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