INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.04% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 17/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2734585735
NEXT POTENTIAL MATURITY DATE 17/04/2026

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.71% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 17/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2734585818
NEXT POTENTIAL MATURITY DATE 17/04/2026

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/04/2024
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: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2720275366
NEXT POTENTIAL MATURITY DATE 15/10/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/04/2024
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: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2720275440
NEXT POTENTIAL MATURITY DATE 15/10/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 08/03/2024
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: S&P 500 needs to be at or above 100% of initial level, swap rates to be at or below 3.70% Coupon Rate: USD: 4.815% Semi-Annually (9.63% p.a.) Capital Risk: Capital protected
P.A. RETURN 9.63% p.a.
ISIN XS2758784990
NEXT POTENTIAL MATURITY DATE 08/09/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 29/02/2024
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: 1.80% Quarterly 7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2696240949
NEXT POTENTIAL MATURITY DATE 29/08/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 29/02/2024
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: GBP: 1.80% Quarterly 6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2696240865
NEXT POTENTIAL MATURITY DATE 29/08/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: GBP: 3.5375% Quarterly(14.15% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, 2.50% reducing every Quarter. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.15% p.a.
ISIN XS2696251391
NEXT POTENTIAL MATURITY DATE 29/11/2024

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 114.11% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 28/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 850% participation in the Underlying at maturity. Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000333118
NEXT POTENTIAL MATURITY DATE 28/02/2029

• View Valuation Report

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.77% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 28/02/2024
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: 1.835% Quarterly 7.34% p.a.) Income Trigger: 85.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.34% p.a.
ISIN XS2758845023
NEXT POTENTIAL MATURITY DATE 02/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/03/2024
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: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2720243323
NEXT POTENTIAL MATURITY DATE 26/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 26/03/2024
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.40% p.a.
ISIN XS2720243240
NEXT POTENTIAL MATURITY DATE 26/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 07/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR: 6.50% Semi-Annually (13.00% p.a.) Income Trigger: 75.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000331823
NEXT POTENTIAL MATURITY DATE 07/08/2025

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.47% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 26/03/2024
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: GBP: 3.825% Semi-Annually
P.A. RETURN
ISIN XS2724075929
NEXT POTENTIAL MATURITY DATE 30/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 112.74% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 26/03/2024
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: USD: 4.325% Semi-Annually (8.65% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2724075846
NEXT POTENTIAL MATURITY DATE 30/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 180.41% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 25/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
P.A. RETURN
ISIN DE000HD21J38
NEXT POTENTIAL MATURITY DATE 22/01/2027

• View Valuation Report

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 20.80% p.a.
ISIN XS2746319297
NEXT POTENTIAL MATURITY DATE 17/03/2025

• FVC REPORT

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.32% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072128
NEXT POTENTIAL MATURITY DATE 23/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.60% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072045
NEXT POTENTIAL MATURITY DATE 23/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 126.30% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN ZAE000330676
NEXT POTENTIAL MATURITY DATE 16/02/2029

• View Valuation Report