INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-65 Memory Income Autocall EUR Jan 2026
ISIN: XS3205843611
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB45,091.230050029.17
HSI26,629.960024407.96
Russell 20002,718.76502835.462

STRIKE DATE 22/01/2026
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: EUR: 3.56% Semi-Annual (7.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3205843611
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
UniCredit World Indices Memory Income Autocall December 2025 GBP
ISIN: DE000UN291J6
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5006,721.43007266.99
SMI13,028.620013463.33
Nikkei 22549,512.280064179.27
FTSE MIB44,099.480050029.17

STRIKE DATE 17/12/2025
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: 1.75% 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 DE000UN291J6
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall December 2025
ISIN: XS3231271829
STRIKE DATE: 17/12/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG35.050036.22
Barclays458.1500445.8
Goldman Sachs872.33001001.29
Societe Generale66.900068.76

STRIKE DATE 17/12/2025
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: 3.90% Quarterly(15.60% 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 XS3231271829
NEXT POTENTIAL MATURITY DATE 17/12/2026

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall GBP Jan 2026
ISIN: XS3138920189
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203054.043
Russell 20002,718.76502835.462
Nikkei 22553,688.890064179.27
FTSE MIB45,091.230050029.17

STRIKE DATE 22/01/2026
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: GBP: 3.647% Semi-Annually (7.294% 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 XS3138920189
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis 60-60 Memory Income Autocall USD Jan 2026
ISIN: XS3138920007
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,003.06203054.043
Russell 20002,718.76502835.462
Nikkei 22553,688.890064179.27
FTSE MIB45,091.230050029.17

STRIKE DATE 22/01/2026
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: 3.88% Semi-Annually (7.76% 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 XS3138920007
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
Natixis Global Markets Defensive Autocall USD January 2026
ISIN: XS3138919686
STRIKE DATE: 22/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,956.17006009.95
Russell 20002,718.76502835.462
Nikkei 22553,688.890064179.27
OMX Stockholm 303,003.06203054.043

STRIKE DATE 22/01/2026
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: 6.02% Semi-Annually (12.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3138919686
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
BBVA 100% Capital Protected Autocall GBP Jan 2026
ISIN: XS3204443579
STRIKE DATE: 20/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2008,815.8560
FTSE MIB44,713.460050029.17
Nikkei 22552,991.100064179.27
Russell 20002,645.36102835.462

STRIKE DATE 20/01/2026
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: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3204443579
NEXT POTENTIAL MATURITY DATE 22/01/2029

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP JAN 2026
ISIN: XS3204438496
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013463.33
Eurostoxx 505,882.88006009.95
S&P 5006,875.62007266.99
Nikkei 22552,774.640064179.27

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: GBP: 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 XS3204438496
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD JAN 2026
ISIN: XS3204438579
STRIKE DATE: 21/01/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,156.810013463.33
Eurostoxx 505,882.88006009.95
Nikkei 22552,774.640064179.27
S&P 5006,875.62007266.99

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: USD: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3204438579
NEXT POTENTIAL MATURITY DATE 21/01/2027

EXPAND CLOSE
Natixis Diversified Markets Memory Income Autocall Dec 2025 USD
ISIN: XS3138917631
STRIKE DATE: 16/12/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,717.83006009.95
Russell 20002,519.30402835.462
Nikkei 22549,383.290064179.27
S&P/ASX 2008,598.9480

STRIKE DATE 16/12/2025
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: 1.975% 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 XS3138917631
NEXT POTENTIAL MATURITY DATE 16/12/2026

EXPAND CLOSE
UniCredit Developed Indices Classic Autocall December 2025 GBP
ISIN: DE000UN2G227
STRIKE DATE: 15/12/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,752.5206009.95
FTSE 1009,751.310010254.81
S&P 5006,816.51007266.99
Nikkei 22550,168.110064179.27

STRIKE DATE 15/12/2025
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: 4.90% Semi-Annually (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN2G227
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall December 2025 USD
ISIN: XS3184624453
STRIKE DATE: 12/12/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,720.71006009.95
Nikkei 22550,836.550064179.27
S&P 5006,827.41007266.99

STRIKE DATE 12/12/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3184624453
NEXT POTENTIAL MATURITY DATE 12/12/2026

    EXPAND CLOSE
    BBVA 100% Capital Protected Autocall USD Jan 2026
    ISIN: XS3205826954
    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
    SMI13,169.960013463.33
    FTSE MIB44,713.460050029.17
    Nikkei 22552,991.100064179.27
    Russell 20002,645.36102835.462

    STRIKE DATE 20/01/2026
    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: 3.85% Semi-Annually (7.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3205826954
    NEXT POTENTIAL MATURITY DATE 22/01/2029

    EXPAND CLOSE
    BBVA Low Hurdle Classic Autocall December 2025 GBP
    ISIN: XS3184602723
    STRIKE DATE: 10/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2008,579.3600
    FTSE MIB43,465.340050029.17
    Nikkei 22550,602.800064179.27
    S&P 5006,886.68007266.99

    STRIKE DATE 10/12/2025
    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, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.75% Quarterly (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3184602723
    NEXT POTENTIAL MATURITY DATE 10/12/2026

    EXPAND CLOSE
    Natixis Semi Annual Defensive Autocall December 2025 GBP
    ISIN: XS3138916153
    STRIKE DATE: 04/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,718.08006009.95
    Russell 20002,531.15902835.462
    SMI12,893.610013463.33
    Nikkei 22551,028.420064179.27

    STRIKE DATE 04/12/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90.00% of initial level Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3138916153
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    BBVA Semi Annual Defensive Autocall December 2025 USD
    ISIN: XS3184620113
    STRIKE DATE: 04/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB43,519.070050029.17
    Eurostoxx 505,718.08006009.95
    Nikkei 22551,028.420064179.27
    Russell 20002,531.15902835.462

    STRIKE DATE 04/12/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 92% of initial level Coupon Rate: USD: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3184620113
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    BBVA Semi Annual 95% Defensive Autocall December 2025 USD
    ISIN: XS3184620204
    STRIKE DATE: 04/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB43,519.070050029.17
    Eurostoxx 505,718.08006009.95
    Nikkei 22551,028.420064179.27
    S&P 5006,857.12007266.99

    STRIKE DATE 04/12/2025
    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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3184620204
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Bespoke December 2025 USD
    ISIN: XS3184620030
    STRIKE DATE: 04/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB43,519.070050029.17
    Eurostoxx 505,718.08006009.95
    Nikkei 22551,028.420064179.27
    Russell 20002,531.15902835.462

    STRIKE DATE 04/12/2025
    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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3184620030
    NEXT POTENTIAL MATURITY DATE 04/12/2026

    EXPAND CLOSE
    Barclays 70-60 Memory Income Autocall GBP Jan 2026
    ISIN: XS3189306940
    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
    OMX Stockholm 303,039.09103054.043
    FTSE MIB45,799.690050029.17
    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: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (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 XS3189306940
    NEXT POTENTIAL MATURITY DATE 19/01/2027

    EXPAND CLOSE
    Natixis 75-60 Memory Income Autocall December 2025 USD
    ISIN: XS3138908648
    STRIKE DATE: 03/12/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,694.56006009.95
    Russell 20002,512.13602835.462
    SMI12,858.330013463.33
    Nikkei 22549,864.680064179.27

    STRIKE DATE 03/12/2025
    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: 2.00% Quarterly (8.00% 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 XS3138908648
    NEXT POTENTIAL MATURITY DATE 03/12/2026

    EXPAND CLOSE