INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 05/03/2025
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: EUR: 1.16125% Quarterly (4.645% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 4.645% p.a.
ISIN XS2958961083
NEXT POTENTIAL MATURITY DATE 05/03/2026

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.50% Quarterly (34.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 34.00% p.a.
ISIN XS3011424630
NEXT POTENTIAL MATURITY DATE 29/09/2025

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Basket Star Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, 70% on the Final Observation Coupon Rate: USD: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 16.00% p.a.
ISIN XS3011425793
NEXT POTENTIAL MATURITY DATE 29/09/2025

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.42% Semi-Annually (10.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.84% p.a.
ISIN XS3017933675
NEXT POTENTIAL MATURITY DATE 29/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.03% Semi-Annually (12.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.06% p.a.
ISIN XS3017938807
NEXT POTENTIAL MATURITY DATE 29/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.30% p.a.
ISIN XS2959661732
NEXT POTENTIAL MATURITY DATE 25/02/2026

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.79% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.80% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Asain Tail: 2 months averaging out (3 observation)
P.A. RETURN
ISIN XS2736711024
NEXT POTENTIAL MATURITY DATE 21/02/2029

• View Valuation Report

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 21/02/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: 3.68% Quarterly (14.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.72% p.a.
ISIN XS2959034906
NEXT POTENTIAL MATURITY DATE 24/02/2026

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: 4.00% 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 100.61% (as at 16/10/2026 10:16 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