INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/09/2025
ISIN XS2736749859
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.725% Quarterly (6.90% p.a.)
USD: 1.75% Quarterly (7.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
30/09/2026
FINAL MATURITY DATE
07/10/2031
