATURITY DATE 23/06/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.16% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 20/06/2025
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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3006663887
NEXT POTENTIAL MATURITY DATE 22/06/2026

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