MATTIOLI WOODS PRODUCTS
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level
Payment: GBP = 8.30% Annually
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of Initial Level
Payment: GBP = 8.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 61.75% Final level (Observed at maturity only)
Return: Full Capital Plus 8.00%
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 91.85% of Initial Level
Payment: GBP = 8.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)
Return: Full Capital Plus 16.00%
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Reducing Autocall
Autocall opportunities: Annually First observation at 12 months
Autocall Trigger: 100% of Initial Level then reducing by 5% p.a. starting at year 3
Payment: 7.90% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only) (FTSE 100)
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Income Rate: GBP = 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Return: Full Capital Plus 6.00%
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Maximum Term: 6 years
Autocall opportunities: Quarterly First observation at 24 months
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 1.50% Quarterly
Income Trigger: 80% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)
Return: Full Capital Plus 12%
RETURN & BARRIERS
Investment Structure: Classic Autocall
Maximum Term: 5 years
Autocall opportunities: Annually First observation at 12 months
Autocall Trigger: 100% of Initial Level
Payment: GBP = 10.15% Annually
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)
Return: Full Capital Plus 10.15%
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually - first observation at 12 months
Autocall Trigger: 100% of Initial Level
Return: GBP = 10% per annum
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)
Return: Full Capital Plus 10%
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually - first observation at 12 months
Autocall Trigger: 100% of Initial Level
Return: GBP = 10% per annum
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)
Return: Full Capital Plus 10%
RETURN & BARRIERS
Investment Structure: Structured Note
Autocall Observations: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial strike level of indices
Coupon Rate: GBP = 2% per quarter (8% p.a)
Income Trigger: 83.65%
Protection Barrier: 60% of the Initial Index Level
Return: Full Capital Plus 16%
RETURN & BARRIERS
Investment Structure: Issuer Callable Growth Participation Note
Participation Rate: GBP = 175%
Callable Observations: Monthly (First Observation at 12 months)
Coupon Rate: GBP = 2.00% Per Quarter (8% p.a.)
Capital Risk: No risk to capital
Capital Protection Barrier: 100% Capital Protected
