This is a 6 year USD note with potential quarterly coupon (with memory) of 15.2% p.a. payable if no index has fallen below the initial strike levels. There is also the potential to mature early from end of quarter 1, if all indices are at or above their initial level. The note is capital protected if all indexes are above 60% of their initial strke at maturity.

Underlying Indexes:

Euro Stoxx 50 Index
HSCEI Index
Nikkei 225 Index
S&P/ASX 200 Index