INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 20/10/2026
ISIN XS3500291417
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
20/10/2027
