INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 16/09/2022
ISIN XS2426250218
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.25% Quarterly (9.00% p.a.)
Income Trigger: 77.50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
11/09/2023
