INVESTMENT DESCRIPTION
A 6 year investment product linked to the performance of the Euro Stoxx 50 Index and then Global: MSCI Emerging Markets. If on any quarterly observation date (including the Final Observation date), starting at 24 months after Strike Date, both Underlying indices are at or above 75 of their initial levels, the income will be paid. This investment will autocall and mature early if both Underlyings are equal to or above 100 of their Initial Levels on any quarterly observation date starting at 24 months If early maturity occurs, full capital is returned and the investment will end If early maturity does not occur the investment will continue to the Final Observation date
CURRENCY GBP
STRIKE DATE 31/03/2023
ISIN XS2553861233
COUNTERPARTY Citigroup Global Markets Funding
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 1.975% per quarter (7.90% p.a.)
Income Trigger: 75% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity)
MATURITY DATE
07/04/2025
