Nomura 70:70 Major Markets Income Autocall

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 04/03/2016

ISIN XS1361611301

COUNTERPARTY Nomura

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual from end of yr 1.
Autocall Trigger: 100% of initial levels
Conditional Coupon Rate: 3.25% semi-annual (Gross)
Coupon Trigger: 70% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
06/03/2017

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