INVESTMENTS

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/02/2026
RETURN & BARRIERS
4.50% Semi-annual snowballing coupon if autocalled, 100% Autocall Trigger from 6 Months, ️50% European Barrier
P.A. RETURN
ISIN XS3260444156
NEXT POTENTIAL MATURITY DATE 01/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 19/02/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.77% Quarterly (7.08% 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 DE000UN3ZPJ8
NEXT POTENTIAL MATURITY DATE 19/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/03/2026
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: GBP: 3.55% Semi-Annually (7.10% 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 XS3263025895
NEXT POTENTIAL MATURITY DATE 19/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.4275% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015151
NEXT POTENTIAL MATURITY DATE 03/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 03/03/2026
RETURN & BARRIERS
2.155% Fixed Coupon 50% European Barrier
P.A. RETURN
ISIN XS3263015235
NEXT POTENTIAL MATURITY DATE 03/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 20/02/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Monthly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.6667% Monthly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Put Strike
P.A. RETURN 20.00% p.a.
ISIN XS3260439404
NEXT POTENTIAL MATURITY DATE 20/08/2026

• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 09/03/2026
RETURN & BARRIERS
2.50% Quarterly Snowballing Coupon if Autocalled, 100% Memory Knockout Trigger from 12 Months, 80% Autocall trigger at final observation, 60% Final Level Barrier
P.A. RETURN
ISIN XS3260434942
NEXT POTENTIAL MATURITY DATE 09/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/02/2026
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: 1.92% Quarterly (7.68% 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 XS3138927861
NEXT POTENTIAL MATURITY DATE 17/02/2027

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/02/2026
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: 2.094% Quarterly (8.376% 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 XS3138927788
NEXT POTENTIAL MATURITY DATE 17/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/02/2026
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: 1.85% Quarterly (7.40% 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 XS3255917141
NEXT POTENTIAL MATURITY DATE 17/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/02/2026
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: 1.88% Quarterly (7.52% 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 XS3250160515
NEXT POTENTIAL MATURITY DATE 17/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/03/2026
RETURN & BARRIERS
1.9375% Quarterly Memory Coupon If Above 75%, 100% Autocall Trigger from 12 months, 60% European Barrier
P.A. RETURN
ISIN XS3138933596
NEXT POTENTIAL MATURITY DATE 05/03/2027

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• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY SGD
CURRENT PRICE Not available

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: SGD: 16.75% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292768564
NEXT POTENTIAL MATURITY DATE 23/08/2027

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY HKD
CURRENT PRICE Not available

STRIKE DATE 16/02/2026
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Coupon Rate: HKD: 54.25% Uncapped Participation At Maturity Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN XS3292803577
NEXT POTENTIAL MATURITY DATE 16/08/2027

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 24/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218883216
NEXT POTENTIAL MATURITY DATE 24/11/2026

• FACTSHEET

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/02/2026
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: 4.3125% Quarterly (17.25% 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 XS3242380692
NEXT POTENTIAL MATURITY DATE 13/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Santader
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/02/2026
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: 2.475% Quarterly (9.90% p.a.) Income Trigger: 50% of the initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style) One Star Barrier: 100%
P.A. RETURN
ISIN XS3242374612
NEXT POTENTIAL MATURITY DATE 16/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level Memory Income Rate: USD: 5.00% Quarterly (20.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Coupon Rate: GBP: 5.975% Semi-Annually (11.95% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.95% p.a.
ISIN XS3282026114
NEXT POTENTIAL MATURITY DATE 13/08/2026

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931970
NEXT POTENTIAL MATURITY DATE 21/12/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/03/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138931897
NEXT POTENTIAL MATURITY DATE 21/12/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)