INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 92.35% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.50% Semi-Annually (9.00% 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 XS3468806198
NEXT POTENTIAL MATURITY DATE 15/09/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 109.01% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 50% Express Barrier at month 12 Coupon Rate: ZAR: 11.25% Quarterly (45.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000367652
NEXT POTENTIAL MATURITY DATE 11/03/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 90.90% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 12/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter. Memory Income Rate: USD: 4.30% Quarterly(17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446800784
NEXT POTENTIAL MATURITY DATE 12/02/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.85% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3446823729
NEXT POTENTIAL MATURITY DATE 25/08/2027

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COUNTERPARTY Marex Group
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.53% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 25/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN
ISIN XS3414910888
NEXT POTENTIAL MATURITY DATE 25/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.84% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 04/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.15% Quarterly (8.60% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3446798277
NEXT POTENTIAL MATURITY DATE 07/09/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 93.03% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 04/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.075% Quarterly (8.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3457849423
NEXT POTENTIAL MATURITY DATE 07/09/2027

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COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE 94.25% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 200% coupon plus Participation if above strike, 150% returned if between 70-100%. Capital Risk: 60% European Barrier
P.A. RETURN
ISIN ZAE000365664
NEXT POTENTIAL MATURITY DATE 14/07/2031

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.90% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 08/09/2026
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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339055314
NEXT POTENTIAL MATURITY DATE 10/09/2029

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 93.95% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 08/09/2026
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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3339058250
NEXT POTENTIAL MATURITY DATE 10/09/2029

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 87.82% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 700% Participation (Uncapped) at Maturity, Participation Multiplied by the Best % Performance of the Annual Observations (Look back Feature) Capital Risk: 100% capital protected
P.A. RETURN
ISIN ZAE000367157
NEXT POTENTIAL MATURITY DATE 14/07/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 85.05% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall with Participation at Maturity Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 103% of initial level, then 104% at 48 months Coupon Rate: 16.20% Annual Coupon Participation Rate: 400% at maturity if not already called Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN ZAE000367140
NEXT POTENTIAL MATURITY DATE 16/07/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.55% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.56% p.a. (1.89% Quarterly) Capital Protection Barrier: 65% Final Level (European Style) barrier
P.A. RETURN
ISIN XS3446766407
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.46% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term; 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.76% p.a. (1.94% Quarterly) Capital Protection Barrier: 65% Final Level (European style)
P.A. RETURN
ISIN XS3446766746
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.61% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 3.4375% Quarterly (13.75% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422111602
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled, 95% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN SADU90910143
NEXT POTENTIAL MATURITY DATE 11/08/2027

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 97.19% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years and 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3346370185
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 92.26% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.575% Quarterly (14.30% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422098825
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 109.37% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3410545167
NEXT POTENTIAL MATURITY DATE 26/02/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY AUD
CURRENT PRICE 91.63% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 31/07/2026
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: AUD: 5.335% Semi-Annually (10.67% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432210964
NEXT POTENTIAL MATURITY DATE 31/07/2029

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