INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 06/04/2017
ISIN XS1572325410
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Annual Income Autocall
Autocall opportunities: Annually
Autocall Trigger: 100% of initial levels
Conditional Income Rate: 5.5% p.a.
Income Trigger: 60% of initial levels
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
05/04/2019