INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 24/06/2016
ISIN XS1295812801
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation end of yr 1)
Autocall Trigger: 100% of initial level
Coupon Rate: 2% Quarterly (8% annually) Gross
Low Hurdle Barrier: 75% of initial level at maturity will pay 24%
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
26/06/2017