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