INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi Annual Classic Autocall GBP Apr 2026
ISIN: XS3287571411
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220013463.33
Eurostoxx 505,982.63006009.95
Nikkei 22558,824.890064179.27
S&P 5007,109.14007266.99

STRIKE DATE 20/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 6.65% Semi-Annually (13.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571411
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Apr 2026
ISIN: XS3287571338
STRIKE DATE: 20/04/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,284.220013463.33
Eurostoxx 505,982.63006009.95
Nikkei 22558,824.890064179.27
S&P 5007,109.14007266.99

STRIKE DATE 20/04/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3287571338
NEXT POTENTIAL MATURITY DATE 20/04/2027

EXPAND CLOSE
Goldman Sachs Quad Index Annual Autocall ZAR March 2026
ISIN: ZAE000359196
STRIKE DATE: 17/03/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22553,700.390064179.27
OMX Stockholm 303,023.59203054.043
Russell 20002,519.99402835.462
Eurostoxx 505,769.25006009.95

STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 17.25% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000359196
NEXT POTENTIAL MATURITY DATE 17/03/2027

    EXPAND CLOSE
    Goldman Sachs South African Banks Autocall ZAR March 2026
    ISIN: ZAE000358727
    STRIKE DATE: 17/03/2026
    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 Limited23,467.000023200
    FirstRand Limited9,017.00009151
    Nedbank Limited27,055.000025492

    STRIKE DATE 17/03/2026
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 12.05% Semi-Annually (24.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN ZAE000358727
    NEXT POTENTIAL MATURITY DATE 17/03/2027

      EXPAND CLOSE
      Goldman Sachs World Indices Classic Autocall March 2026 USD
      ISIN: XS3300189415
      STRIKE DATE: 16/03/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22553,751.150064179.27
      Nasdaq 10024,655.340028508.03
      Eurostoxx 505,739.01006009.95

      STRIKE DATE 16/03/2026
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7.525% Semi-Annually (15.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS3300189415
      NEXT POTENTIAL MATURITY DATE 16/03/2027

        EXPAND CLOSE
        Barclays World Indices Classic Autocall May 2026 USD
        ISIN: XS3304930111
        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: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.10% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS3304930111
        NEXT POTENTIAL MATURITY DATE 08/05/2029

          EXPAND CLOSE
          Morgan Stanley 90-65 Memory Income Autocall March 2026 GBP
          ISIN: XS3302607000
          STRIKE DATE: 30/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Morgan Stanley
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Russell 20002,414.00602835.462
          Nikkei 22551,885.850064179.27
          FTSE MIB43,823.240050029.17

          STRIKE DATE 30/03/2026
          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: GBP: 2.50% Quarterly (10.00% 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 XS3302607000
          NEXT POTENTIAL MATURITY DATE 30/03/2027

          EXPAND CLOSE
          Citi Triple Index Reducing Autocall March 2026 GBP
          ISIN: XS3159485252
          STRIKE DATE: 27/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Citi
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,505.80006009.95
          FTSE 1009,967.350010254.81
          S&P 5006,368.85007266.99

          STRIKE DATE 27/03/2026
          RETURN & BARRIERS
          Maximum Term: 2 years Investment Structure: Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 7.00% per period Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 6.60% p.a.
          ISIN XS3159485252
          NEXT POTENTIAL MATURITY DATE 28/09/2026

          EXPAND CLOSE
          Barclays 90-65 Memory Income Autocall March 2026 GBP
          ISIN: XS3295326154
          STRIKE DATE: 23/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Barclays
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB43,189.800050029.17
          Nikkei 22551,515.490064179.27
          Russell 20002,494.22702835.462
          Nasdaq 10024,188.590028508.03

          STRIKE DATE 23/03/2026
          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: 0.8925% Monthly (10.71% 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 XS3295326154
          NEXT POTENTIAL MATURITY DATE 23/03/2027

          EXPAND CLOSE
          Société Générale US Tech Early Low Hurdle USD Apr 2026 – Factsheet Available Upon Request.
          ISIN: XS3315920721
          STRIKE DATE: 10/04/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Société Générale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nvidia Corporation188.6300200.42
          Tesla Inc348.9500381.59
          Oracle138.0900201.26
          Intel62.3800107.04

          STRIKE DATE 10/04/2026
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN
          ISIN XS3315920721
          NEXT POTENTIAL MATURITY DATE 12/10/2026

          EXPAND CLOSE
          Goldman Sachs Capital Protected Digital Note March 2026 USD
          ISIN: XS3293178540
          STRIKE DATE: 16/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 10010,317.690010254.81
          S&P 5006,699.38007266.99
          Eurostoxx 505,739.01006009.95

          STRIKE DATE 16/03/2026
          RETURN & BARRIERS
          Maximum Term: 18 Months Investment Structure: Capital Protected Digital Digital Coupon Rate: USD- 9.705% Capital Risk: None Capital Protection Barrier: 100% Capital Protected
          P.A. RETURN
          ISIN XS3293178540
          NEXT POTENTIAL MATURITY DATE 16/09/2027

          EXPAND CLOSE
          Natixis World Indices Memory Income Autocall March 2026 USD
          ISIN: XS3267336017
          STRIKE DATE: 31/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,776.790013463.33
          Russell 20002,496.37402835.462
          Nikkei 22551,063.720064179.27
          Eurostoxx 505,569.73006009.95

          STRIKE DATE 31/03/2026
          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: 2.2025% Quarterly (8.81% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS3267336017
          NEXT POTENTIAL MATURITY DATE 31/03/2027

          EXPAND CLOSE
          Natixis 80-60 MEMORY INCOME DEFENSIVE AUTOCALL GBP APR 2026
          ISIN: XS3267319435
          STRIKE DATE: 14/04/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2008,926.0410
          FTSE MIB47,527.160050029.17
          Nikkei 22556,502.770064179.27
          Russell 20002,670.49202835.462

          STRIKE DATE 14/04/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 5.00% Semi-annually(10.00% 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 XS3267319435
          NEXT POTENTIAL MATURITY DATE 14/04/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 6 March 2026 USD
          ISIN: XS3267327537
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          OMX Stockholm 303,018.71903054.043
          SMI12,839.270013463.33
          S&P/ASX 2008,617.0910

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.09% Semi-Annually (8.18% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267327537
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE
          Natixis 80-60 Memory Income Defensive Autocall USD Apr 2026
          ISIN: XS3267332610
          STRIKE DATE: 14/04/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2008,926.0410
          FTSE MIB47,527.160050029.17
          Nikkei 22556,502.770064179.27
          Russell 20002,670.49202835.462

          STRIKE DATE 14/04/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually(10.50% 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 XS3267332610
          NEXT POTENTIAL MATURITY DATE 14/04/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 4 March 2026 GBP
          ISIN: XS3267327370
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          S&P/ASX 2008,617.0910
          Eurostoxx 505,716.61006009.95
          FTSE 10010,261.150010254.81
          SMI12,839.270013463.33

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267327370
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 3 March 2026 USD
          ISIN: XS3267318031
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB44,316.920050029.17
          Eurostoxx 505,716.61006009.95
          S&P 5006,632.19007266.99
          SMI12,839.270013463.33

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267318031
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 1 March 2026 EUR
          ISIN: XS3267321761
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,716.61006009.95
          SMI12,839.270013463.33
          FTSE 10010,261.150010254.81

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level EUR: 3.46% Semi-Annually (6.92% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267321761
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 1 March 2026 USD (XS3267317066)
          ISIN: XS3267317066
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,716.61006009.95
          SMI12,839.270013463.33
          FTSE 10010,261.150010254.81

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level USD: 4.635% Semi-Annually (9.27% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267317066
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE
          Natixis Developed Indices Bespoke 1 March 2026 GBP
          ISIN: XS3267334152
          STRIKE DATE: 13/03/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Natixis
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,716.61006009.95
          SMI12,839.270013463.33
          FTSE 10010,261.150010254.81

          STRIKE DATE 13/03/2026
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Strike with Geared Put (at maturity)
          P.A. RETURN
          ISIN XS3267334152
          NEXT POTENTIAL MATURITY DATE 15/03/2027

          EXPAND CLOSE