Commerzbank 60-60 Quarterly Memory Income Autocall USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 03/03/2017

ISIN XS1574035165

COUNTERPARTY Commerzbank

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall with Step-Down
Autocall opportunities: Quarterly
Autocall Trigger: Starting at 100% then reduced by 2.11% every quarter
Memory Income Rate: 2.5% Quarterly (10% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
04/12/2017

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