Goldman Sachs 80-60 Catch-Up Income & Reducing Autocall USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 06/08/2018

ISIN XS1840186750

COUNTERPARTY Goldman Sachs

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: USD = 3.40% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
07/02/2022