INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 04/09/2020
ISIN XS2024041977
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.10% Quarterly
Income Trigger: 85% of initial level Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
21/03/2021
