INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 09/04/2026
ISIN XS3295290533
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.35% Semi-Annually (8.70% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
09/04/2027
