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PRODUCT VALUATION REPORT

Natixis 3 Year Triple Index Fixed Income feb 2024 USD

Strike Date: 20/02/2024
Next Observation Date: 27/05/2025
Final Observation Date: 22/02/2027
Returns and Barriers: 
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2662069504
Currency: USD
Current Price: 94.59% (as at 18/03/2025 09:25 UK Time)
Coupons Paid to Date: 6.7500%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,760.285,445.5514.40%
S&P 5004,975.515,675.1214.06%
Nikkei 22538,363.6137,396.52-2.52%
Source: Bloomberg