INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 60-60 Memory Income Autocall USD Feb 2026
ISIN: XS3138924173
STRIKE DATE: 10/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
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
Russell 20002835.462

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

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Feb 2026
ISIN: XS3234629502
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,889.2210
FTSE MIB45,819.570050029.17
Nikkei 22553,818.040064179.27
Russell 20002,577.64602835.462

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

EXPAND CLOSE
Barclays 80-60 Memory Income Autocall USD Feb 2026
ISIN: XS3239586459
STRIKE DATE: 05/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barlcays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,798.40007266.99
FTSE MIB45,819.570050029.17
Nikkei 22553,818.040064179.27
Russell 20002,577.64602835.462

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

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income GBP Feb 2026
ISIN: XS3138922631
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006009.95
Russell 20002,646.69702835.462
Nikkei 22556,941.970064179.27

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

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Feb 2026
ISIN: XS3138922714
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,985.23006009.95
Russell 20002,646.69702835.462
Nikkei 22556,941.970064179.27

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

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autcoall USD Feb 2026 – Factsheet on request
ISIN: XS3257327760
STRIKE DATE: 13/02/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle160.1400201.26
Intel46.7900107.04
Tesla Inc417.4400381.59
Nvidia Corporation182.8100200.42

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

EXPAND CLOSE
BNP 620% Participation Capital Protected Growth Jan 26 ZAR
ISIN: ZAE000355509
STRIKE DATE: 13/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index300.3246300.7527

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

    EXPAND CLOSE
    Morgan Stanley Switch To Autocall January 2026 USD
    ISIN: XS3242648411
    STRIKE DATE: 09/01/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22551,939.890064179.27
    S&P 5006,966.28007266.99
    Eurostoxx 505,997.47006009.95
    FTSE 10010,124.600010254.81

    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

      EXPAND CLOSE
      BNP Paribas CSI 500 Autocall January 2026 ZAR
      ISIN: ZAE000355541
      STRIKE DATE: 09/01/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY BNP
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      CSI 500 Index8,056.68608063.864

      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

        EXPAND CLOSE
        Goldman Sachs South African Banks Autocall January 2026 ZAR
        ISIN: ZAE000356283
        STRIKE DATE: 09/01/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        ABSA Group Limited24,467.000023200
        FirstRand Limited9,100.00009151
        Standard Bank Group Limited29,324.000031128

        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

          EXPAND CLOSE
          Goldman Sachs South African Banks Autocall January 2026 ZAR
          ISIN: ZAE000356291
          STRIKE DATE: 09/01/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          ABSA Group Limited24,467.000023200
          FirstRand Limited9,100.00009151
          Standard Bank Group Limited29,324.000031128

          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

            EXPAND CLOSE
            Barclays Semi-Annual Classic Autocall January 2026 USD
            ISIN: XS3212555158
            STRIKE DATE: 05/01/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            OMX Stockholm 302,901.78403054.043
            Eurostoxx 505,923.69006009.95
            Nikkei 22551,832.800064179.27
            Russell 20002,547.92002835.462

            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

            EXPAND CLOSE
            Barclays Memory Income Cap Protected Autocall February 2025 USD
            ISIN: XS2945458839
            STRIKE DATE: 09/02/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE 1008,700.530010254.81
            Eurostoxx 505,325.40006009.95
            Nikkei 22538,787.020064179.27
            S&P 5006,025.99007266.99

            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

            EXPAND CLOSE
            Natixis Quad Index Memory Income Autocall December 2025 USD
            ISIN: XS3138917557
            STRIKE DATE: 19/12/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,760.35006009.95
            Russell 20002,529.42502835.462
            SMI13,171.850013463.33
            Nikkei 22549,507.210064179.27

            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

            EXPAND CLOSE
            Barclays Quad Index Memory Income Autocall December 2025 GBP
            ISIN: XS3189273835
            STRIKE DATE: 19/12/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,760.35006009.95
            Russell 20002,529.42502835.462
            SMI13,171.850013463.33
            Nikkei 22549,507.210064179.27

            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

            EXPAND CLOSE
            Natixis Memory Income Autocall December 2025 USD
            ISIN: XS3138918100
            STRIKE DATE: 19/12/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,760.35006009.95
            Russell 20002,529.42502835.462
            SMI13,171.850013463.33
            Nikkei 22549,507.210064179.27

            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

            EXPAND CLOSE
            Morgan Stanley Triple Index 100% Cap Protected Autocall Dec 2025
            ISIN: XS3211956100
            STRIKE DATE: 19/12/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Morgan Stanley
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI13,171.850013463.33
            Nikkei 22549,507.210064179.27
            S&P 5006,834.50007266.99

            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

            EXPAND CLOSE
            MS Capital Protected Uncapped Participation Growth Dec 2025 USD
            ISIN: XS3211975662
            STRIKE DATE: 19/12/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Morgan Stanley
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,760.35006009.95

            STRIKE DATE 19/12/2025
            RETURN & BARRIERS

            P.A. RETURN
            ISIN XS3211975662
            NEXT POTENTIAL MATURITY DATE 19/12/2030

              EXPAND CLOSE
              Morgan Stanley 100% Protected Call Spread Dec 2025 JPY
              ISIN: XS3211997807
              STRIKE DATE: 19/12/2025
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Morgan Stanley
              TYPE Note
              CURRENCY JPY
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Nikkei 22549,507.210064179.27

              STRIKE DATE 19/12/2025
              RETURN & BARRIERS

              P.A. RETURN
              ISIN XS3211997807
              NEXT POTENTIAL MATURITY DATE 21/06/2027

                EXPAND CLOSE
                UBS Triple Index Classic Autocall EUR Jan 2026
                ISIN: XS2880163568
                STRIKE DATE: 21/01/2026
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UBS
                TYPE Note
                CURRENCY EUR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE MIB44,488.360050029.17
                S&P 5006,875.62007266.99
                HSI26,585.060024407.96

                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

                EXPAND CLOSE