INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 01/11/2018
ISIN XS1715868524
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.35% Quarterly (5.40% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
01/02/2021