INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/05/2024
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: 1.975% Quarterly (7.90% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2759819316
NEXT POTENTIAL MATURITY DATE 15/08/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/06/2024
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: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2759826014
NEXT POTENTIAL MATURITY DATE 17/06/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/06/2024
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2759826105
NEXT POTENTIAL MATURITY DATE 17/06/2025

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

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 12/06/2024
RETURN & BARRIERS
Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.53% Quarterly (6.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.12% p.a.
ISIN XS2822443490
NEXT POTENTIAL MATURITY DATE 12/06/2026

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/04/2024
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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% P.A.
ISIN XS2720320923
NEXT POTENTIAL MATURITY DATE 30/10/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/04/2024
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: 1.575% Quarterly (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2801328027
NEXT POTENTIAL MATURITY DATE 30/04/2030

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/05/2024
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: GBP: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.40% p.a.
ISIN XS2759805018
NEXT POTENTIAL MATURITY DATE 01/12/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/05/2024
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.60% p.a.
ISIN XS2759805109
NEXT POTENTIAL MATURITY DATE 01/12/2025

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

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 141.34% (as at 06/07/2026 10:07 UK Time)

STRIKE DATE 26/04/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 900% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000334504
NEXT POTENTIAL MATURITY DATE 26/04/2029

• View Valuation Report

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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2812388259
NEXT POTENTIAL MATURITY DATE 27/10/2025

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 127.19% (as at 06/07/2026 10:07 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 79.54% (as at 06/07/2026 10:07 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 115.70% (as at 06/07/2026 10:07 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