Comisión Nacional del Mercado de Valores Calle Edison, 4 28010 Madrid Madrid, 21 de marzo de 2016 Ref.: VENCIMIENTO DE WARRANTS EMITIDOS POR BANCO BILABAO VIZCAYA ARGENTARIA S.A. (Condiciones es de Warrants registradas en la C.N.M.V. con fecha 08 de octubre de 2015) Estimados Sres.: Por la presente, y de acuerdo con lo estipulado en el Folleto Base de Warrants de Banco Bilbao Vizcaya Argentaria, S.A., registrado en la CNMV con fecha 16 de junio de 2015, les informamos del vencimiento de los s emitidos por Banco Bilbao Vizcaya Argentaria, S.A. Subyacente Strike Tipo Ratio Fec. Vto. ISIN Emitido Ref. Abertis Infraestructuras 12.94 Call 0.2511 18-mar-16 ES0613211T04 400,000 1.0000 14.2561 0.3305 Abertis Infraestructuras 12.94 Put 0.2511 18-mar-16 ES0613211T12 300,000 1.0000 14.2561 0.0000 Acciona 66.00 Call 0.2500 18-mar-16 ES0613211T79 400,000 1.0000 68.4579 0.6145 Acciona 68.00 Call 0.2500 18-mar-16 ES0613211T87 400,000 1.0000 68.4579 0.1145 Acciona 66.00 Put 0.2500 18-mar-16 ES0613211T95 300,000 1.0000 68.4579 0.0000 Acciona 68.00 Put 0.2500 18-mar-16 ES0613211U01 300,000 1.0000 68.4579 0.0000 Acerinox 9.00 Call 0.5000 18-mar-16 ES0613211U68 400,000 1.0000 10.2851 0.6426 Acerinox 10.00 Call 0.5000 18-mar-16 ES0613211U76 400,000 1.0000 10.2851 0.1426 Acerinox 9.00 Put 0.5000 18-mar-16 ES0613211U84 300,000 1.0000 10.2851 0.0000 Acerinox 10.00 Put 0.5000 18-mar-16 ES0613211U92 300,000 1.0000 10.2851 0.0000 Acs, Actividades de Construcción y Servicios 27.00 Call 0.2500 18-mar-16 ES0613211V67 400,000 1.0000 26.4537 0.0000 Acs, Actividades de Construcción y Servicios 26.00 Put 0.2500 18-mar-16 ES0613211V75 300,000 1.0000 26.4537 0.0000
Ref. Allianz SE 130.00 Put 0.1000 18-mar-16 ES0613211GF8 400,000 1.0000 145.9000 0.0000 Allianz SE 140.00 Put 0.1000 18-mar-16 ES0613211GG6 400,000 1.0000 145.9000 0.0000 Apple INC 110.00 Call 0.1000 18-mar-16 ES0613211GN2 500,000 1.1279 106.3400 0.0000 Apple INC 110.00 Put 0.1000 18-mar-16 ES0613211GO0 400,000 1.1279 106.3400 0.3245 Arcelormittal 4.65 Call 0.6448 18-mar-16 ES0613211GU7 500,000 1.0000 3.9630 0.0000 Arcelormittal 4.65 Put 0.6448 18-mar-16 ES0613211GV5 400,000 1.0000 3.9630 0.4430 Arcelormittal 5.43 Put 0.6448 18-mar-16 ES0613211GW3 400,000 1.0000 3.9630 0.9459 Axa 20.00 Call 0.2500 18-mar-16 ES0613211HE9 500,000 1.0000 21.5350 0.3838 Axa 21.00 Put 0.2500 18-mar-16 ES0613211HF6 400,000 1.0000 21.5350 0.0000 Banco Bilbao Vizcaya Argentaria 7.25 Call 0.5000 18-mar-16 ES0613211X57 2,000,000 1.0000 6.3938 0.0000 Banco Bilbao Vizcaya Argentaria 7.50 Call 0.5000 18-mar-16 ES0613211X65 2,000,000 1.0000 6.3938 0.0000 Banco Bilbao Vizcaya Argentaria 7.00 Put 0.5000 18-mar-16 ES0613211X73 1,000,000 1.0000 6.3938 0.3031 Banco Popular Español 3.00 Call 0.5000 18-mar-16 ES0613211CV4 500,000 1.0000 2.5801 0.0000 Banco Popular Español 3.00 Put 0.5000 18-mar-16 ES0613211CW2 400,000 1.0000 2.5801 0.2100 Banco Popular Español 3.50 Put 0.5000 18-mar-16 ES0613211CX0 400,000 1.0000 2.5801 0.4600 Bayer AG 110.00 Put 0.1000 18-mar-16 ES0613211HM2 400,000 1.0000 98.6100 1.1390 BNP Paribas 50.00 Put 0.2500 18-mar-16 ES0613211HU5 400,000 1.0000 45.0000 1.2500 BNP Paribas 62.00 Put 0.2500 18-mar-16 ES0613211HV3 400,000 1.0000 45.0000 4.2500
Ref. Deutsche Bank AG 24.00 Call 0.2500 18-mar-16 ES0613211ID9 500,000 1.0000 16.9600 0.0000 Deutsche Bank AG 24.00 Put 0.2500 18-mar-16 ES0613211IE7 400,000 1.0000 16.9600 1.7600 E.ON AG 8.00 Call 0.2500 18-mar-16 ES0613211IZ2 500,000 1.0000 8.5000 0.1250 E.ON AG 9.00 Call 0.2500 18-mar-16 ES0613211JA3 500,000 E.ON AG 10.00 Call 0.2500 18-mar-16 ES0613211JB1 500,000 E.ON AG 7.00 Put 0.2500 18-mar-16 ES0613211JC9 400,000 E.ON AG 8.00 Put 0.2500 18-mar-16 ES0613211JD7 400,000 ENI SPA 14.00 Call 0.2500 18-mar-16 ES0613211IU3 500,000 1.0000 13.7300 0.0000 ENI SPA 14.00 Put 0.2500 18-mar-16 ES0613211IV1 400,000 1.0000 13.7300 0.0675 EUR/CHF 1.100 Call 10.0000 18-mar-16 ES0613211NH0 1,000,000 Fixing BCE 1.0919 1.0919 0.0000 EUR/CHF 1.110 Call 10.0000 18-mar-16 ES0613211NI8 1,000,000 Fixing BCE 1.0919 1.0919 0.0000 EUR/CHF 1.090 Put 10.0000 18-mar-16 ES0613211NJ6 1,000,000 Fixing BCE 1.0919 1.0919 0.0000 EUR/GBP 0.735 Call 10.0000 18-mar-16 ES0613211NK4 1,000,000 Fixing BCE 0.7786 0.7786 0.5594 EUR/GBP 0.750 Call 10.0000 18-mar-16 ES0613211NL2 1,000,000 Fixing BCE 0.7786 0.7786 0.3667 EUR/GBP 0.765 Call 10.0000 18-mar-16 ES0613211NM0 1,000,000 Fixing BCE 0.7786 0.7786 0.1740 EUR/GBP 0.700 Put 10.0000 18-mar-16 ES0613211NN8 1,000,000 Fixing BCE 0.7786 0.7786 0.0000 EUR/GBP 0.715 Put 10.0000 18-mar-16 ES0613211NO6 1,000,000 Fixing BCE 0.7786 0.7786 0.0000 EUR/JPY 137.000 Call 10.0000 18-mar-16 ES0613211NP3 1,000,000 Fixing BCE 125.7900 125.7900 0.0000
Ref. EUR/JPY 139.000 Call 10.0000 18-mar-16 ES0613211NQ1 1,000,000 Fixing BCE 125.7900 125.7900 0.0000 EUR/JPY 141.000 Call 10.0000 18-mar-16 ES0613211NR9 1,000,000 Fixing BCE 125.7900 125.7900 0.0000 EUR/JPY 131.000 Put 10.0000 18-mar-16 ES0613211NS7 1,000,000 Fixing BCE 125.7900 125.7900 0.4142 EUR/JPY 133.000 Put 10.0000 18-mar-16 ES0613211NT5 1,000,000 Fixing BCE 125.7900 125.7900 0.5732 EUR/JPY 135.000 Put 10.0000 18-mar-16 ES0613211NU3 1,000,000 Fixing BCE 125.7900 125.7900 0.7322 EUR/USD 1.140 Call 10.0000 18-mar-16 ES0613211NV1 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.150 Call 10.0000 18-mar-16 ES0613211NW9 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.160 Call 10.0000 18-mar-16 ES0613211NX7 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.170 Call 10.0000 18-mar-16 ES0613211NY5 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.180 Call 10.0000 18-mar-16 ES0613211NZ2 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.190 Call 10.0000 18-mar-16 ES0613211OA3 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.090 Put 10.0000 18-mar-16 ES0613211OB1 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.100 Put 10.0000 18-mar-16 ES0613211OC9 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.110 Put 10.0000 18-mar-16 ES0613211OD7 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 EUR/USD 1.120 Put 10.0000 18-mar-16 ES0613211OE5 1,000,000 Fixing BCE 1.1279 1.1279 0.0000 Euro Stoxx 50 3,250.00 Call 0.0020 18-mar-16 ES0613211MW1 750,000 1.0000 3,043.2900 0.0000 Euro Stoxx 50 3,000.00 Put 0.0020 18-mar-16 ES0613211MX9 500,000 1.0000 3,043.2900 0.0000 Euro Stoxx 50 3,250.00 Put 0.0020 18-mar-16 ES0613211MY7 500,000 1.0000 3,043.2900 0.4134
Ref. Ferrovial 24.00 Call 0.2500 18-mar-16 ES0613211AO3 400,000 1.0000 18.5962 0.0000 Ferrovial 20.00 Put 0.2500 18-mar-16 ES0613211AP0 300,000 1.0000 18.5962 0.3510 Ferrovial 22.00 Put 0.2500 18-mar-16 ES0613211AQ8 300,000 1.0000 18.5962 0.8510 Fomento de Construcciones y Contratas 6.82 Call 0.2567 18-mar-16 ES0613211AG9 400,000 1.0000 7.6084 0.2024 Fomento de Construcciones y Contratas 6.82 Put 0.2567 18-mar-16 ES0613211AH7 300,000 1.0000 7.6084 0.0000 Fomento de Construcciones y Contratas 7.79 Put 0.2567 18-mar-16 ES0613211AI5 300,000 1.0000 7.6084 0.0466 Tecnológica 12.00 Call 0.5000 18-mar-16 ES0613211AW6 400,000 1.0000 17.2014 2.6007 Tecnológica 13.00 Call 0.5000 18-mar-16 ES0613211AX4 400,000 1.0000 17.2014 2.1007 Tecnológica 14.00 Call 0.5000 18-mar-16 ES0613211AY2 400,000 1.0000 17.2014 1.6007 Tecnológica 12.00 Put 0.5000 18-mar-16 ES0613211AZ9 300,000 1.0000 17.2014 0.0000 Tecnológica 13.00 Put 0.5000 18-mar-16 ES0613211BA0 300,000 1.0000 17.2014 0.0000 Gas Natural SDG 18.00 Call 0.2500 18-mar-16 ES0613211BH5 500,000 1.0000 17.2752 0.0000 Gas Natural SDG 18.00 Put 0.2500 18-mar-16 ES0613211BI3 400,000 1.0000 17.2752 0.1812 Iberdrola 5.50 Call 0.5000 18-mar-16 ES0613211BR4 1,000,000 1.0000 6.0472 0.2736 Iberdrola 5.75 Call 0.5000 18-mar-16 ES0613211BS2 1,000,000 1.0000 6.0472 0.1486 Iberdrola 5.50 Put 0.5000 18-mar-16 ES0613211BT0 750,000 1.0000 6.0472 0.0000 Iberdrola 5.75 Put 0.5000 18-mar-16 ES0613211BU8 750,000 1.0000 6.0472 0.0000 Indra Sistemas 9.00 Put 0.5000 18-mar-16 ES0613211CO9 300,000 1.0000 10.3451 0.0000
Ref. Koninklijke Philips Electronics NV 20.00 Call 0.2500 18-mar-16 ES0613211JW7 500,000 1.0000 24.5950 1.1488 Koninklijke Philips Electronics NV 20.00 Put 0.2500 18-mar-16 ES0613211JX5 400,000 1.0000 24.5950 0.0000 Nokia OYJ 5.60 Put 0.5000 18-mar-16 ES0613211JO4 400,000 1.0000 5.4100 0.0950 Pharmamar, S.A. 3.20 Call 0.5000 18-mar-16 ES0613211FX3 400,000 1.0000 2.3321 0.0000 Red Eléctrica 76.00 Put 0.1000 18-mar-16 ES0613211DI9 300,000 1.0000 76.6384 0.0000 Repsol YPF 11.00 Call 0.2500 18-mar-16 ES0613211DQ2 1,000,000 1.0000 10.5702 0.0000 Repsol YPF 12.00 Call 0.2500 18-mar-16 ES0613211DR0 1,000,000 1.0000 10.5702 0.0000 Repsol YPF 13.00 Call 0.2500 18-mar-16 ES0613211DS8 1,000,000 1.0000 10.5702 0.0000 Repsol YPF 11.00 Put 0.2500 18-mar-16 ES0613211DT6 750,000 1.0000 10.5702 0.1075 Repsol YPF 12.00 Put 0.2500 18-mar-16 ES0613211DU4 750,000 1.0000 10.5702 0.3575 Repsol YPF 13.00 Put 0.2500 18-mar-16 ES0613211DV2 750,000 1.0000 10.5702 0.6075 Sanofi 90.00 Call 0.1000 18-mar-16 ES0613211KE3 500,000 1.0000 71.4900 0.0000 Sanofi 88.00 Put 0.1000 18-mar-16 ES0613211KF0 400,000 1.0000 71.4900 1.6510 Sanofi 92.00 Put 0.1000 18-mar-16 ES0613211KG8 400,000 1.0000 71.4900 2.0510 Siemens AG 80.00 Call 0.1000 18-mar-16 ES0613211KM6 500,000 1.0000 91.5000 1.1500 Siemens AG 84.00 Call 0.1000 18-mar-16 ES0613211KN4 500,000 1.0000 91.5000 0.7500 Siemens AG 84.00 Put 0.1000 18-mar-16 ES0613211KO2 400,000 1.0000 91.5000 0.0000 Siemens AG 88.00 Put 0.1000 18-mar-16 ES0613211KP9 400,000 1.0000 91.5000 0.0000
Ref. Societe Generale 38.00 Put 0.2500 18-mar-16 ES0613211KX3 400,000 1.0000 34.9150 0.7713 Societe Generale 40.00 Put 0.2500 18-mar-16 ES0613211KY1 400,000 1.0000 34.9150 1.2713 Total 40.00 Put 0.2500 18-mar-16 ES0613211LH4 400,000 1.0000 43.1050 0.0000 Total 42.00 Put 0.2500 18-mar-16 ES0613211LI2 400,000 1.0000 43.1050 0.0000 USD/MXN 17.500 Call 10.0000 18-mar-16 ES0613211OF2 1,000,000 Fixing FED 1.1279 17.9308 0.2130 USD/MXN 18.500 Call 10.0000 18-mar-16 ES0613211OG0 1,000,000 Fixing FED 1.1279 17.9308 0.0000 USD/MXN 15.000 Put 10.0000 18-mar-16 ES0613211OH8 1,000,000 Fixing FED 1.1279 17.9308 0.0000 Xetra Dax 10,000.00 Call 0.0010 18-mar-16 ES0613211ML4 750,000 1.0000 9,905.6700 0.0000 Xetra Dax 10,000.00 Put 0.0010 18-mar-16 ES0613211MM2 500,000 1.0000 9,905.6700 0.0943 Xetra Dax 10,500.00 Put 0.0010 18-mar-16 ES0613211MN0 500,000 1.0000 9,905.6700 0.5943 Luis Miguel Durán Rubio Banco Bilbao Vizcaya Argentaria, S.A.