BBVA Fixed Income Presentation · 8/2/2020  · ½Vb USA 1 25.9 Spain 19.9 Eurasia 16.6 Turkey 2.4 South America 2.2 Mexico 2.1 Total Group 69.2

4.50%

0.84%

AT1: 1.78%

2.50%

T2: 2.38%

0.75%0.00%

2020 CET1 SREPRequirement

2020 Total CapitalSREP Requirement BBVA Group Total

capital ratio phased-inJun.20

●

●

€ bnUSA1

25.9

Spain 19.9

Eurasia 16.6

Turkey 2.4

South America 2.2

Mexico 2.1

Total Group 69.2

4.50%

0.84%

AT1: 1.78%

2.50%

T2: 2.38%

0.00%

2020 CET1 SREPRequirement

2020 Total CapitalSREP Requirement

BBVA, S.A. Totalcapital ratio phased-in

Jun.20

Product Issue Date Call Date MaturityNominal currency

Coupon

Tier 2 Jul-20 Jul-26 Jul-31 GBP 300 M 3.104%

AT1 Jul-20 Jan-26 Perp € 1,000 M 6.000%

SP May-20 - Jun-25 € 1,000 M 0.75%

SNP Feb-20 - Aug-26 CHF 160 M 0.125%

Tier 2 Jan-20 Jan-25 Jan-30 € 1,000 M 1.000%

SNP Jan-20 - Jan-27 € 1,250 M 0.500%

SP Nov-19 - Nov-26 € 1,000 M 0.375%

SNP Oct-19 - Oct-24 € 1,000 M 0.375%

AT1 Aug-19 Mar-25 Perp $ 1,000 M 6.500%

SNP Jun-19 - Jun-26 € 1,000 M 1.000%

AT1 Mar-19 Mar-24 Perp € 1,000 M 6.000%

SNP Feb-19 - Feb-24 € 1,000 M 1.125%

Tier 2 Feb-19 Feb-24 Feb-29 € 750 M 2.575%

AT1 Sep-18 Sep-23 Perp € 1,000 M 5.875%

Tier 2 May-18 - May-33 $ 300 M 5.25%

SNP May-18 - May-25 € 1,000 M 1.375%

SNP Mar-18 - Mar-23 € 1,500 M 3ME+ 0.60%

Product Issue Date Call Date MaturityNominal currency

Coupon

Senior Unsec Aug-19 Jul-24 Aug-24 $ 600 M 2.500%

Senior Unsec Jun-18 May-21 Jun-21 $ 1.150 MFixed 3.5%

FRN 3ML+73 bps

Product Issue Date Call Date MaturityNominal currency

Coupon

Tier 2 Sep-19 Sep-29 Sep-34 $ 750 M 5.875%

Tier 2 Jan-18 Jan-28 Jan-33 $ 1,000 M 5.125%

Product Issue Date RedemptionOutstanding currency (M)

Coupon

AT1 Feb-15 Feb-20 € 1,500 6.75%

Tier 2 Jun-09 May-19 € 4.88 3ME + 5.25%

Tier 2 Apr-14 Apr-19 € 1,500 3.50%

AT1 Feb-14 Feb-19 € 1,500 7.00%

AT1 May-13 May-18 $ 1,500 9.00%

Tier 2 Feb-07 Feb-18 € 257 3ME+0.80%

Tier 2 Oct-05 Jan-18 € 99 3ME+0.80%

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