INTERNATIONAL PRODUCTS

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 109.22% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 23/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2676683886
NEXT POTENTIAL MATURITY DATE 01/02/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 24/01/2024
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: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

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COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.44% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270462
NEXT POTENTIAL MATURITY DATE 19/01/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.93% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270207
NEXT POTENTIAL MATURITY DATE 25/01/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.57% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 25/01/2027

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/12/2023
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 Rate: USD: 1.95% Quarterly (7.80% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.80% p.a.
ISIN DE000HD10SD9
NEXT POTENTIAL MATURITY DATE 08/12/2025

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 143.76% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2669935285
NEXT POTENTIAL MATURITY DATE 30/11/2026

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.025% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN DE000HD0A9L1
NEXT POTENTIAL MATURITY DATE 29/11/2024

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN DE000HD0A9M9
NEXT POTENTIAL MATURITY DATE 29/11/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.51% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2641317073
NEXT POTENTIAL MATURITY DATE 29/11/2027

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COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 20.0%
ISIN CH1300960593
NEXT POTENTIAL MATURITY DATE 29/08/2024

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COUNTERPARTY XS2663289077
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2663289077
NEXT POTENTIAL MATURITY DATE 12/01/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2663289150
NEXT POTENTIAL MATURITY DATE 12/01/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 114.46% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 14/12/2023
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: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337214
NEXT POTENTIAL MATURITY DATE 14/12/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 116.82% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 14/12/2023
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: 4.10% Semi-Annually (8.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337305
NEXT POTENTIAL MATURITY DATE 14/12/2026

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 109.72% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 01/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in both the CPI and Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688912349
NEXT POTENTIAL MATURITY DATE 01/11/2028

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 106.84% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the CPI and 120% participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688913230
NEXT POTENTIAL MATURITY DATE 24/11/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 13/12/2023
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: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2662791321
NEXT POTENTIAL MATURITY DATE 13/12/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/12/2023
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: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.30% p.a.
ISIN XS2662791248
NEXT POTENTIAL MATURITY DATE 13/12/2024

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 22/04/2026 09:46 UK Time)

STRIKE DATE 20/11/2023
RETURN & BARRIERS
Term: 6 Years Strike Level for Growth: 100% of initial level Fixed Income Rate: USD 20% Paid at Year 3 on 50% of initial investment Participation Rate: 100% participation in the growth above the strike level, capped 125% paid on remaining 50% at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2699611393
NEXT POTENTIAL MATURITY DATE 20/11/2026

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