INTERNATIONAL PRODUCTS

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 79.73% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall with Participation at Maturity Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 103% of initial level, then 104% at 48 months Coupon Rate: 16.20% Annual Coupon Participation Rate: 400% at maturity if not already called Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN ZAE000367140
NEXT POTENTIAL MATURITY DATE 16/07/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.11% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.56% p.a. (1.89% Quarterly) Capital Protection Barrier: 65% Final Level (European Style) barrier
P.A. RETURN
ISIN XS3446766407
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.55% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 15/09/2026
RETURN & BARRIERS
Maximum Term; 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.76% p.a. (1.94% Quarterly) Capital Protection Barrier: 65% Final Level (European style)
P.A. RETURN
ISIN XS3446766746
NEXT POTENTIAL MATURITY DATE 22/12/2026

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COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.20% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 3.4375% Quarterly (13.75% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422111602
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled, 95% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN
ISIN SADU90910143
NEXT POTENTIAL MATURITY DATE 11/08/2027

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 96.08% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years and 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3346370185
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 89.29% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.575% Quarterly (14.30% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422098825
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 81.55% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 26/08/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3410545167
NEXT POTENTIAL MATURITY DATE 26/02/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY AUD
CURRENT PRICE 88.88% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 31/07/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD: 5.335% Semi-Annually (10.67% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432210964
NEXT POTENTIAL MATURITY DATE 31/07/2029

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.08% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 31/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.9167% Monthly (11.0004% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS3413123889
NEXT POTENTIAL MATURITY DATE 02/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.76% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 24/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 90% Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3413152474
NEXT POTENTIAL MATURITY DATE 24/02/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 92.96% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.26% Semi-annually (10.52% 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 XS3339052568
NEXT POTENTIAL MATURITY DATE 20/08/2027

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 89.51% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432270786
NEXT POTENTIAL MATURITY DATE 21/08/2029

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 89.21% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3432306051
NEXT POTENTIAL MATURITY DATE 21/08/2029

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.44% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 20/08/2026
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: 2.05% Quarterly (8.20% 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 XS3429988010
NEXT POTENTIAL MATURITY DATE 20/08/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 90.36% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 3.85% Semi- Annual (7.70% 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 XS3429989091
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.80% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 7.20% Semi-Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3413096382
NEXT POTENTIAL MATURITY DATE 19/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 86.79% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 19/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7. 50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3413096465
NEXT POTENTIAL MATURITY DATE 19/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 84.33% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually) Memory Income Rate: GBP: 4.50% Semi-Annual (9.00% 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 XS3413094338
NEXT POTENTIAL MATURITY DATE 14/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 84.03% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually) Memory Income Rate: USD: 4.65% Semi-Annual (9.30% 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 XS3413094254
NEXT POTENTIAL MATURITY DATE 16/08/2027

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