INTERNATIONAL PRODUCTS

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.39% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 30/06/2021
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
ISIN DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/12/2026

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.09% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall Maximum Term: 4 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter Coupon Rate: 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/07/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: USD = 2.50% Quarterly (10% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025

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COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Semi annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/07/2021
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 = 3.05% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024

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COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/07/2021
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 = 4.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly (7.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.04% Quarterly Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.15% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.20% Quarterly (4.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BP16
NEXT POTENTIAL MATURITY DATE 13/01/2027

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.56% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 13/07/2021
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 = 1.48% Quarterly (5.92% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM76
NEXT POTENTIAL MATURITY DATE 13/01/2027

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.53% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.63% Quarterly (6.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM68
NEXT POTENTIAL MATURITY DATE 13/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.72% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 1.75% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277236969
NEXT POTENTIAL MATURITY DATE 07/01/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234675
NEXT POTENTIAL MATURITY DATE 07/07/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234592
NEXT POTENTIAL MATURITY DATE 07/07/2025

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.90% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4MBU8
NEXT POTENTIAL MATURITY DATE 04/12/2026

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COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.29% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 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
ISIN DE000HV4MBT0
NEXT POTENTIAL MATURITY DATE 04/12/2026

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272094298
NEXT POTENTIAL MATURITY DATE 04/06/2025

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COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.89% (as at 16/10/2026 10:16 UK Time)

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231069
NEXT POTENTIAL MATURITY DATE 06/01/2027

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• KEY INFORMATION DOCUMENT (KID)
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