INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 14/08/2026
ISIN XS3346565511
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 4.075% Semi-Annually (8.15% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
14/08/2027
FINAL MATURITY DATE
14/08/2031
