GBP Absolute Return Strategies Capital Protected Note

This 6 year fixed term investment offers 90% capital protection and 115% participation on an index of five absolute return funds. Additionally, the strike price will be 90% of the index of the funds – Natixis Targeted Absolute Return Strategies ER Index.

The equal weighted index is composed of the following funds:

  • Carmignac Patrimoine
  • Franklin Templeton Global Fundamental Strategies Fund
  • Standard Life International Global Absolute Return Strategies Fund
  • BNY Mellon Global Real Return

The final price of the product is constructed by taking the monthly averaged price of the index in the last year of the note.

The note is issued by an A rated bank and was stuck on May 3rd 2016.