INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 23/10/2015
ISIN XS1252525677
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall
Autocall Opportunities: Semi-annual
Autocall Trigger: 100% of initial level
Coupon Rate: 5.5% semi-annual (11% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
23/10/2017