Investec World Indices 50-50 Catch-Up Income Autocall

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 10/02/2017

ISIN XS1548532438

COUNTERPARTY Investec

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
Memory Coupon Rate: 3% semi-annual (6% annual)
Coupon Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
10/02/2020

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