INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex World Indices Classic Autocall Bespoke 7 January 2026 USD
ISIN: XS2984880356
STRIKE DATE: 27/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,666.69702835.462
Nasdaq 10025,939.740028508.03
FTSE MIB45,440.440050029.17
Nikkei 22553,333.540064179.27

STRIKE DATE 27/01/2026
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: 5.80% Semi-Annually (11.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2984880356
NEXT POTENTIAL MATURITY DATE 03/02/2027

EXPAND CLOSE
Société Générale Defence Early Low Hurdle Autocall USD Feb 2026 – Factsheet Available upon request
ISIN: XS3281864622
STRIKE DATE: 23/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Capgemini SE101.900099.6
Leonardo SpA57.980052.32
Thyssenkrupp AG11.105010.65
Rheinmetall AG1,701.50001197.2

STRIKE DATE 23/02/2026
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3281864622
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall Jan 2026 GBP
ISIN: XS3231240279
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG34.390036.22
Barclays480.3000445.8
Goldman Sachs918.88001001.29
Societe Generale69.820068.76

STRIKE DATE 23/01/2026
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: GBP: 3.625% Quarterly (14.50% 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 XS3231240279
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Natixis Quad Index Low Hurdle Autocall Jan 2026 USD
ISIN: XS3138920932
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB44,831.600050029.17
SMI13,147.130013463.33
Nikkei 22553,846.870064179.27
Nasdaq 10025,605.470028508.03

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity Coupon Rate: 3.135% Quarterly (12.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138920932
NEXT POTENTIAL MATURITY DATE 23/01/2027

EXPAND CLOSE
Barclays EQWB Capped Participation Growth Note January 2026 GBP
ISIN: XS3189237525
STRIKE DATE: 23/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,915.61007266.99
Eurostoxx 505,948.20006009.95
Nikkei 22553,846.870064179.27
FTSE 10010,143.440010254.81

STRIKE DATE 23/01/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: GBP: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3189237525
NEXT POTENTIAL MATURITY DATE 23/01/2031

    EXPAND CLOSE
    MS EQWB Capped Participation Growth Note January 2026 USD
    ISIN: XS3211887610
    STRIKE DATE: 23/01/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5006,915.61007266.99
    Eurostoxx 505,948.20006009.95
    Nikkei 22553,846.870064179.27
    FTSE 10010,143.440010254.81

    STRIKE DATE 23/01/2026
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Growth Note Coupon Rate: USD: 120% Participation at Maturity, capped at 150% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3211887610
    NEXT POTENTIAL MATURITY DATE 23/01/2031

      EXPAND CLOSE
      Natixis Global Markets Defensive Autocall USD Feb 2026
      ISIN: XS3138925816
      STRIKE DATE: 24/02/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,116.60006009.95
      Russell 20002,652.32802835.462
      Nikkei 22557,321.090064179.27
      OMX Stockholm 303,190.86703054.043

      STRIKE DATE 24/02/2026
      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: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3138925816
      NEXT POTENTIAL MATURITY DATE 24/02/2027

      EXPAND CLOSE
      BBVA 100% Capital Protected Autocall USD Feb 2026
      ISIN: XS3250071415
      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
      Russell 20002,663.78002835.462

      STRIKE DATE 20/02/2026
      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: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
      P.A. RETURN
      ISIN XS3250071415
      NEXT POTENTIAL MATURITY DATE 20/02/2029

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Feb 2026
      ISIN: XS3234674128
      STRIKE DATE: 20/02/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13,859.760013463.33
      Eurostoxx 506,131.31006009.95
      Nikkei 22556,825.700064179.27
      S&P 5006,909.51007266.99

      STRIKE DATE 20/02/2026
      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: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3234674128
      NEXT POTENTIAL MATURITY DATE 22/02/2027

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Feb 2026
      ISIN: XS3234674391
      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
      Eurostoxx 506,131.31006009.95
      Nikkei 22556,825.700064179.27
      S&P 5006,909.51007266.99

      STRIKE DATE 20/02/2026
      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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3234674391
      NEXT POTENTIAL MATURITY DATE 22/02/2027

      EXPAND CLOSE
      Barclays 70-60 Memory Income Autocall GBP Feb 2026
      ISIN: XS3239711883
      STRIKE DATE: 19/02/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 303,157.96303054.043
      FTSE MIB45,794.220050029.17
      Nikkei 22557,467.830064179.27
      Russell 20002,665.09002835.462

      STRIKE DATE 19/02/2026
      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: 3.50% Semi-Annually (7.00% 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 XS3239711883
      NEXT POTENTIAL MATURITY DATE 19/02/2027

      EXPAND CLOSE
      Natixis World Indices 75-60 Memory Income Autocall Jan 2026 GBP 
      ISIN: XS3138920262
      STRIKE DATE: 20/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,892.08006009.95
      Russell 20002,645.36102835.462
      SMI13,169.960013463.33
      Nikkei 22552,991.100064179.27

      STRIKE DATE 20/01/2026
      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: 1.971% Quarterly (7.884% 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 XS3138920262
      NEXT POTENTIAL MATURITY DATE 20/01/2032

      EXPAND CLOSE
      BBVA Capital Protected Memory Income Autocall January 2026 USD
      ISIN: XS3204515582
      STRIKE DATE: 20/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 10010,126.780010254.81
      Eurostoxx 505,892.08006009.95
      Nikkei 22552,991.100064179.27
      Russell 20002,645.36102835.462

      STRIKE DATE 20/01/2026
      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: 5.00% p.a (paid quarterly) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS3204515582
      NEXT POTENTIAL MATURITY DATE 20/01/2027

      EXPAND CLOSE
      Natixis 75-60 Memory Income Autocall January 2026 USD (XS3138918522)
      ISIN: XS3138918522
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,029.45006009.95
      Russell 20002,677.73802835.462
      SMI13,413.590013463.33
      Nikkei 22553,936.170064179.27

      STRIKE DATE 16/01/2026
      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: 1.975% 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 XS3138918522
      NEXT POTENTIAL MATURITY DATE 16/01/2027

      EXPAND CLOSE
      Barclays 75-60 Memory Income Autocall January 2026 GBP (XS3211268472)
      ISIN: XS3211268472
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,029.45006009.95
      SMI13,413.590013463.33
      Nikkei 22553,936.170064179.27
      Russell 20002,677.73802835.462

      STRIKE DATE 16/01/2026
      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 7.30% p.a.
      ISIN XS3211268472
      NEXT POTENTIAL MATURITY DATE 16/01/2027

      EXPAND CLOSE
      UniCredit 70-60 Memory Income Autocall January 2026 USD (DE000UN2P9J8)
      ISIN: DE000UN2P9J8
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5006,940.01007266.99
      SMI13,413.590013463.33
      Nikkei 22553,936.170064179.27
      FTSE MIB45,799.690050029.17

      STRIKE DATE 16/01/2026
      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: 1.75% Quarterly (7.00% 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 DE000UN2P9J8
      NEXT POTENTIAL MATURITY DATE 16/01/2027

      EXPAND CLOSE
      Marex Gold Silver Issuer Callable Growth Note USD January 26 IDAD (XS2851754700)
      ISIN: XS2851754700
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SPDR Gold Shares421.2900374.58
      Ishares Silver Trust81.020057.66

      STRIKE DATE 16/01/2026
      RETURN & BARRIERS
      Maximum Term: 3 Years Investment Structure: Issuer Callable Growth Participation Note Participation Rate: 100% times growth above the initial level Callable Observations: Quarterly (First Observation at 6 months) Callable Coupon Rate: USD: 4.25% Quarterly Capital Protection Barrier: 100% Capital Protected
      P.A. RETURN
      ISIN XS2851754700
      NEXT POTENTIAL MATURITY DATE 16/10/2026

      EXPAND CLOSE
      BBVA US Stock Memory Income Defensive Autocall January 2026 USD (XS3234579723)
      ISIN: XS3234579723
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle191.0900201.26
      Apple Inc255.5300291.58
      Intel46.9600107.04
      Nvidia Corporation186.2300200.42

      STRIKE DATE 16/01/2026
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Monthly (First Observation 6 months) Autocall Trigger: 95% Memory Income Rate: USD: 1.6208% Monthly(19.45% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) Put Strike: 75%
      P.A. RETURN
      ISIN XS3234579723
      NEXT POTENTIAL MATURITY DATE 16/10/2026

      EXPAND CLOSE
      BBVA Monthly Fixed Income Defensive Autocall January 2026 USD (XS3095723196)
      ISIN: XS3095723196
      STRIKE DATE: 16/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle191.0900201.26
      American Airlines Group15.370013.42
      Intel46.9600107.04
      Tesla Inc437.5000381.59

      STRIKE DATE 16/01/2026
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Defensive Autocall Autocall Opportunities: Monthly (First Observation at 4 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 1.00% Monthly (12% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS3095723196
      NEXT POTENTIAL MATURITY DATE 16/01/2029

      EXPAND CLOSE
      Natixis 60-60 Memory Income Autocall GBP Feb 2026
      ISIN: XS3138924090
      STRIKE DATE: 10/02/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 303,136.54403054.043
      FTSE MIB46,802.990050029.17
      Nikkei 22557,650.540064179.27
      Russell 20002,679.76902835.462

      STRIKE DATE 10/02/2026
      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: 3.50% Semi-annually (7.00% 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 XS3138924090
      NEXT POTENTIAL MATURITY DATE 10/02/2027

      EXPAND CLOSE