We discuss open-loop backward Stackelberg differential game involving single leader and single follower. The state to be controlled is characterized by a backward stochastic differential equation for which the terminal- instead initial-condition is specified as a priori; the decisions of leader consist of a static terminal-perturbation and a dynamic linear-quadratic control. In addition, the terminal control is subject to an expectation constraint. For information pattern: the leader announces both terminal and open-loop dynamic decisions at the initial time while takes account the best response of follower. Then, two interrelated optimization problems are sequentially solved by the follower and the leader. The open-loop Stackelberg equilibrium is represented by some coupled backward-forward stochastic differential equations with mixed initial-terminal conditions and a Karush-Kuhn-Tucker system.  This talk is based on joint work with Prof. Ying Hu and Prof. Jianhui Huang.