BBVA 70:70 Triple Index Income Autocall

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 27/11/2015

ISIN XS1317080098

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: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
26/05/2017

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