INTERNATIONAL PRODUCTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/06/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 11.00% p.a.
ISIN XS2491384447
NEXT POTENTIAL MATURITY DATE 24/06/2024

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 143.33% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 15/05/2023
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
ISIN XS2504133948
NEXT POTENTIAL MATURITY DATE 22/05/2028

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/05/2023
RETURN & BARRIERS
Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.7414% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.7414% p.a.
ISIN XS2505843859
NEXT POTENTIAL MATURITY DATE 15/05/2026

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/06/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger 90% of initial level then reduced by 5% quarterly (floored at 40%) Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
P.A. RETURN 22.00% p.a.
ISIN XS2593428308
NEXT POTENTIAL MATURITY DATE 15/09/2025

• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 113.04% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 11/05/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 120.00% participation in the underlying at maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2481724446
NEXT POTENTIAL MATURITY DATE 11/05/2028

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/05/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.44% p.a. (3.72% per semi annual) Income Trigger: 70% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.44 p.a.
ISIN XS2491395567
NEXT POTENTIAL MATURITY DATE 11/05/2026

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 9.30% p.a. (2.325% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 65% Capital Protection barrier at maturity
P.A. RETURN 9.30 p.a.
ISIN XS2491381344
NEXT POTENTIAL MATURITY DATE 30/04/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.50% p.a. (1.875% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.50% p.a.
ISIN XS2491378555
NEXT POTENTIAL MATURITY DATE 05/11/2024

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/04/2023
RETURN & BARRIERS
Investment Structure: Structured Plan Investment Term: Up to 6 years Memory Income Rate: 7.00% p.a. (1.75% per quarter) Income Trigger: 75% of initial strike levels Capital Risk: Not capital protected Capital Protection: 60% Capital Protection barrier at maturity
P.A. RETURN 7.00 p.a.
ISIN XS2491378639
NEXT POTENTIAL MATURITY DATE 05/11/2024

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR= 12.85% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.85% p.a.
ISIN ZAE000315750
NEXT POTENTIAL MATURITY DATE 27/10/2025

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 190.99% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 28/10/2022
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD = 930% in the Underlying Capital Risk: 100% Cap Protected
P.A. RETURN 930% Participation Rate
ISIN ZAE000314654
NEXT POTENTIAL MATURITY DATE 28/10/2027

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 10.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10%
ISIN XS2508143992
NEXT POTENTIAL MATURITY DATE 27/10/2025

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 141.80% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 31/10/2022
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 145% (capped at 45%) Capital Risk: 100% Capital Protected
P.A. RETURN 145% Participation Rate
ISIN XS2442154246
NEXT POTENTIAL MATURITY DATE 08/11/2027

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 03/11/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.20% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20%
ISIN XS2508039588
NEXT POTENTIAL MATURITY DATE 03/11/2025

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

STRIKE DATE 09/12/2022
RETURN & BARRIERS
Term: 3 years Investment Structure: Fixed Return Fixed Return Rate: USD: 5.50% p.a. (Paid at Maturity) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 5.50%
ISIN XS2448743125
NEXT POTENTIAL MATURITY DATE 19/12/2025

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COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 50.72% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 02/12/2021
RETURN & BARRIERS
11.20% Annual Snowballing Coupon if Autocalled 100% Autocall Trigger from 12 Months 60% Barrier (E)
P.A. RETURN 11.20%
ISIN XS2410248905
NEXT POTENTIAL MATURITY DATE 02/12/2026

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COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 137.07% (as at 06/11/2026 09:26 UK Time)

STRIKE DATE 07/02/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: USD= 450% in the Underlying Capital Risk: 100% Cap Protecte
P.A. RETURN 450% Participation Rate
ISIN XS2451635507
NEXT POTENTIAL MATURITY DATE 07/02/2028

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

STRIKE DATE 24/03/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European styl
P.A. RETURN 9.10%
ISIN XS2470720553
NEXT POTENTIAL MATURITY DATE 24/03/2026

COUNTERPARTY Bnp Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 171.58% (as at 06/11/2026 09:26 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 Not available

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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