BBVA 60:60 Global Income Autocall

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 12/05/2016

ISIN XS1395293753

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall
Autocall opportunities: Semi-annual (First autocall end of year 1)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.25% semi-annual (6.5% annual)
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
12/05/2017