INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 20/01/2017
ISIN XS1531524624
COUNTERPARTY Investec
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (from 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 1.80% quarterly snowballing (7.2% annual)
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
21/01/2019