INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Global Indicies Memory Income Autocall Sep 2026 USD
ISIN: XS3475009505
STRIKE DATE: 21/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,956.580013463.33
FTSE MIB52,371.540050029.17
HSI25,042.710024407.96
Nasdaq 10030,482.350028508.03

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

EXPAND CLOSE
Marex Gold Silver Issuer Callable Growth Note USD September 2026
ISIN: XS3414915762
STRIKE DATE: 11/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR Gold Shares398.7700374.58
Ishares Silver Trust58.120057.66

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

EXPAND CLOSE
60-60 Memory Income Reducing Autocall – USD – October 2026
ISIN: XS3339058094
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13463.33
Nikkei 22564179.27
Russell 20002835.462
FTSE MIB50029.17

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

EXPAND CLOSE
60-60 Memory Income Reducing Autocall – GBP – October 2026
ISIN: XS3431423584
STRIKE DATE: 07/10/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13463.33
Nikkei 22564179.27
Russell 20002835.462
FTSE MIB50029.17

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

EXPAND CLOSE
Marex Global Stock Memory Income Reducing Autocall August 2026 USD
ISIN: XS3414909872
STRIKE DATE: 05/08/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle144.3900201.26
Broadcom Inc418.2800372.1
Amazon.com272.6500238
Commerzbank AG39.350036.22

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

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 GBP
ISIN: XS3422072432
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202835.462
Eurostoxx 506,302.82006009.95
SMI13,945.710013463.33
Nikkei 22566,364.200064179.27

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

EXPAND CLOSE
Santander 75-60 Memory Income Autocall September 2026 USD
ISIN: XS3422075708
STRIKE DATE: 25/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,837.55202835.462
Eurostoxx 506,302.82006009.95
SMI13,945.710013463.33
Nikkei 22566,364.200064179.27

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

EXPAND CLOSE
BBVA Euro Stoxx Banks Reducing Autocall September 2026 USD
ISIN: XS3475128859
STRIKE DATE: 08/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks321.5200265.77

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

    EXPAND CLOSE
    Citi Global Banks 55-55 Memory Income Autocall October 2026 USD
    ISIN: XS3413611255
    STRIKE DATE: 05/10/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Deutsche Bank AG31.280027.095
    Goldman Sachs893.46001001.29
    Societe Generale65.990068.76
    Standard Chartered2,246.0000

    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

    EXPAND CLOSE
    BBVA US 60-60 Memory Income Autocall September 2026 GBP
    ISIN: XS3474983940
    STRIKE DATE: 17/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Alphabet Inc343.6800356.38
    Apple Inc337.0000291.58
    Meta Platform Inc682.3100570.98
    Microsoft497.7500397.36

    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

    EXPAND CLOSE
    US Tech Early Low Hurdle – USD – October 2026
    ISIN: XS3476120145
    STRIKE DATE: 06/10/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Soc Gen
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nvidia Corporation200.42
    Tesla Inc381.59
    Oracle201.26
    Intel107.04

    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

    EXPAND CLOSE
    100% Capital Protected Autocall – GBP – September 2026
    ISIN: XS3454224711
    STRIKE DATE: 23/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB50029.17
    Nikkei 22564179.27
    SMI13463.33
    Russell 20002835.462

    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

    EXPAND CLOSE
    100% Capital Protected Autocall – USD – September 2026
    ISIN: XS3454355069
    STRIKE DATE: 23/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB50029.17
    Nikkei 22564179.27
    SMI13463.33
    Russell 20002835.462

    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

    EXPAND CLOSE
    Semi-Annual Classic Autocall – GBP – September 2026
    ISIN: XS3446677059
    STRIKE DATE: 18/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI13463.33
    Eurostoxx 506009.95
    Nikkei 22564179.27
    S&P 5007266.99

    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

    EXPAND CLOSE
    Semi-Annual Classic Autocall – USD – September 2026
    ISIN: XS3446677307
    STRIKE DATE: 18/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI13463.33
    Eurostoxx 506009.95
    Nikkei 22564179.27
    S&P 5007266.99

    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

    EXPAND CLOSE
    70-60 Memory Income Autocall – GBP – September 2026
    ISIN: XS3468899698
    STRIKE DATE: 18/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 303054.043
    FTSE MIB50029.17
    Nikkei 22564179.27
    Russell 20002835.462

    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

    EXPAND CLOSE
    80-60 Memory Income Reducing Autocall – GBP – September 2026
    ISIN: XS3445805024
    STRIKE DATE: 14/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 200
    FTSE MIB50029.17
    Russell 20002835.462
    Nikkei 22564179.27

    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

    EXPAND CLOSE
    80-60 Memory Income Reducing Autocall – USD – September 2026
    ISIN: XS3445805297
    STRIKE DATE: 14/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 200
    FTSE MIB50029.17
    Nikkei 22564179.27
    Russell 20002835.462

    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

    EXPAND CLOSE
    Defensive US Tech Autocall – ZAR – September 2026
    ISIN: ZAE000367652
    STRIKE DATE: 11/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle201.26
    Intel107.04
    Nvidia Corporation200.42
    Advanced Micro Devices452.4

    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

    EXPAND CLOSE
    Santander Global Banks 55-55 Memory Income Autocall Sept 2026 USD
    ISIN: XS3422072358
    STRIKE DATE: 23/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BBVA24.880019.24
    Goldman Sachs936.36001001.29
    Deutsche Bank AG31.660027.095
    Societe Generale72.250068.76

    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

    EXPAND CLOSE