INTERNATIONAL PRODUCTS

COUNTERPARTY Bnp Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 201.81% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 03/04/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 910% in the Underlying Capital Risk: 100% Cap Protected
P.A. RETURN 910% Participation Rate
ISIN ZAE000318655
NEXT POTENTIAL MATURITY DATE 03/04/2028

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COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 06/04/2023
RETURN & BARRIERS
Investment Structure: Range Accrual Bonus Coupon Rate: USD: 7.97% p.a. Upper Barrier: 125.00% of the Initial Level Lower Barrier: 75.00% of the Initial Level Capital Protection: 100% Capital Protected
P.A. RETURN 7.97% p.a.
ISIN XS2543800671
NEXT POTENTIAL MATURITY DATE 06/10/2026

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COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/11/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.25% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2443166389
NEXT POTENTIAL MATURITY DATE 28/05/2024

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 91.37% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 12/12/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annually Autocall Trigger: 110% of initial level Capital Risk: 100% Capital protected Participation: 200% at maturity if not autocalled
P.A. RETURN 200% Participation Rate
ISIN XS2482495798
NEXT POTENTIAL MATURITY DATE 14/12/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 147.93% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 31/01/2023
RETURN & BARRIERS
Investment Structure: Cap Protected Growth Note Participation: 140% participation of the weighted basket at maturity Capital Protection Barrier: 60% Final Level(European Style
P.A. RETURN 140% participation rate
ISIN XS2534624007
NEXT POTENTIAL MATURITY DATE 31/01/2028

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 161.88% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 14/10/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Growth Participation rate: 550% at maturity Capital Protection Barrier: 100% Capital Protected
P.A. RETURN 550% Participation Rate
ISIN XS2428624907
NEXT POTENTIAL MATURITY DATE 16/10/2028

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 140.97% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 13/04/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD = 160% in participation in growth between 100-145% Capital Risk: 100% Cap Protected
P.A. RETURN 160% participation rate
ISIN XS2484902171
NEXT POTENTIAL MATURITY DATE 19/04/2028

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 208.30% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 09/09/2022
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 900% in the Underlying Capital Risk: 100% Cap Protected
P.A. RETURN 900% participation rate
ISIN ZAE000314407
NEXT POTENTIAL MATURITY DATE 09/09/2027

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.20% Annual Snowballing Coupon if Autocalled Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2392617101
NEXT POTENTIAL MATURITY DATE 27/06/2024

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 18/04/2023
RETURN & BARRIERS
6.75% Semi-Annual Memory Coupon if all above 80%, 100% Autocall Trigger from 12 Months, 65% European Barrier (E
P.A. RETURN 13.50% p.a.
ISIN ZAE000321352
NEXT POTENTIAL MATURITY DATE 18/04/2028

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 05/06/2023
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: 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 XS2491395724
NEXT POTENTIAL MATURITY DATE 05/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/06/2023
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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2491395641
NEXT POTENTIAL MATURITY DATE 05/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/06/2023
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: 7.50% Semi- Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2491395484
NEXT POTENTIAL MATURITY DATE 05/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/06/2023
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: 2.00% Quarterly (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 XS2491393943
NEXT POTENTIAL MATURITY DATE 11/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/06/2023
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2491393869
NEXT POTENTIAL MATURITY DATE 11/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 07/06/2023
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: EUR: 1.825% Quarterly (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2491393786
NEXT POTENTIAL MATURITY DATE 11/06/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 24/05/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10%
ISIN XS2503675469
NEXT POTENTIAL MATURITY DATE 08/06/2026

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/05/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 06.10% p.a.
ISIN XS2490604704
NEXT POTENTIAL MATURITY DATE 02/06/2026

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/05/2023
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: 3.62% Semi Annually (7.24% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.24% p.a.
ISIN XS2473179617
NEXT POTENTIAL MATURITY DATE 26/05/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 25/05/2023
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: 3.71% Semi Annually (7.42% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.42% p.a.
ISIN XS2599465494
NEXT POTENTIAL MATURITY DATE 26/05/2026

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