INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 04/09/2026
ISIN XS3457849423
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: 2.075% Quarterly (8.30% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
07/09/2027
FINAL MATURITY DATE
11/09/2031
