Termsheet - 3.0-Year 100% Capital Protected Note - Cliquet performance
1. Index1 = IndexA Weight1= 30%
2. Index2 = IndexB Weight2= 30%
3. Index3 = IndexC Weight3= 40%
Sum of monthly returns over the life of the trade
where Returnj is the monthly return of Reference Basket from Observation Datej-1 to Observation Datej as defined below:
Disclaimer
Structured transactions are complex and may involve a high risk of loss. Prior to entering into a transaction you should consult with your own legal, regulatory, tax, financial and accounting advisors to the extent you consider it necessary, and make your own investment, hedging and trading decisions (including decisions regarding the suitability of this transaction) based upon your own judgement and advice from those advisers you consider
necessary.
This document is for information purposes only and should not be construed as an offer, recommendation or solicitation to conclude a transaction and should not be treated as giving investment advice. The terms of any investment will be exclusively subject to the detailed provisions, including risk considerations, contained in the Information Memorandum.
