BBVA Global Markets Catch-Up Income Autocall

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 04/03/2016

ISIN XS1361301614

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Classic semi-annual Income Autocall
Autocall opportunities: Semi-annual
Autocall Trigger: 100% of initial level
Coupon Rate: 5.3% semi-annual snowballing (10.6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
06/09/2016

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