INTERNATIONAL PRODUCTS

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level Memory Income Rate: USD = 2.50% Semi-Annually (5.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN DE000HR9SYG1
NEXT POTENTIAL MATURITY DATE 30/09/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 12/10/2021
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 = 4.00% Semi-Annually USD = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2302882910
NEXT POTENTIAL MATURITY DATE 14/10/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/10/2021
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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2302883058
NEXT POTENTIAL MATURITY DATE 14/10/2025

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 3.50% Semi-Annually (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2296808384
NEXT POTENTIAL MATURITY DATE 26/08/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: 2.50% Quarterly (10% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: 1.50% Quarterly (6% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835437
NEXT POTENTIAL MATURITY DATE 30/03/2022

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: 2.25% Quarterly (9% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: 1.50% Quarterly (6% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835510
NEXT POTENTIAL MATURITY DATE 30/03/2022

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

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 53.10% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 24/09/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.05% Semi-Annually (8.10% 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 XS2372515390
NEXT POTENTIAL MATURITY DATE 24/03/2026

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

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 51.29% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 24/09/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.30% Semi-Annually (6.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2372508262
NEXT POTENTIAL MATURITY DATE 24/03/2026

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

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 0.85% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2300719858
NEXT POTENTIAL MATURITY DATE 19/08/2022

• FACTSHEET

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.00% Semi-Annually (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2370004637
NEXT POTENTIAL MATURITY DATE 22/03/2024

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

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: GBP = 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2369966119
NEXT POTENTIAL MATURITY DATE 18/03/2024

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

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: USD = 3.75% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2369966036
NEXT POTENTIAL MATURITY DATE 18/03/2024

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

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.50% Semi Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2274173231
NEXT POTENTIAL MATURITY DATE 04/02/2022

• FACTSHEET

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.25% Semi Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2335928540
NEXT POTENTIAL MATURITY DATE 05/02/2024

• FACTSHEET

COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.28% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 31/08/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly (5.00% 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 DE000HV8CWZ5
NEXT POTENTIAL MATURITY DATE 27/02/2026

• FACTSHEET
• View Valuation Report

COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE 98.02% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 31/08/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% 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 DE000HV8CX07
NEXT POTENTIAL MATURITY DATE 31/08/2026

• FACTSHEET
• View Valuation Report

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 136.35% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.75% Semi-Annual (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2296812733
NEXT POTENTIAL MATURITY DATE 02/03/2026

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

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 142.64% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2296812816
NEXT POTENTIAL MATURITY DATE 02/03/2026

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

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 131.20% (as at 30/01/2026 09:11 UK Time)

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.60% Semi Annual (7.20% p.a.) Low Hurdle Trigger: 70% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CM59
NEXT POTENTIAL MATURITY DATE 30/01/2026

• FACTSHEET
• View Valuation Report

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HV8CB52
NEXT POTENTIAL MATURITY DATE 30/10/2025

• FACTSHEET