UK PRODUCTS
RETURN & BARRIERS
Issuer: Morgan Stanley & Co
Investment Term: Up to 6 years
Payment Rate: 6% per annum
Kick Out Trigger Level: 105% of Initial Index Level at the first kick out observation date reducing to 100% of Initial Index Level for the remaining observations
Capital Protection: 100% Capital Protection barrier at maturity
RETURN & BARRIERS
Issuer: JPMorgan
Investment Term: Up to 8 years
Payment Rate: 8.70% per annum
Kick Out Trigger Level: 100% of Initial Index Level at the first kick out observation date reducing to 65% of Initial Index Level for the last observation
Capital Protection: 65% european barrier at maturity
RETURN & BARRIERS
Deposit Taker: Royal Bank of Canada (London Branch)
Investment Term: 5 Years 2 Weeks
Payment Rate: 6% per annum (paid quarterly)
Capital Protection: Your Initial Capital will be returned in full at maturity regardless of the performance of the Index, subject to Deposit Taker risk.
RETURN & BARRIERS
Issuer: Morgan Stanley & Co
Investment Term: Up to 6 years
Payment Rate: 6% per annum
Kick Out Trigger Level: 105% of Initial Index Level at the first kick out observation date reducing to 100% of Initial Index Level for the remaining observations
Capital Protection: 100% Capital Protection barrier at maturity
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.75% quarterly (7.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
RETURN & BARRIERS
Issuer: Société Générale
Investment Term: Up to 6 years 2 week
Payment Rate: 8% per annum
Participation Rate: 430% Participation in the growth of the FTSE™100 Index at maturity if the Issuing
Bank does not ‘call’ the product prior to its maturity date.
Callable Observations: Quarterly (First Observation from 24 months)
Capital Protection: 40% Capital Protection barrier at maturity
INDICATIVE PRICE: 128.92% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Issuer: BNP Paribas Issuance B.V.
Investment Term: Up to 4 years 1 week
Payment Rate: 10% per annum
Participation Rate: 500% Participation in the growth of the FTSE™100 Index at maturity if the Issuing
Bank does not ‘call’ the product prior to its maturity date.
Callable Observations: Quarterly (First Observation from 12 months)
Capital Protection: 60% Capital Protection barrier at maturity
RETURN & BARRIERS
Maximum Term: 8 years
Investment Structure: Defensive Kickout
Income Rate: GBP = 9.50% p.a.
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level from 24 months
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
RETURN & BARRIERS
Maximum Term: 10 years
Investment Structure: Classic Autocall
Income Rate: GBP = 11.95% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level from 12 months
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Investment Term: Up to 7 years 1 week
Interest Rate: 6.00% per annum (1.50% per quarter)
Participation Rate: 200% Participation in the growth of the FTSE™ 100 Index at maturity
Callable Observations: Quarterly (First Observation at 24 months)
Capital Protection: 100% Capital Protected
INDICATIVE PRICE: 119.06% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Investment Structure: Callable Supertracker Plan
Investment Term: Up to 6 years 2 week
Interest Rate: 10.00% per annum (2.50% per quarter)
Callable Observations: Quarterly (First Observation at 12 months)
Capital Protection: 60% Capital Protection barrier at maturity
INDICATIVE PRICE: 138.98% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Investment Structure: Supertracker Plan
Investment Term: Up to 6 years 2 week
Interest Rate: 8.00% per annum (2.00% per quarter)
Participation Rate: 430% Participation in the growth of the FTSE™ 100 Index at maturity
Callable Observations: Quarterly (First Observation at 24 months)
Capital Protection: 40% Capital Protection barrier at maturity
INDICATIVE PRICE: 130.58% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Investment Term: Up to 7 years 2 week
Interest Rate: 6.00% per annum (1.50% per quarter)
Participation Rate: 150% Participation in the growth of the FTSE™ 100 Index at maturity
Callable Observations: Quarterly (First Observation at 24 months)
Capital Protection: 100% Capital Protected
INDICATIVE PRICE: 118.33% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Investment Structure: Plan
Investment Term: Up to 6 years 1 week
Interest Rate: 10.00% per annum (2.50% per quarter)
Participation Rate: 500% Participation in the growth of the FTSE™ 100 Index at maturity
Callable Observations: Quarterly (First Observation at 24 months)
Capital Protection: 60% Capital Protection barrier at maturity
INDICATIVE PRICE: 140.41% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Investment Structure: Deposit Plan
Investment Term: 6.5 years
Interest Rate: 23% paid at maturity if the underlying Index is at or above its initial strike level on the final valuation date
Capital Protection: 100% Capital Protected
INDICATIVE PRICE: 107.57% (as at 03/07/2026 10:11 UK Time)
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Income Rate: GBP = 12.00% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level from 12 months
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)