INTERNATIONAL PRODUCTS

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 26/04/2024
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2812388333
NEXT POTENTIAL MATURITY DATE 27/10/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/04/2024
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: 3.575% Semi-Annual (7.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.15% p.a.
ISIN XS2759796605
NEXT POTENTIAL MATURITY DATE 27/10/2025

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 124.23% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 22/03/2024
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 188.05% Fixed Rate at Maturity if Underlying > Strike Level, 188% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000333787
NEXT POTENTIAL MATURITY DATE 24/03/2031

• View Valuation Report

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/04/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.195% Quarterly (20.78% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 20.78% p.a.
ISIN XS2781270793
NEXT POTENTIAL MATURITY DATE 25/10/2024

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 92.46% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 25/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2795501530
NEXT POTENTIAL MATURITY DATE 27/07/2026

• FACTSHEET
• View Valuation Report

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 29/05/2024
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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) please note: not accepted by Quilter, Utmost, FPI, RL360 or Ardan​​​​​​​.
P.A. RETURN 7.20% p.a.
ISIN XS2697219017
NEXT POTENTIAL MATURITY DATE 01/12/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 112.00% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 24/05/2024
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759797322
NEXT POTENTIAL MATURITY DATE 24/05/2027

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
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: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2696277511
NEXT POTENTIAL MATURITY DATE 23/07/2025

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2781254599
NEXT POTENTIAL MATURITY DATE 23/04/2026

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2696281208
NEXT POTENTIAL MATURITY DATE 23/10/2025

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 120.92% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 18/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2688537823
NEXT POTENTIAL MATURITY DATE 18/04/2029

• View Valuation Report

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2781266411
NEXT POTENTIAL MATURITY DATE 23/04/2025

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 81.01% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level (Reduced by 2.50% every 6 months) Memory Income Rate: USD: 5.44% Semi-Annual (10.88% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2781310250
NEXT POTENTIAL MATURITY DATE 23/10/2026

• View Valuation Report

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger: 70% of initial level (Reduced by 5% every 3 months) Memory Income Rate: USD: 6.40% Quarterly (25.60% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
P.A. RETURN 25.60% p.a.
ISIN XS2781310177
NEXT POTENTIAL MATURITY DATE 23/04/2025

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level (Reduced by 1.75% every 6 months) Memory Income Rate: USD: 8.60% Semi-Annual (17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 17.20% p.a.
ISIN XS2781310334
NEXT POTENTIAL MATURITY DATE 23/04/2025

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/05/2024
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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 24% p.a.
ISIN XS2781342378
NEXT POTENTIAL MATURITY DATE 25/11/2024

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.39% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/05/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662084057
NEXT POTENTIAL MATURITY DATE 24/05/2027

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

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.43% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 23/05/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662083919
NEXT POTENTIAL MATURITY DATE 24/05/2027

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 19/04/2024
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: USD: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2696277867
NEXT POTENTIAL MATURITY DATE 20/10/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 19/04/2024
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: USD: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.32% p.a.
ISIN XS2696277784
NEXT POTENTIAL MATURITY DATE 20/10/2025

• FACTSHEET