Natixis Quarterly High Yield Autocall May 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 28/05/2020

ISIN XS1939105992

COUNTERPARTY Natixis

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.50% Quarterly (14% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
30/11/2020