INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 8.00% p.a.
ISIN XS2941053873
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: EUR: 2.35% Semi-Annually (4.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 4.70% p.a.
ISIN XS2941053956
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 4.55% Semi-Annually (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 9.10% p.a.
ISIN XS2941054095
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 4.06% Semi-Annually (8.12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 8.12% p.a.
ISIN XS2941054178
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: EUR: 2.75% Semi-Annually (5.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 5.50% p.a.
ISIN XS2941054335
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 6.37% Semi-Annually (12.74% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 12.74% p.a.
ISIN XS2941054681
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 5.46% Semi-Annually (10.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 10.92% p.a.
ISIN XS2941054764
NEXT POTENTIAL MATURITY DATE 23/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: EUR: 2.025% Semi-Annually (4.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 4.05% p.a.
ISIN XS2941053790
NEXT POTENTIAL MATURITY DATE 23/02/2026

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 5.35% Semi-Annually (10.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 10.70% p.a.
ISIN XS2941053527
NEXT POTENTIAL MATURITY DATE 23/02/2026

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 9.15% p.a.
ISIN XS2941053444
NEXT POTENTIAL MATURITY DATE 23/02/2026

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
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: 3.85% Semi-Annually (7.70%p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN 7.70% p.a.
ISIN XS2941053360
NEXT POTENTIAL MATURITY DATE 23/02/2026

• FACTSHEET

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 103.99% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 120% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2931411693
NEXT POTENTIAL MATURITY DATE 26/02/2030

• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.65% Semi-Annual (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2945488745
NEXT POTENTIAL MATURITY DATE 19/02/2026

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.43% Semi-Annual (6.86% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.86% p.a.
ISIN XS2999586980
NEXT POTENTIAL MATURITY DATE 19/02/2026

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/03/2025
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: 3.95% Semi-Annual (7.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2959660767
NEXT POTENTIAL MATURITY DATE 23/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/03/2025
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: 4.30% Semi-Annual (8.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.60% p.a.
ISIN XS2959660684
NEXT POTENTIAL MATURITY DATE 23/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.) Income Trigger:60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2971115311
NEXT POTENTIAL MATURITY DATE 22/09/2025

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 126.67% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 290% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 30% Growth Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000342994
NEXT POTENTIAL MATURITY DATE 14/02/2030

• View Valuation Report

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 105.24% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 125% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2940991073
NEXT POTENTIAL MATURITY DATE 21/02/2030

• View Valuation Report

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/02/2025
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: 1.8250% Quarterly (7.30% p.a.) USD: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2969698005
NEXT POTENTIAL MATURITY DATE 17/02/2026

• FACTSHEET