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