INTERNATIONAL PRODUCTS

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE 98.20% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰2.62% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267316688
NEXT POTENTIAL MATURITY DATE 15/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.65% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰3.57% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267322652
NEXT POTENTIAL MATURITY DATE 15/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.53% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 13/03/2026
RETURN & BARRIERS
💰3.70% Semi Annual Snowballing Coupon, 📈100% Autocall Trigger from 12 Months, 🛡️65% Geared Put
P.A. RETURN
ISIN XS3267331307
NEXT POTENTIAL MATURITY DATE 15/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.39% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 31/03/2026
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: 2.1275% Quarterly (8.51% 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 XS3267326562
NEXT POTENTIAL MATURITY DATE 31/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.93% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 31/03/2026
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: 2.075% Quarterly (8.30% 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 XS3267321258
NEXT POTENTIAL MATURITY DATE 31/03/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 09/04/2026
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: EUR: 3.60% Semi-Annual (7.20% 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 XS3287522711
NEXT POTENTIAL MATURITY DATE 12/04/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.73% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 03/04/2026
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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287517802
NEXT POTENTIAL MATURITY DATE 05/04/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.17% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 19/03/2026
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287517984
NEXT POTENTIAL MATURITY DATE 19/03/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY
CURRENT PRICE 93.11% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 05/03/2026
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: 1.825% Quarterly (7.30% 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 XS3263015748
NEXT POTENTIAL MATURITY DATE 05/03/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.40% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95.00% of initial level Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3281185481
NEXT POTENTIAL MATURITY DATE 07/04/2027

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COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 96.09% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 3 Years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3292010231
NEXT POTENTIAL MATURITY DATE 24/03/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 67.41% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 27/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD: 4.4125% Quarterly (17.65% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250170316
NEXT POTENTIAL MATURITY DATE 27/08/2026

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COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 94.48% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 31/03/2026
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: 2.025% Quarterly (8.10% 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 XS3281167406
NEXT POTENTIAL MATURITY DATE 31/03/2027

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COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.75% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 31/03/2026
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: 1.975% Quarterly (7.90% 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 XS3281167075
NEXT POTENTIAL MATURITY DATE 31/03/2027

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COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 86.44% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 26/02/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 360% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS3251136779
NEXT POTENTIAL MATURITY DATE 26/02/2031

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COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 98.39% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 20/03/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3158917107
NEXT POTENTIAL MATURITY DATE 23/03/2027

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COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.38% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 26/03/2026
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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138937407
NEXT POTENTIAL MATURITY DATE 30/03/2027

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COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.26% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 05/03/2026
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: 1.86% Quarterly (7.44% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3260467959
NEXT POTENTIAL MATURITY DATE 05/03/2027

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COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 93.74% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 03/03/2026
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: CAD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3262009304
NEXT POTENTIAL MATURITY DATE 03/03/2027

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COUNTERPARTY Marex Financial
TYPE Note
CURRENCY CAD
CURRENT PRICE 94.76% (as at 24/07/2026 10:18 UK Time)

STRIKE DATE 03/03/2026
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: CAD: 5.175% Semi-Annually (10.35% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3262009486
NEXT POTENTIAL MATURITY DATE 03/03/2027

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