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PRODUCT VALUATION REPORT

Natixis Global Markets Defensive Autocall GBP Nov 2025

Strike Date: 14/11/2025
Next Observation Date: 16/11/2026
Final Observation Date: 14/11/2031
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 95.00% of initial level
Coupon Rate: GBP: 6.375% Semi-Annually (12.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2736759148
Currency: GBP
Current Price: 101.95% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE MIB43,994.6945,764.074.02%
Russell 20002,388.232,646.5910.82%
Nikkei 22550,376.5356,566.4912.29%
OMX Stockholm 302,757.123,130.1213.53%
Source: Bloomberg