INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.41% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2025
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: 1.95% Quarterly (7.8% 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 XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger:55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a
ISIN XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: USD: 2.50% Quarterly (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 XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 111.23% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.04% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 22/09/2025
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/08/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.73% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 18/09/2025
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: 1.75% Quarterly (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 7.00% p.a.
ISIN XS2736744546
NEXT POTENTIAL MATURITY DATE 24/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/09/2025
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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected
P.A. RETURN 11.80% p.a.
ISIN XS3095846278
NEXT POTENTIAL MATURITY DATE 18/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/09/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected
P.A. RETURN 12.70% p.a.
ISIN XS3095846351
NEXT POTENTIAL MATURITY DATE 18/09/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.08% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
28% Digital Coupon if above initial and additional participation of 100% if above the 28% (capped at 22% growth from there – possible 50% max return) 60% European Barrier
P.A. RETURN
ISIN XS3081197421
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 102.54% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/08/2025
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 XS3081196456
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
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: 1.75% 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 7.00% p.a.
ISIN XS3072813259
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
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:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS3067110679
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.60% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3079248467
NEXT POTENTIAL MATURITY DATE 16/08/2027

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 86.73% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 3.57% Quarterly (14.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3130973822
NEXT POTENTIAL MATURITY DATE 16/11/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.77% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094982751
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (reducing to 95%, 90%, 85%, 80%) Coupon Rate: USD: 7.47% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.47% p.a.
ISIN XS3095215102
NEXT POTENTIAL MATURITY DATE 17/08/2026

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 111.98% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 12/08/2025
RETURN & BARRIERS
10.00% Semi-Annually Snowballing Coupon if Autocalled, 100% Autocall Trigger from 24 Months but 60% on final day, 60% European Barrier
P.A. RETURN
ISIN XS3079225507
NEXT POTENTIAL MATURITY DATE 12/08/2027

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/08/2025
RETURN & BARRIERS
11.65% Annual Snowballing Coupon, 100% Trigger from 12m, reducing to 90%, 80%, then 70%, 70% European Barrier
P.A. RETURN 11.65% p.a.
ISIN XS3149230149
NEXT POTENTIAL MATURITY DATE 12/08/2026

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 68.19% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 09/09/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% 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
ISIN XS3130899324
NEXT POTENTIAL MATURITY DATE 09/12/2026

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