INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 12/09/2016
ISIN XS1373384756
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual from end of year 1
Autocall Trigger: 100% of initial level
Memory Coupon Rate: USD = 3.6% semi-annual
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
12/09/2017