INTERNATIONAL PRODUCTS

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.21% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 18/05/2026
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: 3.75% Semi-Annually (7.50% 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 XS3328836583
NEXT POTENTIAL MATURITY DATE 18/05/2027

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COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 85.34% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/05/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% 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 XS3337081916
NEXT POTENTIAL MATURITY DATE 19/10/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.27% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 16/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Digital Digital Coupon Trigger: 75% of initial level Coupon Rate: GBP: 8.00% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3317191610
NEXT POTENTIAL MATURITY DATE 16/04/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.95% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 24/04/2026
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: GBP: 2.87% Quarterly (11.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112681
NEXT POTENTIAL MATURITY DATE 26/04/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.37% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 24/04/2026
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: GBP: 2.23% Quarterly (8.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3317112418
NEXT POTENTIAL MATURITY DATE 26/04/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.04% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 24/04/2026
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: GBP: 2.12% Quarterly (8.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3317112509
NEXT POTENTIAL MATURITY DATE 26/04/2027

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 95.90% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 14/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.7875% Monthly (9.45% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3164114442
NEXT POTENTIAL MATURITY DATE 14/04/2032

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.24% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 08/05/2026
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: 3.65% Semi-annually (7.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267325838
NEXT POTENTIAL MATURITY DATE 10/05/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.04% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 08/05/2026
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267330168
NEXT POTENTIAL MATURITY DATE 09/11/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 95.60% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 14/05/2026
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: 4.25% Semi-Annually (8.50% 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 XS3328338556
NEXT POTENTIAL MATURITY DATE 14/05/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 94.53% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 23/04/2026
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: 2.25% Quarterly(9.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 60% Final level (European style)
ISIN XS3291994286
NEXT POTENTIAL MATURITY DATE 23/04/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 101.79% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/05/2026
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: 2.3125% Quarterly (9.25% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267316175
NEXT POTENTIAL MATURITY DATE 07/05/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.46% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/05/2026
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: 2.075% Quarterly (8.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267325325
NEXT POTENTIAL MATURITY DATE 07/05/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.28% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/05/2026
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: 2.05% Quarterly (8.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305517040
NEXT POTENTIAL MATURITY DATE 07/05/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 97.17% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 07/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: 2.0375% Quarterly (8.15% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3292040147
NEXT POTENTIAL MATURITY DATE 14/05/2032

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.46% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 05/05/2026
RETURN & BARRIERS
Maximum Term: 6 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: 4.45% Semi-Annual (8.90% 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 XS3317180928
NEXT POTENTIAL MATURITY DATE 06/05/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 104.73% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 27/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3295227253
NEXT POTENTIAL MATURITY DATE 30/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 104.75% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 27/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3267326992
NEXT POTENTIAL MATURITY DATE 27/04/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.65% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 10/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 10.00% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3305390547
NEXT POTENTIAL MATURITY DATE 12/04/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 100.33% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 27/03/2026
RETURN & BARRIERS
💰2.00% Quarterly Fixed coupon, 🛡️65% European Barrier
P.A. RETURN
ISIN XS3267339623
NEXT POTENTIAL MATURITY DATE 05/10/2026

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