Diversified Markets Income Autocall

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 27/05/2016

ISIN XS1396730183

COUNTERPARTY Credit Suisse

TYPE Note

RETURN & BARRIERS
Investment Structure: Annual Income Autocall
Autocall opportunities: Annually
Autocall Trigger: 100% of initial levels
Conditional Coupon Rate: 7% p.a. (Gross)
Coupon Trigger: 55% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)

NEXT POTENTIAL MATURITY DATE
27/05/2017