INVESTMENTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,956.5800 | 13463.33 |
| FTSE MIB | 52,371.5400 | 50029.17 |
| HSI | 25,042.7100 | 24407.96 |
| Nasdaq 100 | 30,482.3500 | 28508.03 |
STRIKE DATE 21/09/2026
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: 4.62% Semi-Annual (9.42% 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 XS3475009505
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SPDR Gold Shares | 398.7700 | 374.58 |
| Ishares Silver Trust | 58.1200 | 57.66 |
STRIKE DATE 11/09/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Issuer Callable Participation
Issuer Callable Coupon USD: 12.00% p.a. if called by Issuer (from 6 months)
Participation Rate: USD: 100% participation at maturity
Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS3414915762
NEXT POTENTIAL MATURITY DATE 11/09/2029
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13463.33 | |
| Nikkei 225 | 64179.27 | |
| Russell 2000 | 2835.462 | |
| FTSE MIB | 50029.17 |
STRIKE DATE 07/10/2026
RETURN & BARRIERS
Max investment term of 5 years
Performance linked to the worst of the 4 indices
1st autocall possible at 12 months, semi-annually thereafter
Autocall trigger at 100% of the initial levels
Income Trigger at 60% of initial level
Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3339058094
NEXT POTENTIAL MATURITY DATE 07/10/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13463.33 | |
| Nikkei 225 | 64179.27 | |
| Russell 2000 | 2835.462 | |
| FTSE MIB | 50029.17 |
STRIKE DATE 07/10/2026
RETURN & BARRIERS
Max investment term of 5 years
Performance linked to the worst of the 4 indices
1st autocall possible at 12 months, semi-annually thereafter
Autocall trigger at 100% of the initial levels
Income Trigger at 60% of initial level
Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3431423584
NEXT POTENTIAL MATURITY DATE 07/10/2027
COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 144.3900 | 201.26 |
| Broadcom Inc | 418.2800 | 372.1 |
| Amazon.com | 272.6500 | 238 |
| Commerzbank AG | 39.3500 | 36.22 |
STRIKE DATE 05/08/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level reducing 5% per period
Memory Income Rate: USD: 4.50% Quarterly (18.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% European Barrier
P.A. RETURN
ISIN XS3414909872
NEXT POTENTIAL MATURITY DATE 05/08/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,837.5520 | 2835.462 |
| Eurostoxx 50 | 6,302.8200 | 6009.95 |
| SMI | 13,945.7100 | 13463.33 |
| Nikkei 225 | 66,364.2000 | 64179.27 |
STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.215% Quarterly (8.43% 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 XS3422072432
NEXT POTENTIAL MATURITY DATE 27/09/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,837.5520 | 2835.462 |
| Eurostoxx 50 | 6,302.8200 | 6009.95 |
| SMI | 13,945.7100 | 13463.33 |
| Nikkei 225 | 66,364.2000 | 64179.27 |
STRIKE DATE 25/09/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.25% Quarterly (8.50% 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 XS3422075708
NEXT POTENTIAL MATURITY DATE 27/09/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro Stoxx Banks | 321.5200 | 265.77 |
STRIKE DATE 08/09/2026
RETURN & BARRIERS
13.05% Annual Coupon if Autocalled
100% Autocall Trigger from 12 Months, Reducing to 95%, 90%, 85%, 60%
60% European Barrier
P.A. RETURN
ISIN XS3475128859
NEXT POTENTIAL MATURITY DATE 08/09/2027
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Deutsche Bank AG | 31.2800 | 27.095 |
| Goldman Sachs | 893.4600 | 1001.29 |
| Societe Generale | 65.9900 | 68.76 |
| Standard Chartered | 2,246.0000 |
STRIKE DATE 05/10/2026
RETURN & BARRIERS
Maximum Term: 3.5 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.6875% Quarterly (14.75% 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 XS3413611255
NEXT POTENTIAL MATURITY DATE 05/10/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet Inc | 343.6800 | 356.38 |
| Apple Inc | 337.0000 | 291.58 |
| Meta Platform Inc | 682.3100 | 570.98 |
| Microsoft | 497.7500 | 397.36 |
STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 4 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.00% Quarterly (12.00% 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 XS3474983940
NEXT POTENTIAL MATURITY DATE 17/09/2027
COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nvidia Corporation | 200.42 | |
| Tesla Inc | 381.59 | |
| Oracle | 201.26 | |
| Intel | 107.04 |
STRIKE DATE 06/10/2026
RETURN & BARRIERS
- Max investment term of 4 years
- Performance linked to the worst of the 4 stocks
- 1st observation possible at 6 months, quarterly thereafter
- Autocall at 85 %of initial levels with 50% glider at month 12
- Capital at risk barrier 50% (at maturity)
P.A. RETURN
ISIN XS3476120145
NEXT POTENTIAL MATURITY DATE 06/04/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 50029.17 | |
| Nikkei 225 | 64179.27 | |
| SMI | 13463.33 | |
| Russell 2000 | 2835.462 |
STRIKE DATE 23/09/2026
RETURN & BARRIERS
- Max investment term: 6 years
- Performance linked to the worst of the 4 indices
- 1st observation possible at 36months,semi-annually thereafter
- Autocall at 100% of initial level
- 100% capital protected
P.A. RETURN
ISIN XS3454224711
NEXT POTENTIAL MATURITY DATE 25/09/2029
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 50029.17 | |
| Nikkei 225 | 64179.27 | |
| SMI | 13463.33 | |
| Russell 2000 | 2835.462 |
STRIKE DATE 23/09/2026
RETURN & BARRIERS
- Max investment term: 6 years
- Performance linked to the worst of the 4 indices
- 1st observation possible at 36months,semi-annually thereafter
- Autocall at 100% of initial level
- 100% capital protected
P.A. RETURN
ISIN XS3454355069
NEXT POTENTIAL MATURITY DATE 25/09/2029
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13463.33 | |
| Eurostoxx 50 | 6009.95 | |
| Nikkei 225 | 64179.27 | |
| S&P 500 | 7266.99 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
- Max investment term: 5 Years Performance linked to the worst of the 4 indices
- 1st observation possible at 12months,semi-annually thereafter
- Autocall at 100% of initial level
- Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3446677059
NEXT POTENTIAL MATURITY DATE 21/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13463.33 | |
| Eurostoxx 50 | 6009.95 | |
| Nikkei 225 | 64179.27 | |
| S&P 500 | 7266.99 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
- Max investment term: 5 Years Performance linked to the worst of the 4 indices
- 1st observation possible at 12months,semi-annually thereafter
- Autocall at 100% of initial level
- Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3446677307
NEXT POTENTIAL MATURITY DATE 21/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3054.043 | |
| FTSE MIB | 50029.17 | |
| Nikkei 225 | 64179.27 | |
| Russell 2000 | 2835.462 |
STRIKE DATE 18/09/2026
RETURN & BARRIERS
- Max investment term of 5 years
- Performance linked to the worst of the 4 indices
- 1st autocall possible at 12months, quarterly thereafter
- Autocall trigger at 100% of the initial levels
- Income Trigger at 70%of initial level
- Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3468899698
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | ||
| FTSE MIB | 50029.17 | |
| Russell 2000 | 2835.462 | |
| Nikkei 225 | 64179.27 |
STRIKE DATE 14/09/2026
RETURN & BARRIERS
- Max investment term of 5 years
- Performance linked to the worst of the 4 indices
- 1st autocall possible at 12months, semi-annually thereafter
- Autocall trigger at 100% of the initial levels reducing by 2% on each observation
- Income Trigger at 80%of initial level
- Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3445805024
NEXT POTENTIAL MATURITY DATE 14/09/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | ||
| FTSE MIB | 50029.17 | |
| Nikkei 225 | 64179.27 | |
| Russell 2000 | 2835.462 |
STRIKE DATE 14/09/2026
RETURN & BARRIERS
- Max investment term of 5 years
- Performance linked to the worst of the 4 indices
- 1st autocall possible at 12months, semi-annually thereafter
- Autocall trigger at 100% of the initial levels reducing by 2% on each observation
- Income Trigger at 80%of initial level
- Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3445805297
NEXT POTENTIAL MATURITY DATE 14/09/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 201.26 | |
| Intel | 107.04 | |
| Nvidia Corporation | 200.42 | |
| Advanced Micro Devices | 452.4 |
STRIKE DATE 11/09/2026
RETURN & BARRIERS
- Max investment term of 4 years
- Performance linked to the worst of the 4 stocks
- 1st observation possible at 6months,quarterly thereafter
- Autocall at 85%of initial levels with 50% express barrierat month 12
- Capital at risk barrier 50% (at maturity)
P.A. RETURN
ISIN ZAE000367652
NEXT POTENTIAL MATURITY DATE 11/03/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 24.8800 | 19.24 |
| Goldman Sachs | 936.3600 | 1001.29 |
| Deutsche Bank AG | 31.6600 | 27.095 |
| Societe Generale | 72.2500 | 68.76 |
STRIKE DATE 23/09/2026
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: 3.325% Quarterly (13.3% 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 XS3422072358
NEXT POTENTIAL MATURITY DATE 27/09/2027
