INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis World Markets Classic Autocall EUR October 2015
ISIN: XS1252526642
STRIKE DATE: 13/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8654.6413717.54
OMX Stockholm 301460.1093134.316
S&P/ASX 2005202.8548914.007
S&P/TSX 60811.432063.711

STRIKE DATE 13/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st call end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 6% semi-annual (12% annual) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252526642
NEXT POTENTIAL MATURITY DATE 13/10/2017

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall GBP October 2015
ISIN: XS1299905544
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006365.2710430.62
Eurostoxx 503381.016229.43
Nikkei 22518777.0469317.5

STRIKE DATE 27/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.75% semi-annual (11.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1299905544
NEXT POTENTIAL MATURITY DATE 27/04/2017

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP October 2015
ISIN: XS1299903507
STRIKE DATE: 27/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302133.990

STRIKE DATE 27/10/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30 Index
P.A. RETURN
ISIN XS1299903507
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
Natixis 6yr World Market Income Autocall USD October 2015
ISIN: XS1252525750
STRIKE DATE: 23/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8910.5213717.54
OMX Stockholm 301506.5913134.316
S&P/ASX 2005351.5658914.007
S&P/TSX 60819.922063.711

STRIKE DATE 23/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.5% semi-annual (11% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252525750
NEXT POTENTIAL MATURITY DATE 23/10/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall GBP October 2015
ISIN: XS1252525677
STRIKE DATE: 23/10/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8910.5213717.54
OMX Stockholm 301506.5913134.316
S&P/ASX 2005351.5658914.007
S&P/TSX 60819.922063.711

STRIKE DATE 23/10/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5.5% semi-annual (11% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252525677
NEXT POTENTIAL MATURITY DATE 23/10/2017

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP September 2015
ISIN: XS1278762825
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302024.750

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30 Index
P.A. RETURN
ISIN XS1278762825
NEXT POTENTIAL MATURITY DATE 29/09/2021

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall USD September 2015
ISIN: XS1278831901
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006032.2410430.62
Eurostoxx 503079.996229.43
Nikkei 22518070.2169317.5

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual (10.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1278831901
NEXT POTENTIAL MATURITY DATE 24/03/2017

EXPAND CLOSE
Investec 6yr Triple Index Classic Autocall GBP September 2015
ISIN: XS1278830846
STRIKE DATE: 24/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006032.2410430.62
Eurostoxx 503079.996229.43
Nikkei 22518070.2169317.5

STRIKE DATE 24/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual (1st end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 5.25% semi-annual (10.5% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1278830846
NEXT POTENTIAL MATURITY DATE 24/03/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall USD September 2015
ISIN: XS1252520876
STRIKE DATE: 25/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8505.9413717.54
OMX Stockholm 301418.4713134.316
S&P/ASX 2005042.118914.007
S&P/TSX 60786.392063.711

STRIKE DATE 25/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252520876
NEXT POTENTIAL MATURITY DATE 27/03/2017

EXPAND CLOSE
Natixis 6yr World Market Income Autocall GBP September 2015
ISIN: XS1252520793
STRIKE DATE: 25/09/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8505.9413717.54
OMX Stockholm 301418.4713134.316
S&P/ASX 2005042.118914.007
S&P/TSX 60786.392063.711

STRIKE DATE 25/09/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1252520793
NEXT POTENTIAL MATURITY DATE 27/03/2017

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP August 2015
ISIN: GB00BWK1RJ40
STRIKE DATE: 21/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006187.6510430.62
Eurostoxx 503247.266229.43
HSCEI10195.058375.74

STRIKE DATE 21/08/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN GB00BWK1RJ40
NEXT POTENTIAL MATURITY DATE 26/08/2021

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP August 2015
ISIN: GB00BWK1RK54
STRIKE DATE: 21/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302064.930

STRIKE DATE 21/08/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN30 Index
P.A. RETURN
ISIN GB00BWK1RK54
NEXT POTENTIAL MATURITY DATE 26/08/2021

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall GBP August 2015
ISIN: XS1233824710
STRIKE DATE: 21/08/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8798.5713717.54
OMX Stockholm 301495.3573134.316
S&P/TSX 60794.652063.711
S&P/ASX 2005214.68914.007

STRIKE DATE 21/08/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.5% semi-annual (9% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1233824710
NEXT POTENTIAL MATURITY DATE 21/08/2017

EXPAND CLOSE
Natixis 6yr World Markets Classic Autocall EUR July 2015
ISIN: XS1135672019
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005670.1088914.007
OMX Stockholm 301635.4663134.316
S&P/TSX 60858.942063.711
SMI9446.1713717.54

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5% semi-annual (10% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135672019
NEXT POTENTIAL MATURITY DATE 17/01/2020

EXPAND CLOSE
Natixis 6yr World Markets Classic Autocall USD July 2015
ISIN: XS1135672365
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005670.1088914.007
OMX Stockholm 301635.4663134.316
S&P/TSX 60858.942063.711
SMI9446.1713717.54

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 6.2% semi-annual (12.4% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135672365
NEXT POTENTIAL MATURITY DATE 17/01/2020

EXPAND CLOSE
Natixis 6yr World Markets Classic Autocall GBP July 2015
ISIN: XS1135672878
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005670.1088914.007
OMX Stockholm 301635.4663134.316
S&P/TSX 60858.942063.711
SMI9446.1713717.54

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 6.2% semi-annual (12.4% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135672878
NEXT POTENTIAL MATURITY DATE 17/01/2020

EXPAND CLOSE
Natixis 6yr World Markets Classic semi-annual Autocall USD June 2015
ISIN: XS1135644158
STRIKE DATE: 22/06/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9021.3713717.54
OMX Stockholm 301606.623134.316
S&P/ASX 2005610.1688914.007
S&P/TSX 60860.852063.711

STRIKE DATE 22/06/2015
RETURN & BARRIERS
Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 6.2% semi-annual (12.4% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135644158
NEXT POTENTIAL MATURITY DATE 22/06/2017

EXPAND CLOSE
Natixis 6yr World Markets Classic semi-annual Autocall GBP June 2015
ISIN: XS1135643853
STRIKE DATE: 22/06/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9021.3713717.54
OMX Stockholm 301606.623134.316
S&P/ASX 2005610.1688914.007
S&P/TSX 60860.852063.711

STRIKE DATE 22/06/2015
RETURN & BARRIERS
Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 6.2% Semi Annual (12.4% annualised) Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135643853
NEXT POTENTIAL MATURITY DATE 22/06/2017

EXPAND CLOSE
Natixis 6yr World Markets Classic semi-annual Autocall EUR June 2015
ISIN: XS1135643424
STRIKE DATE: 22/06/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9021.3713717.54
OMX Stockholm 301606.623134.316
S&P/ASX 2005610.1688914.007
S&P/TSX 60860.852063.711

STRIKE DATE 22/06/2015
RETURN & BARRIERS
Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 5% Semi Annual (10% annualised) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135643424
NEXT POTENTIAL MATURITY DATE 22/06/2017

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall GBP July 2015
ISIN: XS1135654629
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005492.0388914.007
OMX Stockholm 301590.5413134.316
S&P/TSX 60842.742063.711
SMI9134.1813717.54

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4.5% semi-annual (9% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1135654629
NEXT POTENTIAL MATURITY DATE 10/01/2018

EXPAND CLOSE