INVESTMENTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,109.8970 | 3054.043 |
| FTSE MIB | 47,609.3600 | 50029.17 |
| Nikkei 225 | 56,924.1100 | 64179.27 |
| Russell 2000 | 2,630.5880 | 2835.462 |
STRIKE DATE 10/04/2026
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: GBP: 4.06% Semi-annually (8.12% 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 XS3267321506
NEXT POTENTIAL MATURITY DATE 12/04/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,109.8970 | 3054.043 |
| FTSE MIB | 47,609.3600 | 50029.17 |
| Nikkei 225 | 56,924.1100 | 64179.27 |
| Russell 2000 | 2,630.5880 | 2835.462 |
STRIKE DATE 10/04/2026
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: 4.125% Semi-annually (8.25% 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 XS3267320011
NEXT POTENTIAL MATURITY DATE 12/04/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 6,824.6600 | 7266.99 |
| FTSE MIB | 47,327.9900 | 50029.17 |
| Nikkei 225 | 55,895.3200 | 64179.27 |
| Russell 2000 | 2,636.3100 | 2835.462 |
STRIKE DATE 09/04/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.35% Semi-Annually (8.70% 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 XS3295290533
NEXT POTENTIAL MATURITY DATE 09/04/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 254.2300 | 291.58 |
| Microsoft | 399.4100 | 397.36 |
| Meta Platform Inc | 622.6600 | 570.98 |
| Alphabet Inc | 310.9200 | 356.38 |
STRIKE DATE 17/03/2026
RETURN & BARRIERS
Maximum Term: 5 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 2.5625% Quarterly (10.25% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3292005827
NEXT POTENTIAL MATURITY DATE 17/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,790.35 | 13463.33 |
| FTSE MIB | 45,411.79 | 50029.17 |
| Nikkei 225 | 53,413.6800 | 64179.27 |
| Russell 2000 | 2,540.6430 | 2835.462 |
STRIKE DATE 06/04/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Capital Protected Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 4.00% Semi-Annually (8.00% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3287528916
NEXT POTENTIAL MATURITY DATE 06/04/2029
COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Microsoft | 405.7600 | 397.36 |
| Mastercard | 514.7200 | 489.08 |
| Eli Lilly & Company | 1,001.3500 | 1136.37 |
| Intuit Inc | 453.9500 | 284.22 |
STRIKE DATE 10/03/2026
RETURN & BARRIERS
4.25% Quarterly Memory Coupon If Above 65%, 100% Autocall Trigger from 3 months Reducing 2% PQ, ️55% European Barrier
P.A. RETURN
ISIN XS3218917303
NEXT POTENTIAL MATURITY DATE 10/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,716.6100 | 6009.95 |
| OMX Stockholm 30 | 3,018.7190 | 3054.043 |
| S&P/ASX 200 | 8,617.0910 |
STRIKE DATE 13/03/2026
RETURN & BARRIERS
2.62% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, ️65% Geared Put
P.A. RETURN
ISIN XS3267316688
NEXT POTENTIAL MATURITY DATE 15/03/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,716.6100 | 6009.95 |
| OMX Stockholm 30 | 3,018.7190 | 3054.043 |
| S&P/ASX 200 | 8,617.0910 |
STRIKE DATE 13/03/2026
RETURN & BARRIERS
3.57% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, ️65% Geared Put
P.A. RETURN
ISIN XS3267322652
NEXT POTENTIAL MATURITY DATE 15/03/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,716.6100 | 6009.95 |
| OMX Stockholm 30 | 3,018.7190 | 3054.043 |
| S&P/ASX 200 | 8,617.0910 |
STRIKE DATE 13/03/2026
RETURN & BARRIERS
3.70% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, ️65% Geared Put
P.A. RETURN
ISIN XS3267331307
NEXT POTENTIAL MATURITY DATE 15/03/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,905.2470 | |
| Russell 2000 | 2,496.3740 | 2835.462 |
| Nikkei 225 | 51,063.7200 | 64179.27 |
| FTSE MIB | 44,309.7100 | 50029.17 |
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: 2.1275% Quarterly (8.51% 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 XS3267326562
NEXT POTENTIAL MATURITY DATE 31/03/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,905.2470 | |
| Russell 2000 | 2,496.3740 | 2835.462 |
| Nikkei 225 | 51,063.7200 | 64179.27 |
| FTSE MIB | 44,309.7100 | 50029.17 |
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: GBP: 2.075% Quarterly (8.30% 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 XS3267321258
NEXT POTENTIAL MATURITY DATE 31/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 47,609.3600 | 50029.17 |
| HSI | 25,893.5400 | 24407.96 |
| S&P 500 | 6,816.8900 | 7266.99 |
STRIKE DATE 09/04/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.60% Semi-Annual (7.20% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3287522711
NEXT POTENTIAL MATURITY DATE 12/04/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,728.80 | |
| FTSE MIB | 45,411.79 | 50029.17 |
| Nikkei 225 | 53,413.6800 | 64179.27 |
| Russell 2000 | 2,540.6430 | 2835.462 |
STRIKE DATE 03/04/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually)
Memory Income Rate: 4.40% Semi-Annual (8.80% 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 XS3287517802
NEXT POTENTIAL MATURITY DATE 05/04/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,459.5400 | 13463.33 |
| FTSE 100 | 10,063.5000 | 10254.81 |
| Nikkei 225 | 53,372.5300 | 64179.27 |
| Dow Jones Industrial Average | 46,021.4300 | 49918.78 |
STRIKE DATE 19/03/2026
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: 2.25% Quarterly (9.00% 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 XS3287517984
NEXT POTENTIAL MATURITY DATE 19/03/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,298.3000 | 13463.33 |
| Eurostoxx 50 | 5,782.8900 | 6009.95 |
| Nikkei 225 | 55,278.0600 | 64179.27 |
| Russell 2000 | 2,585.5730 | 2835.462 |
STRIKE DATE 05/03/2026
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: 1.825% Quarterly (7.30% 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 XS3263015748
NEXT POTENTIAL MATURITY DATE 05/03/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 45,411.7900 | 50029.17 |
| Nikkei 225 | 53,429.5600 | 64179.27 |
| Russell 2000 | 2,544.9450 | 2835.462 |
STRIKE DATE 07/04/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 95.00% of initial level
Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3281185481
NEXT POTENTIAL MATURITY DATE 07/04/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 384.0500 | 445.8 |
| Commerzbank AG | 31.4400 | 36.22 |
| UniCredit SpA | 61.5300 | 70.65 |
| Goldman Sachs | 835.7200 | 1001.29 |
STRIKE DATE 24/03/2026
RETURN & BARRIERS
Maximum Term: 3 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3292010231
NEXT POTENTIAL MATURITY DATE 24/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rheinmetall AG | 1,663.5000 | 1197.2 |
| Thyssenkrupp AG | 10.5450 | 10.65 |
| Leonardo SpA | 56.8000 | 52.32 |
| Capgemini SE | 106.9500 | 99.6 |
STRIKE DATE 27/02/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD: 4.4125% Quarterly (17.65% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3250170316
NEXT POTENTIAL MATURITY DATE 27/11/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,776.7900 | 13463.33 |
| Eurostoxx 50 | 5,569.7300 | 6009.95 |
| Nikkei 225 | 51,063.7200 | 64179.27 |
| Russell 2000 | 2,496.3740 | 2835.462 |
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: 2.025% Quarterly (8.10% 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 XS3281167406
NEXT POTENTIAL MATURITY DATE 31/03/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,776.7900 | 13463.33 |
| Eurostoxx 50 | 5,569.7300 | 6009.95 |
| Nikkei 225 | 51,063.7200 | 64179.27 |
| Russell 2000 | 2,496.3740 | 2835.462 |
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: GBP: 1.975% Quarterly (7.90% 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 XS3281167075
NEXT POTENTIAL MATURITY DATE 31/03/2027