Commerzbank Global Markets Catch-Up Income Autocall GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 20/07/2017

ISIN XS1635992016

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
22/07/2019

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