INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.68% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 04/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.15% Quarterly (8.60% 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 XS3446798277
NEXT POTENTIAL MATURITY DATE 07/09/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.55% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 04/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.075% Quarterly (8.30% 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 XS3457849423
NEXT POTENTIAL MATURITY DATE 07/09/2027

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COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 99.18% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 200% coupon plus Participation if above strike, 150% returned if between 70-100%. Capital Risk: 60% European Barrier
P.A. RETURN
ISIN ZAE000365664
NEXT POTENTIAL MATURITY DATE 14/07/2031

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.54% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 08/09/2026
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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339055314
NEXT POTENTIAL MATURITY DATE 10/09/2029

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.35% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 08/09/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339058250
NEXT POTENTIAL MATURITY DATE 10/09/2029

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 90.43% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 700% Participation (Uncapped) at Maturity, Participation Multiplied by the Best % Performance of the Annual Observations (Look back Feature) Capital Risk: 100% capital protected
P.A. RETURN
ISIN ZAE000367157
NEXT POTENTIAL MATURITY DATE 14/07/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 88.36% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall with Participation at Maturity Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 103% of initial level, then 104% at 48 months Coupon Rate: 16.20% Annual Coupon Participation Rate: 400% at maturity if not already called Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN ZAE000367140
NEXT POTENTIAL MATURITY DATE 16/07/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.52% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.56% p.a. (1.89% Quarterly) Capital Protection Barrier: 65% Final Level (European Style) barrier
P.A. RETURN
ISIN XS3446766407
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.37% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term; 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.76% p.a. (1.94% Quarterly) Capital Protection Barrier: 65% Final Level (European style)
P.A. RETURN
ISIN XS3446766746
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.92% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2026
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: GBP: 3.4375% Quarterly (13.75% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422111602
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled, 95% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN SADU90910143
NEXT POTENTIAL MATURITY DATE 11/08/2027

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 100.40% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years and 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
ISIN XS3346370185
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.84% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2026
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: 3.575% Quarterly (14.30% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422098825
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 111.45% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3410545167
NEXT POTENTIAL MATURITY DATE 26/02/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY AUD
CURRENT PRICE 93.62% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 31/07/2026
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: AUD: 5.335% Semi-Annually (10.67% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432210964
NEXT POTENTIAL MATURITY DATE 31/07/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.78% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 31/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.9167% Monthly (11.0004% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS3413123889
NEXT POTENTIAL MATURITY DATE 02/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.14% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 24/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 90% Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3413152474
NEXT POTENTIAL MATURITY DATE 24/02/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.43% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 20/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.26% Semi-annually (10.52% 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 XS3339052568
NEXT POTENTIAL MATURITY DATE 20/08/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.92% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2026
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432270786
NEXT POTENTIAL MATURITY DATE 21/08/2029

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 93.76% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/08/2026
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432306051
NEXT POTENTIAL MATURITY DATE 21/08/2029

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