INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 12/04/2022
ISIN XS2370334851
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 4.35% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
12/04/2024
