UK PRODUCTS

PRODUCT NAME
ISIN
START DATE
MATURITY DATE
INDICATIVE PRICE
STATUS
VIEW
ISIN: XS2109866264
START DATE: 20/11/2020
MATURITY DATE:
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
6,351.4500
10652.87
+67.72%
Nasdaq 100
11,906.4400
29329.21
+146.33%
Eurostoxx 50
3,467.6000
6360.47
+83.43%

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

EXPAND CLOSE
ISIN: XS2121712710
START DATE: 14/08/2020
MATURITY DATE: 15/08/2022
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
AstraZeneca
8,381.0000
14538
+73.46%
Aviva
118.6800
664.4
+459.82%
Lloyds
28.9500
114.65
+296.03%
Vodafone
288.8000
98.68
-65.83%

RETURN & BARRIERS
Investment Structure: Structured Plan
Autocall Observations: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial strike level of Underlying Stocks
Coupon Rate: 7.45% Annually
Capital Risk: None
Capital Protection: 100% Capital Protected

EXPAND CLOSE
ISIN: XS2126408918
START DATE: 14/08/2020
MATURITY DATE: 21/08/2026
INDICATIVE PRICE: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
6,090.0400
10652.87
+74.92%

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

EXPAND CLOSE
ISIN: XS2174383906
START DATE: 06/05/2020
MATURITY DATE: 20/05/2023
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE

RETURN & BARRIERS
Investment Structure: Structured Note
Observations: Annual
Coupon Rate: GBP = 1.8% p.a. Fixed Income
Protection Barrier: 100% Capital protected
Capital Risk: Capital protected

EXPAND CLOSE
ISIN: XS2125697982
START DATE: 15/04/2020
MATURITY DATE: 19/04/2022
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,597.6500
10652.87
+90.31%

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: 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
10652.87
+83.17%

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
2004
+32.29%
Vodafone
115.6800
98.68
-14.70%
Aviva
266.7000
664.4
+149.12%
Barclays
94.7900
522.1
+450.80%
Lloyds
31.2200
114.65
+267.23%

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: 24/08/2026
INDICATIVE PRICE: 158.80%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,993.2800
10652.87
+77.75%

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: 158.80% (as at 03/07/2026 10:11 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
10652.87
+78.73%

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: 138.17%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,704.4500
10652.87
+86.75%

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: 138.17% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: GS00SD000805
START DATE: 11/03/2020
MATURITY DATE: 18/03/2027
INDICATIVE PRICE: 123.93%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
5,876.5200
10652.87
+81.28%

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: 123.93% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: GS00SD000771
START DATE: 20/02/2020
MATURITY DATE: 22/02/2027
INDICATIVE PRICE: 143.44%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,436.6400
10652.87
+43.25%

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: 143.44% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: GS00SD000748
START DATE: 21/01/2020
MATURITY DATE: 28/01/2027
INDICATIVE PRICE: 112.02%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
iSTOXX Global ESG Trend Select 30
155.8100
160.38
+2.93%

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: 112.02% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: GS00SD000722
START DATE: 12/12/2019
MATURITY DATE: 14/12/2026
INDICATIVE PRICE: 145.16%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,273.4700
10652.87
+46.46%

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: 145.16% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: UKX CP 30OCT25
START DATE: 30/10/2019
MATURITY DATE: 30/10/2025
INDICATIVE PRICE: -
STATUS: Matured
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7330.78
10652.87
+45.32%

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: 136.10%
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7324.47
10652.87
+45.44%

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: 136.10% (as at 03/07/2026 10:11 UK Time)

EXPAND CLOSE
ISIN: GS00SD000672
START DATE: 10/09/2019
MATURITY DATE: 10/09/2026
INDICATIVE PRICE: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7267.95
10652.87
+46.57%

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

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
10652.87
+40.41%
Eurostoxx 50
3466.85
6360.47
+83.47%

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: -
STATUS: Live
VIEW: VIEW
UNDERLYING
STRIKE LEVEL
CURRENT LEVEL
PERFORMANCE
FTSE 100
7,508.7000
10652.87
+41.87%

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

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
10652.87
+44.59%

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