Annex VI: Template with information on the characteristics of the main capital instruments
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Table 1 – Capital instruments main features template
| Capital instruments main features template |
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|---|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | BBVA International Preferred SA Unipersonal | BBVA International Preferred SA Unipersonal | BBVA International Preferred SA Unipersonal | CaixaSabadell Preferents S.A. Sociedad Unipersonal | Caixa Terrassa Societat de Participacions Preferents, S.A. Unipersonal | BBVA International Preferred SA Unipersonal |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | XS0926832907 | XS1033661866 | XS1190663952 | US05530RAB42 | XS0308305803 | XS0266971745 | ES0101339028 | XS0225115566 | XS0229864060 |
| 3. | Governing law(s) of the instrument | Spanish | Spanish | Spanish | Spanish | Spanish | Spanish | Spanish | Spanish | Spanish |
| Regulatory treatment | ||||||||||
| 4. | Transitional CRR rules | Additional Tier 1 | Additional Tier 1 | Additional Tier 1 | Tier 1 | Tier 1 | Tier 1 | Tier 1 | Tier 1 | Tier 1 |
| 5. | Post-transitional CRR rules | Additional Tier 1 | Additional Tier 1 | Additional Tier 1 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Contingent Convertible | Contingent Convertible | Contingent Convertible | Preferred Shares | Preferred Shares | Preferred Shares | Preferred Shares | Preferred Shares | Preferred Shares |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 1,439.2 | 1,500.0 | 1,500.0 | 551.1 | 42.5 | 164.5 | 51.2 | 34.3 | - |
| 9. | Nominal amount of instrument | 1,500 Mill USD | 1,500 Mill EUR | 1,500 Mill EUR | 600 Mill USD | 400 Mill GBP | 500 Mill EUR | 90 Mill EUR | 75 Mill Eur | 550 Mill EUR |
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9.a. Issue price | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% |
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9.b. Redemption price | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities | The Liquidation Preference plus, if applicable, an amount equal to accrued and unpaid Distributions for the then current Distribution Period to the date fixed for redemption of the Preferred Securities |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 26/04/2013 | 11/02/2014 | 10/02/2015 | 18/04/2007 | 19/07/2007 | 20/09/2006 | 14/07/2006 | 10/08/2005 | 22/09/2005 |
| 12. | Perpetual or dated | Perpetual | Perpetual | Perpetual | Perpetual | Perpetual | Perpetual | Perpetual | Perpetual | Perpetual |
| 13. | Original maturity date | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 14. | Issuer call subject to prior supervisory approval | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | Issuer call date: 09/05/2018; also subject to both Regulatory and Tax call | Issuer call date: 19/02/2019; also subject to both Regulatory and Tax call | Issuer call date: 18/02/2020; also subject to both Regulatory and Tax call | Issuer call date: 18/04/2017; also subject to both Regulatory and Tax call | Issuer call date: 19/07/2012; also subject to both Regulatory and Tax call | Issuer call date: 20/09/2016; also subject to both Regulatory and Tax call | Issuer call date: 14/07/2016 | Issuer call date: 10/08/2011 | Issuer call date: 22/09/2015; also subject to both Regulatory and Tax call |
| 16. | Subsequent call dates, if applicable | At any time on or after the first reset date | At any time on or after the first reset date | At any time on or after the first reset date | At ten years intervals commencing on April 18, 2017 | On any distribution payment date falling on or after the first call date | On any distribution payment date falling on or after the first call date | On any distribution payment date falling on or after the first call date | On any distribution payment date falling on or after the first call date | On any distribution payment date falling on or after the first call date |
| Coupons / dividends | ||||||||||
| 17. | Fixed or floating dividend/coupon | Fixed to floating (since call date) | Fixed to floating (since call date) | Fixed to floating (since call date) | Fixed to floating (since call date) | Fixed to floating (since call date) | Fixed to floating (since call date) | Floating | Fixed to floating (since call date) | Fixed to floating (since call date) |
| 18. | Coupon rate and any related index | 9.0%; USSW5 + 8.262% | 7.0%; EUSA5 + 6.155% | 6.75%; EUSA + 6.604% | 5,919% (floor); 3M US LIBOR+0.82% | 7,093%; 3M GBP LIBOR+0,875% | 4,952%; 3M EURIBOR +1% +0,95% per year | 3M EURIBOR + 1,95% | 8%; 10Y CMS +0,10% (cap: 10%) | 3,798%; 3M EURIBOR + 0,65% +1% per year |
| 19. | Existence of a dividend stopper | No | No | No | Yes | Yes | Yes | Yes | Yes | Yes |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Fully discretionary | Fully discretionary | Fully discretionary | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
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20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Fully discretionary | Fully discretionary | Fully discretionary | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | No | No | No | Yes | No | No | Yes |
| 22. | Noncumulative or cumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative |
| 23. | Convertible or non-convertible | Convertible | Convertible | Convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | CET1 5.125%; At solo & (sub-)consolidated | CET1 5.125%; At solo & (sub-)consolidated | CET1 5.125%; At solo & (sub-)consolidated | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | Always Fully | Always Fully | Always Fully | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | Floating | Floating | Floating | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | Mandatory | Mandatory | Mandatory | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | Tier 1 | Tier 1 | Tier 1 | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior to common shares and reserves and pari passu with preferred shares | Senior to common shares and reserves and pari passu with preferred shares | Senior to common shares and reserves and pari passu with preferred shares | Senior to common shares and reserves and pari passu with preferred shares | Senior to common shares and reserves and pari passu with Additional Tier 1 instruments | Senior to common shares and reserves and pari passu with Additional Tier 1 instruments | Senior to common shares and reserves and pari passu with Additional Tier 1 instruments | Senior to common shares and reserves and pari passu with Additional Tier 1 instruments | Senior to common shares and reserves and pari passu with Additional Tier 1 instruments |
| 36. | Non-compliant transitioned features | No | No | No | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | N/A | N/A | N/A | No trigger, no discretionary | No trigger, no discretionary | No trigger, no discretionary, step up | No trigger, no discretionary | No trigger, no discretionary | No trigger, no discretionary, step up |
Table 2 – Capital instruments main features template
| Capital instruments main features template |
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|---|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA Subordinated Capital Finance SAU | BBVA Subordinated Capital Finance SAU | BBVA Subordinated Capital Finance SAU | BBVA, SA | BBVA Subordinated Capital Finance SAU | BBVA, SA | BBVA Global Finance LTD | BBVA Global Finance LTD | BBVA Global Finance LTD |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | XS0230662628 | XS1055241373 | XS0376074364 | ES0213211131 | XS0361684391 | ES0213211115 | XS0137037361 | XS0137317995 | XS0138158281 |
| 3. | Governing law(s) of the instrument | English | English | English | Spanish | English | Spanish | English | English | English |
| Regulatory treatment | ||||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Ineligible | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Ineligible | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | - | 1,500.0 | 8.0 | 99.9 | 50.0 | 124.7 | - | - | - |
| 9. | Nominal amount of instrument | 150,0 Mill EUR | 1.500,0 Mill EUR | 20,0 Mill EUR | 100,0 Mill EUR | 50,0 Mill EUR | 125,0 Mill EUR | 40,0 Mill EUR | 50,0 Mill EUR | 55,0 Mill EUR |
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9.a. Issue price | 99.81% | 100.00% | 100.00% | 99.77% | 100.00% | 99.65% | 100.00% | 100.00% | 100.00% |
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9.b. Redemption price | 1 | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 13/10/2005 | 11/04/2014 | 22/07/2008 | 04/07/2008 | 19/05/2008 | 03/03/2008 | 10/10/2001 | 15/10/2001 | 02/11/2001 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 13/10/2020 | 11/04/2024 | 22/07/2018 | 04/07/2023 | 19/05/2023 | 03/03/2033 | 10/10/2016 | 15/10/2016 | 02/11/2016 |
| 14. | Issuer call subject to prior supervisory approval | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | Issuer call date: 13/10/2015; Tax call (At any time after the 5th year) | Issuer call date: 11/04/2019; also subject to both Regulatory and Tax call | No optional call date; Tax call | No | No optional call date; Tax call | Issuer call date: 03/03/2028 | No optional call date; Tax call | No optional call date; Tax call | No optional call date; Tax call |
| 16. | Subsequent call dates, if applicable | Issuer call date and on each interest payment day thereafter | No | At any time on or after the 5th year | NA | At any time on or after the 5th year | Issuer call date and on each interest payment day thereafter | At any time on or after the 5th year | At any time on or after the 5th year | At any time on or after the 5th year |
| Coupons / dividends | ||||||||||
| 17. | Fixed or floating dividend/coupon | Floating | Fixed | Fixed | Fixed | De Fixed al indice lincado | Fixed to floating (since call date) | Fixed | Floating | Floating |
| 18. | Coupon rate and any related index | 3M EURIBOR +0,30% since 13/10/2015; after 3M EURIBOR +0,80% | 3.5% | 6.11% | 6.20% | 4,75% first 2 years; after linked to CPI | 6,025%:, since 3/03/28 3M EURIBOR+1,78% | 6.08% | 3M EURIBOR + 0,60% | 3M EURIBOR + 0,70% |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
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20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | Yes | No | No | No | No | Yes | No | No | No |
| 22. | Noncumulative or cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior liabilities other than parity securities rank immediately senior | Senior liabilities other than parity securities rank immediately senior | Senior liabilities other than parity securities rank immediately senior | Senior liabilities other than parity securities rank immediately senior | Senior liabilities other than parity securities rank immediately senior | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) |
| 36. | Non-compliant transitioned features | Yes | No | No | No | No | Yes | No | No | No |
| 37. | If yes, specify non-compliant features | Existence of step-up | N/A | N/A | N/A | N/A | Existence of step-up | N/A | N/A | N/A |
Table 3 – Capital instruments main features template
| Capital instruments main features template |
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|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA Global Finance LTD | BBVA, SA | BBVA, SA | BBVA Subordinated Capital Finance SAU | BBVA Global Finance LTD | Caixa Terrassa | Caixa Terrassa | Caixa Terrassa |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | XS0139561467 | ES0213211016 | ES0213211107 | XS0291892262 | US055291AC24 | ES0214974026 | ES0214974059 | ES0214974067 |
| 3. | Governing law(s) of the instrument | English | Spanish | Spanish | English | New York | Spanish | Spanish | Spanish |
| Regulatory treatment | |||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Ineligible | Tier 2 | Tier 2 | Tier 2 | Ineligible | Ineligible |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At local & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Subordinated debt | Perpetual subordinated debt | Subordinated debt | Subordinated debt |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | - | - | 256.5 | 68.0 | 178.8 | 0.1 | 26.9 | 30.2 |
| 9. | Nominal amount of instrument | 56,0 Mill EUR | 27,9 Mill EUR | 300 Mill EUR | 100,0 Mill EUR | 200,0 Mill USD | 6 Mill EUR | 50 Mill EUR | 75 Mill EUR |
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9.a. Issue price | 100.00% | 97.80% | 99.06% | 100.00% | 98.21% | 100.00% | 99.66% | 100.00% |
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9.b. Redemption price | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 20/12/2001 | 05/07/1996 | 16/02/2007 | 04/04/2007 | 04/12/1995 | 30/06/1990 | 09/08/2006 | 09/08/2006 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Perpetual | Dated | Dated |
| 13. | Original maturity date | 20/12/2016 | 22/12/2016 | 16/02/2022 | 04/04/2022 | 01/12/2025 | N/A | 09/08/2021 | 09/08/2021 |
| 14. | Issuer call subject to prior supervisory approval | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | No optional call date; Tax call | No optional call date | Issuer call date: 16/02/2017 | No Issuer call date; Tax call | No Issuer call date; Tax call | Issuer call date: 03/06/2010 | Issuer call date: 09/08/2016 | Issuer call date: 09/08/2016 |
| 16. | Subsequent call dates, if applicable | At any time on or after the 5th year | N/A | Issuer call date and on each interest payment day thereafter | At any time on or after the 5th year | At any time after the 11/12/2000 | Issuer call date and on each interest payment day thereafter | Issuer call date and on each year thereafter | Issuer call date and on each year thereafter |
| Coupons / dividends | |||||||||
| 17. | Fixed or floating dividend/coupon | Floating | Fixed | Fixed to floating (since call date) | Floating | Fixed | Fixed | Fixed to floating (since call date) | Floating |
| 18. | Coupon rate and any related index | 3M EURIBOR + 0,70% | 9.37% | 4,50%; after call date: 3M EURIBOR + 80PBS | CMS 10YR + 0,03% | 7.00% | 2.50% | 4,70%; 3M EURIBOR + 1,08% | 3M EURIBOR + 0,58%; 3M EURIBOR + 1,08% since the Issuer call date |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
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20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | Yes | No | No | No | Yes | Yes |
| 22. | Noncumulative or cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares and Additional Tier 1 instruments | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) |
| 36. | Non-compliant transitioned features | No | No | Yes | No | No | No | Yes | Yes |
| 37. | If yes, specify non-compliant features | N/A | N/A | Existence of step-up | N/A | N/A | N/A | Existence of step-up | Existence of step-up |
Table 4 – Capital instruments main features template
| Capital instruments main features template |
||||||
|---|---|---|---|---|---|---|
| 1. | Issuer | Caixa Sabadell | Caixa Sabadell | Caixa Sabadell | Caixa Terrassa | Caixa Manlleu |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | ES0214973051 | ES0214973069 | ES0214973077 | ES0214974075 | ES0312284005 |
| 3. | Governing law(s) of the instrument | Spanish | Spanish | Spanish | Spanish | Spanish |
| Regulatory treatment | ||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Ineligible | Ineligible | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated | At solo & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Subordinated debt | Subordinated debt | Subordinated debt | Perpetual subordinated debt | Perpetual subordinated debt |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 26.0 | 13.3 | 4.7 | 47.5 | - |
| 9. | Nominal amount of instrument | 50,0 Mill EUR | 100,0 Mill EUR | 35,0 Mill EUR | 75,0 Mill EUR | 15 Mill EUR |
|
|
9.a. Issue price | 100.00% | 100.00% | 100.00% | 100.00% | 99,90,% |
|
|
9.b. Redemption price | 100% | 100% | 100% | 100% | 100% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 28/01/2005 | 15/02/2007 | 10/06/2009 | 01/03/2007 | 08/11/2006 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Perpetual | Dated |
| 13. | Original maturity date | 28/01/2020 | 15/02/2017 | 10/06/2024 | N/A | 08/11/2016 |
| 14. | Issuer call subject to prior supervisory approval | Yes | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | Issuer call date: 28/01/2015 | Issuer call date: 15/02/2012 | Issuer call date: 10/06/2019 | Issuer call date: 01/03/2027 | Issuer call date: 08/11/2011 |
| 16. | Subsequent call dates, if applicable | Issuer call date and on each interest payment day thereafter | Issuer call date and on each interest payment day thereafter | Issuer call date and on each interest payment day thereafter | Issuer call date and on each interest payment day thereafter | Issuer call date and on each year thereafter |
| Coupons / dividends | ||||||
| 17. | Fixed or floating dividend/coupon | Floating | Floating | Fixed to floating (since call date) | Floating | Floating |
| 18. | Coupon rate and any related index | 3M EURIBOR + 0,50% desde 28/01/15 | 3M EURIBOR + 0,44% | 7,50% until 09/06/11; since 10/06/11 until 09/06/19: 3M EURIBOR +5,25%; since 10/06/19 until 10/06/24: 3M EURIBOR +6% | 3M EURIBOR + 1,30% until 01/03/2027; since 01/03/2027 3M EURIBOR + 2,80% | 3M EURIBOR + 0,3575%; since 8/02/11 3M EURIBOR +0,8575% |
| 19. | Existence of a dividend stopper | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | Yes | Yes | Yes |
| 22. | Noncumulative or cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Cumulative |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) | Senior to preferred shares and Additional Tier 1 instruments | Senior to preferred shares, Additional Tier 1 instruments an Upper Tier 2 instruments (perpetual) |
| 36. | Non-compliant transitioned features | No | No | Yes | Yes | No |
| 37. | If yes, specify non-compliant features | N/A | N/A | Existence of step-up | Existence of step-up | N/A |
Table 5 – Capital instruments main features template
| Capital instruments main features template |
|||||||
|---|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA BANCOMER SA | BBVA BANCOMER SA | BBVA BANCOMER SA | BBVA BANCOMER SA | BBVA BANCOMER SA | BBVA BANCOMER SA |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | US05533UAB44 | US05533AAA07 | US05533UAC27 | US05533UAC27 | US055295AB54 | USP16259AL02 |
| 3. | Governing law(s) of the instrument | New York | New York | New York | New York | New York | New York |
| Regulatory treatment | |||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 1 instrument | Tier 2 instrument | Tier 2 instrument | Tier 1 instrument | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 957.8 | 613.0 | 766.2 | 383.1 | 383.1 | 153.2 |
| 9. | Nominal amount of instrument | 1.250,0 Mill USD | 1.000,0 Mill USD | 1.000,0 Mill USD | 500,0 Mill USD | 500,0 Mill USD | 200,0 Mill USD |
|
|
9.a. Issue price | 98.65% | 100.00% | 99.97% | 109,89%+accrued interest from July 19,2012 to Sep 28,2012 | 100.00% | 99.79% |
|
|
9.b. Redemption price | 100% | 100% | 100% | 100% | 100% | 100% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 10/03/2011 | 22/04/2010 | 19/07/2012 | 28/09/2012 | 17/05/2007 | 12/11/2014 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 10/03/2021 | 22/04/2020 | 30/09/2022 | 30/09/2022 | 17/05/2022 | 12/11/2029 |
| 14. | Issuer call subject to prior supervisory approval | No | No | No | No | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | Only subject to both Regulatory and Tax call (in whole) | Only subject to both Regulatory and Tax call (in whole) | Only subject to both Regulatory and Tax call (in whole) | Only subject to both Regulatory and Tax call (in whole) | 17/05/2017 in whole or in part, also subject to both Regulatory and Tax call (only in whole) | 12/11/2024 in whole or in part. (also subject to both Regulatory and Tax call, only in whole redemptiion) |
| 16. | Subsequent call dates, if applicable | NA | NA | NA | NA | Issuer call date and on each interest payment day thereafter | No |
| Coupons / dividends | |||||||
| 17. | Fixed or floating dividend/coupon | Fixed | Fixed | Fixed | Fixed | Fixed | Fixed |
| 18. | Coupon rate and any related index | 6.5% | 7.25% | 6.75% | 6.75% | 6.01% | 5.35% |
| 19. | Existence of a dividend stopper | Yes | Yes | Yes | Yes | Yes | Yes |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Fully discretionary | Fully discretionary | Mandatory | Mandatory | Fully discretionary | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Fully discretionary | Fully discretionary | Mandatory | Mandatory | Fully discretionary | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | No | No | No | No |
| 22. | Noncumulative or cumulative | Cumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | Yes, if a trigger event occurs |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | A Trigger Event will be deemed to have occurred if: (i) the CNBV publishes a determination, in its official publication of capitalization levels for Mexican banks, that the Issuer’s Capital Fundamental is equal to or below 4.5%; (ii) both (A) the CNBV notifies the Issuer that it has made a determination, pursuant to Article 29 Bis of the Mexican Banking Law and other regulations (iii) the Banking Stability Committee determines that financial assistance is required by the Issuer to avoid revocation of the Issuer’s license for its failure to comply with corrective measures |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | Partially or fully |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Subordinated Preferred Indebtedness and (i) will rank junior to all present and future Senior Indebtedness, (ii) will rank pari passu with all other Subordinated Preferred Indebtedness, and (iii) will be senior to Subordinated Non-Preferred Indebtedness and all classes of capital stock. | Constitute Subordinated Non-Preferred Indebtedness and will rank (1) junior to the Senior Indebtedness and Subordinated Preferred Indebtedness, (2) pari passu among themselves and with all the other Subordinated Non-Preferred Indebtedness, and (3) senior only to all classes of capital stock | The Notes constitute subordinated preferred indebtedness and (i) will rank junior to all present and future senior indebtedness, (ii) will rank pari passu with all other present or future unsecured subordinated preferred indebtedness, and (iii) will be senior to unsecured subordinated non-preferred indebtedness and all classes of capital stock. |
The Notes constitute subordinated preferred indebtedness and (i) will rank junior to all present and future senior indebtedness, (ii) will rank pari passu with all other present or future unsecured subordinated preferred indebtedness, and (iii) will be senior to unsecured subordinated non-preferred indebtedness and all classes of capital stock. |
Constitute Subordinated Non-Preferred Indebtedness and will rank (1) junior to the Senior Indebtedness and Subordinated Preferred Indebtedness, (2) pari passu among themselves and with all the other Subordinated Non-Preferred Indebtedness, and (3) senior only to all classes of capital stock | The Notes constitute Subordinated Preferred Indebtedness, and (i) will be subordinate and junior in right of payment and in liquidation to all of the present and future Senior Indebtedness, (ii) will rank pari passu without preference among themselves and with all of the present and future other unsecured subordinated preferred indebtedness and (iii) will be senior to subordinated non-preferred indebtedness and all classes of equity or capital stock. |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 6 – Capital instruments main features template
| Capital instruments main features template |
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | Compass Bank | Compass Bank | Compass Bank | Compass Bank | Phoenix Loan Holdings REIT Pfd (Class B) | TexasBanc Capital Trust I | Texas Regional Statutory Trust I | State National Capital Trust I | State National Statutory Trust II |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | 20449EBT2 | 20449EEE2 | 20449EXN1 | US20453KAA34 | 71909W201 | NA | EI4269227 | EI4279275 | EI4274359 |
| 3. | Governing law(s) of the instrument | New York | New York | New York | New York | New York | New York | New York | New York | New York |
| Regulatory treatment | ||||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Instrumento de Nivel 1 (phase out until 2018) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 159.4 | 62.2 | 61.2 | 612.2 | - | - | - | - | - |
| 9. | Nominal amount of instrument | 300 Mill USD | 275 Mill USD | 350,0 Mill USD | 700,0 Mill USD | 21 Mill USD | 25 Mill USD | 50 Mill USD | 15 Mill USD | 10 Mill USD |
|
|
9.a. Issue price | 99.82% | 99.67% | 99.94% | 99.02% | 125.00% | 100.00% | 100.00% | 100.00% | 100.00% |
|
|
9.b. Redemption price | No | No | No | Redemption price equal to 100% of the principal amount of the Notes to be redeemed, plus accrued interest on the Notes to the redemption date. | 100% of principal redeemed. | 100% of principal redeemed. | 100% of principal redeemed. | 100% of principal redeemed. | 100% of principal redeemed. |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 21/03/2005 | 16/03/2006 | 19/09/2007 | 10/04/2015 | 28/11/2000 | 23/07/2004 | 24/02/2004 | 14/07/2003 | 17/03/2004 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Perpetual | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 01/04/2020 | 01/04/2026 | 01/10/2017 | 10/04/2025 | Sin Vencimiento | 23/07/2034 | 17/03/2034 | 30/09/2033 | 17/03/2034 |
| 14. | Issuer call subject to prior supervisory approval | No | No | No | Yes | Yes | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | N/A | N/A | No | 10/03/2025 | 15/06/2021 | 23/07/2009 | 17/03/2009 | 30/09/2008 | 17/03/2009 |
| 16. | Subsequent call dates, if applicable | No | No | N/A | No | At any time on or after the call date | N/A | N/A | At any time on or after the call date | At any time on or after the call date |
| Coupons / dividends | ||||||||||
| 17. | Fixed or floating dividend/coupon | Fixed | Fixed | Fixed | Fixed | Fixed | Floating | Floating | Floating | Floating |
| 18. | Coupon rate and any related index | 5.50% | 5.90% | 6.40% | 3.88% | 9.88% | 3mL+260pbs | 3mL+285pbs | 3mL+305pbs | 3mL+279pbs |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | No | No | No | NO | NO | NO | NO |
| 22. | Noncumulative or cumulative | Cumulative | Cumulative | Cumulative | Cumulative | Noncumulative | Cumulative | Cumulative | Cumulative | Cumulative |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior creditors | Senior creditors | Senior creditors | Senior creditors | Senior creditors | Senior creditors | Senior creditors | Senior creditors | Senior creditors |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 7 – Capital instruments main features template
| Capital instruments main features template |
|||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | Bono Subordinado BBVA Chile | Bono Subordinado BBVA Chile | Bono Subordinado BBVA Chile | Bono Subordinado BBVA Chile | Bono Subordinado BBVA Chile | BBVA Colombia SA | BBVA Colombia SA | BBVA Colombia SA |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | UBBV-A1203 | UBHIB70397 | UBHIB80397 | UBBV-G0506 | UBBVH90607 | BBVAIP190918 | BBVAIP190921 | BBVAIP190926 |
| 3. | Governing law(s) of the instrument | Chile | Chile | Chile | Chile | Chile | Colombian | Colombian | Colombian |
| Regulatory treatment | |||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 157.8 | 5.1 | 5.1 | 89.4 | 210.4 | 11.9 | 31.0 | 45.6 |
| 9. | Nominal amount of instrument | 6 Mill UF | 0,5 Mill UF | 0,5 Mill UF | 3,4 Mill UF | 8 Mill UF | 102.000 Mill COP | 106.000 Mill COP | 156.000 Mill COP |
|
|
9.a. Issue price | 103.61% | 99.52% | 99.47% | 109.51% | 93.02% | 100.00% | 100.00% | 100.00% |
|
|
9.b. Redemption price | 100% | 100% | 100% | 100% | 100% | Bullet Bonds; 100% | Bullet Bonds; 100% | Bullet Bonds; 100% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 01/04/2004 | 01/03/1997 | 01/03/1997 | 19/10/2006 | 01/06/2007 | 19/09/2011 | 19/09/2011 | 19/09/2011 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 01/12/2027 | 01/03/2018 | 01/03/2018 | 01/05/2031 | 01/06/2032 | 19/09/2018 | 19/09/2021 | 19/09/2026 |
| 14. | Issuer call subject to prior supervisory approval | No | No | No | No | No | No | No | No |
| 15. | Optional call date, contingent call dates, and redemption amount | NA | NA | NA | NA | NA | N/A | N/A | N/A |
| 16. | Subsequent call dates, if applicable | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Coupons / dividends | |||||||||
| 17. | Fixed or floating dividend/coupon | Fixed | Fixed | Fixed | Fixed | Fixed | Floating | Floating | Floating |
| 18. | Coupon rate and any related index | 0.06 | 0.065 | 0.065 | 0.05 | 0.035 | CPI + 4.28% | CPI + 4.45% | CPI + 4.70% |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | N/A | N/A | N/A | N/A | N/A | Mandatory | Mandatory | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | N/A | N/A | N/A | N/A | N/A | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | No | No | No | No | No | No |
| 22. | Noncumulative or cumulative | NA | NA | NA | NA | NA | Noncumulative | Noncumulative | Noncumulative |
| 23. | Convertible or non-convertible | Convertible | Convertible | Convertible | Convertible | Convertible | Nonconvertible | Nonconvertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | Effective assets 8% | Effective assets 8% | Effective assets 8% | Effective assets 8% | Effective assets 8% | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | Always Fully | Always Fully | Always Fully | Always Fully | Always Fully | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | 1 to 1 | 1 to 1 | 1 to 1 | 1 to 1 | 1 to 1 | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | Tier 1 | Tier 1 | Tier 1 | Tier 1 | Tier 1 | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | BBVA Chile | BBVA Chile | BBVA Chile | BBVA Chile | BBVA Chile | N/A | N/A | N/A |
| 30. | Write-down features | NO | NO | NO | NO | NO | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior Bonds | Senior Bonds | Senior Bonds | Senior Bonds | Senior Bonds | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 8 – Capital instruments main features template
| Capital instruments main features template |
|||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA Colombia SA | BBVA Colombia SA | BBVA Colombia SA | BBVA Colombia SA | BBVA Colombia SA | BBVA Continental | BBVA Continental | BBVA Continental |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | BBVAIP190223 | BBVAIP190228 | EK6295332 | COB13CBB0088 | USP1024TAN92 | BID Subordinado | PEP11600D011 | PEP11600D029 |
| 3. | Governing law(s) of the instrument | Colombian | Colombian | Colombian | Colombian | Colombian | New York | Peruvian | Peruvian |
| Regulatory treatment | |||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 58.4 | 48.2 | 46.7 | 26.3 | 367.4 | 1.7 | 11.6 | 5.8 |
| 9. | Nominal amount of instrument | 200.000 Mill COP | 165.000 Mill COP | 160.000 Mill COP | 90.000 Mill COP | 400 Mill USD | 30 Mill USD | 40 Mill PEN | 20 Mill USD |
|
|
9.a. Issue price | 100.00% | 100.00% | 100.00% | 100.00% | 99.91% | 100.00% | 99.25% | 99.38% |
|
|
9.b. Redemption price | Bullet Bonds; 100% | Bullet Bonds; 100% | Bullet Bonds; 100% | Bullet Bonds; 100% | 1 | With the prior Authorization of the Peruvian Banking Regulatory Authority and pursuant to the Applicable Laws of Peru, with prepayment fee in each case in an amount equal to one and one-half percent (1.5%) of any and all amounts prepaid on the Loan; | There is redemption option with additional paid 0%. | There is redemption option with additional paid 0%. |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 19/02/2013 | 19/02/2013 | 26/11/2014 | 26/11/2014 | 21/04/2015 | 22/12/2006 | 07/05/2007 | 14/05/2007 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 19/02/2023 | 19/02/2028 | 26/11/2034 | 26/11/2029 | 21/04/2025 | 15/02/2017 | 07/05/2022 | 14/05/2027 |
| 14. | Issuer call subject to prior supervisory approval | No | No | No | No | Yes | Yes | Yes | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | N/A | N/A | N/A | N/A | 21/04/2020; Tax call | Issuer call date: 15/02/2012, also subject to Regulatory call. | Issuer call date: 07/05/2017, also subject to Regulatory call. | Issuer call date: 14/05/2022, also subject to Regulatory call. |
| 16. | Subsequent call dates, if applicable | N/A | N/A | N/A | N/A | At any time on or after 21/04/2020 | At any time on or after the call date | At any time on or after the call date | At any time on or after the call date |
| Coupons / dividends | |||||||||
| 17. | Fixed or floating dividend/coupon | Floating | Floating | Floating | Floating | Fixed | Floating | Fixed | Fixed |
| 18. | Coupon rate and any related index | CPI + 3.60% | CPI + 3.89% | CPI + 4.38% | CPI + 4.50% | 0.04875 | 2.87690% (LIBOR6M + 2.5%) | 5.85% (until the 20° coupon ) - (increase of 0.5% annually since the 21° coupon - call date) | 6% (until 30° cupon) - (increase of 0.5% annually since the 31° coupon - call date) |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | N/A | N/A | N/A |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory | Mandatory | Mandatory | Mandatory | Mandatory | N/A | N/A | N/A |
| 21. | Existence of step up or other incentive to redeem | No | No | No | No | No | Yes | Yes | Yes |
| 22. | Noncumulative or cumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | Noncumulative | N/A | N/A | N/A |
| 23. | Convertible or non-convertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | Nonconvertible | N/A | N/A |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | N/A | N/A | N/A | N/A | N/A | NO | NO | NO |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 9 – Capital instruments main features template
| Capital instruments main features template |
|||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA Continental | BBVA Continental | BBVA Continental | BBVA Continental | BBVA Continental | BBVA Continental | BBVA Continental | BBVA Continental |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | PEP11600D037 | PEP11600D045 | PEP11600D052 | PEP11600D060 | PEP11600D078 | PEP11600D086 | PEP11600D094 | Credit Suisse TIER 1 |
| 3. | Governing law(s) of the instrument | Peruvian | Peruvian | Peruvian | Peruvian | Peruvian | Peruvian | Peruvian | New York |
| Regulatory treatment | |||||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 1 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 16.0 | 1.2 | 14.5 | 5.8 | 13.1 | 14.5 | 8.7 | 58.1 |
| 9. | Nominal amount of instrument | 55 Mill PEN | 20 Mill USD | 50 Mill PEN | 20 Mill USD | 45 Mill PEN | 50 Mill PEN | 30 Mill PEN | 200 Mill USD |
|
|
9.a. Issue price | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% |
|
|
9.b. Redemption price | No redemption option | There is redemption option with additional paid 0%. | No redemption option | No redemption option | No redemption option | No redemption option | No redemption option | There is redemption option with additional paid 0%. |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 18/06/2007 | 24/09/2007 | 19/11/2007 | 28/02/2008 | 08/07/2008 | 09/09/2008 | 15/12/2008 | 07/10/2010 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 18/06/2032 | 24/09/2017 | 19/11/2032 | 28/02/2028 | 08/07/2023 | 09/09/2023 | 15/12/2033 | 07/10/2040 |
| 14. | Issuer call subject to prior supervisory approval | No | Yes | No | No | No | No | No | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | Subject to Regulatory call. | Issuer call date: 24/09/2012, also subject to Regulatory call. | Subject to Regulatory call. | Subject to Regulatory call. | Subject to Regulatory call. | Subject to Regulatory call. | Subject to Regulatory call. | Issuer call date: 07/10/2020, also subject to Regulatory call. |
| 16. | Subsequent call dates, if applicable | N/A | At any time on or after the call date | N/A | N/A | N/A | N/A | N/A | At any time on or after the call date |
| Coupons / dividends | |||||||||
| 17. | Fixed or floating dividend/coupon | Floating | Floating | Floating | Fixed | Floating | Floating | Floating | Fixed to floating |
| 18. | Coupon rate and any related index | VAC(semester)/VAC(initial)*3.4688% | LIBOR(6M)+2.15625% (until 10° cupon) - (increase of 1% since the 11° coupon - call date) | VAC(semester)/VAC(initial)*3.5625% | 0.064688 | VAC(semester)/VAC(initial)*3.0625% | VAC(semester)/VAC(initial)*3.0938% | VAC(semester)/VAC(initial)*4.1875% | 7.375% (ten years), L3M + 6.802% (next ten years) |
| 19. | Existence of a dividend stopper | No | No | No | No | No | No | No | N/A |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 21. | Existence of step up or other incentive to redeem | No | Yes | No | No | No | No | No | Yes |
| 22. | Noncumulative or cumulative | N/A | N/A | N/A | N/A | N/A | N/A | N/A | Noncumulative |
| 23. | Convertible or non-convertible | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 25. | If convertible, fully or partially | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 26. | If convertible, conversion rate | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 30. | Write-down features | NO | NO | NO | NO | NO | NO | NO | NO |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 10 – Capital instruments main features template
| Capital instruments main features template |
||||||
|---|---|---|---|---|---|---|
| 1. | Issuer | BBVA Continental | BBVA Continental | Banco Bilbao Vizcaya Argentaria Paraguay S.A. | BBVA URUGUAY SA | Banco Bilbao Vizcaya Argentaria Paraguay S.A. |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | PEP11600D102 | US05537GAD79-USP16236AG98 | PYBBV01F3798 | N/A | PYBBV02F5511 |
| 3. | Governing law(s) of the instrument | Peruvian | New York | Paraguay | Uruguay | Paraguay |
| Regulatory treatment | ||||||
| 4. | Transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 | Tier 2 | Tier 2 | Tier 2 | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated | At local & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | 13.1 | 297.0 | - | - | - |
| 9. | Nominal amount of instrument | 45 Mill USD | 300 Mill USD | 20 Mill USD | 15 Mill USD | 25 Mill USD |
|
|
9.a. Issue price | 100.00% | 99.32% | 100.00% | 100.00% | 100.00% |
|
|
9.b. Redemption price | There is redemption option with additional paid 0%. | BBVA may, with the prior approval of the SBS, redeem the Notes, in whole or in part, on the Reset Date, at a redemption price equal to 100% of the principal amount of the Notes being redeemed plus any accrued and unpaid interest on the principal amount of the Notes | 100.00% | 100.00% | 100.00% |
| 10. | Accounting classification | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost | Liability – amortised cost |
| 11. | Original date of issuance | 02/10/2013 | 22/09/2014 | 19/11/2014 | 19/12/2014 | 24/11/2015 |
| 12. | Perpetual or dated | Dated | Dated | Dated | Dated | Dated |
| 13. | Original maturity date | 02/10/2028 | 22/09/2029 | 05/11/2021 | 19/12/2024 | 18/11/2022 |
| 14. | Issuer call subject to prior supervisory approval | Yes | Yes | N/A | Yes | N/A |
| 15. | Optional call date, contingent call dates, and redemption amount | Issuer call date: 02/10/2023, also subject to Regulatory call. | Issuer call date: 22/09/2024, also subject to Regulatory call. | N/A | At issuer's discretion after 5 years from issue date, minimum USD 1MM | N/A |
| 16. | Subsequent call dates, if applicable | At any time on or after the call date | N/A | N/A | At issuer's discretion after 5 years from issue date, minimum USD 1MM | N/A |
| Coupons / dividends | ||||||
| 17. | Fixed or floating dividend/coupon | Fixed | Fixed | Fixed | Floating | Fixed |
| 18. | Coupon rate and any related index | 0.0653125 | 0.0525 | 6.75% | LIBOR 90d + 4,35% | 0.067 |
| 19. | Existence of a dividend stopper | No | No | No | No | No |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | N/A | N/A | Mandatory | Mandatory | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | N/A | N/A | Mandatory | Mandatory | Mandatory |
| 21. | Existence of step up or other incentive to redeem | No | No | NO | NO | NO |
| 22. | Noncumulative or cumulative | N/A | N/A | N/A | N/A | N/A |
| 23. | Convertible or non-convertible | N/A | N/A | Convertible | No convertible | Convertible |
| 24. | If convertible, conversion trigger (s) | N/A | N/A | TIER 1 <8% o TIER 2 <12% or Accumulated losses > Paid-in Capital | N/A | TIER 1 <8% o TIER 2 <12% or Accumulated losses > Paid-in Capital |
| 25. | If convertible, fully or partially | N/A | N/A | Partially | N/A | Partially |
| 26. | If convertible, conversion rate | N/A | N/A | 1 | N/A | 1 |
| 27. | If convertible, mandatory or optional conversion | N/A | N/A | Mandatory | N/A | Mandatory |
| 28. | If convertible, specify instrument type convertible into | N/A | N/A | Tier 1 | N/A | Tier 1 |
| 29. | If convertible, specify issuer of instrument it converts into | N/A | N/A | Banco Bilbao Vizcaya Argentaria Paraguay S.A. | N/A | Banco Bilbao Vizcaya Argentaria Paraguay S.A. |
| 30. | Write-down features | NO | NO | N/A | N/A | N/A |
| 31. | If write-down, write-down trigger (s) | N/A | N/A | N/A | N/A | N/A |
| 32. | If write-down, full or partial | N/A | N/A | N/A | N/A | N/A |
| 33. | If write-down, permanent or temporary | N/A | N/A | N/A | N/A | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A | N/A | N/A | N/A | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior | Subordinated liabilities other than parity securities rank immediately senior |
| 36. | Non-compliant transitioned features | Yes | Yes | Yes | Yes | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV | Subsidiary issuance not subject by UE CRD-IV |
Table 11 – Capital instruments main features template
| Capital instruments main features template |
||
|---|---|---|
| 1. | Issuer | T. Garanti Bankası A.Ş. |
| 2. | Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement | PTR101701 V |
| 3. | Governing law(s) of the instrument | French |
| Regulatory treatment | ||
| 4. | Transitional CRR rules | Tier 2 |
| 5. | Post-transitional CRR rules | Tier 2 |
| 6. | Eligible at solo/(sub-)consolidated/solo & (sub-)consolidated | At solo & (sub-)consolidated |
| 7. | Instrument type (types to be specified by each jurisdiction) | Tier 2 instrument |
| 8. | Amount recognised in regulatory capital (currency in million, as of most recent reporting date) | - |
| 9. | Nominal amount of instrument | 50 Mill EUR |
|
|
9.a. Issue price | 100.00% |
|
|
9.b. Redemption price | 100% |
| 10. | Accounting classification | Liability – amortised cost |
| 11. | Original date of issuance | 23/02/2009 |
| 12. | Perpetual or dated | Dated |
| 13. | Original maturity date | 31/03/2021 |
| 14. | Issuer call subject to prior supervisory approval | Yes |
| 15. | Optional call date, contingent call dates, and redemption amount | 31/03/2016 |
| 16. | Subsequent call dates, if applicable | N/A |
| Coupons / dividends | ||
| 17. | Fixed or floating dividend/coupon | Floating |
| 18. | Coupon rate and any related index | Euribor 6M + 3.5% |
| 19. | Existence of a dividend stopper | Not before a Subordination Event |
| 20. | 20.a. Fully discretionary, partially discretionary or mandatory (in terms of timing | Mandatory |
|
|
20.b. Fully discretionary, partially discretionary or mandatory (in terms of amount) | Mandatory |
| 21. | Existence of step up or other incentive to redeem | Yes |
| 22. | Noncumulative or cumulative | Cumulative |
| 23. | Convertible or non-convertible | Nonconvertible |
| 24. | If convertible, conversion trigger (s) | N/A |
| 25. | If convertible, fully or partially | N/A |
| 26. | If convertible, conversion rate | N/A |
| 27. | If convertible, mandatory or optional conversion | N/A |
| 28. | If convertible, specify instrument type convertible into | N/A |
| 29. | If convertible, specify issuer of instrument it converts into | N/A |
| 30. | Write-down features | N/A |
| 31. | If write-down, write-down trigger (s) | N/A |
| 32. | If write-down, full or partial | N/A |
| 33. | If write-down, permanent or temporary | N/A |
| 34. | If temporary write-down, description of write-up mechanism | N/A |
| 35. | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument) | Senior Bonds |
| 36. | Non-compliant transitioned features | Yes |
| 37. | If yes, specify non-compliant features | Subsidiary issuance not subject by UE CRD-IV |