INVESTMENTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.9375% Quarterly (7.75% 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 XS3079248467
NEXT POTENTIAL MATURITY DATE 16/08/2027

• FACTSHEET

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 3.57% Quarterly (14.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3130973822
NEXT POTENTIAL MATURITY DATE 16/11/2026

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: ZAR: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 50% Growth Capital Risk: 60% European
P.A. RETURN
ISIN XS3094982751
NEXT POTENTIAL MATURITY DATE 15/08/2030

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level (reducing to 95%, 90%, 85%, 80%) Coupon Rate: USD: 7.47% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.47% p.a.
ISIN XS3095215102
NEXT POTENTIAL MATURITY DATE 17/08/2026

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/08/2025
RETURN & BARRIERS
10.00% Semi-Annually Snowballing Coupon if Autocalled, 100% Autocall Trigger from 24 Months but 60% on final day, 60% European Barrier
P.A. RETURN
ISIN XS3079225507
NEXT POTENTIAL MATURITY DATE 12/08/2027

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/08/2025
RETURN & BARRIERS
11.65% Annual Snowballing Coupon, 100% Trigger from 12m, reducing to 90%, 80%, then 70%, 70% European Barrier
P.A. RETURN 11.65% p.a.
ISIN XS3149230149
NEXT POTENTIAL MATURITY DATE 12/08/2026

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 09/09/2025
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: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3130899324
NEXT POTENTIAL MATURITY DATE 09/12/2026

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
3.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 50% European Barrier
P.A. RETURN 7.50% p.a.
ISIN XS2984898564
NEXT POTENTIAL MATURITY DATE 03/08/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
5.40% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 10.80% p.a.
ISIN XS3067080740
NEXT POTENTIAL MATURITY DATE 27/07/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 26/10/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.70% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 90%,60% Final European barrier.
P.A. RETURN
ISIN XS3067080823
NEXT POTENTIAL MATURITY DATE 26/10/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/07/2025
RETURN & BARRIERS
4.625% Quarterly Snowballing coupon if Autocalled, 82% Quarterly Autocall trigger from 6 months, 65% Barrier (E).
P.A. RETURN 18.50% p.a.
ISIN XS3109388663
NEXT POTENTIAL MATURITY DATE 02/02/2026

• FACTSHEET

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

STRIKE DATE 28/08/2025
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: 3.475% Semi-Annual (6.95% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.95% p.a.
ISIN XS3078690982
NEXT POTENTIAL MATURITY DATE 28/08/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

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

STRIKE DATE 28/08/2025
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: 3. 50% Semi-Annual (7. 00% 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 XS3078691014
NEXT POTENTIAL MATURITY DATE 30/11/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Citi
TYPE
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 28/07/2025
RETURN & BARRIERS
Maximum Term: 10 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level reducing by 0.75% p.q. Coupon Rate: EUR: 3.50% Quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3080663399
NEXT POTENTIAL MATURITY DATE 28/01/2027

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50% p.a.
ISIN XS3094982165
NEXT POTENTIAL MATURITY DATE 29/08/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity Underlying Basket Bloomberg
P.A. RETURN
ISIN XS3094982249
NEXT POTENTIAL MATURITY DATE 29/08/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months 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 15.00% p.a.
ISIN XS3057448592
NEXT POTENTIAL MATURITY DATE 24/07/2026

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: EUR: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880133736
NEXT POTENTIAL MATURITY DATE 26/10/2026

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/08/2025
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: 3.85% Semi-Annual (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 XS3067149370
NEXT POTENTIAL MATURITY DATE 21/08/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)