INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 107.97% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 17/10/2025
RETURN & BARRIERS
Credit Ratings: Moody’s A3, S&P A+ Source: BBVA 18.09.2025 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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715929
NEXT POTENTIAL MATURITY DATE 19/10/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 110.56% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 17/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 2.95% Quarterly (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736748703
NEXT POTENTIAL MATURITY DATE 17/09/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.67% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 16/09/2025
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: 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 XS2736746160
NEXT POTENTIAL MATURITY DATE 16/09/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.89% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 16/09/2025
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: 1.70% Quarterly (6.80% 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 XS3100466989
NEXT POTENTIAL MATURITY DATE 16/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.67% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 16/09/2025
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: 1.775% Quarterly (7.10% 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 XS3095662543
NEXT POTENTIAL MATURITY DATE 16/09/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS3111146463
NEXT POTENTIAL MATURITY DATE 16/03/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 113.75% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.05% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736747051
NEXT POTENTIAL MATURITY DATE 15/09/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/05/2025
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: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2958956752
NEXT POTENTIAL MATURITY DATE 12/05/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/05/2025
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: GBP: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2958971397
NEXT POTENTIAL MATURITY DATE 12/05/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/05/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.8975% Quarterly (11.59% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.59% p.a.
ISIN XS2958115524
NEXT POTENTIAL MATURITY DATE 12/05/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 101.25% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 12/09/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094839100
NEXT POTENTIAL MATURITY DATE 12/09/2030

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.24% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.5% per period Coupon Rate: USD: 4.58% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801757
NEXT POTENTIAL MATURITY DATE 11/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.46% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.0% per period Coupon Rate: USD: 4.76% Semi-Annually (9.52% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801914
NEXT POTENTIAL MATURITY DATE 11/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.91% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 1.5% per period Coupon Rate: USD: 5.09% Semi-Annually (10.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801831
NEXT POTENTIAL MATURITY DATE 11/09/2026

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 51.91% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 08/10/2025
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3154543014
NEXT POTENTIAL MATURITY DATE 08/04/20206

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/09/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Semi-Annual Reducing Autocall Autocall Opportunities: Semi-annual (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 7% per period Autocall Rate: USD = 3.375% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS3108826408
NEXT POTENTIAL MATURITY DATE 10/03/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.30% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 09/10/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.05% Quarterly (12.20% 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 XS3108854442
NEXT POTENTIAL MATURITY DATE 09/10/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.18% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 09/10/2025
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: 1.8125% Quarterly (7.25% 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 XS2736748372
NEXT POTENTIAL MATURITY DATE 09/10/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.83% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 07/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3111092196
NEXT POTENTIAL MATURITY DATE 10/10/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.20% (as at 04/09/2026 10:16 UK Time)

STRIKE DATE 07/10/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3108837512
NEXT POTENTIAL MATURITY DATE 10/10/2028

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