INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 07/04/2017
ISIN XS1468278293
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: 1.95% Quarterly (7.8% 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