INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Santander Global Banks 55-55 Memory Income Autocall Sept 2026 GBP
ISIN: XS3422062391
STRIKE DATE: 23/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
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: GBP: 3.2% Quarterly (12.8% 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 XS3422062391
NEXT POTENTIAL MATURITY DATE 27/09/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD OCT 2026 – Factsheet Available upon request
ISIN: XS3476120145
STRIKE DATE: 06/10/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation239.2400200.42
Tesla Inc380.6800381.59
Oracle144.7700201.26
Intel112.5000107.04

STRIKE DATE 06/10/2026
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 50% 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 XS3476120145
NEXT POTENTIAL MATURITY DATE 06/04/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 2 September 2026 GBP
ISIN: XS3475129238
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
SMI13,947.310013463.33
Eurostoxx 506,322.90006009.95
Nikkei 22564,136.250064179.27
S&P 5007,637.76007266.99

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.85% Semi-Annually (9.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475129238
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
BBVA Classic Autocall Bespoke 1 September 2026 GBP
ISIN: XS3475116920
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
DAX25,716.710024195.31
FTSE MIB52,385.500050029.17
Nikkei 22564,136.250064179.27
Russell 20002,874.63002835.462

STRIKE DATE 17/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3475116920
NEXT POTENTIAL MATURITY DATE 17/03/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 USD
ISIN: XS3292033878
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400068.76
Deutsche Bank AG28.065027.095
Citi Group Inc125.2200133.38
BNP Paribas SA89.160091.96

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.625% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3292033878
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
Santander Global Banks 55-55 Memory Income Autocall May 2026 GBP
ISIN: XS3291972712
STRIKE DATE: 22/05/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale68.400068.76
Deutsche Bank AG28.065027.095
Citi Group Inc125.2200133.38
BNP Paribas SA89.160091.96

STRIKE DATE 22/05/2026
RETURN & BARRIERS
3.575% Quarterly Coupon if above 55% 95% Autocall Trigger from 12 months 55% European Barrier
P.A. RETURN
ISIN XS3291972712
NEXT POTENTIAL MATURITY DATE 22/05/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall September 2026 USD
ISIN: XS3475097955
STRIKE DATE: 09/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,804.700013463.33
FTSE MIB51,875.240050029.17
Nikkei 22565,142.780064179.27
Russell 20002,921.23402835.462

STRIKE DATE 09/09/2026
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: 7.85% Semi-Annually (15.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3475097955
NEXT POTENTIAL MATURITY DATE 09/09/2027

EXPAND CLOSE
Goldman Sachs 4 Year Banks Defensive Autocall August 2026 ZAR
ISIN: ZAE000367876
STRIKE DATE: 11/08/2026
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 Limited23,000.000023200
Nedbank Limited29,094.000025492
Standard Bank Group Limited32,570.000031128

STRIKE DATE 11/08/2026
RETURN & BARRIERS
21.00% Annual Coupon if Autocalled 95% Autocall Trigger from 12 Months 60% European Barrier
P.A. RETURN
ISIN ZAE000367876
NEXT POTENTIAL MATURITY DATE 11/08/2027

    EXPAND CLOSE
    Goldman Sachs 100% Capital Protected Autocall GBP Sep 2026
    ISIN: XS3454224711
    STRIKE DATE: 23/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI13,921.720013463.33
    FTSE MIB51,987.490050029.17
    Nikkei 22565,018.950064179.27
    Russell 20002,838.66002835.462

    STRIKE DATE 23/09/2026
    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: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3454224711
    NEXT POTENTIAL MATURITY DATE 25/09/2029

    EXPAND CLOSE
    Goldman Sachs 100% Capital Protected Autocall USD Sep 2026
    ISIN: XS3454355069
    STRIKE DATE: 23/09/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI13,921.720013463.33
    FTSE MIB51,987.490050029.17
    Nikkei 22565,018.950064179.27
    Russell 20002,838.66002835.462

    STRIKE DATE 23/09/2026
    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: USD: 4.775% Semi-Annually (9.55% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN XS3454355069
    NEXT POTENTIAL MATURITY DATE 24/09/2029

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V2
    ISIN: XS3428204765
    STRIKE DATE: 21/08/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22566,016.360064179.27
    S&P 5007,674.37007266.99
    SMI14,456.980013463.33

    STRIKE DATE 21/08/2026
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS3428204765
    NEXT POTENTIAL MATURITY DATE 23/08/2027

      EXPAND CLOSE
      Morgan Stanley Triple Index Classic Autocall Aug 2026 USD V1
      ISIN: XS3398839715
      STRIKE DATE: 30/07/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5007,674.377266.99
      SMI14,456.980013463.33
      Nikkei 22566,016.3664179.27

      STRIKE DATE 30/07/2026
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 15.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3398839715
      NEXT POTENTIAL MATURITY DATE 30/07/2027

      EXPAND CLOSE
      Soc Gen US Tech Early Low Hurdle Autocall August 2026 USD BESPOKE
      ISIN: XS3438970496
      STRIKE DATE: 26/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle148.8700201.26
      Tesla Inc345.8200381.59
      Nvidia Corporation209.6600200.42
      Intel88.2400107.04

      STRIKE DATE 26/08/2026
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% Glider at month 12 Coupon Rate: USD: 6.25% Quarterly (25.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3438970496
      NEXT POTENTIAL MATURITY DATE 26/02/2027

        EXPAND CLOSE
        Soc Gen Defence Early Low Hurdle Autocall August 2026 USD
        ISIN: XS3438955851
        STRIKE DATE: 26/08/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Capgemini SE106.500099.6
        Leonardo SpA54.120052.32
        Thyssenkrupp AG14.455010.65
        Rheinmetall AG1,138.80001197.2

        STRIKE DATE 26/08/2026
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 80% of initial level with 50% 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 XS3438955851
        NEXT POTENTIAL MATURITY DATE 26/02/2027

          EXPAND CLOSE
          Citi Classic Autocall August 2026 USD
          ISIN: XS3331944226
          STRIKE DATE: 20/08/2026
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Citi
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Euro Stoxx Banks311.9700265.77

          STRIKE DATE 20/08/2026
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 16.60% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS3331944226
          NEXT POTENTIAL MATURITY DATE 17/09/2027

            EXPAND CLOSE
            UBS 90-65 Memory Income Autocall September 2026 GBP
            ISIN: XS3306389407
            STRIKE DATE: 11/09/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB52,512.030050029.17
            Nikkei 22564,011.340064179.27
            Nasdaq 10029,368.440028508.03
            Russell 20002,903.94402835.462

            STRIKE DATE 11/09/2026
            RETURN & BARRIERS
            Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 0.775% Monthly (9.30% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS3306389407
            NEXT POTENTIAL MATURITY DATE 11/09/2027

            EXPAND CLOSE
            Barclays Triple Index Defensive Autocall EUR Sep 2026
            ISIN: XS3473201880
            STRIKE DATE: 24/09/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Barclays
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB51,543.450050029.17
            Russell 20002,835.57402835.462
            Nikkei 22565,513.990064179.27

            STRIKE DATE 24/09/2026
            RETURN & BARRIERS
            Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN
            ISIN XS3473201880
            NEXT POTENTIAL MATURITY DATE 24/09/2027

            EXPAND CLOSE
            UBS 75-60 Memory Income Autocall May 2026 USD
            ISIN: XS3257805500
            STRIKE DATE: 05/05/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI13,052.170013463.33
            Eurostoxx 505,869.63006009.95
            Nikkei 22559,513.120064179.27
            Russell 20002,845.00402835.462

            STRIKE DATE 05/05/2026
            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: 2.25% Quarterly(9.00% 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 XS3257805500
            NEXT POTENTIAL MATURITY DATE 07/05/2027

            EXPAND CLOSE
            Santander Memory Income Reducing Autocall August 2026 USD
            ISIN: XS3422093784
            STRIKE DATE: 19/08/2026
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY Santander
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Tesla Inc351.1200381.59
            Meta Platform Inc546.0300570.98
            Applied Materials Inc496.1700
            CoreWeave90.8700

            STRIKE DATE 19/08/2026
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Monthly (First Observation at 3 months) Autocall Trigger: 95% of initial level reducing 1% per period Memory Income Rate: USD: 2.0417% Monthly (24.50% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
            P.A. RETURN
            ISIN XS3422093784
            NEXT POTENTIAL MATURITY DATE 19/11/2026

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

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI13,786.720013463.33
              Eurostoxx 506,236.20006009.95
              Nikkei 22565,018.950064179.27
              S&P 5007,650.50007266.99

              STRIKE DATE 18/09/2026
              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: GBP: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN XS3446677059
              NEXT POTENTIAL MATURITY DATE 21/09/2027

              EXPAND CLOSE