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PRODUCT VALUATION REPORT

Natixis 60-60 Memory Income Autocall USD Feb 2026

Strike Date: 10/02/2026
Next Observation Date: 10/08/2026
Final Observation Date: 10/02/2032
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.80% Semi-annually (7.60% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3138924173
Currency: USD
Current Price: 95.11% (as at 10/04/2026 10:32 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
OMX Stockholm 303,136.543,079.31-1.82%
FTSE MIB46,802.9947,327.991.12%
Nikkei 22557,650.5455,895.32-3.04%
Source: Bloomberg