MATTIOLI WOODS PRODUCTS

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Income Autocall
Autocall opportunities: Annual (First observation at 36 months)
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 8% p.a.
Income Trigger: 59% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 59% Final level (Observed at maturity only)

INDICATIVE PRICE: 98.09% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Accelerator Plan
Autocall Opportunities: 24 months
Autocall Trigger: 100% of Initial Level
Payment: GBP = 18% if autocalled
Discount Strike: 90% of initial Level
Cap: 130% of initial Level
Participation: 180% at maturity if not autocalled
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

INDICATIVE PRICE: 101.81% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 100% of Initial Level from 24 months (reducing to 95%, 90%, 85% thereafter)
Coupon Rate: 10.15% p.a.
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)

INDICATIVE PRICE: 102.18% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 97.50% of Initial Level from 24 months (reducing to 95%, 92.50%, 90%)
Coupon Rate: 9.25% p.a.
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)

INDICATIVE PRICE: 105.08% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Income Autocall
Autocall opportunities: Annual
Autocall Trigger: 110% of Initial Level from 36 months
Income Rate: 9.35% p.a.
Income Trigger: 75%
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier:65% Final level (Observed at maturity only)

INDICATIVE PRICE: 100.23% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Issuer: Citigroup Global Markets Funding Luxembourg
Investment Term: 6 years
Payment Rate: 10.50% per annum
Upper Barrier: 131.50% of the Initial Strike Level
Lower Barrier: 70% of the Initial Strike Level
Capital Protection: 65% European barrier

INDICATIVE PRICE: 83.80% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Defensive Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 105% of Initial Level from 24 months (reducing to 100%, 100%, 95%, 90%, 74.50%)
Coupon Rate: 11.25% p.a.
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)

INDICATIVE PRICE: 111.89% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Issuer: Royal Bank of Canada
Investment Term: 5 years 2 weeks
Payment Rate: 9.15% per annum
Upper Barrier: 128% of the Initial Strike Level
Lower Barrier: 73% of the Initial Strike Level
Capital Protection: 65% European barrier

INDICATIVE PRICE: 103.17% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 95% of Initial Level from 24 months (reducing to 95%, 92.50%, 87.50%, 85%)
Coupon Rate: 10% p.a.
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity)

INDICATIVE PRICE: 115.86% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Autocall opportunities: Annual (First observation at 24 months)
Autocall Trigger: 97.50% of Initial Level from 24 months (reducing to 95%, 92.50%, 87.50%, 85%)
Coupon Rate: 10.25% p.a.
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity)

INDICATIVE PRICE: 114.44% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 1.975% per quarter (7.90% p.a.)
Income Trigger: 75% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)

INDICATIVE PRICE: 98.47% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Issuer: Citi Bank
Investment Term: Up to 5 years
Payment Rate: 10.50% per annum (paid quarterly)
Kick Out Trigger Level: 95% of Initial Index Levels starting at 24 months (Reducing by 5% p.a.)
European Barrier : 65% barrier at maturity

INDICATIVE PRICE: 118.40% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Accelerator Plan
Autocall Opportunities: 24 months
Autocall Trigger: 100% of Initial Level
Payment: GBP = 18% if autocalled
Discount Strike: 90% of initial Level
Cap: 130% of initial Level
Participation: 200% at maturity if not autocalled
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

INDICATIVE PRICE: 116.19% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Range Income Plan
Interest period: Quarterly
Income Rate: GBP = 2.25% per quarter (9.00% p.a.)
Upper Range: 68% of initial Level
Lower Range: 123% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)

INDICATIVE PRICE: 96.92% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 2% per quarter (8% p.a.)
Income Trigger: 70% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Classic Autocall
Income Rate: GBP = 8% p.a.
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level (Reducing by 5% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level
Payment: GBP = 6.80% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

Return: Full Capital Plus 6.80%

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level (Reducing to 95% for Year 3 & 90% for Year 4 & 5)
Payment: GBP = 8.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level of the FTSE 100 (Observed at maturity only)

INDICATIVE PRICE: 90.02% (as at 21/01/2025 10:05 UK Time)

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level
Payment: GBP = 6.80% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

Return: Full Capital Plus 13.60%

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level
Payment: GBP = 7.00% Annually
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

Return: Full Capital Plus 7.00%