INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/03/2020
ISIN XS2132904959
COUNTERPARTY CIBC
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
Income Rate: USD = 3.70% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
30/03/2021