INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 26/08/2016
ISIN XS1373371001
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Autocallable Super Tracker
Autocall Opportunity: End of year 2 only
Autocall Trigger: 105% of initial level
Coupon Rate: 20% (10% annually) Gross
Participation Rate: 150% of growth (if no Autocall)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
28/08/2018