Select Income Note (USD)

This 6 year Note has potential annual coupon (with memory) of 7.8% p.a. payable if no index (FTSE 100, EuroStoxx 50, S&P 500) has fallen below the coupon trigger level of 85%. There is also the potential to mature early from end of year 1, if all indices are at or above their initial level.

The note is protected with a 65% Europen protection barrier.