INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 20/03/2026
ISIN XS3158917107
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Knockout Low Hurdle Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation
Knock-Out Trigger: 100% of initial level
Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
23/03/2027
