INTERNATIONAL PRODUCTS

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 176.39% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 13/09/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: USD = 265% participation Capital Protection: 60% European Barrier
P.A. RETURN
ISIN XS2794288972
NEXT POTENTIAL MATURITY DATE 13/09/2029

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/10/2024
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: 6.35% Quarterly (25.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 25.40% p.a.
ISIN XS2881880921
NEXT POTENTIAL MATURITY DATE 22/07/2025

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/09/2024
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: 3.19% Semi-Annually (6.38% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.38% p.a.
ISIN XS2873367994
NEXT POTENTIAL MATURITY DATE 09/09/2025

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.15% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 08/10/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.36% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736684114
NEXT POTENTIAL MATURITY DATE 08/10/2027

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COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 09/10/2024
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: 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 XS2901474689
NEXT POTENTIAL MATURITY DATE 09/10/2025

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/10/2024
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: 4.075% Semi-Annual (8.15% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.15% p.a.
ISIN XS2901474762
NEXT POTENTIAL MATURITY DATE 09/10/2025

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 02/10/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level Coupon Rate: GBP: 5.965% Semi-Annually (11.93% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 11.93% p.a.
ISIN XS2885390067
NEXT POTENTIAL MATURITY DATE 02/10/2025

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/10/2024
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 XS2834733920
NEXT POTENTIAL MATURITY DATE 01/10/2025

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/10/2024
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.40% p.a.
ISIN XS2834734068
NEXT POTENTIAL MATURITY DATE 01/10/2025

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY Citigroup
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 07/10/2024
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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2885410782
NEXT POTENTIAL MATURITY DATE 08/10/2025

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/08/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Knock-Out Trigger: 100% of initial level then reduced by 2.50% quarterly Memory Income Rate: USD: 5.05% Semi-Annually (10.10% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.10% p.a.
ISIN XS2608300310
NEXT POTENTIAL MATURITY DATE 01/09/2025

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COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/08/2024
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: 5.788% Quarterly (23.152% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 23.152% p.a.
ISIN XS2774152750
NEXT POTENTIAL MATURITY DATE 28/02/2025

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 96.43% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 16/10/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Callable Range Accrual Income Payments: Quarterly Income Rate: 6.50% p.a. (1.625% per quarter) SOFR Range: 3.25%-5.50% Issuer Callable: Quarterly from 12 Months Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2836595269
NEXT POTENTIAL MATURITY DATE 25/01/2027

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• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
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COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 27/09/2024
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: EUR: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2873431329
NEXT POTENTIAL MATURITY DATE 29/09/2025

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.93% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/09/2024
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: GBP: 3.70% Semi-Annually (7.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873412022
NEXT POTENTIAL MATURITY DATE 21/09/2027

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY USD
CURRENT PRICE 111.73% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/09/2024
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: 3.65% Semi- Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873411644
NEXT POTENTIAL MATURITY DATE 21/09/2027

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 26/08/2024
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: EUR= 3.40% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2811999866
NEXT POTENTIAL MATURITY DATE 26/08/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.36% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 22/08/2024
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 59% and 141% If barrier is breached 5.30% flat coupon is paid at maturity. 5.00% guaranteed coupon. 100% Capital Protected. Capital Risk: Capital protected
P.A. RETURN
ISIN XS2873373372
NEXT POTENTIAL MATURITY DATE 22/08/2028

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2846058969
NEXT POTENTIAL MATURITY DATE 20/06/2025

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/08/2024
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: USD: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2873478551
NEXT POTENTIAL MATURITY DATE 17/02/2026

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