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PRODUCT VALUATION REPORT

Natixis 75-60 Memory Income Autocall November 2025 GBP

Strike Date: 14/11/2025
Next Observation Date: 17/02/2026
Final Observation Date: 14/11/2031
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.915% Quarterly (7.66% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2736762100
Currency: GBP
Current Price: 99.73% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 505,693.776,021.855.76%
Russell 20002,388.232,646.5910.82%
SMI12,634.3013,752.848.85%
Nikkei 22550,376.5356,566.4912.29%
Source: Bloomberg