INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall USD Sep 2026
ISIN: XS3446677307
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI13,786.720013463.33
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: USD: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3446677307
NEXT POTENTIAL MATURITY DATE 21/09/2027

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Sep 2026
ISIN: XS3468899698
STRIKE DATE: 18/09/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303,264.33203054.043
FTSE MIB51,545.250050029.17
Nikkei 22565,018.950064179.27
Russell 20002,860.39602835.462

STRIKE DATE 18/09/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 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
ISIN XS3468899698
NEXT POTENTIAL MATURITY DATE 21/08/2027

EXPAND CLOSE
BBVA Stocks Defensive Autocall August 2026 USD 
ISIN: XS3445806006
STRIKE DATE: 21/08/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale76.120068.76
Royal Caribbean Cruise292.0000268.73
Advanced Micro Devices473.2500452.4
Tesla Inc362.8600381.59

STRIKE DATE 21/08/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 75% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445806006
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall GBP Sep 2026
ISIN: XS3445805024
STRIKE DATE: 14/09/2026
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 2008,749.8670
FTSE MIB51,628.770050029.17
Nikkei 22563,492.990064179.27
Russell 20002,892.23702835.462

STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually) Memory Income Rate: GBP: 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
ISIN XS3445805024
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
BBVA 80-60 Memory Income Reducing Autocall USD Sep 2026
ISIN: XS3445805297
STRIKE DATE: 14/09/2026
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 2008,749.8670
FTSE MIB51,628.770050029.17
Nikkei 22563,492.990064179.27
Russell 20002,892.23702835.462

STRIKE DATE 14/09/2026
RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually) Memory Income Rate: USD: 4.50% Semi-Annual (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3445805297
NEXT POTENTIAL MATURITY DATE 14/09/2027

EXPAND CLOSE
Citi 70-60 Memory Income Autocall August 2026 USD
ISIN: XS3346592754
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB53,583.610050029.17
Russell 20003,068.41502835.462
S&P/ASX 2009,115.2150
Nasdaq 10030,046.140028508.03

STRIKE DATE 14/08/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.175% Semi-Annually (8.35% 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 XS3346592754
NEXT POTENTIAL MATURITY DATE 14/08/2027

    EXPAND CLOSE
    Citi 70-60 Memory Income Autocall August 2026 GBP
    ISIN: XS3346565511
    STRIKE DATE: 14/08/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB53,583.610050029.17
    Russell 20003,068.41502835.462
    S&P/ASX 2009,115.2150
    Nasdaq 10030,046.140028508.03

    STRIKE DATE 14/08/2026
    RETURN & BARRIERS
    Maximum Term: 5 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: 4.075% Semi-Annually (8.15% 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 XS3346565511
    NEXT POTENTIAL MATURITY DATE 14/08/2027

      EXPAND CLOSE
      Barclays 80-60 Memory Income Autocall USD Sep 2026
      ISIN: XS3468806198
      STRIKE DATE: 15/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 10010,658.130010254.81
      FTSE MIB51,555.190050029.17
      Nikkei 22563,484.100064179.27
      Russell 20002,870.28502835.462

      STRIKE DATE 15/09/2026
      RETURN & BARRIERS
      Maximum Term: 5 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: 4.50% Semi-Annually (9.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3468806198
      NEXT POTENTIAL MATURITY DATE 15/09/2027

      EXPAND CLOSE
      BNP Paribas US Tech Express Barrier Autocall September 2026 ZAR
      ISIN: ZAE000367652
      STRIKE DATE: 11/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle150.2800201.26
      Intel102.9400107.04
      Nvidia Corporation218.2900200.42
      Advanced Micro Devices516.1300452.4

      STRIKE DATE 11/09/2026
      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% Express Barrier at month 12 Coupon Rate: ZAR: 11.25% Quarterly (45.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN ZAE000367652
      NEXT POTENTIAL MATURITY DATE 11/03/2027

      EXPAND CLOSE
      BBVA Global Stock Memory Income Reducing Autocall August 2026 USD
      ISIN: XS3446800784
      STRIKE DATE: 12/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Deutsche Bank AG33.350027.095
      Amazon.com267.2800238
      Broadcom Inc416.0500372.1
      Meta Platform Inc578.8500570.98

      STRIKE DATE 12/08/2026
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% reducing 2% per quarter. Memory Income Rate: USD: 4.30% Quarterly(17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3446800784
      NEXT POTENTIAL MATURITY DATE 12/02/2027

      EXPAND CLOSE
      BBVA Quarterly Classic Autocall August 2026 GBP
      ISIN: XS3446823729
      STRIKE DATE: 25/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,455.63006009.95
      FTSE 10010,886.160010254.81
      Nikkei 22565,856.430064179.27
      S&P 5007,677.28007266.99

      STRIKE DATE 25/08/2026
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS3446823729
      NEXT POTENTIAL MATURITY DATE 25/08/2027

      EXPAND CLOSE
      Marex Group Quarterly Classic Autocall August 2026 GBP
      ISIN: XS3414910888
      STRIKE DATE: 25/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI14,525.290013463.33
      FTSE MIB52,720.310050029.17
      Nikkei 22565,856.430064179.27
      Russell 20003,010.02202835.462

      STRIKE DATE 25/08/2026
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
      P.A. RETURN
      ISIN XS3414910888
      NEXT POTENTIAL MATURITY DATE 25/08/2027

      EXPAND CLOSE
      Global Banks 55-55 Memory Income Autocall GBP August 2026
      ISIN: XS3422111602
      STRIKE DATE: 21/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Deutsche Bank AG27.095
      Goldman Sachs1001.29
      Citi Group Inc133.38
      Societe Generale68.76

      STRIKE DATE 21/08/2026
      RETURN & BARRIERS
      - Max investment term of 3 years - Performance linked to the worst of the 4 banking stocks - 1st autocall possible at 12 months, quarterly thereafter - Autocall trigger at 95% of the initial levels - Income Trigger at 55% of initial level - Capital at risk barrier 55% (at maturity)
      P.A. RETURN
      ISIN XS3422111602
      NEXT POTENTIAL MATURITY DATE 28/08/2029

      EXPAND CLOSE
      Global Banks 55-55 Memory Income Autocall USD August 2026
      ISIN: XS3422098825
      STRIKE DATE: 21/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Deutsche Bank AG27.095
      Goldman Sachs1001.29
      Citi Group Inc133.38
      Societe Generale68.76

      STRIKE DATE 21/08/2026
      RETURN & BARRIERS
      - Max investment term of 3 years - Performance linked to the worst of the 4 banking stocks - 1st autocall possible at 12 months, quarterly thereafter - Autocall trigger at 95% of the initial levels - Income Trigger at 55% of initial level Capital at risk barrier 55% (at maturity)
      P.A. RETURN
      ISIN XS3422098825
      NEXT POTENTIAL MATURITY DATE 28/08/2029

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall September 2026 USD
      ISIN: XS3446798277
      STRIKE DATE: 04/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI14,395.940013463.33
      Eurostoxx 506,392.93006009.95
      Nikkei 22565,020.940064179.27
      Russell 20002,975.64802835.462

      STRIKE DATE 04/09/2026
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.15% Quarterly (8.60% 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 XS3446798277
      NEXT POTENTIAL MATURITY DATE 07/09/2027

      EXPAND CLOSE
      Barclays 75-60 Memory Income Autocall September 2026 GBP
      ISIN: XS3457849423
      STRIKE DATE: 04/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI14,395.940013463.33
      Eurostoxx 506,392.93006009.95
      Nikkei 22565,020.940064179.27
      Russell 20002,975.64802835.462

      STRIKE DATE 04/09/2026
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.075% Quarterly (8.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS3457849423
      NEXT POTENTIAL MATURITY DATE 07/09/2027

      EXPAND CLOSE
      BNP Transpacific Airbag Growth Note July 2026 ZAR
      ISIN: ZAE000365664
      STRIKE DATE: 14/07/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY BNP
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      MerQube TransPacific Tech Basket 5% Decrement Index46,595.400044459.55

      STRIKE DATE 14/07/2026
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Payoff: 200% coupon plus Participation if above strike, 150% returned if between 70-100%. Capital Risk: 60% European Barrier
      P.A. RETURN
      ISIN ZAE000365664
      NEXT POTENTIAL MATURITY DATE 14/07/2031

        EXPAND CLOSE
        Natixis 100% Capital Protected Autocall GBP Sep 2026
        ISIN: XS3339055314
        STRIKE DATE: 08/09/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 303,312.12103054.043
        FTSE MIB52,177.470050029.17
        Nikkei 22565,269.330064179.27
        Russell 20002,960.20402835.462

        STRIKE DATE 08/09/2026
        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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
        P.A. RETURN
        ISIN XS3339055314
        NEXT POTENTIAL MATURITY DATE 10/09/2029

        EXPAND CLOSE
        Natixis 100% Capital Protected Autocall USD Sep 2026
        ISIN: XS3339058250
        STRIKE DATE: 08/09/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 303,312.12103054.043
        FTSE MIB52,177.470050029.17
        Nikkei 22565,269.330064179.27
        Russell 20002,960.20402835.462

        STRIKE DATE 08/09/2026
        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: 4.53% Semi-Annually (9.06% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
        P.A. RETURN
        ISIN XS3339058250
        NEXT POTENTIAL MATURITY DATE 10/09/2029

        EXPAND CLOSE
        70-60 Memory Income Autocall GBP August 2026
        ISIN: XS3429988010
        STRIKE DATE: 20/08/2026
        INDICATIVE PRICE: Not available
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        OMX Stockholm 303054.043
        FTSE MIB50029.17
        Nikkei 22564179.27
        Russell 20002835.462

        STRIKE DATE 20/08/2026
        RETURN & BARRIERS
        - Max investment term of 5 years - Performance linked to the worst of the 4 indices - 1st autocall possible at 12 months, quarterly thereafter - Autocall trigger at 100% of the initial levels - Income Trigger at 70% of initial level - Capital at risk barrier 60% (at maturity)
        P.A. RETURN
        ISIN XS3429988010
        NEXT POTENTIAL MATURITY DATE 20/08/2027

        EXPAND CLOSE