INTERNATIONAL PRODUCTS

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 124.85% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 12.50% Semi Annually (25.00% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467326638
NEXT POTENTIAL MATURITY DATE 19/08/2026

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COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 10.56% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.20% Semi Annually (26.40% p.a.) Low Hurdle Trigger: 60% on Final Observation. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2507985807
NEXT POTENTIAL MATURITY DATE 19/08/2026

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/09/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.00% Semi Annually (6.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2477550631
NEXT POTENTIAL MATURITY DATE 20/09/2024

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/09/2022
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: GBP : 2.65 % Semi Annually (5.3 0 % p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.30% p.a.
ISIN XS2414639075
NEXT POTENTIAL MATURITY DATE 19/09/2023

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/09/2022
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: USD: 3.10 % Semi Annually (6.20 % p.a.) Income Trigger: 60 % of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2414639158
NEXT POTENTIAL MATURITY DATE 19/09/2023

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

STRIKE DATE 17/08/2022
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: 3.20% Semi Annually (6.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2414620489
NEXT POTENTIAL MATURITY DATE 18/08/2025

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 115.06% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 15/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 124.40% participation in the Index (Capped at 45% growth returning 155.98%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2414008677
NEXT POTENTIAL MATURITY DATE 23/08/2027

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COUNTERPARTY EFG International
TYPE
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 3 months) Autocall Trigger: 100% of initial level, reducing 5% p.a. Coupon Rate: GBP= 2.838% Quarterly (11.352% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1188157718
NEXT POTENTIAL MATURITY DATE 06/02/2023

COUNTERPARTY EFG International
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 3 months) Autocall Trigger: 100% of initial level, reducing 5% p.a. Coupon Rate: GBP= 3.438% Quarterly (13.752% p.a.) Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1188157700
NEXT POTENTIAL MATURITY DATE 06/02/2023

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 163.15% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 03/08/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Participation Rate: USD: 150% participation in the weighted basket Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467240169
NEXT POTENTIAL MATURITY DATE 03/08/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.31% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 06/09/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: GBP: 2.70% Quarterly (10.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2380335278
NEXT POTENTIAL MATURITY DATE 08/06/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.55% (as at 14/08/2026 08:49 UK Time)

STRIKE DATE 06/09/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD : 2.90% Quarterly (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.60% p.a.
ISIN XS2380335351
NEXT POTENTIAL MATURITY DATE 08/09/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/08/2022
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: 1.5625% Quarterly (6.25% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25
ISIN XS2409640401
NEXT POTENTIAL MATURITY DATE 31/08/2023

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/08/2022
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: 1.9250% Quarterly (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 7.70% p.a.
ISIN XS2409640583
NEXT POTENTIAL MATURITY DATE 30/11/2023

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• KEY INFORMATION DOCUMENT (KID)
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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 29/07/2022
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: 1.% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.56% p.a.
ISIN DE000HB89PD3
NEXT POTENTIAL MATURITY DATE 28/07/2023

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 29/07/2022
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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN DE000HB89PC5
NEXT POTENTIAL MATURITY DATE 28/07/2023

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/07/2022
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: 4.05% Semi Annually (8.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2392187337
NEXT POTENTIAL MATURITY DATE 28/07/2023

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 25/08/2022
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: 5 625% Semi Annually (11.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.25% p.a.
ISIN XS2477425651
NEXT POTENTIAL MATURITY DATE 25/08/2023

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COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/08/2022
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: 7.125% Semi Annually (14.35% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2477425578
NEXT POTENTIAL MATURITY DATE 25/08/2023

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• FVC REPORT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 25/08/2022
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: EUR: 4.50% Semi Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2477425495
NEXT POTENTIAL MATURITY DATE 25/08/2023

• FACTSHEET
• FVC REPORT