Commerzbank Global Markets Catch-Up Income Autocall

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 17/10/2016

ISIN XS1501554015

COUNTERPARTY Commerzbank

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual
Autocall Trigger: 100% of initial level
Coupon Rate: 3.75% semi-annual snowballing (7.5% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
17/10/2017

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