INVESTMENTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,302.2600 | 13463.33 |
| Eurostoxx 50 | 6,398.0100 | 6009.95 |
| Nikkei 225 | 69,737.6900 | 64179.27 |
| Russell 2000 | 3,009.5410 | 2835.462 |
STRIKE DATE 06/07/2026
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: 2.1125% Quarterly (8.45% 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 XS3385281327
NEXT POTENTIAL MATURITY DATE 06/07/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,360.4700 | 6009.95 |
| Russell 2000 | 2,996.1100 | 2835.462 |
| Nikkei 225 | 68,733.1500 | 64179.27 |
STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 7.25% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3338999900
NEXT POTENTIAL MATURITY DATE 09/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,360.4700 | 6009.95 |
| Russell 2000 | 2,996.1100 | 2835.462 |
| Nikkei 225 | 68,733.1500 | 64179.27 |
STRIKE DATE 02/07/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3339003199
NEXT POTENTIAL MATURITY DATE 09/10/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 184.13 | 201.26 |
| Intel | 124.57 | 107.04 |
| Nvidia Corporation | 205.19 | 200.42 |
| Advanced Micro Devices | 511.57 | 452.4 |
STRIKE DATE 12/06/2026
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: 10.50% Quarterly (42.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN ZAE000362810
NEXT POTENTIAL MATURITY DATE 14/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Salesforce | 190.6100 | 170.92 |
| Netflix | 81.5200 | 82 |
| Nvidia Corporation | 214.7500 | 200.42 |
| Aristas Networks Inc | 174.3700 | 151.76 |
STRIKE DATE 03/06/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level reducing 2%pq
Memory Income Rate: USD: 4.875% Quarterly (19.50% p.a.)
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3378399326
NEXT POTENTIAL MATURITY DATE 03/12/2026
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 20.6000 | 19.24 |
| UniCredit SpA | 74.5700 | 70.65 |
| Commerzbank AG | 36.2100 | 36.22 |
| Morgan Stanley | 217.9800 | 206.66 |
STRIKE DATE 15/06/2026
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: 3.5875% Quarterly (14.35% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3291956277
NEXT POTENTIAL MATURITY DATE 15/06/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 52,455.4400 | 50029.17 |
| OMX Stockholm 30 | 3,205.4620 | 3054.043 |
| Nikkei 225 | 68,256.9600 | 64179.27 |
STRIKE DATE 07/07/2026
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: 5.25% Semi-Annually (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS3369169258
NEXT POTENTIAL MATURITY DATE 07/07/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY JPY
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 51,497.2100 | 50029.17 |
| Nikkei 225 | 66,020.0400 | 64179.27 |
| Russell 2000 | 2,943.9920 | 2835.462 |
STRIKE DATE 12/06/2026
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: JPY: 3.50% Semi-annually (7.00% 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 XS3351757946
NEXT POTENTIAL MATURITY DATE 14/12/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 29,084.5000 | 28508.03 |
| SMI | 13,356.3100 | 13463.33 |
| FTSE MIB | 50,262.7600 | 50029.17 |
| S&P/ASX 200 | 8,604.1660 |
STRIKE DATE 09/06/2026
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: 3.925% Semi-annually (7.85% 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 XS3369019446
NEXT POTENTIAL MATURITY DATE 09/12/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 29,084.5000 | 28508.03 |
| SMI | 13,356.3100 | 13463.33 |
| FTSE MIB | 50,262.7600 | 50029.17 |
| S&P/ASX 200 | 8,604.1660 |
STRIKE DATE 09/06/2026
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: GBP: 3.875% Semi-annually (7.75% 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 XS3369019529
NEXT POTENTIAL MATURITY DATE 09/12/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Capgemini SE | 90.5400 | 99.6 |
| Leonardo SpA | 46.0600 | 52.32 |
| Thyssenkrupp AG | 10.0750 | 10.65 |
| Rheinmetall AG | 970.9000 | 1197.2 |
STRIKE DATE 29/06/2026
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 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 XS3385625358
NEXT POTENTIAL MATURITY DATE 29/12/2026
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,305.4000 | 13463.33 |
| FTSE MIB | 49,775.1600 | 50029.17 |
| Nikkei 225 | 66,934.3300 | 64179.27 |
| Nasdaq 100 | 30,513.8600 | 28508.03 |
STRIKE DATE 01/06/2026
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: 6.85% Semi-Annually (13.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS32189422440
NEXT POTENTIAL MATURITY DATE 01/06/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,729.4110 | |
| Eurostoxx 50 | 6,034.9500 | 6009.95 |
| Nikkei 225 | 66,934.3300 | 64179.27 |
| Russell 2000 | 2,905.7620 | 2835.462 |
STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100.00% of initial level
Coupon Rate: GBP: 2.38% Quarterly (9.52% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732527
NEXT POTENTIAL MATURITY DATE 01/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,305.4000 | 13463.33 |
| FTSE 100 | 10,338.9500 | 10254.81 |
| Eurostoxx 50 | 6,034.9500 | 6009.95 |
| S&P 500 | 7,599.9600 | 7266.99 |
STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100.00% of initial level
Coupon Rate: GBP: 2.13% Quarterly (8.52% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3351732444
NEXT POTENTIAL MATURITY DATE 01/06/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,094.4970 | 3054.043 |
| FTSE 100 | 10,338.9500 | 10254.81 |
| Nikkei 225 | 66,934.3300 | 64179.27 |
| S&P 500 | 7,599.9600 | 7266.99 |
STRIKE DATE 01/06/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100.00% of initial level
Coupon Rate: GBP: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3351732873
NEXT POTENTIAL MATURITY DATE 01/12/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,848.5100 | 13463.33 |
| FTSE MIB | 52,796.7800 | 50029.17 |
| Nikkei 225 | 72,353.9600 | 64179.27 |
| Russell 2000 | 3,004.4040 | 2835.462 |
STRIKE DATE 22/06/2026
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: 4.675% Semi-Annually (9.35% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320914503
NEXT POTENTIAL MATURITY DATE 22/06/2029
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 13,848.5100 | 13463.33 |
| FTSE MIB | 52,796.7800 | 50029.17 |
| Nikkei 225 | 72,353.9600 | 64179.27 |
| Russell 2000 | 3,004.4040 | 2835.462 |
STRIKE DATE 22/06/2026
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: 4.525% Semi-Annually (9.05% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3320909339
NEXT POTENTIAL MATURITY DATE 22/06/2029
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,816.1390 | |
| FTSE MIB | 52,796.7800 | 50029.17 |
| Nikkei 225 | 72,353.9600 | 64179.27 |
| Russell 2000 | 3,004.4040 | 2835.462 |
STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Defensive
Autocall
Autocall Opportunities: Semi-annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP: 4.80% Semi-annually (9.60% 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 XS3338953311
NEXT POTENTIAL MATURITY DATE 22/06/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,816.1390 | |
| FTSE MIB | 52,796.7800 | 50029.17 |
| Nikkei 225 | 72,353.9600 | 64179.27 |
| Russell 2000 | 3,004.4040 | 2835.462 |
STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Defensive
Autocall
Autocall Opportunities: Semi-annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 5.175% Semi-annually (10.35% 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 XS3267378019
NEXT POTENTIAL MATURITY DATE 22/06/2027
COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| KOSPI 200 | 1,292.5700 | 1227.12 |
| OMX Stockholm 30 | 3,124.0520 | 3054.043 |
| Nasdaq 100 | 30,223.8900 | 28508.03 |
| Nikkei 225 | 64,693.1200 | 64179.27 |
STRIKE DATE 28/05/2026
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Monthly(First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 1.183% Monthly (14.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3218939299
NEXT POTENTIAL MATURITY DATE 30/11/2026