INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Switch To Autocall June 2025 ZAR
ISIN: ZAE000349221
STRIKE DATE: 27/06/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,798.910010254.81
Nikkei 22540,150.790064179.27
S&P 5006,173.07007266.99
Eurostoxx 505,325.64006009.95

STRIKE DATE 27/06/2025
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Switch To Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: ZAR: 15.20% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
P.A. RETURN 15.20% p.a.
ISIN ZAE000349221
NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    Barclays Diversified Indices Memory Income Autocall Jun 2025 USD
    ISIN: XS3051827023
    STRIKE DATE: 24/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB39,474.460050029.17
    S&P/ASX 2008,555.5360
    Russell 20002,161.21202835.462
    FTSE 1008,758.990010254.81

    STRIKE DATE 24/06/2025
    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: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS3051827023
    NEXT POTENTIAL MATURITY DATE 24/06/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall June 2025 GBP
    ISIN: XS3038108547
    STRIKE DATE: 23/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,221.90006009.95
    OMX Stockholm 302,424.03903054.043
    Nikkei 22538,354.090064179.27
    Russell 20002,132.68402835.462

    STRIKE DATE 23/06/2025
    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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.30% p.a.
    ISIN XS3038108547
    NEXT POTENTIAL MATURITY DATE 23/06/2026

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall USD Jul 2025
      ISIN: XS3056989208
      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
      OMX Stockholm 302,537.34803054.043
      FTSE MIB40,165.150050029.17
      Nikkei 22539,774.920064179.27
      Russell 20002,248.75902835.462

      STRIKE DATE 22/07/2025
      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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.50% p.a.
      ISIN XS3056989208
      NEXT POTENTIAL MATURITY DATE 22/07/2026

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP Jul 2025
      ISIN: XS3056989380
      STRIKE DATE: 22/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,537.34803054.043
      FTSE MIB40,165.150050029.17
      Nikkei 22539,774.920064179.27
      Russell 20002,248.75902835.462

      STRIKE DATE 22/07/2025
      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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS3056989380
      NEXT POTENTIAL MATURITY DATE 22/07/2026

      EXPAND CLOSE
      Barclays 60-60 Memory Income Autocall GBP Jul 2025
      ISIN: XS3052807800
      STRIKE DATE: 23/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703054.043
      FTSE MIB40,697.490050029.17
      Nikkei 22541,171.320064179.27
      Russell 20002,283.12902835.462

      STRIKE DATE 23/07/2025
      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: GBP: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.00% p.a.
      ISIN XS3052807800
      NEXT POTENTIAL MATURITY DATE 23/07/2026

      EXPAND CLOSE
      Barclays 60-60 Memory Income Autocall USD Jul 2025
      ISIN: XS3052807982
      STRIKE DATE: 23/07/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      OMX Stockholm 302,592.54703054.043
      FTSE MIB40,697.490050029.17
      Nikkei 22541,171.320064179.27
      Russell 20002,283.12902835.462

      STRIKE DATE 23/07/2025
      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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.20% p.a.
      ISIN XS3052807982
      NEXT POTENTIAL MATURITY DATE 23/07/2026

      EXPAND CLOSE
      Barclays 70-60 Memory Income Autocall June 2025 USD
      ISIN: XS3043990400
      STRIKE DATE: 20/06/2025
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,233.58006009.95
      Russell 20002,109.26702835.462
      Nikkei 22538,403.230064179.27
      OMX Stockholm 303054.043

      STRIKE DATE 20/06/2025
      RETURN & BARRIERS
      Maximum Term: 4 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:70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS3043990400
      NEXT POTENTIAL MATURITY DATE 22/06/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall GBP Jul 2025
        ISIN: XS3006783941
        STRIKE DATE: 16/07/2025
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,901.320013463.33
        Eurostoxx 505,354.17006009.95
        Nikkei 22539,678.020064179.27
        S&P 5006,243.76007266.99

        STRIKE DATE 16/07/2025
        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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 12.40% p.a.
        ISIN XS3006783941
        NEXT POTENTIAL MATURITY DATE 16/07/2026

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall USD Jul 2025
        ISIN: XS3006784089
        STRIKE DATE: 16/07/2025
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,901.320013463.33
        Eurostoxx 505,354.17006009.95
        Nikkei 22539,678.020064179.27
        S&P 5006,243.76007266.99

        STRIKE DATE 16/07/2025
        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 XS3006784089
        NEXT POTENTIAL MATURITY DATE 16/07/2026

        EXPAND CLOSE
        Santander 75-60 Memory Income Autocall June 2025 USD
        ISIN: XS3049548921
        STRIKE DATE: 16/06/2025
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Russell 20002,124.12702835.462
        Eurostoxx 505,339.57006009.95
        SMI12,090.870013463.33
        Nikkei 22538,311.330064179.27

        STRIKE DATE 16/06/2025
        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: 2.01% Quarterly (8.04% p.a.) Income Trigger:75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.04% p.a.
        ISIN XS3049548921
        NEXT POTENTIAL MATURITY DATE 16/06/2026

          EXPAND CLOSE
          Soc Gen Early Low Hurdle June 2025 USD
          ISIN: XS3085272980
          STRIKE DATE: 16/06/2025
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Tesla Inc329.1300381.59
          Advanced Micro Devices126.3900452.4
          Carnival Corp23.840025.99
          Zoom Communications77.870093.96

          STRIKE DATE 16/06/2025
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% 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 30.00% p.a.
          ISIN XS3085272980
          NEXT POTENTIAL MATURITY DATE 16/12/2025

            EXPAND CLOSE
            Natixis 3 Year Triple Index Fixed Income July 2025
            ISIN: XS2736735981
            STRIKE DATE: 09/07/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Natixis
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,445.65006009.95
            Russell 20002,252.49002835.462
            Nikkei 22539,821.280064179.27

            STRIKE DATE 09/07/2025
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.90% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2736735981
            NEXT POTENTIAL MATURITY DATE 10/07/2028

            EXPAND CLOSE
            Société Générale US Tech Early Low Hurdle Autocall USD Jul 2025 Factsheet to follow
            ISIN: XS3085315201
            STRIKE DATE: 11/07/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Société Générale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Oracle230.5600201.26
            Intel23.4300107.04
            Tesla Inc313.5100381.59
            Nvidia Corporation164.9200200.42

            STRIKE DATE 11/07/2025
            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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN
            ISIN XS3085315201
            NEXT POTENTIAL MATURITY DATE 19/10/2026

            EXPAND CLOSE
            BBVA Triple Index Defensive Autocall EUR Jul 2025
            ISIN: XS3006754173
            STRIKE DATE: 07/07/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY EUR
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            FTSE MIB39,914.250050029.17
            S&P 5006,229.98007266.99
            HSI23,887.830024407.96

            STRIKE DATE 07/07/2025
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 9.50% p.a.
            ISIN XS3006754173
            NEXT POTENTIAL MATURITY DATE 07/07/2026

            EXPAND CLOSE
            Barclays Triple Index 75-65 Memory Income Autocall June 2025 USD
            ISIN: XS3043937427
            STRIKE DATE: 04/06/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            S&P 5005,970.81007266.99
            FTSE 1008,801.290010254.81
            Eurostoxx 505,405.15006009.95

            STRIKE DATE 04/06/2025
            RETURN & BARRIERS
            8.20% p.a. coupon if above 75%, 95% Autocall Trigger from 12 months, reducing by 5% p.a., 65% European Barrier
            P.A. RETURN 8.20% p.a.
            ISIN XS3043937427
            NEXT POTENTIAL MATURITY DATE 04/06/2026

            EXPAND CLOSE
            BBVA Quarterly Classic Autocall June 2025 AUD
            ISIN: XS3006683216
            STRIKE DATE: 06/06/2025
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY AUD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,430.17006009.95
            Nikkei 22537,741.610064179.27
            Russell 20002,132.24702835.462

            STRIKE DATE 06/06/2025
            RETURN & BARRIERS
            Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: AUD = 1.83% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.32% p.a.
            ISIN XS3006683216
            NEXT POTENTIAL MATURITY DATE 08/06/2026

              EXPAND CLOSE
              Soc Gen Banks Early Low Hurdle Autocall June 2025 USD
              ISIN: XS3085218421
              STRIKE DATE: 06/06/2025
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Soc Gen
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              HSBC881.70001293.4
              Commerzbank AG28.000036.22
              UniCredit SpA58.200070.65
              BBVA13.240019.24

              STRIKE DATE 06/06/2025
              RETURN & BARRIERS
              Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 70% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 24.00% p.a.
              ISIN XS3085218421
              NEXT POTENTIAL MATURITY DATE 08/12/2025

                EXPAND CLOSE
                Marex Group Quarterly Classic Autocall Bespoke 1 June 2025 GBP
                ISIN: XS2748029365
                STRIKE DATE: 06/06/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Marex Group
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE MIB40,601.940050029.17
                Eurostoxx 505,430.17006009.95
                Nikkei 22537,741.610064179.27
                Russell 20002,132.24702835.462

                STRIKE DATE 06/06/2025
                RETURN & BARRIERS
                Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.305% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 9.22% p.a.
                ISIN XS2748029365
                NEXT POTENTIAL MATURITY DATE 06/06/2026

                EXPAND CLOSE
                Marex Group Quarterly Classic Autocall Bespoke 2 June 2025 GBP
                ISIN: XS2697219959
                STRIKE DATE: 06/06/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Marex Group
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                S&P/TSX 601,578.7460
                FTSE 1008,837.910010254.81
                OMX Stockholm 302,521.50603054.043
                iShares MSCI Brazil (EWZ)27.720033.78

                STRIKE DATE 06/06/2025
                RETURN & BARRIERS
                Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.9075% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 11.63% p.a.
                ISIN XS2697219959
                NEXT POTENTIAL MATURITY DATE 06/06/2026

                EXPAND CLOSE