INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 14/02/2017
ISIN XS1567740490
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Income Autocall
Autocall opportunities: Semi-annual from 12 months
Autocall Trigger: 100% of initial levels
Conditional Income Rate: 3.5% (7% p.a.)
Income Trigger: 80% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
14/08/2018