INVESTMENT DESCRIPTION
CURRENCY EUR
STRIKE DATE 03/12/2015
ISIN XS1270137307
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall
Autocall opportunities: Semi-annual (First autocall end of year 1)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.8% semi-annual (7.6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
07/06/2017