The two structured products have the following features:

• Coupon mechanism:

If on a quarterly basis, the closing price of each underlying (S&P500, Euro Stoxx50, FTSE100) is greater or equal to 85% of their initial level, a coupon will be paid plus all previous missed coupons (memory effect). This coupon is at least 1.25% per quarter for the EUR, and at least 1.5% for the USD product. If this does not occur, then no coupon will be paid.

• Autocall mechanism:

If on a quarterly basis at or after the 4^th observation, the closing price of each underlying (S&P500, Euro Stoxx50, FTSE100) is greater or equal to 100% of their initial level, the note is automatically redeemed at 100%. Else, the note is still live.

• Final redemption mechanism:

If at maturity, the closing price of each underlying is greater or equal to 50% of their initial level, the note is automatically redeemed at 100%. Else, a loss in capital will occur and the note will be redeemed at 100% plus the negative performance of the worst underlying.

• They will provide a minimum of 5% (Euro) and 6% (USD) annual coupon (payment every quarter) for five years
• From year 1 onwards, it can becomes autocallable (i.e. redeemed)