INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/09/2023
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/09/2023
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063647
NEXT POTENTIAL MATURITY DATE 17/09/2024

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 14/09/2023
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: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580063480
NEXT POTENTIAL MATURITY DATE 17/09/2024

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

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: USD: 4.90 % p.a. (Paid at Maturity) Kicker: 0.10% coupon paid if above 100% at Maturity Capital Risk: None, 100% Capital Protected
P.A. RETURN 5.00% p.a.
ISIN XS2568043876
NEXT POTENTIAL MATURITY DATE 12/08/2024

• FACTSHEET

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European Style)
P.A. RETURN 16.50% p.a.
ISIN XS2659415918
NEXT POTENTIAL MATURITY DATE 12/08/2024

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 122.40% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 07/08/2023
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654961643
NEXT POTENTIAL MATURITY DATE 07/08/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• View Valuation Report

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN DE000HC897J0
NEXT POTENTIAL MATURITY DATE 04/08/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/08/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Income Trigger: 75% Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.60% Semi-Annualy(7.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 7.20% p.a.
ISIN XS2543359835
NEXT POTENTIAL MATURITY DATE 04/08/2025

• FACTSHEET

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/09/2023
RETURN & BARRIERS
Memory Income Autocall Autocall Opportunities: Semi-Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.25% p.a.
ISIN XS2665467341
NEXT POTENTIAL MATURITY DATE 05/09/2024

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

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 122.23% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 30/08/2023
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654989149
NEXT POTENTIAL MATURITY DATE 30/08/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 74.14% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 01/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 7.75% Quarterly (31.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627698793
NEXT POTENTIAL MATURITY DATE 03/08/2026

• View Valuation Report

COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE 119.86% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 30/08/2023
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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2567771261
NEXT POTENTIAL MATURITY DATE 07/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT
• View Valuation Report

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.91% Semi Annually (7.82% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.82% p.a.
ISIN XS2538959938
NEXT POTENTIAL MATURITY DATE 31/07/2025

• FACTSHEET

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.02% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024

• FACTSHEET

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.96% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024

• FACTSHEET

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.43% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028

• View Valuation Report

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 28/07/2023
RETURN & BARRIERS
8.32% Annual Fixed Income paid quarterly Capital Protection: 50% Final Barrier
P.A. RETURN 8.32% p.a.
ISIN XS2517475476
NEXT POTENTIAL MATURITY DATE 29/07/2024

• FACTSHEET

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/07/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Memory Income Rate: USD= 5.05% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.20% p.a.
ISIN XS2538960274
NEXT POTENTIAL MATURITY DATE 29/07/2024

• FACTSHEET

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 27/07/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 2.20% Quarterly (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (Leveraged put)
P.A. RETURN 8.80% p.a.
ISIN XS2627585081
NEXT POTENTIAL MATURITY DATE 27/01/2026

• FACTSHEET

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 236.67% (as at 15/05/2026 09:55 UK Time)

STRIKE DATE 25/07/2023
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 226% participation Capital Protection: Not Capital Protected Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000324463
NEXT POTENTIAL MATURITY DATE 08/08/2028

• View Valuation Report