INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP 360% Participation Capital Protected Growth February 2026
ISIN: XS3251136779
STRIKE DATE: 26/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index306.6496300.7527

STRIKE DATE 26/02/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Capital Protected Growth Coupon Rate: 360% Uncapped Participation at Maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS3251136779
NEXT POTENTIAL MATURITY DATE 26/02/2031

    EXPAND CLOSE
    Citi Memory Knock Out Low Hurdle Autocall USD MAR 2026
    ISIN: XS3158917107
    STRIKE DATE: 20/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,832.5420
    FTSE MIB42,840.900050029.17
    Nikkei 22553,372.530064179.27
    Nasdaq 10023,898.150028508.03

    STRIKE DATE 20/03/2026
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3158917107
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE
    Natixis Global Markets Defensive Autocall USD Mar 2026
    ISIN: XS3138937407
    STRIKE DATE: 26/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,565.93006009.95
    Russell 20002,493.32102835.462
    Nikkei 22553,603.650064179.27
    OMX Stockholm 302,889.81303054.043

    STRIKE DATE 26/03/2026
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3138937407
    NEXT POTENTIAL MATURITY DATE 30/03/2027

    EXPAND CLOSE
    BBVA 85-60 Triple Index Memory Income Autocall March 2026 USD
    ISIN: XS3260467959
    STRIKE DATE: 05/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5006,830.71007266.99
    Eurostoxx 505,782.89006009.95
    SMI13,298.300013463.33

    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: USD: 1.86% Quarterly (7.44% 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 XS3260467959
    NEXT POTENTIAL MATURITY DATE 05/03/2027

    EXPAND CLOSE
    Marex Diversified Markets Classic Autocall CAD Mar 2026
    ISIN: XS3262009304
    STRIKE DATE: 03/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Marex Financial
    TYPE Note
    CURRENCY CAD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5006,816.63007266.99
    FTSE 10010,484.130010254.81
    FTSE MIB44,468.460050029.17
    Nikkei 22556,279.050064179.27

    STRIKE DATE 03/03/2026
    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: CAD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3262009304
    NEXT POTENTIAL MATURITY DATE 03/03/2027

    EXPAND CLOSE
    Marex World Indices Classic Autocall CAD Mar 2026
    ISIN: XS3262009486
    STRIKE DATE: 03/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Marex Financial
    TYPE Note
    CURRENCY CAD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10024,720.080028508.03
    SMI13,404.930013463.33
    FTSE MIB44,468.460050029.17
    Nikkei 22556,279.050064179.27

    STRIKE DATE 03/03/2026
    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: CAD: 5.175% Semi-Annually (10.35% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3262009486
    NEXT POTENTIAL MATURITY DATE 03/03/2027

    EXPAND CLOSE
    BBVA Quad Index Defensive Autocall Feb 2026 USD
    ISIN: XS3260493443
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 506,138.41006009.95
    Nikkei 22558,850.270064179.27
    OMX Stockholm 303,222.75303054.043
    Russell 20002,632.36102835.462

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS3260493443
    NEXT POTENTIAL MATURITY DATE 01/03/2027

    EXPAND CLOSE
    Goldman Sach 100% Capital Protected Autcocall USD March 2026
    ISIN: XS3203172823
    STRIKE DATE: 23/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,389.680013463.33
    FTSE MIB43,189.800050029.17
    Nikkei 22551,515.490064179.27
    Russell 20002,494.22702835.462

    STRIKE DATE 23/03/2026
    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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3203172823
    NEXT POTENTIAL MATURITY DATE 23/03/2029

    EXPAND CLOSE
    Société Générale Defense Early Low Hurdle Autocall USD March 2026 – Factsheet Available Upon Request
    ISIN: XS3282197196
    STRIKE DATE: 23/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Capgemini SE98.240099.6
    Leonardo SpA59.200052.32
    Thyssenkrupp AG7.892010.65
    Rheinmetall AG1,483.00001197.2

    STRIKE DATE 23/03/2026
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.75% Quarterly (35.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3282197196
    NEXT POTENTIAL MATURITY DATE 23/12/2026

    EXPAND CLOSE
    BBVA Memory Knock Out Low Hurdle Autocall February 2026 USD
    ISIN: XS3250157214
    STRIKE DATE: 20/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI13,859.760013463.33
    FTSE MIB46,472.980050029.17
    Nikkei 22556,825.700064179.27
    Nasdaq 10025,012.620028508.03

    STRIKE DATE 20/02/2026
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3250157214
    NEXT POTENTIAL MATURITY DATE 22/02/2027

    EXPAND CLOSE
    Santander Global Banks 55-55 Memory Income Autocall Feb 2026 USD
    ISIN: XS3242372830
    STRIKE DATE: 20/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    ABN Amro Bank NV29.050033.25
    UniCredit SpA74.660070.65
    Citi Group Inc116.2700133.38
    Deutsche Bank AG31.000027.095

    STRIKE DATE 20/02/2026
    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: 2.89% Quarterly (11.56% 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 XS3242372830
    NEXT POTENTIAL MATURITY DATE 22/02/2027

    EXPAND CLOSE
    Natixis 70-60 Memory Income Autocall March 2026 USD
    ISIN: XS3138934487
    STRIKE DATE: 05/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,946.2270
    Russell 20002,585.57302835.462
    Nikkei 22555,278.060064179.27
    FTSE MIB44,608.550050029.17

    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: USD: 2.00% Quarterly (8.00% 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 XS3138934487
    NEXT POTENTIAL MATURITY DATE 05/03/2027

    EXPAND CLOSE
    Natixis 70-60 Memory Income Autocall March 2026 GBP
    ISIN: XS3138935021
    STRIKE DATE: 05/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 601,946.2270
    Russell 20002,585.57302835.462
    Nikkei 22555,278.060064179.27
    FTSE MIB44,608.550050029.17

    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: 1.875% Quarterly (7.50% 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 XS3138935021
    NEXT POTENTIAL MATURITY DATE 05/03/2027

    EXPAND CLOSE
    BBVA Semi-Annual Reducing Autocall Bespoke 2 February 2026 GBP
    ISIN: XS3260444230
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    IBEX 3518,360.800018142.7
    Nasdaq 10024,960.040028508.03
    KOSPI 200933.34001227.12
    HSCEI8,859.49008318.73

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    5.50% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), ️50% European Barrier
    P.A. RETURN
    ISIN XS3260444230
    NEXT POTENTIAL MATURITY DATE 02/03/2027

    EXPAND CLOSE
    BBVA Semi-Annual Reducing Autocall Bespoke 1 February 2026 GBP
    ISIN: XS3250133033
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB47,209.890050029.17
    CAC 408,580.75008161.83
    KOSPI 200933.34001227.12
    OMX Stockholm 303,222.75303054.043

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    4.55% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months (Reducing by 1% every 6 months), ️50% European Barrier
    P.A. RETURN
    ISIN XS3250133033
    NEXT POTENTIAL MATURITY DATE 02/03/2027

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Mar 2026
    ISIN: XS3260442291
    STRIKE DATE: 20/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,320.990013463.33
    Eurostoxx 505,501.28006009.95
    Nikkei 22553,372.530064179.27
    S&P 5006,506.48007266.99

    STRIKE DATE 20/03/2026
    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: 5.95% Semi-Annually (11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3260442291
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Bespoke 4 February 2026 GBP
    ISIN: XS3250156752
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI14,014.300013463.33
    Eurostoxx 506,138.41006009.95
    Nikkei 22558,850.270064179.27
    S&P 5006,878.88007266.99

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    4.70% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months, ️50% European Barrier
    P.A. RETURN 9.40% p.a.
    ISIN XS3250156752
    NEXT POTENTIAL MATURITY DATE 27/08/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Bespoke 3 February 2026 GBP
    ISIN: XS3250146365
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI14,014.300013463.33
    FTSE MIB47,209.890050029.17
    Nikkei 22558,850.270064179.27
    CAC 408,580.75008161.83

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    5.5575% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months, ️50% European Barrier
    P.A. RETURN
    ISIN XS3250146365
    NEXT POTENTIAL MATURITY DATE 01/03/2027

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall Bespoke 2 Feb GBP
    ISIN: XS3250140673
    STRIKE DATE: 27/02/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    DAX25,284.260024195.31
    FTSE MIB47,209.890050029.17
    Nikkei 22558,850.270064179.27
    Russell 20002,632.36102835.462

    STRIKE DATE 27/02/2026
    RETURN & BARRIERS
    5.00% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months, ️50% European Barrier
    P.A. RETURN 10.00% p.a.
    ISIN XS3250140673
    NEXT POTENTIAL MATURITY DATE 27/08/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Mar 2026
    ISIN: XS3260442374
    STRIKE DATE: 20/03/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,320.990013463.33
    Eurostoxx 505,501.28006009.95
    Nikkei 22553,372.530064179.27
    S&P 5006,506.48007266.99

    STRIKE DATE 20/03/2026
    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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3260442374
    NEXT POTENTIAL MATURITY DATE 23/03/2027

    EXPAND CLOSE