INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 113.14% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 26/04/2024
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: 4.15% Semi-Annually
P.A. RETURN
ISIN XS2742917375
NEXT POTENTIAL MATURITY DATE 26/04/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.05% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 26/04/2024
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: 3.55% Semi-Annually
P.A. RETURN
ISIN XS2742917458
NEXT POTENTIAL MATURITY DATE 26/04/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.60% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662080147
NEXT POTENTIAL MATURITY DATE 30/04/2027

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.90% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 23/04/2024
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 XS2742917532
NEXT POTENTIAL MATURITY DATE 30/04/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/03/2024
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: 5.64% Semi-Annually (11.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.28% p.a.
ISIN XS2673666918
NEXT POTENTIAL MATURITY DATE 22/09/2025

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 123.83% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 20/03/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Participation Growth Note Participation Rate: USD: 150% Uncapped Participation quarterly arithmetic averaged performance of the Index Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2653907068
NEXT POTENTIAL MATURITY DATE 20/03/2030

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 110.24% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 18/03/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation in positive performance of the Underlying at Maturity, Capped at 30% Growth Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2481734759
NEXT POTENTIAL MATURITY DATE 19/03/2029

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.51% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 19/03/2024
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2728016812
NEXT POTENTIAL MATURITY DATE 19/03/2026

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COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 18/03/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.09% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.09% p.a.
ISIN XS2770597032
NEXT POTENTIAL MATURITY DATE 18/03/2025

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COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 104.32% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.875% Semi-Annual (5.75% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2358206683
NEXT POTENTIAL MATURITY DATE 16/03/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 80.39% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 14/03/2024
RETURN & BARRIERS
Maximum Term: 4 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: 2.7875% Quarterly (11.15% 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 XS2720246003
NEXT POTENTIAL MATURITY DATE 16/03/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.81% (as at 30/01/2026 09:11 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

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.40% (as at 30/01/2026 09:11 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

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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

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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

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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

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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 129.22% (as at 30/01/2026 09:11 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

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