INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/11/2016
ISIN XS1408700307
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual (First autocall end of 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.17% semi-annual (6.34% annually) Gross
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
02/12/2019