INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/12/2016
ISIN XS1531059795
COUNTERPARTY Commerzbank
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual
Autocall Trigger: 100% of initial level
Coupon Rate: 4% semi-annual snowballing (8% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
15/12/2017