INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 16/10/2018
ISIN XS1715858210
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.55% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
19/04/2021