INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.28% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.33% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 22/09/2025
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: 60% Final level (European style)
P.A. RETURN
ISIN XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.84% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 18/08/2025
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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.62% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 18/09/2025
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: 1.75% Quarterly (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736744546
NEXT POTENTIAL MATURITY DATE 19/12/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.03% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 18/09/2025
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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846278
NEXT POTENTIAL MATURITY DATE 18/09/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.35% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 18/09/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected
P.A. RETURN
ISIN XS3095846351
NEXT POTENTIAL MATURITY DATE 18/09/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 94.82% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
28% Digital Coupon if above initial and additional participation of 100% if above the 28% (capped at 22% growth from there – possible 50% max return) 60% European Barrier
P.A. RETURN
ISIN XS3081197421
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.61% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3081196456
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.06% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
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: GBP: 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
ISIN XS3072813259
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.37% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
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: 1.875% Quarterly (7.50% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067110679
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.83% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
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: 1.9375% Quarterly (7.75% p.a.) Income Trigger:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3079248467
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 82.22% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 3.57% Quarterly (14.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3130973822
NEXT POTENTIAL MATURITY DATE 17/02/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.83% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094982751
NEXT POTENTIAL MATURITY DATE 15/08/2030

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.06% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (reducing to 95%, 90%, 85%, 80%) Coupon Rate: USD: 7.47% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS3095215102
NEXT POTENTIAL MATURITY DATE 17/08/2026

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 87.90% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 12/08/2025
RETURN & BARRIERS
10.00% Semi-Annually Snowballing Coupon if Autocalled, 100% Autocall Trigger from 24 Months but 60% on final day, 60% European Barrier
P.A. RETURN
ISIN XS3079225507
NEXT POTENTIAL MATURITY DATE 12/08/2027

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COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 99.49% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 12/08/2025
RETURN & BARRIERS
11.65% Annual Snowballing Coupon, 100% Trigger from 12m, reducing to 90%, 80%, then 70%, 70% European Barrier
P.A. RETURN
ISIN XS3149230149
NEXT POTENTIAL MATURITY DATE 12/08/2026

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 93.26% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 09/09/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3130899324
NEXT POTENTIAL MATURITY DATE 09/03/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.72% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 01/08/2025
RETURN & BARRIERS
3.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 50% European Barrier
P.A. RETURN
ISIN XS2984898564
NEXT POTENTIAL MATURITY DATE 27/07/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.81% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 01/08/2025
RETURN & BARRIERS
5.40% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN XS3067080740
NEXT POTENTIAL MATURITY DATE 27/07/2026

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COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.81% (as at 12/11/2025 09:48 UK Time)

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 27/07/2026

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