INTERNATIONAL PRODUCTS

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.18% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 20/02/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662069504
NEXT POTENTIAL MATURITY DATE 22/02/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.35% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 20/02/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662069686
NEXT POTENTIAL MATURITY DATE 22/02/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.64% p.a.
ISIN XS2695914981
NEXT POTENTIAL MATURITY DATE 16/08/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 4.62% Quarterly (18.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.48% p.a.
ISIN XS2695914718
NEXT POTENTIAL MATURITY DATE 16/08/2024

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 129.87% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 191.75% Fixed Rate at Maturity if Underlying > Strike Level, 191.70% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN ZAE000330999
NEXT POTENTIAL MATURITY DATE 03/01/2031

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COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 19/01/2024
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2725158674
NEXT POTENTIAL MATURITY DATE 20/01/2025

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 13.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.125% p.a.
ISIN XS2699282633
NEXT POTENTIAL MATURITY DATE 18/10/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 122.81% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 108% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
P.A. RETURN
ISIN XS2674305433
NEXT POTENTIAL MATURITY DATE 19/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 141.74% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 109% participation in the equally weight growth at maturity. Capital Risk: 85% Capital Protected
P.A. RETURN
ISIN XS2691898519
NEXT POTENTIAL MATURITY DATE 19/01/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 131.14% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the equally weight growth at maturity. Capital Protected: 100% Capital Protected
P.A. RETURN
ISIN XS2691898279
NEXT POTENTIAL MATURITY DATE 18/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.45% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
P.A. RETURN 9.80% p.a.
ISIN XS2676599587
NEXT POTENTIAL MATURITY DATE 17/07/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.75% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2676599405
NEXT POTENTIAL MATURITY DATE 17/07/2025

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COUNTERPARTY UBS AG
TYPE Note
CURRENCY ZAR
CURRENT PRICE 175.87% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 30/05/2023
RETURN & BARRIERS
Maximum Term: 3.5 years Investment Structure: Participation Growth Note Participation Rate: USD: 45% Coupon if above initial level, plus 100% participation in the Underlying Index at maturity Capital Risk: 70% European Barrier
P.A. RETURN
ISIN ZAE000322616
NEXT POTENTIAL MATURITY DATE 30/11/2026

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COUNTERPARTY Morgan Stanley Credit Ratings: Moody’s A1, S&P A-,
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2722730145
NEXT POTENTIAL MATURITY DATE 14/02/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/02/2024
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2695897798
NEXT POTENTIAL MATURITY DATE 14/02/2025

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY ZAR
CURRENT PRICE 142.28% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 102.20% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2699568015
NEXT POTENTIAL MATURITY DATE 14/11/2030

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 137.72% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 02/11/2023
RETURN & BARRIERS
Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 104.30% p.a. (Paid At Maturity) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2688931729
NEXT POTENTIAL MATURITY DATE 18/11/2030

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.92% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 year Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Semi-Annually) Capital Risk: Capital protected
P.A. RETURN
ISIN XS2662155097
NEXT POTENTIAL MATURITY DATE 24/11/2028

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/01/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 81% of initial level Coupon Rate: 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2689491863
NEXT POTENTIAL MATURITY DATE 05/07/2024

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 128.99% (as at 15/06/2026 10:26 UK Time)

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN
ISIN XS2682887752
NEXT POTENTIAL MATURITY DATE 12/01/2027

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