INVESTMENTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,107.8500 | 6009.95 |
| Russell 2000 | 2,931.9630 | 2835.462 |
| Nikkei 225 | 66,734.2400 | 64179.27 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 50,038.1600 | 50029.17 |
| Russell 2000 | 2,893.5140 | 2835.462 |
| Nikkei 225 | 68,402.1300 | 64179.27 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,744.3530 | |
| SMI | 13,100.6300 | 13463.33 |
| Eurostoxx 50 | 5,911.5300 | 6009.95 |
| Nasdaq 100 | 29,234.9900 | 28508.03 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ABSA Group Limited | 24,840.0000 | 23200 |
| FirstRand Limited | 8,886.0000 | 9151 |
| Nedbank Limited | 26,758.0000 | 25492 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Emerging Markets | 1,583.3800 | 1666.97 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,113.4300 | 13463.33 |
| Eurostoxx 50 | 5,913.3700 | 6009.95 |
| Nikkei 225 | 56,308.4200 | 64179.27 |
| S&P 500 | 6,782.8100 | 7266.99 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ABSA Group Limited | 27,211.0000 | 23200 |
| FirstRand Limited | 8,700.0000 | 9151 |
| Nedbank Limited | 23,778.0000 | 25492 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ABSA Group Limited | 23,778.0000 | 23200 |
| FirstRand Limited | 8,700.0000 | 9151 |
| Standard Bank Group Limited | 31,190.0000 | 31128 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 294.0315 | 300.7527 |
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
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 10,233.0700 | 10254.81 |
| Nikkei 225 | 62,713.6500 | 64179.27 |
| S&P 500 | 7,398.9300 | 7266.99 |
| Eurostoxx 50 | 5,911.5300 | 6009.95 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 7,398.9300 | 7266.99 |
| Eurostoxx 50 | 5,911.5300 | 6009.95 |
| FTSE 100 | 10,233.0700 | 10254.81 |
| Nikkei 225 | 62,713.6500 | 64179.27 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 7,398.9300 | 7266.99 |
| Eurostoxx 50 | 5,911.5300 | 6009.95 |
| FTSE 100 | 10,233.0700 | 10254.81 |
| Nikkei 225 | 62,713.6500 | 64179.27 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 301.2885 | 300.7527 |
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
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,135.4300 | 13463.33 |
| Eurostoxx 50 | 5,972.6500 | 6009.95 |
| Nikkei 225 | 62,833.8400 | 64179.27 |
| S&P 500 | 7,337.1100 | 7266.99 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Caterpillar Inc | 865.9500 | 856.16 |
| Exxon Mobil Corp | 155.2900 | 150.62 |
| C.H. ROBINSON WORLDWIDE INC | 178.1300 | 184.995 |
| Nutrien Ltd | 70.2400 | 65.03 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Caterpillar Inc | 865.9500 | 856.16 |
| Exxon Mobil Corp | 155.2900 | 150.62 |
| C.H. ROBINSON WORLDWIDE INC | 178.1300 | 184.995 |
| Nutrien Ltd | 70.2400 | 65.03 |
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
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Capgemini SE | 100.6500 | 99.6 |
| Leonardo SpA | 51.6500 | 52.32 |
| Thyssenkrupp AG | 11.2950 | 10.65 |
| Rheinmetall AG | 1,232.8000 | 1197.2 |
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
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,972.6500 | 6009.95 |
| Nikkei 225 | 62,833.8400 | 64179.27 |
| S&P 500 | 7,337.1100 | 7266.99 |
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
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 49,116.4700 | 50029.17 |
| Nikkei 225 | 61,409.2900 | 64179.27 |
| S&P/ASX 200 | 8,630.8430 | |
| Nasdaq 100 | 29,125.2000 | 28508.03 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| iShares MSCI Brazil (EWZ) | 38.2400 | 33.78 |
| HSI | 26,347.9100 | 24407.96 |
| SMI | 13,119.5300 | 13463.33 |
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
