INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 26/03/2024
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 XS2720243240
NEXT POTENTIAL MATURITY DATE 26/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 07/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR: 6.50% Semi-Annually (13.00% p.a.) Income Trigger: 75.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000331823
NEXT POTENTIAL MATURITY DATE 07/08/2025

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 115.59% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 26/03/2024
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: 3.825% Semi-Annually
P.A. RETURN
ISIN XS2724075929
NEXT POTENTIAL MATURITY DATE 30/03/2027

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

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 117.75% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 26/03/2024
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: 4.325% Semi-Annually (8.65% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2724075846
NEXT POTENTIAL MATURITY DATE 30/03/2027

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

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 193.14% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 25/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
P.A. RETURN
ISIN DE000HD21J38
NEXT POTENTIAL MATURITY DATE 22/01/2027

• View Valuation Report

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 20.80% p.a.
ISIN XS2746319297
NEXT POTENTIAL MATURITY DATE 17/03/2025

• FVC REPORT

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.08% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072128
NEXT POTENTIAL MATURITY DATE 23/03/2027

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

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.34% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 21/03/2024
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 XS2662072045
NEXT POTENTIAL MATURITY DATE 23/03/2027

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

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 143.96% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN ZAE000330676
NEXT POTENTIAL MATURITY DATE 16/02/2029

• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/03/2024
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: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70
ISIN XS2696264295
NEXT POTENTIAL MATURITY DATE 15/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/03/2024
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 XS2696263990
NEXT POTENTIAL MATURITY DATE 15/09/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/02/2024
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: USD 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2746251714
NEXT POTENTIAL MATURITY DATE 13/02/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 20.60% p.a.
ISIN XS2696243539
NEXT POTENTIAL MATURITY DATE 05/02/2026

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 08/03/2024
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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2712394753
NEXT POTENTIAL MATURITY DATE 10/03/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2696235865
NEXT POTENTIAL MATURITY DATE 27/08/2025

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

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HD1SA50
NEXT POTENTIAL MATURITY DATE 31/01/2025

• FACTSHEET

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN DE000HD1SA68
NEXT POTENTIAL MATURITY DATE 31/01/2025

• FACTSHEET

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2691681535
NEXT POTENTIAL MATURITY DATE 31/01/2025

• FACTSHEET

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 141.99% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2703288816
NEXT POTENTIAL MATURITY DATE 31/01/2029

• View Valuation Report

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 109.66% (as at 25/09/2026 11:12 UK Time)

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & 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 XS2705282106
NEXT POTENTIAL MATURITY DATE 08/03/2027

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