INVESTMENTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
80-60 Memory Income Defensive Autocall USD August 2026
ISIN: XS3339052568
STRIKE DATE: 20/08/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB50029.17
Nikkei 22564179.27
Russell 20002835.462
S&P/ASX 200

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, semi-annually thereafter - Autocall trigger at 95% of the initial levels - Income Trigger at 80% of initial level - Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3339052568
NEXT POTENTIAL MATURITY DATE 20/08/2027

EXPAND CLOSE
80-60 Memory Income Reducing Autocall GBP August 2026
ISIN: XS3413094338
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 200
FTSE MIB50029.17
Nikkei 22564179.27
Russell 20002835.462

STRIKE DATE 14/08/2026
RETURN & BARRIERS
- Max investment term of 5 years - Performance linked to the worst of the 4 indices - 1st autocall possible at 12 months, semi-annually thereafter - Autocall trigger at 100% of the initial levels reducing by 2% on each observation - Income Trigger at 80% of initial level - Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3413094338
NEXT POTENTIAL MATURITY DATE 16/08/2027

EXPAND CLOSE
80-60 Memory Income Reducing Autocall USD August 2026
ISIN: XS3413094254
STRIKE DATE: 14/08/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 200
FTSE MIB50029.17
Nikkei 22564179.27
Russell 20002835.462

STRIKE DATE 14/08/2026
RETURN & BARRIERS
- Max investment term of 5 years - Performance linked to the worst of the 4 indices - 1st autocall possible at 12 months, semi-annually thereafter - Autocall trigger at 100% of the initial levels reducing by 2% on each observation - Income Trigger at 80% of initial level - Capital at risk barrier 60% (at maturity)
P.A. RETURN
ISIN XS3413094254
NEXT POTENTIAL MATURITY DATE 16/08/2027

EXPAND CLOSE
US Tech Early Low Hurdle – USD – August 2026
ISIN: XS3410545167
STRIKE DATE: 26/08/2026
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nvidia Corporation200.42
Tesla Inc381.59
Oracle201.26
Intel107.04

STRIKE DATE 26/08/2026
RETURN & BARRIERS
- Max investment term of 4 years - Performance linked to the worst of the 4 stocks - 1st observation possible at 6 months, quarterly thereafter - Autocall at 80% of initial levels with 50% glider at month 12 - Capital at risk barrier 50% (at maturity)
P.A. RETURN
ISIN XS3410545167
NEXT POTENTIAL MATURITY DATE 26/02/2027

EXPAND CLOSE
Goldman Sachs 700% Participation Lookback Feature July 2026 ZAR
ISIN: ZAE000367157
STRIKE DATE: 14/07/2026
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Goldman Sachs Momentum Builder Focus ER Index113.8800

STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Payoff: 700% Participation (Uncapped) at Maturity, Participation Multiplied by the Best % Performance of the Annual Observations (Look back Feature) Capital Risk: 100% capital protected
P.A. RETURN
ISIN ZAE000367157
NEXT POTENTIAL MATURITY DATE 14/07/2027

    EXPAND CLOSE
    Quad Index Low Hurdle Autocall – USD – August 2026
    ISIN: XS3413152474
    STRIKE DATE: 24/08/2026
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 200
    SMI13463.33
    FTSE MIB50029.17
    Nasdaq 10028508.03

    STRIKE DATE 24/08/2026
    RETURN & BARRIERS
    - Max investment term: 5 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 6 months, semi-annually thereafter - Autocall at 100% of initial level, except on final observation date where it is 90% - Capital at risk barrier 60% (at maturity)
    P.A. RETURN
    ISIN XS3413152474
    NEXT POTENTIAL MATURITY DATE 24/02/2027

    EXPAND CLOSE
    Goldman Sachs Increasing Autocall Participation July 2026 ZAR
    ISIN: ZAE000367140
    STRIKE DATE: 14/07/2026
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Goldman Sachs Momentum Builder Focus ER Index113.8800

    STRIKE DATE 14/07/2026
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall with Participation at Maturity Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 103% of initial level, then 104% at 48 months Coupon Rate: 16.20% Annual Coupon Participation Rate: 400% at maturity if not already called Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000367140
    NEXT POTENTIAL MATURITY DATE 16/07/2029

      EXPAND CLOSE
      BBVA 3 Year Triple Index Fixed Income GBP Sep 2026
      ISIN: XS3446766407
      STRIKE DATE: 15/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,236.50006009.95
      Russell 20002,870.28502835.462
      Nikkei 22563,484.100064179.27

      STRIKE DATE 15/09/2026
      RETURN & BARRIERS
      Maximum Term: 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.56% p.a. (1.89% Quarterly) Capital Protection Barrier: 65% Final Level (European Style) barrier
      P.A. RETURN
      ISIN XS3446766407
      NEXT POTENTIAL MATURITY DATE 22/12/2026

      EXPAND CLOSE
      BBVA 3 Year Triple Index Fixed Income USD Sep 2026
      ISIN: XS3446766746
      STRIKE DATE: 15/09/2026
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 506,236.50006009.95
      Russell 20002,870.28502835.462
      Nikkei 22563,484.100064179.27

      STRIKE DATE 15/09/2026
      RETURN & BARRIERS
      Maximum Term; 3 Years Investment Structure: Fixed Income Fixed Income Rate: 7.76% p.a. (1.94% Quarterly) Capital Protection Barrier: 65% Final Level (European style)
      P.A. RETURN
      ISIN XS3446766746
      NEXT POTENTIAL MATURITY DATE 22/12/2026

      EXPAND CLOSE
      100% Capital Protected Autocall GBP Aug 2026
      ISIN: XS3432270786
      STRIKE DATE: 21/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB50029.17
      Nikkei 22564179.27
      SMI13463.33
      Russell 20002835.462

      STRIKE DATE 21/08/2026
      RETURN & BARRIERS
      - Max investment term: 6 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 36 months, semi-annually thereafter - Autocall at 100% of initial level - 100% capital protected
      P.A. RETURN
      ISIN XS3432270786
      NEXT POTENTIAL MATURITY DATE 21/08/2029

      EXPAND CLOSE
      100% Capital Protected Autocall – USD – August 2026
      ISIN: XS3432306051
      STRIKE DATE: 21/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB50029.17
      Nikkei 22564179.27
      SMI13463.33
      Russell 20002835.462

      STRIKE DATE 21/08/2026
      RETURN & BARRIERS
      - Max investment term: 6 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 36 months, semi-annually thereafter - Autocall at 100% of initial level - 100% capital protected
      P.A. RETURN
      ISIN XS3432306051
      NEXT POTENTIAL MATURITY DATE 21/08/2029

      EXPAND CLOSE
      Semi-Annual Classic Autocall GBP Aug 2026
      ISIN: XS3413096382
      STRIKE DATE: 19/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13463.33
      Eurostoxx 506009.95
      Nikkei 22564179.27
      S&P 5007266.99

      STRIKE DATE 19/08/2026
      RETURN & BARRIERS
      - Max investment term: 5 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 12 months, semi-annually thereafter - Autocall at 100% of initial level - Capital at risk barrier 60% (at maturity)
      P.A. RETURN
      ISIN XS3413096382
      NEXT POTENTIAL MATURITY DATE 19/08/2027

      EXPAND CLOSE
      Semi-Annual Classic Autocall – USD – August 2026
      ISIN: XS3413096465
      STRIKE DATE: 19/08/2026
      INDICATIVE PRICE: Not available
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI13463.33
      Eurostoxx 506009.95
      Nikkei 22564179.27
      S&P 5007266.99

      STRIKE DATE 19/08/2026
      RETURN & BARRIERS
      - Max investment term: 5 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 12 months, semi-annually thereafter - Autocall at 100% of initial level - Capital at risk barrier 60% (at maturity)
      P.A. RETURN
      ISIN XS3413096465
      NEXT POTENTIAL MATURITY DATE 19/08/2027

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

      COUNTERPARTY Santander
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Deutsche Bank AG32.375027.095
      Goldman Sachs1,039.28001001.29
      Citi Group Inc131.6500133.38
      Societe Generale76.120068.76

      STRIKE DATE 21/08/2026
      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: 3.4375% Quarterly (13.75% 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 XS3422111602
      NEXT POTENTIAL MATURITY DATE 23/08/2027

      EXPAND CLOSE
      Goldman Sachs 4 Year Banks Defensive Autocall Aug 2026 ZAR
      ISIN: SADU90910143
      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 SADU90910143
      NEXT POTENTIAL MATURITY DATE 11/08/2027

        EXPAND CLOSE
        Natixis 60-60 Memory Income Autocall – GBP – August 2026
        ISIN: XS3339006291
        STRIKE DATE: 07/08/2026
        INDICATIVE PRICE: Not available
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 200
        FTSE MIB50029.17
        Nikkei 22564179.27
        Russell 20002835.462

        STRIKE DATE 07/08/2026
        RETURN & BARRIERS
        Max investment term of 5 years Performance linked to the worst of the 4 indices 1st autocall possible at 12 months, semi-annually thereafter Autocall trigger at 100% of the initial levels Income Trigger at 60% of initial level Capital at risk barrier 60% (at maturity)
        P.A. RETURN
        ISIN XS3339006291
        NEXT POTENTIAL MATURITY DATE 09/08/2026

        EXPAND CLOSE
        Natixis 60-60 Memory Income Autocall – USD – August 2026
        ISIN: XS3338996476
        STRIKE DATE: 07/08/2026
        INDICATIVE PRICE: Not available
        STATUS:
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 200
        FTSE MIB50029.17
        Nikkei 22564179.27
        Russell 20002835.462

        STRIKE DATE 07/08/2026
        RETURN & BARRIERS
        Max investment term of 5 years Performance linked to the worst of the 4 indices 1st autocall possible at 12 months, semi-annually thereafter Autocall trigger at 100% of the initial levels Income Trigger at 60% of initial level Capital at risk barrier 60% (at maturity)
        P.A. RETURN
        ISIN XS3338996476
        NEXT POTENTIAL MATURITY DATE 09/08/2026

        EXPAND CLOSE
        Citi Global Banks 55-55 Memory Income Autocall August 2026 USD
        ISIN: XS3346370185
        STRIKE DATE: 21/08/2026
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Deutsche Bank AG55.980027.095
        Goldman Sachs1,039.28001001.29
        Societe Generale76.120068.76
        Wells Fargo & Co83.840081.97

        STRIKE DATE 21/08/2026
        RETURN & BARRIERS
        Maximum Term: 3 Years and 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% 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 XS3346370185
        NEXT POTENTIAL MATURITY DATE 23/08/2027

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

        COUNTERPARTY Santander
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Deutsche Bank AG32.375027.095
        Goldman Sachs1,039.28001001.29
        Citi Group Inc131.6500133.38
        Societe Generale76.120068.76

        STRIKE DATE 21/08/2026
        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: USD: 3.575% Quarterly (14.30% 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 XS3422098825
        NEXT POTENTIAL MATURITY DATE 23/08/2027

        EXPAND CLOSE
        BBVA Quad Index Low Hurdle Autocall – USD – August 2026
        ISIN: XS3413152474
        STRIKE DATE: 24/08/2026
        INDICATIVE PRICE: Not available
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P/ASX 200
        SMI13463.33
        FTSE MIB50029.17
        Nasdaq 10028508.03

        STRIKE DATE 24/08/2026
        RETURN & BARRIERS
        Max investment term: 5 Years - Performance linked to the worst of the 4 indices - 1st observation possible at 6 months, semi-annually thereafter - Autocall at 100% of initial level with a Low Hurdle of 90% - Capital at risk barrier 60% (at maturity)
        P.A. RETURN
        ISIN XS3413152474
        NEXT POTENTIAL MATURITY DATE 24/02/2027

        EXPAND CLOSE