UK PRODUCTS
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 = 6% Annually
Protection Barrier: 65% of the Initial Index Level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
RETURN & BARRIERS
Investment Structure: Structured Plan
Investment Term: Up to 6 years
Memory Income Rate: 12.4% p.a. (3.10% per quarter)
Income Trigger: 50% of initial strike levels
Kick Out Trigger: 100% of initial strike levels starting at 12 months
Capital Risk: Not capital protected
Capital Protection: 50% Capital Protection barrier at maturity
RETURN & BARRIERS
Investment Structure: Callable Deposit Plan
Investment Term: Up to 7 years 1 week
Participation Rate: 50% Participation in the growth of the FTSE UK 30 Index at maturity
Cap level: 128% of the Initial Index Level
Interest Rate: 0.50% quarterly (2.00% p.a.)
Callable Observations: Quarterly (First Observation at 3 months)
Capital Risk: None
Capital Protection: 100% Capital Protected
INDICATIVE PRICE: 103.88% (as at 19/08/2026 09:59 UK Time)
RETURN & BARRIERS
Investment Structure: Structured Plan
Investment Term: Up to 4 years 1 week
Memory Income Rate: 6.4% p.a. (1.6% per quarter)
Income Trigger: 80% of initial strike levels
Kick Out Trigger: 98% of initial strike levels starting at 12 months
Capital Risk: Not capital protected
Capital Protection: 60% Capital Protection barrier at maturity
RETURN & BARRIERS
Investment Structure: Structured Plan
Investment Term: Up to 6 years 1 week
Participation Rate: GBP = 400%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: GBP = 0.85% per month (10.20% p.a.)
Capital Risk: Not capital protected
Capital Protection: 60% Capital Protection barrier at maturity
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)
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)
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)
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: 160.15% (as at 19/08/2026 09:59 UK Time)
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)
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: 138.74% (as at 19/08/2026 09:59 UK Time)
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: 124.64% (as at 19/08/2026 09:59 UK Time)
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: 144.61% (as at 19/08/2026 09:59 UK Time)
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: 111.76% (as at 19/08/2026 09:59 UK Time)
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: 146.14% (as at 19/08/2026 09:59 UK Time)