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