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