INVESTMENTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,136.5440 | 3054.043 |
| FTSE MIB | 46,802.9900 | 50029.17 |
| Nikkei 225 | 57,650.5400 | 64179.27 |
| Russell 2000 | 2,679.7690 | 2835.462 |
| Russell 2000 | 2835.462 |
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: USD: 3.80% Semi-annually (7.60% 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 XS3138924173
NEXT POTENTIAL MATURITY DATE 10/02/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,889.2210 | |
| FTSE MIB | 45,819.5700 | 50029.17 |
| Nikkei 225 | 53,818.0400 | 64179.27 |
| Russell 2000 | 2,577.6460 | 2835.462 |
STRIKE DATE 05/02/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2.00%, semi-annually)
Memory Income Rate: 3.85% Semi-Annual (7.70% 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 XS3234629502
NEXT POTENTIAL MATURITY DATE 05/02/2027
COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 6,798.4000 | 7266.99 |
| FTSE MIB | 45,819.5700 | 50029.17 |
| Nikkei 225 | 53,818.0400 | 64179.27 |
| Russell 2000 | 2,577.6460 | 2835.462 |
STRIKE DATE 05/02/2026
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: 3.85% Semi-Annually( 7.70% 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 XS3239586459
NEXT POTENTIAL MATURITY DATE 05/02/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,985.2300 | 6009.95 |
| Russell 2000 | 2,646.6970 | 2835.462 |
| Nikkei 225 | 56,941.9700 | 64179.27 |
STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly)
USD: 6.54% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922631
NEXT POTENTIAL MATURITY DATE 20/11/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,985.2300 | 6009.95 |
| Russell 2000 | 2,646.6970 | 2835.462 |
| Nikkei 225 | 56,941.9700 | 64179.27 |
STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly)
USD: 6.54% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3138922714
NEXT POTENTIAL MATURITY DATE 20/11/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 160.1400 | 201.26 |
| Intel | 46.7900 | 107.04 |
| Tesla Inc | 417.4400 | 381.59 |
| Nvidia Corporation | 182.8100 | 200.42 |
STRIKE DATE 13/02/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level 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 XS3257327760
NEXT POTENTIAL MATURITY DATE 13/11/2026
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 300.3246 | 300.7527 |
STRIKE DATE 13/01/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Participation
Coupon Rate: ZAR: 620% Uncapped Participation at Maturity
Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000355509
NEXT POTENTIAL MATURITY DATE 13/01/2031
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 51,939.8900 | 64179.27 |
| S&P 500 | 6,966.2800 | 7266.99 |
| Eurostoxx 50 | 5,997.4700 | 6009.95 |
| FTSE 100 | 10,124.6000 | 10254.81 |
STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: ZAR: 10.25% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3242648411
NEXT POTENTIAL MATURITY DATE 09/01/2029
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CSI 500 Index | 8,056.6860 | 8063.864 |
STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: ZAR: 18.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000355541
NEXT POTENTIAL MATURITY DATE 09/01/2029
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ABSA Group Limited | 24,467.0000 | 23200 |
| FirstRand Limited | 9,100.0000 | 9151 |
| Standard Bank Group Limited | 29,324.0000 | 31128 |
STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 3.5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: ZAR: 11.00% Semi-Annually (22.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN ZAE000356283
NEXT POTENTIAL MATURITY DATE 09/01/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ABSA Group Limited | 24,467.0000 | 23200 |
| FirstRand Limited | 9,100.0000 | 9151 |
| Standard Bank Group Limited | 29,324.0000 | 31128 |
STRIKE DATE 09/01/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: ZAR: 10.00% Semi-Annually (20.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 54% Final level (European style)
P.A. RETURN
ISIN ZAE000356291
NEXT POTENTIAL MATURITY DATE 09/01/2028
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,901.7840 | 3054.043 |
| Eurostoxx 50 | 5,923.6900 | 6009.95 |
| Nikkei 225 | 51,832.8000 | 64179.27 |
| Russell 2000 | 2,547.9200 | 2835.462 |
STRIKE DATE 05/01/2026
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: 6.275% Semi-Annually (12.55% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.55% p.a.
ISIN XS3212555158
NEXT POTENTIAL MATURITY DATE 05/01/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,700.5300 | 10254.81 |
| Eurostoxx 50 | 5,325.4000 | 6009.95 |
| Nikkei 225 | 38,787.0200 | 64179.27 |
| S&P 500 | 6,025.9900 | 7266.99 |
STRIKE DATE 09/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.4875% Quarterly (5.95% p.a.)
Income Trigger: 90% of initial level
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2945458839
NEXT POTENTIAL MATURITY DATE 09/02/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,760.3500 | 6009.95 |
| Russell 2000 | 2,529.4250 | 2835.462 |
| SMI | 13,171.8500 | 13463.33 |
| Nikkei 225 | 49,507.2100 | 64179.27 |
STRIKE DATE 19/12/2025
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: 1.9375% Quarterly (7.75% 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 XS3138917557
NEXT POTENTIAL MATURITY DATE 19/12/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,760.3500 | 6009.95 |
| Russell 2000 | 2,529.4250 | 2835.462 |
| SMI | 13,171.8500 | 13463.33 |
| Nikkei 225 | 49,507.2100 | 64179.27 |
STRIKE DATE 19/12/2025
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: 1.8125% Quarterly (7.25% 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 XS3189273835
NEXT POTENTIAL MATURITY DATE 19/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,760.3500 | 6009.95 |
| Russell 2000 | 2,529.4250 | 2835.462 |
| SMI | 13,171.8500 | 13463.33 |
| Nikkei 225 | 49,507.2100 | 64179.27 |
STRIKE DATE 19/12/2025
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: 2.05% Quarterly (8.20% 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 XS3138918100
NEXT POTENTIAL MATURITY DATE 19/12/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,171.8500 | 13463.33 |
| Nikkei 225 | 49,507.2100 | 64179.27 |
| S&P 500 | 6,834.5000 | 7266.99 |
STRIKE DATE 19/12/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Capital Protected Autocall
Autocall Observations: Semi-Annual with first after 36 months
Autocall Trigger: 100% of initial level
Conditional Return Rate: USD: 3.375% Semi-Annually (6.75% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at Maturity
P.A. RETURN
ISIN XS3211956100
NEXT POTENTIAL MATURITY DATE 19/12/2028
COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 44,488.3600 | 50029.17 |
| S&P 500 | 6,875.6200 | 7266.99 |
| HSI | 26,585.0600 | 24407.96 |
STRIKE DATE 21/01/2026
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: EUR: 5.25% Semi-Annually (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880163568
NEXT POTENTIAL MATURITY DATE 21/01/2027
