INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 03/03/2020
ISIN XS2113023217
COUNTERPARTY Investec
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every quarter
Memory Income Rate: USD = 1.75% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
MATURITY DATE
03/06/2021