INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
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: 1.7875% Quarterly (7.15% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.15% p.a.
ISIN XS2945413222
NEXT POTENTIAL MATURITY DATE 17/02/2026

• FACTSHEET

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 3 years, 3 months Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 85% of initial level Coupon Rate: 3.675% Quarterly (14.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.70% p.a.
ISIN XS2845257364
NEXT POTENTIAL MATURITY DATE 07/08/2025

COUNTERPARTY XS2945458839
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Trigger: 90% of initial level Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN Barclays
NEXT POTENTIAL MATURITY DATE 07/11/2027

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/02/2025
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.90% p.a.
ISIN XS2941028925
NEXT POTENTIAL MATURITY DATE 09/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/02/2025
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: 5.15% Semi-Annually (10.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.30% p.a.
ISIN XS2941028842
NEXT POTENTIAL MATURITY DATE 09/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/02/2025
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2941028768
NEXT POTENTIAL MATURITY DATE 09/02/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 113.65% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 07/02/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2941021599
NEXT POTENTIAL MATURITY DATE 07/02/2028

• View Valuation Report

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 111.63% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 07/02/2025
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: 4.67% Semi-Annually (9.34% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2978641814
NEXT POTENTIAL MATURITY DATE 07/02/2028

• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 13/03/2025
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: GBP: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2941090727
NEXT POTENTIAL MATURITY DATE 13/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/03/2025
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: USD: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a.
ISIN XS2941090990
NEXT POTENTIAL MATURITY DATE 13/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/03/2025
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2941090305
NEXT POTENTIAL MATURITY DATE 14/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/03/2025
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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2941090487
NEXT POTENTIAL MATURITY DATE 14/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/02/2025
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: USD: 2.3775% Quarterly (9.51% p.a.) ncome Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.51% p.a.
ISIN XS2938749301
NEXT POTENTIAL MATURITY DATE 03/02/2026

• FACTSHEET

COUNTERPARTY Citigroup Global Markets Funding Luxembourg
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 07/03/2025
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2984044193
NEXT POTENTIAL MATURITY DATE 09/03/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.92% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 05/03/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736708749
NEXT POTENTIAL MATURITY DATE 06/03/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.91% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 05/03/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736708665
NEXT POTENTIAL MATURITY DATE 13/03/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.36% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 04/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual(First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937859705
NEXT POTENTIAL MATURITY DATE 06/03/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Morgan Stanley B.V.
TYPE Note
CURRENCY USD
CURRENT PRICE 111.79% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 04/03/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2937860034
NEXT POTENTIAL MATURITY DATE 06/03/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/02/2025
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: 3.75% Quarterly (15.00% 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 15.00% p.a.
ISIN XS2970974312
NEXT POTENTIAL MATURITY DATE 28/08/2025

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Canadian Imperial Bank of Commerce (‘CIBC’)
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/02/2025
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: 5.40% Semi-Annually (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2991326419
NEXT POTENTIAL MATURITY DATE 26/02/2026

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