High Yield Index Linked Autocall

This USD note has a maximum maturity of 6 years with a potential return of 22% per annum.

With a 100% autocall level on the following indexes: Japan’s Nikkei 225, China’s Hang Seng China Enterprises Index (HSCEI), Euro stoxx 50 and Australia’s S&P/ASX 200, the note pays 5.5% quaterly with memory.

The note returns initial capital at maturity if the note does not autocall and the worst performing index has not fallen more than 40% (a 60% European barrier on capital protection).

The note closes on 26th November 2018.