INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/03/2022
ISIN XS2354961273
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 6.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
15/12/2023