INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 22/07/2016
ISIN XS1438160951
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual (First autocall end of year 1)
Autocall Trigger: 100% of initial level
Coupon Rate: 3% semi-annual (6% annually) Gross
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
24/07/2017