INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/04/2018
ISIN XS1714820203
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.37% Quarterly (5.48% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
10/01/2023