INTERNATIONAL PRODUCTS

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
3.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 50% European Barrier
P.A. RETURN 7.50% p.a.
ISIN XS2984898564
NEXT POTENTIAL MATURITY DATE 03/08/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
5.40% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 10.80% p.a.
ISIN XS3067080740
NEXT POTENTIAL MATURITY DATE 27/07/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.69% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 26/10/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.58% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.70% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 90%,60% Final European barrier.
P.A. RETURN
ISIN XS3067080823
NEXT POTENTIAL MATURITY DATE 26/10/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/07/2025
RETURN & BARRIERS
4.625% Quarterly Snowballing coupon if Autocalled, 82% Quarterly Autocall trigger from 6 months, 65% Barrier (E).
P.A. RETURN 18.50% p.a.
ISIN XS3109388663
NEXT POTENTIAL MATURITY DATE 02/02/2026

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/08/2025
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: 3.475% Semi-Annual (6.95% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.95% p.a.
ISIN XS3078690982
NEXT POTENTIAL MATURITY DATE 28/08/2026

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/08/2025
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. 50% Semi-Annual (7. 00% 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 XS3078691014
NEXT POTENTIAL MATURITY DATE 30/11/2026

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COUNTERPARTY Citi
TYPE
CURRENCY EUR
CURRENT PRICE 115.83% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 28/07/2025
RETURN & BARRIERS
Maximum Term: 10 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level reducing by 0.75% p.q. Coupon Rate: EUR: 3.50% Quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3080663399
NEXT POTENTIAL MATURITY DATE 28/01/2027

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.84% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50% p.a.
ISIN XS3094982165
NEXT POTENTIAL MATURITY DATE 29/08/2028

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 102.65% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity Underlying Basket Bloomberg
P.A. RETURN
ISIN XS3094982249
NEXT POTENTIAL MATURITY DATE 29/08/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/07/2025
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 XS3057448592
NEXT POTENTIAL MATURITY DATE 24/07/2026

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COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 106.12% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 24/07/2025
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: EUR: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880133736
NEXT POTENTIAL MATURITY DATE 26/10/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/08/2025
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: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS3067149370
NEXT POTENTIAL MATURITY DATE 21/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/08/2025
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: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN 8.20% p.a.
ISIN XS3067149453
NEXT POTENTIAL MATURITY DATE 21/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level, reduce to 80% on the final observation). Coupon Rate: USD: 3.50% quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS3056984159
NEXT POTENTIAL MATURITY DATE 21/10/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.06% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/07/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3058047542
NEXT POTENTIAL MATURITY DATE 21/07/2028

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COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
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: EUR: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2880165340
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 104.16% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 17/07/2025
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 XS3094797183
NEXT POTENTIAL MATURITY DATE 18/07/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
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: GBP: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS3067103898
NEXT POTENTIAL MATURITY DATE 18/08/2026

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• KEY INFORMATION DOCUMENT (KID)

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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS3067103971
NEXT POTENTIAL MATURITY DATE 18/08/2026

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