INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/03/2024
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: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70
ISIN XS2696264295
NEXT POTENTIAL MATURITY DATE 15/09/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/03/2024
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2696263990
NEXT POTENTIAL MATURITY DATE 15/09/2025

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/02/2024
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: USD 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2746251714
NEXT POTENTIAL MATURITY DATE 13/02/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 113.61% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 05/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2696243539
NEXT POTENTIAL MATURITY DATE 05/02/2026

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 08/03/2024
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: EUR: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2712394753
NEXT POTENTIAL MATURITY DATE 10/03/2025

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• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2696235865
NEXT POTENTIAL MATURITY DATE 27/08/2025

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
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: 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 DE000HD1SA50
NEXT POTENTIAL MATURITY DATE 31/01/2025

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COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN DE000HD1SA68
NEXT POTENTIAL MATURITY DATE 31/01/2025

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
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: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2691681535
NEXT POTENTIAL MATURITY DATE 31/01/2025

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COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 130.71% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2703288816
NEXT POTENTIAL MATURITY DATE 31/01/2029

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 106.82% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2705282106
NEXT POTENTIAL MATURITY DATE 08/03/2027

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.07% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2663312408
NEXT POTENTIAL MATURITY DATE 24/01/2027

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COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.27% p.a.
ISIN XS2742620524
NEXT POTENTIAL MATURITY DATE 24/01/2025

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 210.53% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 24/01/2024
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 DE000HD1YLK1
NEXT POTENTIAL MATURITY DATE 22/01/2027

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.24% p.a.
ISIN XS2722730491
NEXT POTENTIAL MATURITY DATE 24/01/2025

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.47% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.94% p.a.
ISIN DE000HD1WF67
NEXT POTENTIAL MATURITY DATE 24/01/2025

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.01% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2694376422
NEXT POTENTIAL MATURITY DATE 25/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 115.75% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Participation Rate: USD: 200% participation in the Equally Weighted Basket (Capped at 15% Growth: Max Return: 30%) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2688781140
NEXT POTENTIAL MATURITY DATE 25/01/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.63% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 20/02/2024
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 XS2662069504
NEXT POTENTIAL MATURITY DATE 22/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.41% (as at 03/12/2025 09:50 UK Time)

STRIKE DATE 20/02/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662069686
NEXT POTENTIAL MATURITY DATE 22/02/2027

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