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