INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income USD Jun 2026
ISIN: XS3267333261
STRIKE DATE: 02/06/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 506,107.85006009.95
Russell 20002,931.96302835.462
Nikkei 22566,734.240064179.27

STRIKE DATE 02/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3267333261
NEXT POTENTIAL MATURITY DATE 04/06/2029

EXPAND CLOSE
Barclays 85-60 Memory Income Autocall EUR Jun 2026
ISIN: XS3351125631
STRIKE DATE: 03/06/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50,038.160050029.17
Russell 20002,893.51402835.462
Nikkei 22568,402.130064179.27

STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.80% Quarterly (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351125631
NEXT POTENTIAL MATURITY DATE 03/06/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall May 2026 USD
ISIN: XS3342492553
STRIKE DATE: 08/05/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,744.3530
SMI13,100.630013463.33
Eurostoxx 505,911.53006009.95
Nasdaq 10029,234.990028508.03

STRIKE DATE 08/05/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.90% Semi-annually (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3342492553
NEXT POTENTIAL MATURITY DATE 10/05/2027

EXPAND CLOSE
Goldman Sachs Bank Stocks Defensive Autocall Apr 2026 ZAR
ISIN: ZAE000360954
STRIKE DATE: 21/04/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABSA Group Limited24,840.000023200
FirstRand Limited8,886.00009151
Nedbank Limited26,758.000025492

STRIKE DATE 21/04/2026
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: ZAR: 12.50% Semi-Annually (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000360954
NEXT POTENTIAL MATURITY DATE 21/04/2027

    EXPAND CLOSE
    Goldman Sachs MSCI Emerging Markets Autocall Apr 2026 ZAR
    ISIN: ZAE000360814
    STRIKE DATE: 15/04/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI Emerging Markets1,583.38001666.97

    STRIKE DATE 15/04/2026
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 13.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN ZAE000360814
    NEXT POTENTIAL MATURITY DATE 16/04/2029

      EXPAND CLOSE
      BBVA Quad Index Classic Autocall Apr 2026 USD
      ISIN: XS3317189044
      STRIKE DATE: 08/04/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13,113.430013463.33
      Eurostoxx 505,913.37006009.95
      Nikkei 22556,308.420064179.27
      S&P 5006,782.81007266.99

      STRIKE DATE 08/04/2026
      RETURN & BARRIERS
      Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.375% Semi-Annually (14.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3317189044
      NEXT POTENTIAL MATURITY DATE 08/04/2027

        EXPAND CLOSE
        GS South African Banks 80-75 Memory Income Autocall Apr 2026 ZAR
        ISIN: ZAE000360509
        STRIKE DATE: 07/04/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        ABSA Group Limited27,211.000023200
        FirstRand Limited8,700.00009151
        Nedbank Limited23,778.000025492

        STRIKE DATE 07/04/2026
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Reducing Autocall Income Opportunities: Semi-Annual Income Trigger: 80% of initial level Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 9.775% Semi-Annually (19.55% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 75% Final level (European style)
        P.A. RETURN
        ISIN ZAE000360509
        NEXT POTENTIAL MATURITY DATE 07/04/2027

          EXPAND CLOSE
          Goldman Sachs South African Banks Reducing Autocall Apr 2026 ZAR
          ISIN: ZAE000360780
          STRIKE DATE: 07/04/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          ABSA Group Limited23,778.000023200
          FirstRand Limited8,700.00009151
          Standard Bank Group Limited31,190.000031128

          STRIKE DATE 07/04/2026
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, reducing 2.50% per period Coupon Rate: USD: 11.95% Semi-Annually (23.90% p.a.) Capital Risk: Not Capital Protected Capital Protection Barrier: 70% Final level (European style)
          P.A. RETURN
          ISIN ZAE000360780
          NEXT POTENTIAL MATURITY DATE 07/04/2027

            EXPAND CLOSE
            BNP 729% Uncapped Participation Cap Protected Growth Mar 2026 ZAR
            ISIN: ZAE000359725
            STRIKE DATE: 24/03/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY ZAR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            BNP Paribas Multi Asset Diversified 5 Index294.0315300.7527

            STRIKE DATE 24/03/2026
            RETURN & BARRIERS
            Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 729% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
            P.A. RETURN
            ISIN ZAE000359725
            NEXT POTENTIAL MATURITY DATE 24/03/2031

              EXPAND CLOSE
              Goldman Sachs World Indices Reducing Autocall May 2026 ZAR
              ISIN: ZAE000360764
              STRIKE DATE: 08/05/2026
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Goldman Sachs
              TYPE Note
              CURRENCY ZAR
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              FTSE 10010,233.070010254.81
              Nikkei 22562,713.650064179.27
              S&P 5007,398.93007266.99
              Eurostoxx 505,911.53006009.95

              STRIKE DATE 08/05/2026
              RETURN & BARRIERS
              Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 2.50% per annum Coupon Rate: USD: 17.30% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN ZAE000360764
              NEXT POTENTIAL MATURITY DATE 08/05/2029

                EXPAND CLOSE
                Barclays Quad Index Reducing Autocall May 2026 USD
                ISIN: XS3341106725
                STRIKE DATE: 08/05/2026
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY Barclays
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                S&P 5007,398.93007266.99
                Eurostoxx 505,911.53006009.95
                FTSE 10010,233.070010254.81
                Nikkei 22562,713.650064179.27

                STRIKE DATE 08/05/2026
                RETURN & BARRIERS
                Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: USD: 12.50% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN
                ISIN XS3341106725
                NEXT POTENTIAL MATURITY DATE 08/05/2029

                  EXPAND CLOSE
                  Barclays Quad Index Reducing Autocall May 2026 GBP
                  ISIN: XS3305382288
                  STRIKE DATE: 08/05/2026
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: CONTACT

                  COUNTERPARTY Barclays
                  TYPE Note
                  CURRENCY GBP
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  S&P 5007,398.93007266.99
                  Eurostoxx 505,911.53006009.95
                  FTSE 10010,233.070010254.81
                  Nikkei 22562,713.650064179.27

                  STRIKE DATE 08/05/2026
                  RETURN & BARRIERS
                  Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level, reducing 5.00% per annum Coupon Rate: GBP: 12.10% Annually Capital Risk: Not Capital Protected Capital Protection Barrier: 60% Final level (European style)
                  P.A. RETURN
                  ISIN XS3305382288
                  NEXT POTENTIAL MATURITY DATE 08/05/2029

                    EXPAND CLOSE
                    BNP Paribas 650% Participation Capital Protected Note Apr 2026
                    ISIN: ZAE000359568
                    STRIKE DATE: 30/04/2026
                    INDICATIVE PRICE: Not available
                    STATUS: Previous
                    FACTSHEET: CONTACT

                    COUNTERPARTY BNP Paribas
                    TYPE Note
                    CURRENCY ZAR
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    BNP Paribas Multi Asset Diversified 5 Index301.2885300.7527

                    STRIKE DATE 30/04/2026
                    RETURN & BARRIERS
                    Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 650% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
                    P.A. RETURN
                    ISIN ZAE000359568
                    NEXT POTENTIAL MATURITY DATE 30/04/2031

                      EXPAND CLOSE
                      UniCredit 75-60 Memory Income Autocall May 2026 USD
                      ISIN: DE000UN7PEX5
                      STRIKE DATE: 07/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY UniCredit
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      SMI13,135.430013463.33
                      Eurostoxx 505,972.65006009.95
                      Nikkei 22562,833.840064179.27
                      S&P 5007,337.11007266.99

                      STRIKE DATE 07/05/2026
                      RETURN & BARRIERS
                      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN
                      ISIN DE000UN7PEX5
                      NEXT POTENTIAL MATURITY DATE 07/05/2027

                      EXPAND CLOSE
                      BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 USD
                      ISIN: XS3342492983
                      STRIKE DATE: 22/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY BBVA
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Caterpillar Inc865.9500856.16
                      Exxon Mobil Corp155.2900150.62
                      C.H. ROBINSON WORLDWIDE INC178.1300184.995
                      Nutrien Ltd70.240065.03

                      STRIKE DATE 22/05/2026
                      RETURN & BARRIERS
                      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) USD: 7.55% Semi-Annual (15.10% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN
                      ISIN XS3342492983
                      NEXT POTENTIAL MATURITY DATE 22/05/2027

                      EXPAND CLOSE
                      BBVA Halo 60-60 Memory Income Reducing Autocall May 2026 GBP
                      ISIN: XS3342493015
                      STRIKE DATE: 22/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY BBVA
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Caterpillar Inc865.9500856.16
                      Exxon Mobil Corp155.2900150.62
                      C.H. ROBINSON WORLDWIDE INC178.1300184.995
                      Nutrien Ltd70.240065.03

                      STRIKE DATE 22/05/2026
                      RETURN & BARRIERS
                      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%) Memory Income Rate: GBP: 7.20% Semi-Annual (14.40% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN
                      ISIN XS3342493015
                      NEXT POTENTIAL MATURITY DATE 22/05/2027

                      EXPAND CLOSE
                      Société Générale Defence Early Low Hurdle Autocall USD May 2026 – FACTSHEET AVAILABLE UPON REQUEST
                      ISIN: XS3337239563
                      STRIKE DATE: 27/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Société Générale
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Capgemini SE100.650099.6
                      Leonardo SpA51.650052.32
                      Thyssenkrupp AG11.295010.65
                      Rheinmetall AG1,232.80001197.2

                      STRIKE DATE 27/05/2026
                      RETURN & BARRIERS
                      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                      P.A. RETURN
                      ISIN XS3337239563
                      NEXT POTENTIAL MATURITY DATE 27/10/2027

                      EXPAND CLOSE
                      Citi Triple Index Autocall May 2026 USD
                      ISIN: XS3164510631
                      STRIKE DATE: 07/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: CONTACT

                      COUNTERPARTY Citi
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      Eurostoxx 505,972.65006009.95
                      Nikkei 22562,833.840064179.27
                      S&P 5007,337.11007266.99

                      STRIKE DATE 07/05/2026
                      RETURN & BARRIERS
                      Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN
                      ISIN XS3164510631
                      NEXT POTENTIAL MATURITY DATE 07/05/2031

                      EXPAND CLOSE
                      Citi 90-65 Memory Income Autocall May 2026 GBP
                      ISIN: XS3164573985
                      STRIKE DATE: 15/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY Citi
                      TYPE Note
                      CURRENCY GBP
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      FTSE MIB49,116.470050029.17
                      Nikkei 22561,409.290064179.27
                      S&P/ASX 2008,630.8430
                      Nasdaq 10029,125.200028508.03

                      STRIKE DATE 15/05/2026
                      RETURN & BARRIERS
                      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.775% Monthly (9.30% p.a.) Income Trigger: 90% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                      P.A. RETURN
                      ISIN XS3164573985
                      NEXT POTENTIAL MATURITY DATE 24/05/2027

                      EXPAND CLOSE
                      BNP Paribas Defensive Autocall May 2026 USD
                      ISIN: XS3344833473
                      STRIKE DATE: 12/05/2026
                      INDICATIVE PRICE: Not available
                      STATUS: Previous
                      FACTSHEET: DOWNLOAD

                      COUNTERPARTY BNP Paribas
                      TYPE Note
                      CURRENCY USD
                      CURRENT PRICE Not available

                      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                      iShares MSCI Brazil (EWZ)38.240033.78
                      HSI26,347.910024407.96
                      SMI13,119.530013463.33

                      STRIKE DATE 12/05/2026
                      RETURN & BARRIERS
                      Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 7.95% Semi-Annually (15.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                      P.A. RETURN
                      ISIN XS3344833473
                      NEXT POTENTIAL MATURITY DATE 12/05/2027

                      EXPAND CLOSE