UK PRODUCTS

PRODUCT NAME
ISIN
START DATE
MATURITY DATE
INDICATIVE PRICE
STATUS
VIEW
ISIN: XS2125678768
START DATE: 26/03/2020
MATURITY DATE: 28/03/2022
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,815.7300
9701.37
+66.81%

RETURN & BARRIERS
Investment Structure: Structured Note
Autocall Observations: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial strike level of Underlyings
Coupon Rate: GBP = 16% Annually
Protection Barrier: 65% of the Initial Index Level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

EXPAND CLOSE
ISIN: GB00BG8HLX47
START DATE: 07/04/2020
MATURITY DATE:
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
Glaxo
1,514.8000
1757
+15.99%
Vodafone
115.6800
87.36
-24.48%
Aviva
266.7000
666.4
+149.87%
Barclays
94.7900
406.6
+328.95%
Lloyds
31.2200
89.4
+186.35%

RETURN & BARRIERS
Investment Structure: Structured Note
Autocall Observations: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial strike level of Underlyings
Coupon Rate: GBP = 2.4125% per quarter
Income Trigger: 50%
Protection Barrier: 50% of the Initial Index Level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

EXPAND CLOSE
ISIN: GS00SD000854
START DATE: 22/05/2020
MATURITY DATE: 24/11/2025
INDICATIVE PRICE: 151.30%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,993.2800
9701.37
+61.87%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Investment Term: Up to 8 years 2 weeks
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 2.50% per quarter (10.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 151.30% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: XS2114136547
START DATE: 10/03/2020
MATURITY DATE: 10/03/2022
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,960.2300
9701.37
+62.77%

RETURN & BARRIERS
Maximum Term: 8 years
Investment Structure: Snowballing Reducing Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reducing by 5% annually
Coupon Rate: GBP= 7.4% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

EXPAND CLOSE
ISIN: GS00SD000813
START DATE: 07/04/2020
MATURITY DATE: 18/04/2028
INDICATIVE PRICE: 133.62%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,704.4500
9701.37
+70.07%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Investment Term: Up to 8 years 2 weeks
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.625% per quarter (6.5% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 133.62% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000805
START DATE: 11/03/2020
MATURITY DATE: 18/03/2027
INDICATIVE PRICE: 120.28%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,876.5200
9701.37
+65.09%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 600%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1% per quarter (4% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 120.28% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000771
START DATE: 20/02/2020
MATURITY DATE: 22/02/2027
INDICATIVE PRICE: 135.03%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,436.6400
9701.37
+30.45%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.75% per quarter (7% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 135.03% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000748
START DATE: 21/01/2020
MATURITY DATE: 28/01/2027
INDICATIVE PRICE: 103.64%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
iSTOXX Global ESG Trend Select 30
155.8100
150.17
-3.62%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 300%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 2.00% per quarter (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 103.64% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000722
START DATE: 12/12/2019
MATURITY DATE: 14/12/2026
INDICATIVE PRICE: 137.72%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,273.4700
9701.37
+33.38%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.75% per quarter (7% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 137.72% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: UKX CP 30OCT25
START DATE: 30/10/2019
MATURITY DATE: 30/10/2025
INDICATIVE PRICE: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7330.78
9701.37
+32.34%

RETURN & BARRIERS
Investment Structure: Market Linked Deposit
Participation Rate: 100% Participation in the growth of the FTSE™ 100 Index at maturity
Cap Level: 130% of the Initial Index Level
Investment Term: 6 years 2 weeks
Capital Risk: None
Capital Protection: 100% Capital Protected

EXPAND CLOSE
ISIN: GS00SD000698
START DATE: 25/10/2019
MATURITY DATE: 26/10/2026
INDICATIVE PRICE: 130.73%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7324.47
9701.37
+32.45%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.375% per quarter (5.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 130.73% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000672
START DATE: 10/09/2019
MATURITY DATE: 10/09/2026
INDICATIVE PRICE: 137.76%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7267.95
9701.37
+33.48%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.625% per quarter (6.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 137.76% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: XS1987584775
START DATE: 31/07/2019
MATURITY DATE: 01/08/2022
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7586.78
9701.37
+27.87%
Eurostoxx 50
3466.85
5679.25
+63.82%

RETURN & BARRIERS
Investment Structure: Structured Plan
Kick Out Observations: Annually (First Observation at 36 months)
Kick Out Trigger: 90% of initial strike level of indices
Coupon Rate: GBP = 8.50% per annum
Protection Barrier: 60% of the Initial Index Level

EXPAND CLOSE
ISIN: GS00SD000656
START DATE: 19/07/2019
MATURITY DATE: 20/07/2026
INDICATIVE PRICE: 141.84%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,508.7000
9701.37
+29.20%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 200%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 1.75% per quarter (7.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 141.84% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: XS1966243252
START DATE: 12/06/2019
MATURITY DATE: 12/06/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7367.62
9701.37
+31.68%

RETURN & BARRIERS
Investment Structure: Structured Plan
Participation Rate: GBP = 300%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 2.50% per quarter (10.00% p.a.)
Protection Barrier: 50% of the Initial Index Level

EXPAND CLOSE
ISIN: GS00SD000615
START DATE: 24/05/2019
MATURITY DATE: 22/05/2026
INDICATIVE PRICE: 150.64%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,277.7300
9701.37
+33.30%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 250%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 2.00% per quarter (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 150.64% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000581
START DATE: 17/05/2019
MATURITY DATE: 17/05/2027
INDICATIVE PRICE: 105.21%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,348.6200
9701.37
+32.02%

RETURN & BARRIERS
Investment Structure: Structured Deposit
Participation Rate: GBP = 100%
Income Rate: 0.75% Quarterly (3.00% p.a.) if the FTSE 100 is above 85% of initial strike level
Income Observations: Quarterly (First Observation at 3 months)
Callable Coupon Rate: GBP = 0.25% per quarter (1.00% p.a.)
Callable Observations: Quarterly (First Observation at 12 months)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 105.21% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000524
START DATE: 03/04/2019
MATURITY DATE: 01/04/2026
INDICATIVE PRICE: 152.72%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,418.2800
9701.37
+30.78%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 250%
Callable Observations: Quarterly (First Observation at 24 months)
Coupon Rate: GBP = 2.00% per quarter (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

INDICATIVE PRICE: 152.72% (as at 04/11/2025 09:46 UK Time)

EXPAND CLOSE
ISIN: GS00SD000441
START DATE: 21/02/2019
MATURITY DATE: 21/02/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,167.3900
9701.37
+35.35%

RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Participation Rate: GBP = 300%
Callable Observations: Quarterly (First Observation at 12 months)
Coupon Rate: GBP = 2.00% per quarter (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected

EXPAND CLOSE
ISIN: XS1724626772
START DATE: 14/12/2017
MATURITY DATE: 16/12/2019
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7448.12
9701.37
+30.25%
Eurostoxx 50
3556.22
5679.25
+59.70%

RETURN & BARRIERS
8.86% p.a. Snowballing Coupon if Autocalled
Reducing Autocall Trigger with 1st Autocall from 24 Months
Low Hurdle Coupon Rate: 4.43% p.a.
Low Hurdle Trigger: Year 6: 75% of initial level
60% Protection Barrier at Maturity

EXPAND CLOSE