INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 27/05/2022
ISIN XS2370425907
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.75% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
28/05/2024