INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 19/09/2018
ISIN XS1867120567
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: GBP = 1.35% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style
MATURITY DATE
19/03/2024
