INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 07/12/2016
ISIN XS1523118344
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Annual Snowballing Autocall
Autocall opportunities: Annually
Autocall Trigger: 100% of initial levels
Snowballing Coupon Rate: 8.25% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
07/12/2017