INTERNATIONAL PRODUCTS

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 133.14% (as at 30/01/2026 09:11 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 107.63% (as at 30/01/2026 09:11 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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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.24% (as at 30/01/2026 09:11 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 217.93% (as at 30/01/2026 09:11 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 97.85% (as at 30/01/2026 09:11 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 118.16% (as at 30/01/2026 09:11 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 99.09% (as at 30/01/2026 09:11 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

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.64% (as at 30/01/2026 09:11 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

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.64% p.a.
ISIN XS2695914981
NEXT POTENTIAL MATURITY DATE 16/08/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 4.62% Quarterly (18.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.48% p.a.
ISIN XS2695914718
NEXT POTENTIAL MATURITY DATE 16/08/2024

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 131.48% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 191.75% Fixed Rate at Maturity if Underlying > Strike Level, 191.70% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000330999
NEXT POTENTIAL MATURITY DATE 03/01/2031

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COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 19/01/2024
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2725158674
NEXT POTENTIAL MATURITY DATE 20/01/2025

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 13.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.125% p.a.
ISIN XS2699282633
NEXT POTENTIAL MATURITY DATE 18/10/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 116.43% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 108% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
P.A. RETURN
ISIN XS2674305433
NEXT POTENTIAL MATURITY DATE 19/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 131.73% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 109% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
P.A. RETURN
ISIN XS2691898519
NEXT POTENTIAL MATURITY DATE 19/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 122.02% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the equally weight growth at maturity. Capital Protected: 100% Capital Protected
P.A. RETURN
ISIN XS2691898279
NEXT POTENTIAL MATURITY DATE 18/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.45% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.80% p.a.
ISIN XS2676599587
NEXT POTENTIAL MATURITY DATE 17/07/2025

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