UK PRODUCTS

PRODUCT NAME
ISIN
START DATE
MATURITY DATE
INDICATIVE PRICE
STATUS
VIEW
ISIN: XS2487102175
START DATE: 23/09/2022
MATURITY DATE: 23/09/2024
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,018.6000
10728.04
+52.85%

RETURN & BARRIERS
Issuer: JPMorgan
Investment Term: Up to 6 years
Payment Rate: 11.15% per annum
Kick Out Trigger Level: 105% of Initial Index Level at the first kick out observation date reducing 100% thereafter
Capital Protection: 65% european barrier at maturity

EXPAND CLOSE
ISIN: XS2385483222
START DATE: 20/09/2021
MATURITY DATE: 20/09/2023
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
6,903.9100
10728.04
+55.39%

RETURN & BARRIERS
Issuer: Morgan Stanley
Investment Term: Up to 6 years
Payment Rate: 7.40% per annum
Kick Out Trigger Level: 105% of Initial Index Level (Reducing by 5% a year, floored at 90%)
Capital Protection: 65% european barrier at maturity

EXPAND CLOSE
ISIN: GB00BW6SG143
START DATE: 26/11/2021
MATURITY DATE: 27/11/2023
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,107.9000
10728.04
+50.93%

RETURN & BARRIERS
Issuer: Morgan Stanley & Co
Investment Term: Up to 6 years
Payment Rate: 8.00% 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: 65% european barrier at maturity

EXPAND CLOSE
ISIN: XS2532846768
START DATE: 18/11/2022
MATURITY DATE: 03/12/2024
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,385.5200
10728.04
+45.26%
Eurostoxx 50
3,924.8400
6468.17
+64.80%

RETURN & BARRIERS
Issuer: Citigroup Global Markets Limited
Investment Term: 2 Years
Payment Rate: 8.00% per annum
Capital Protection: 65% Capital Protection barrier at maturity

EXPAND CLOSE
ISIN: EDR7614142EU
START DATE: 21/11/2022
MATURITY DATE: 21/11/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,385.5200
10728.04
+45.26%
Eurostoxx 50
3,909.2800
6468.17
+65.46%

RETURN & BARRIERS
Issuer: Barclays Bank Plc
Investment Term: Up to 6 years and 2 weeks
Payment Rate: 8.50% per annum
Kick Out Trigger Level: 100% of Initial Index Levels starting at 36 months
Capital Protection: 100% Capital Protection barrier at maturity

EXPAND CLOSE
ISIN: GB00BW6SJY87
START DATE: 25/10/2022
MATURITY DATE: 27/10/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,013.4800
10728.04
+52.96%

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

EXPAND CLOSE
ISIN: XS2477459478
START DATE: 19/08/2022
MATURITY DATE: 21/08/2023
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE Custom 150
1,295.2700
1673.01
+29.16%
Eurostoxx 50
3,730.3200
6468.17
+73.39%

RETURN & BARRIERS
Issuer: Morgan Stanley
Investment Term: Up to 6 years
Payment Rate: 14.50% per annum
Kick Out Trigger Level: 100% of Initial Index Level
Capital Protection: 65% european barrier at maturity

EXPAND CLOSE
ISIN: XS2487103496
START DATE: 19/08/2022
MATURITY DATE: 19/08/2030
INDICATIVE PRICE: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,550.3700
10728.04
+42.09%
Eurostoxx 50
3,730.3200
6468.17
+73.39%

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

EXPAND CLOSE
ISIN: UKX CRC 31AUG27
START DATE: 30/08/2022
MATURITY DATE: 31/08/2027
INDICATIVE PRICE: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,361.6300
10728.04
+45.73%

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.

EXPAND CLOSE
ISIN: GB00BW6SJB50
START DATE: 30/08/2022
MATURITY DATE: 29/08/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,361.6300
10728.04
+45.73%

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

EXPAND CLOSE
ISIN: XS2482306730
START DATE: 01/07/2022
MATURITY DATE: 03/04/2023
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,168.6500
10728.04
+49.65%
S&P 500
3,825.3300
7691.76
+101.07%
Eurostoxx 50
3,448.3100
6468.17
+87.58%

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)

EXPAND CLOSE
ISIN: GB00BN08W867
START DATE: 20/07/2022
MATURITY DATE: 03/08/2028
INDICATIVE PRICE: 129.51%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,264.3100
10728.04
+47.68%

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: 129.51% (as at 19/08/2026 09:59 UK Time)

EXPAND CLOSE
ISIN: XS2380245956
START DATE: 14/07/2022
MATURITY DATE: 14/07/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,039.8100
10728.04
+52.39%

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

EXPAND CLOSE
ISIN: XS2472223325
START DATE: 06/05/2022
MATURITY DATE: 07/05/2024
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7430.07
10728.04
+44.39%

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)

EXPAND CLOSE
ISIN: XS2460066363
START DATE: 29/04/2022
MATURITY DATE: 29/04/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE Custom 150
1,338.1500
1673.01
+25.02%

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)

EXPAND CLOSE
ISIN: GB00B8SVSQ27
START DATE: 25/04/2022
MATURITY DATE:
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE

RETURN & BARRIERS
Investment Structure: Structured Note
Observations: Annual
Coupon Rate: GBP = 2.00% p.a. Fixed Income
0.10% at maturity if at or above inital
Protection Barrier: 100% Capital protected
Capital Risk: Capital protected

EXPAND CLOSE
ISIN: GS00SD001118
START DATE: 13/06/2022
MATURITY DATE: 14/09/2026
INDICATIVE PRICE: 119.16%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7205.81
10728.04
+48.88%

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: 119.16% (as at 19/08/2026 09:59 UK Time)

EXPAND CLOSE
ISIN: XS2358189657
START DATE: 20/05/2022
MATURITY DATE: 30/05/2028
INDICATIVE PRICE: 140.16%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,389.9800
10728.04
+45.17%

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: 140.16% (as at 19/08/2026 09:59 UK Time)

EXPAND CLOSE
ISIN: BL311981
START DATE: 26/05/2022
MATURITY DATE: 26/05/2026
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
10728.04
Eurostoxx 50
6468.17

RETURN & BARRIERS
Investment Structure: Kick Out Plan
Investment Term: Up to 6 years 2 week
Interest Rate: 4.75% per annum starting at Year 4
Callable Observations: Annually (First Observation at 4 Years)
Capital Protection: 100% Capital Protection barrier at maturity

EXPAND CLOSE
ISIN: GB00BKG6Y760
START DATE: 28/04/2022
MATURITY DATE: 28/04/2028
INDICATIVE PRICE: 131.09%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,509.1900
10728.04
+42.87%

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: 131.09% (as at 19/08/2026 09:59 UK Time)

EXPAND CLOSE