Natixis Triple Index Catch-Up Income Autocall GBP Apr 2017

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 07/04/2017

ISIN XS1468278020

COUNTERPARTY Natixis

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.45% Quarterly (5.8% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
08/04/2019

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