INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 05/06/2015
ISIN XS1135633896
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Autocall opportunities: Semi-annual
Autocall Trigger: 100% of initial level
Coupon Rate: 4.625% semi-annual (9.25% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
05/12/2017