INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD Aug 2025
ISIN: XS3067149453
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403054.043
FTSE MIB43,013.440050029.17
Nikkei 22542,610.170064179.27
Russell 20002,274.09602835.462

STRIKE DATE 21/08/2025
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: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style
P.A. RETURN 8.20% p.a.
ISIN XS3067149453
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA Japanese Low Hurdle Autocall July 2025 USD
ISIN: XS3056984159
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sumitomo Corp3,726.00006338
Itochu Corp7,606.00001855.5
Mitsubishi Corp2,914.00004615
Marubeni Corp2,950.00004795

STRIKE DATE 22/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level, reduce to 80% on the final observation). Coupon Rate: USD: 3.50% quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS3056984159
NEXT POTENTIAL MATURITY DATE 21/10/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2025 USD
ISIN: XS3058047542
STRIKE DATE: 21/07/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,166.600050029.17
HSI24,994.140024407.96
Russell 20002,231.13302835.462

STRIKE DATE 21/07/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3058047542
NEXT POTENTIAL MATURITY DATE 21/07/2028

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Aug 2025 EUR
ISIN: XS2880165340
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330013463.33
FTSE MIB42,653.970050029.17
S&P 5006,449.80007266.99
HSI25,270.070024407.96

STRIKE DATE 15/08/2025
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: 3.55% Semi-Annual (7.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2880165340
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Morgan Stanley Quad Index Capital Protected Autocall July 25 USD
ISIN: XS3094797183
STRIKE DATE: 17/07/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,377.15006009.95
SMI11,961.870013463.33
Nikkei 22539,901.190064179.27

STRIKE DATE 17/07/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3094797183
NEXT POTENTIAL MATURITY DATE 18/07/2028

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall GBP Aug 2025
    ISIN: XS3067103898
    STRIKE DATE: 18/08/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,071.880013463.33
    Eurostoxx 505,434.64006009.95
    Nikkei 22543,714.310064179.27
    S&P 5006,449.15007266.99

    STRIKE DATE 18/08/2025
    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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.00% p.a.
    ISIN XS3067103898
    NEXT POTENTIAL MATURITY DATE 18/08/2026

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall USD Aug 2025
    ISIN: XS3067103971
    STRIKE DATE: 18/08/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI12,071.880013463.33
    Eurostoxx 505,434.64006009.95
    Nikkei 22543,714.310064179.27
    S&P 5006,449.15007266.99

    STRIKE DATE 18/08/2025
    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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.50% p.a.
    ISIN XS3067103971
    NEXT POTENTIAL MATURITY DATE 18/08/2026

    EXPAND CLOSE
    UBS Triple Index Defensive Autocall EUR Aug 2025
    ISIN: XS2879606114
    STRIKE DATE: 15/08/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB42,653.970050029.17
    S&P 5006,449.80007266.99
    HSI25,270.070024407.96

    STRIKE DATE 15/08/2025
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2879606114
    NEXT POTENTIAL MATURITY DATE 17/08/2026

    EXPAND CLOSE
    Societe Generale US Stocks Defensive Autocall Jul 2025 USD
    ISIN: XS3085501099
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eli Lilly & Company799.34001136.37
    Nvidia Corporation164.0700200.42
    Meta Platform Inc720.9200570.98
    Royal Caribbean Cruise342.0300268.73

    STRIKE DATE 14/07/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 19.00% p.a.
    ISIN XS3085501099
    NEXT POTENTIAL MATURITY DATE 14/04/2026

      EXPAND CLOSE
      Santander 75-60 Memory Income Autocall Jul 2025 USD
      ISIN: XS3098957890
      STRIKE DATE: 14/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,370.85006009.95
      SMI11,939.890013463.33
      Nikkei 22539,459.620064179.27
      Russell 20002,249.72902835.462

      STRIKE DATE 14/07/2025
      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 7.75% p.a.
      ISIN XS3098957890
      NEXT POTENTIAL MATURITY DATE 14/07/2026

      EXPAND CLOSE
      Barclays 75-60 Memory Income Autocall Jul 2025 GBP
      ISIN: XS3052655944
      STRIKE DATE: 14/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,370.85006009.95
      OMX Stockholm 302,532.28103054.043
      Nikkei 22539,459.620064179.27
      Russell 20002,249.72902835.462

      STRIKE DATE 14/07/2025
      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: 1.8375% Quarterly (7.35% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.35% p.a.
      ISIN XS3052655944
      NEXT POTENTIAL MATURITY DATE 14/07/2026

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE US TECH CASH BOOSTER AUTOCALL USD Aug 2025 – Factsheet upon request
      ISIN: XS3109256670
      STRIKE DATE: 12/08/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle253.8600201.26
      Tesla Inc340.8400381.59
      Advanced Micro Devices174.9500452.4

      STRIKE DATE 12/08/2025
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Glider at month 12, reducing to 85% from month 15 Fixed Coupon Rate: 15.00% paid at 12 months only Snowballing Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) from 15 months Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3109256670
      NEXT POTENTIAL MATURITY DATE 12/11/2026

      EXPAND CLOSE
      SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025
      ISIN: XS3109209083
      STRIKE DATE: 07/08/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle249.3900201.26
      Intel19.7700107.04
      Tesla Inc322.2700381.59
      Nvidia Corporation180.7700200.42

      STRIKE DATE 07/08/2025
      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: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3109209083
      NEXT POTENTIAL MATURITY DATE 09/11/2026

      EXPAND CLOSE
      Barclays Banks 1 Year Fixed Income July 2025 EUR
      ISIN: XS3052842385
      STRIKE DATE: 08/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA58.440070.65
      Commerzbank AG29.970036.22
      Morgan Stanley141.1300206.66

      STRIKE DATE 08/07/2025
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.55% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 7.55% p.a.
      ISIN XS3052842385
      NEXT POTENTIAL MATURITY DATE 08/07/2026

      EXPAND CLOSE
      Barclays Capital Protected Quad Index Autocall GBP Jul 2025
      ISIN: XS3062083731
      STRIKE DATE: 24/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,252.13302835.462
      FTSE MIB40,599.680050029.17
      Nikkei 22541,826.340064179.27
      S&P/ASX 2008,709.4090

      STRIKE DATE 24/07/2025
      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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS3062083731
      NEXT POTENTIAL MATURITY DATE 24/07/2028

      EXPAND CLOSE
      Barclays Capital Protected Quad Index Autocall USD Jul 2025
      ISIN: XS3062083814
      STRIKE DATE: 24/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Russell 20002,252.13302835.462
      FTSE MIB40,599.680050029.17
      Nikkei 22541,826.340064179.27
      S&P/ASX 2008,709.4090

      STRIKE DATE 24/07/2025
      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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS3062083814
      NEXT POTENTIAL MATURITY DATE 24/07/2028

      EXPAND CLOSE
      BNP Paribas Quad Index Classic Autocall June 2025 USD
      ISIN: XS2741509801
      STRIKE DATE: 27/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,980.380013463.33
      S&P 5006,173.07007266.99
      Eurostoxx 505,325.64006009.95
      Nikkei 22540,150.790064179.27

      STRIKE DATE 27/06/2025
      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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.00% p.a.
      ISIN XS2741509801
      NEXT POTENTIAL MATURITY DATE 29/06/2026

      EXPAND CLOSE
      Barclays Triple Index Capital Protected Autocall June 2025 USD
      ISIN: XS3051870114
      STRIKE DATE: 27/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008,514.1720
      Nikkei 22540,150.790064179.27
      Eurostoxx 505,325.64006009.95

      STRIKE DATE 27/06/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS3051870114
      NEXT POTENTIAL MATURITY DATE 28/06/2027

      EXPAND CLOSE
      Barclays Triple Index Capital Protected Autocall June 2025 GBP
      ISIN: XS3051870031
      STRIKE DATE: 27/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2008,514.1720
      Nikkei 22540,150.790064179.27
      Eurostoxx 505,325.64006009.95

      STRIKE DATE 27/06/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS3051870031
      NEXT POTENTIAL MATURITY DATE 28/06/2027

      EXPAND CLOSE
      Barclays Banks 1 Year Fixed Income June 2025 EUR
      ISIN: XS3037512970
      STRIKE DATE: 27/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA56.520070.65
      Commerzbank AG27.210036.22
      Morgan Stanley140.6900206.66

      STRIKE DATE 27/06/2025
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.30% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 8.30% p.a.
      ISIN XS3037512970
      NEXT POTENTIAL MATURITY DATE 29/06/2026

      EXPAND CLOSE