INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/03/2017
ISIN XS1562597051
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3% semi-annual (6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
12/03/2018