INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/02/2017
ISIN XS1555980264
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Income Rate: USD = 3.23% semi-annual
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
15/08/2018