Comisión Nacional del Mercado de Valores Calle Edison, 4 28010 Madrid Madrid, 22 de junio de 2015 Ref.: VENCIMIENTO DE WARRANTS EMITIDOS POR BBVA BANCO DE FINANCIACIÓN, S.A. (Condiciones es de Warrants registradas en la C.N.M.V. con fecha 30 de septiembre de 2014) Estimados Sres.: Por la presente, y de acuerdo con lo estipulado en el Folleto Base de Warrants de BBVA Banco de Financiación, S.A., registrado en la CNMV con fecha 10 de julio de 2014, les informamos del vencimiento de los s emitidos por BBVA Banco de Financiación, S.A. Ref. Abertis Infraestructuras 14.29 Call 0.2625 19-jun-15 ES0613707U02 400,000 1.0000 14.9143 0.1639 Abertis Infraestructuras 15.24 Call 0.2625 19-jun-15 ES0613707U10 400,000 1.0000 14.9143 0.0000 Abertis Infraestructuras 16.19 Call 0.2625 19-jun-15 ES0613707U28 400,000 1.0000 14.9143 0.0000 Abertis Infraestructuras 15.24 Put 0.2625 19-jun-15 ES0613707U36 300,000 1.0000 14.9143 0.0855 Abertis Infraestructuras 16.19 Put 0.2625 19-jun-15 ES0613707U44 300,000 1.0000 14.9143 0.3349 Acciona 64.00 Call 0.2500 19-jun-15 ES0613707U93 400,000 1.0000 66.0774 0.5193 Acciona 68.00 Call 0.2500 19-jun-15 ES0613707V01 400,000 1.0000 66.0774 0.0000 Acciona 72.00 Call 0.2500 19-jun-15 ES0613707V19 400,000 1.0000 66.0774 0.0000 Acciona 62.00 Put 0.2500 19-jun-15 ES0613707V27 300,000 1.0000 66.0774 0.0000 Acciona 64.00 Put 0.2500 19-jun-15 ES0613707V35 300,000 1.0000 66.0774 0.0000 Acerinox 12.00 Call 0.5000 19-jun-15 ES0613707V76 400,000 1.0000 13.0792 0.5396
Ref. Acerinox 13.00 Call 0.5000 19-jun-15 ES0613707V84 400,000 1.0000 13.0792 0.0396 Acerinox 14.00 Call 0.5000 19-jun-15 ES0613707V92 400,000 1.0000 13.0792 0.0000 Acerinox 15.00 Call 0.5000 19-jun-15 ES0613707W00 400,000 1.0000 13.0792 0.0000 Acerinox 12.00 Put 0.5000 19-jun-15 ES0613707W18 300,000 1.0000 13.0792 0.0000 Acerinox 13.00 Put 0.5000 19-jun-15 ES0613707W26 300,000 1.0000 13.0792 0.0000 Acs, Actividades de Construcción y Servicios 29.00 Call 0.2500 19-jun-15 ES0613707W59 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 30.00 Call 0.2500 19-jun-15 ES0613707W67 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 31.00 Call 0.2500 19-jun-15 ES0613707W75 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 32.00 Call 0.2500 19-jun-15 ES0613707W83 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 33.00 Call 0.2500 19-jun-15 ES0613707W91 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 34.00 Call 0.2500 19-jun-15 ES0613707X09 400,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 28.00 Put 0.2500 19-jun-15 ES0613707X17 300,000 1.0000 28.5093 0.0000 Acs, Actividades de Construcción y Servicios 30.00 Put 0.2500 19-jun-15 ES0613707X25 300,000 1.0000 28.5093 0.3727 Acs, Actividades de Construcción y Servicios 32.00 Put 0.2500 19-jun-15 ES0613707X33 300,000 1.0000 28.5093 0.8727 Allianz SE 120.00 Call 0.1000 19-jun-15 ES0613707GH1 500,000 1.0000 142.1000 2.2100 Allianz SE 130.00 Call 0.1000 19-jun-15 ES0613707GI9 500,000 1.0000 142.1000 1.2100 Allianz SE 140.00 Call 0.1000 19-jun-15 ES0613707GJ7 500,000 1.0000 142.1000 0.2100 Allianz SE 150.00 Call 0.1000 19-jun-15 ES0613707GK5 500,000 1.0000 142.1000 0.0000
Ref. Allianz SE 130.00 Put 0.1000 19-jun-15 ES0613707GL3 400,000 1.0000 142.1000 0.0000 Allianz SE 140.00 Put 0.1000 19-jun-15 ES0613707GM1 400,000 1.0000 142.1000 0.0000 Apple INC 90.00 Call 0.1000 19-jun-15 ES0613707GR0 500,000 1.1299 127.7100 3.3375 Apple INC 100.00 Call 0.1000 19-jun-15 ES0613707GS8 500,000 1.1299 127.7100 2.4524 Apple INC 110.00 Call 0.1000 19-jun-15 ES0613707GT6 500,000 1.1299 127.7100 1.5674 Apple INC 100.00 Put 0.1000 19-jun-15 ES0613707GU4 400,000 1.1299 127.7100 0.0000 Apple INC 110.00 Put 0.1000 19-jun-15 ES0613707GV2 400,000 1.1299 127.7100 0.0000 Arcelormittal 10.00 Call 0.2500 19-jun-15 ES0613707GW0 500,000 1.0000 9.1980 0.0000 Arcelormittal 11.00 Call 0.2500 19-jun-15 ES0613707GX8 500,000 1.0000 9.1980 0.0000 Arcelormittal 12.00 Call 0.2500 19-jun-15 ES0613707GY6 500,000 1.0000 9.1980 0.0000 Arcelormittal 13.00 Call 0.2500 19-jun-15 ES0613707GZ3 500,000 1.0000 9.1980 0.0000 Arcelormittal 14.00 Call 0.2500 19-jun-15 ES0613707HA4 500,000 1.0000 9.1980 0.0000 Arcelormittal 10.00 Put 0.2500 19-jun-15 ES0613707HB2 400,000 1.0000 9.1980 0.2005 Arcelormittal 12.00 Put 0.2500 19-jun-15 ES0613707HC0 400,000 1.0000 9.1980 0.7005 Axa 17.00 Call 0.2500 19-jun-15 ES0613707HF3 500,000 1.0000 22.5250 1.3813 Axa 19.00 Call 0.2500 19-jun-15 ES0613707HG1 500,000 1.0000 22.5250 0.8813 Axa 21.00 Call 0.2500 19-jun-15 ES0613707HH9 500,000 1.0000 22.5250 0.3813 Axa 23.00 Call 0.2500 19-jun-15 ES0613707HI7 500,000 1.0000 22.5250 0.0000
Ref. Axa 18.00 Put 0.2500 19-jun-15 ES0613707HJ5 400,000 1.0000 22.5250 0.0000 Axa 20.00 Put 0.2500 19-jun-15 ES0613707HK3 400,000 1.0000 22.5250 0.0000 8.00 Call 0.5000 19-jun-15 ES0613707Y65 2,000,000 1.0000 9.0181 0.5091 8.25 Call 0.5000 19-jun-15 ES0613707Y73 2,000,000 1.0000 9.0181 0.3841 8.50 Call 0.5000 19-jun-15 ES0613707Y81 2,000,000 1.0000 9.0181 0.2591 8.75 Call 0.5000 19-jun-15 ES0613707Y99 2,000,000 1.0000 9.0181 0.1341 9.00 Call 0.5000 19-jun-15 ES0613707Z07 2,000,000 1.0000 9.0181 0.0091 9.25 Call 0.5000 19-jun-15 ES0613707Z15 2,000,000 9.50 Call 0.5000 19-jun-15 ES0613707Z23 2,000,000 9.75 Call 0.5000 19-jun-15 ES0613707Z31 2,000,000 10.00 Call 0.5000 19-jun-15 ES0613707Z49 2,000,000 10.25 Call 0.5000 19-jun-15 ES0613707Z56 2,000,000 10.50 Call 0.5000 19-jun-15 ES0613707Z64 2,000,000 10.75 Call 0.5000 19-jun-15 ES0613707Z72 2,000,000 11.00 Call 0.5000 19-jun-15 ES0613707Z80 2,000,000 11.25 Call 0.5000 19-jun-15 ES0613707Z98 2,000,000 6.50 Put 0.5000 19-jun-15 ES0613707AA9 1,000,000 7.00 Put 0.5000 19-jun-15 ES0613707AB7 1,000,000
Ref. 7.50 Put 0.5000 19-jun-15 ES0613707AC5 1,000,000 8.00 Put 0.5000 19-jun-15 ES0613707AD3 1,000,000 8.50 Put 0.5000 19-jun-15 ES0613707AE1 1,000,000 9.00 Put 0.5000 19-jun-15 ES0613707AF8 1,000,000 9.50 Put 0.5000 19-jun-15 ES0613707AG6 1,000,000 1.0000 9.0181 0.2410 10.00 Put 0.5000 19-jun-15 ES0613707AH4 1,000,000 1.0000 9.0181 0.4910 Banco Popular Español 4.00 Call 0.5000 19-jun-15 ES0613707DF2 500,000 1.0000 4.5316 0.2658 Banco Popular Español 4.50 Call 0.5000 19-jun-15 ES0613707DG0 500,000 1.0000 4.5316 0.0158 Banco Popular Español 5.00 Call 0.5000 19-jun-15 ES0613707DH8 500,000 1.0000 4.5316 0.0000 Banco Popular Español 5.50 Call 0.5000 19-jun-15 ES0613707DI6 500,000 1.0000 4.5316 0.0000 Banco Popular Español 6.00 Call 0.5000 19-jun-15 ES0613707DJ4 500,000 1.0000 4.5316 0.0000 Banco Popular Español 6.50 Call 0.5000 19-jun-15 ES0613707DK2 500,000 1.0000 4.5316 0.0000 Banco Popular Español 4.00 Put 0.5000 19-jun-15 ES0613707DL0 400,000 1.0000 4.5316 0.0000 Banco Popular Español 4.50 Put 0.5000 19-jun-15 ES0613707DM8 400,000 1.0000 4.5316 0.0000 Banco Popular Español 5.00 Put 0.5000 19-jun-15 ES0613707DN6 400,000 1.0000 4.5316 0.2342 Banco Popular Español 5.50 Put 0.5000 19-jun-15 ES0613707DO4 400,000 1.0000 4.5316 0.4842 Banco Santander 6.00 Call 0.5000 19-jun-15 ES0613707EK0 2,000,000 1.0000 6.4196 0.2098 Banco Santander 6.50 Call 0.5000 19-jun-15 ES0613707EL8 2,000,000
Ref. Banco Santander 7.00 Call 0.5000 19-jun-15 ES0613707EM6 2,000,000 Banco Santander 7.50 Call 0.5000 19-jun-15 ES0613707EN4 2,000,000 Banco Santander 8.00 Call 0.5000 19-jun-15 ES0613707EO2 2,000,000 Banco Santander 8.50 Call 0.5000 19-jun-15 ES0613707EP9 2,000,000 Banco Santander 9.00 Call 0.5000 19-jun-15 ES0613707EQ7 2,000,000 Banco Santander 9.50 Call 0.5000 19-jun-15 ES0613707ER5 2,000,000 Banco Santander 10.00 Call 0.5000 19-jun-15 ES0613707ES3 2,000,000 Banco Santander 10.50 Call 0.5000 19-jun-15 ES0613707ET1 2,000,000 Banco Santander 11.00 Call 0.5000 19-jun-15 ES0613707EU9 2,000,000 Banco Santander 11.50 Call 0.5000 19-jun-15 ES0613707EV7 2,000,000 Banco Santander 12.00 Call 0.5000 19-jun-15 ES0613707EW5 2,000,000 Banco Santander 6.00 Put 0.5000 19-jun-15 ES0613707EX3 1,000,000 Banco Santander 6.50 Put 0.5000 19-jun-15 ES0613707EY1 1,000,000 1.0000 6.4196 0.0402 Banco Santander 7.00 Put 0.5000 19-jun-15 ES0613707EZ8 1,000,000 1.0000 6.4196 0.2902 Banco Santander 7.50 Put 0.5000 19-jun-15 ES0613707FA8 1,000,000 1.0000 6.4196 0.5402 Banco Santander 8.00 Put 0.5000 19-jun-15 ES0613707FB6 1,000,000 1.0000 6.4196 0.7902 Banco Santander 8.50 Put 0.5000 19-jun-15 ES0613707FC4 1,000,000 1.0000 6.4196 1.0402 Banco Santander 9.00 Put 0.5000 19-jun-15 ES0613707FD2 1,000,000 1.0000 6.4196 1.2902
Ref. Bankinter 6.50 Call 0.5000 19-jun-15 ES0613707X82 400,000 1.0000 6.7360 0.1180 Bankinter 7.00 Call 0.5000 19-jun-15 ES0613707X90 400,000 1.0000 6.7360 0.0000 Bankinter 7.50 Call 0.5000 19-jun-15 ES0613707Y08 400,000 1.0000 6.7360 0.0000 Bankinter 8.00 Call 0.5000 19-jun-15 ES0613707Y16 400,000 1.0000 6.7360 0.0000 Bankinter 8.50 Call 0.5000 19-jun-15 ES0613707Y24 400,000 1.0000 6.7360 0.0000 Bankinter 6.50 Put 0.5000 19-jun-15 ES0613707Y32 300,000 1.0000 6.7360 0.0000 Bankinter 7.00 Put 0.5000 19-jun-15 ES0613707Y40 300,000 1.0000 6.7360 0.1320 Bankinter 7.50 Put 0.5000 19-jun-15 ES0613707Y57 300,000 1.0000 6.7360 0.3820 Bayer AG 100.00 Call 0.1000 19-jun-15 ES0613707HL1 500,000 1.0000 129.1500 2.9150 Bayer AG 110.00 Call 0.1000 19-jun-15 ES0613707HM9 500,000 1.0000 129.1500 1.9150 Bayer AG 120.00 Call 0.1000 19-jun-15 ES0613707HN7 500,000 1.0000 129.1500 0.9150 Bayer AG 130.00 Call 0.1000 19-jun-15 ES0613707HO5 500,000 1.0000 129.1500 0.0000 Bayer AG 100.00 Put 0.1000 19-jun-15 ES0613707HP2 400,000 1.0000 129.1500 0.0000 Bayer AG 110.00 Put 0.1000 19-jun-15 ES0613707HQ0 400,000 1.0000 129.1500 0.0000 Bayer AG 120.00 Put 0.1000 19-jun-15 ES0613707HR8 400,000 1.0000 129.1500 0.0000 BNP Paribas 46.00 Call 0.1000 19-jun-15 ES0613707HS6 500,000 1.0000 53.3200 0.7320 BNP Paribas 50.00 Call 0.1000 19-jun-15 ES0613707HT4 500,000 1.0000 53.3200 0.3320 BNP Paribas 54.00 Call 0.1000 19-jun-15 ES0613707HU2 500,000 1.0000 53.3200 0.0000
Ref. BNP Paribas 58.00 Call 0.1000 19-jun-15 ES0613707HV0 500,000 1.0000 53.3200 0.0000 BNP Paribas 62.00 Call 0.1000 19-jun-15 ES0613707HW8 500,000 1.0000 53.3200 0.0000 BNP Paribas 50.00 Put 0.1000 19-jun-15 ES0613707HX6 400,000 1.0000 53.3200 0.0000 BNP Paribas 54.00 Put 0.1000 19-jun-15 ES0613707HY4 400,000 1.0000 53.3200 0.0680 Deutsche Bank AG 24.00 Call 0.2500 19-jun-15 ES0613707IC8 500,000 1.0000 27.4650 0.8663 Deutsche Bank AG 26.00 Call 0.2500 19-jun-15 ES0613707ID6 500,000 1.0000 27.4650 0.3663 Deutsche Bank AG 28.00 Call 0.2500 19-jun-15 ES0613707IE4 500,000 1.0000 27.4650 0.0000 Deutsche Bank AG 30.00 Call 0.2500 19-jun-15 ES0613707IF1 500,000 1.0000 27.4650 0.0000 Deutsche Bank AG 32.00 Call 0.2500 19-jun-15 ES0613707IG9 500,000 1.0000 27.4650 0.0000 Deutsche Bank AG 34.00 Call 0.2500 19-jun-15 ES0613707IH7 500,000 1.0000 27.4650 0.0000 Deutsche Bank AG 26.00 Put 0.2500 19-jun-15 ES0613707II5 400,000 1.0000 27.4650 0.0000 Deutsche Bank AG 30.00 Put 0.2500 19-jun-15 ES0613707IJ3 400,000 1.0000 27.4650 0.6338 Deutsche Telekom AG 10.00 Call 0.2500 19-jun-15 ES0613707IM7 500,000 1.0000 15.4550 1.3638 Deutsche Telekom AG 11.00 Call 0.2500 19-jun-15 ES0613707IN5 500,000 1.0000 15.4550 1.1138 Deutsche Telekom AG 12.00 Call 0.2500 19-jun-15 ES0613707IO3 500,000 1.0000 15.4550 0.8638 Deutsche Telekom AG 13.00 Call 0.2500 19-jun-15 ES0613707IP0 500,000 1.0000 15.4550 0.6138 Deutsche Telekom AG 14.00 Call 0.2500 19-jun-15 ES0613707IQ8 500,000 1.0000 15.4550 0.3638 Deutsche Telekom AG 10.00 Put 0.2500 19-jun-15 ES0613707IR6 400,000 1.0000 15.4550 0.0000
Ref. Deutsche Telekom AG 12.00 Put 0.2500 19-jun-15 ES0613707IS4 400,000 1.0000 15.4550 0.0000 E.ON AG 14.00 Call 0.2500 19-jun-15 ES0613707IY2 500,000 1.0000 12.5650 0.0000 E.ON AG 15.00 Call 0.2500 19-jun-15 ES0613707IZ9 500,000 1.0000 12.5650 0.0000 E.ON AG 16.00 Call 0.2500 19-jun-15 ES0613707JA0 500,000 1.0000 12.5650 0.0000 E.ON AG 17.00 Call 0.2500 19-jun-15 ES0613707JB8 500,000 1.0000 12.5650 0.0000 E.ON AG 14.00 Put 0.2500 19-jun-15 ES0613707JC6 400,000 1.0000 12.5650 0.3588 E.ON AG 16.00 Put 0.2500 19-jun-15 ES0613707JD4 400,000 1.0000 12.5650 0.8588 Enagas 25.00 Call 0.2500 19-jun-15 ES0613707AN2 400,000 1.0000 25.2920 0.0730 Enagas 26.00 Call 0.2500 19-jun-15 ES0613707AO0 400,000 1.0000 25.2920 0.0000 Enagas 27.00 Call 0.2500 19-jun-15 ES0613707AP7 400,000 1.0000 25.2920 0.0000 Enagas 28.00 Call 0.2500 19-jun-15 ES0613707AQ5 400,000 1.0000 25.2920 0.0000 Enagas 24.00 Put 0.2500 19-jun-15 ES0613707AR3 300,000 1.0000 25.2920 0.0000 Enagas 26.00 Put 0.2500 19-jun-15 ES0613707AS1 300,000 1.0000 25.2920 0.1770 ENI SPA 18.00 Call 0.2500 19-jun-15 ES0613707IT2 500,000 1.0000 15.7900 0.0000 ENI SPA 20.00 Call 0.2500 19-jun-15 ES0613707IU0 500,000 1.0000 15.7900 0.0000 ENI SPA 18.00 Put 0.2500 19-jun-15 ES0613707IV8 400,000 1.0000 15.7900 0.5525 Euro Stoxx 50 3,000.00 Call 0.0020 19-jun-15 ES0613707MM9 750,000 1.0000 3,453.6000 0.9072 Euro Stoxx 50 3,250.00 Call 0.0020 19-jun-15 ES0613707MN7 750,000 1.0000 3,453.6000 0.4072
Ref. Euro Stoxx 50 3,500.00 Call 0.0020 19-jun-15 ES0613707MO5 750,000 1.0000 3,453.6000 0.0000 Euro Stoxx 50 3,750.00 Call 0.0020 19-jun-15 ES0613707MP2 750,000 1.0000 3,453.6000 0.0000 Euro Stoxx 50 4,000.00 Call 0.0020 19-jun-15 ES0613707MQ0 750,000 1.0000 3,453.6000 0.0000 Euro Stoxx 50 3,000.00 Put 0.0020 19-jun-15 ES0613707MR8 500,000 1.0000 3,453.6000 0.0000 Euro Stoxx 50 3,250.00 Put 0.0020 19-jun-15 ES0613707MS6 500,000 1.0000 3,453.6000 0.0000 Euro Stoxx 50 3,500.00 Put 0.0020 19-jun-15 ES0613707MT4 500,000 1.0000 3,453.6000 0.0928 Ferrovial 15.00 Call 0.2500 19-jun-15 ES0613707BC3 400,000 1.0000 19.4634 1.1159 Ferrovial 16.00 Call 0.2500 19-jun-15 ES0613707BD1 400,000 1.0000 19.4634 0.8659 Ferrovial 17.00 Call 0.2500 19-jun-15 ES0613707BE9 400,000 1.0000 19.4634 0.6159 Ferrovial 18.00 Call 0.2500 19-jun-15 ES0613707BF6 400,000 1.0000 19.4634 0.3659 Ferrovial 17.00 Put 0.2500 19-jun-15 ES0613707BG4 300,000 1.0000 19.4634 0.0000 Fomento de Construcciones y Contratas 10.25 Call 0.3413 19-jun-15 ES0613707AW3 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 10.99 Call 0.3413 19-jun-15 ES0613707AX1 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 11.72 Call 0.3413 19-jun-15 ES0613707AY9 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 12.45 Call 0.3413 19-jun-15 ES0613707AZ6 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 10.25 Put 0.3413 19-jun-15 ES0613707BA7 300,000 1.0000 8.9273 0.4514 Gamesa Corporación Tecnológica 8.00 Call 0.5000 19-jun-15 ES0613707BK6 400,000 1.0000 14.1174 3.0587 Gamesa Corporación Tecnológica 9.00 Call 0.5000 19-jun-15 ES0613707BL4 400,000 1.0000 14.1174 2.5587
Ref. Gamesa Corporación Tecnológica 10.00 Call 0.5000 19-jun-15 ES0613707BM2 400,000 1.0000 14.1174 2.0587 Gamesa Corporación Tecnológica 11.00 Call 0.5000 19-jun-15 ES0613707BN0 400,000 1.0000 14.1174 1.5587 Gamesa Corporación Tecnológica 8.00 Put 0.5000 19-jun-15 ES0613707BO8 300,000 1.0000 14.1174 0.0000 Gamesa Corporación Tecnológica 9.00 Put 0.5000 19-jun-15 ES0613707BP5 300,000 1.0000 14.1174 0.0000 Gas Natural SDG 22.00 Call 0.2500 19-jun-15 ES0613707BU5 500,000 1.0000 21.1979 0.0000 Gas Natural SDG 23.00 Call 0.2500 19-jun-15 ES0613707BV3 500,000 1.0000 21.1979 0.0000 Gas Natural SDG 24.00 Call 0.2500 19-jun-15 ES0613707BW1 500,000 1.0000 21.1979 0.0000 Gas Natural SDG 25.00 Call 0.2500 19-jun-15 ES0613707BX9 500,000 1.0000 21.1979 0.0000 Gas Natural SDG 26.00 Call 0.2500 19-jun-15 ES0613707BY7 500,000 1.0000 21.1979 0.0000 Gas Natural SDG 22.00 Put 0.2500 19-jun-15 ES0613707BZ4 400,000 1.0000 21.1979 0.2005 Gas Natural SDG 23.00 Put 0.2500 19-jun-15 ES0613707CA5 400,000 1.0000 21.1979 0.4505 Gas Natural SDG 24.00 Put 0.2500 19-jun-15 ES0613707CB3 400,000 1.0000 21.1979 0.7005 Iberdrola 5.00 Call 0.5000 19-jun-15 ES0613707CE7 1,000,000 1.0000 6.0718 0.5359 Iberdrola 5.50 Call 0.5000 19-jun-15 ES0613707CF4 1,000,000 1.0000 6.0718 0.2859 Iberdrola 5.75 Call 0.5000 19-jun-15 ES0613707CG2 1,000,000 1.0000 6.0718 0.1609 Iberdrola 6.00 Call 0.5000 19-jun-15 ES0613707CH0 1,000,000 1.0000 6.0718 0.0359 Iberdrola 6.25 Call 0.5000 19-jun-15 ES0613707CI8 1,000,000 1.0000 6.0718 0.0000 Iberdrola 6.50 Call 0.5000 19-jun-15 ES0613707CJ6 1,000,000 1.0000 6.0718 0.0000
Ref. Iberdrola 5.50 Put 0.5000 19-jun-15 ES0613707CK4 750,000 1.0000 6.0718 0.0000 Iberdrola 5.75 Put 0.5000 19-jun-15 ES0613707CL2 750,000 1.0000 6.0718 0.0000 Iberdrola 6.00 Put 0.5000 19-jun-15 ES0613707CM0 750,000 1.0000 6.0718 0.0000 Ibex 35 8,500.00 Call 0.0010 19-jun-15 ES0613707LK5 2,000,000 1.0000 10,969.4000 2.4694 Ibex 35 9,000.00 Call 0.0010 19-jun-15 ES0613707LL3 2,000,000 1.0000 10,969.4000 1.9694 Ibex 35 9,500.00 Call 0.0010 19-jun-15 ES0613707LM1 2,000,000 1.0000 10,969.4000 1.4694 Ibex 35 10,000.00 Call 0.0010 19-jun-15 ES0613707LN9 2,000,000 1.0000 10,969.4000 0.9694 Ibex 35 10,500.00 Call 0.0010 19-jun-15 ES0613707LO7 2,000,000 1.0000 10,969.4000 0.4694 Ibex 35 11,000.00 Call 0.0010 19-jun-15 ES0613707LP4 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 11,500.00 Call 0.0010 19-jun-15 ES0613707LQ2 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 12,000.00 Call 0.0010 19-jun-15 ES0613707LR0 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 12,500.00 Call 0.0010 19-jun-15 ES0613707LS8 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 13,000.00 Call 0.0010 19-jun-15 ES0613707LT6 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 13,500.00 Call 0.0010 19-jun-15 ES0613707LU4 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 14,000.00 Call 0.0010 19-jun-15 ES0613707LV2 2,000,000 1.0000 10,969.4000 0.0000 Ibex 35 8,500.00 Put 0.0010 19-jun-15 ES0613707LW0 1,000,000 1.0000 10,969.4000 0.0000 Ibex 35 9,000.00 Put 0.0010 19-jun-15 ES0613707LX8 1,000,000 1.0000 10,969.4000 0.0000 Ibex 35 9,500.00 Put 0.0010 19-jun-15 ES0613707LY6 1,000,000 1.0000 10,969.4000 0.0000
Ref. Ibex 35 10,000.00 Put 0.0010 19-jun-15 ES0613707LZ3 1,000,000 1.0000 10,969.4000 0.0000 Ibex 35 10,500.00 Put 0.0010 19-jun-15 ES0613707MA4 1,000,000 1.0000 10,969.4000 0.0000 Ibex 35 11,000.00 Put 0.0010 19-jun-15 ES0613707MB2 1,000,000 1.0000 10,969.4000 0.0306 Ibex 35 11,500.00 Put 0.0010 19-jun-15 ES0613707MC0 1,000,000 1.0000 10,969.4000 0.5306 Ibex 35 12,000.00 Put 0.0010 19-jun-15 ES0613707MD8 1,000,000 1.0000 10,969.4000 1.0306 Inditex 20.91 Call 0.5023 19-jun-15 ES0613707CN8 500,000 1.0000 29.4924 4.3109 Inditex 21.90 Call 0.5023 19-jun-15 ES0613707CO6 500,000 1.0000 29.4924 3.8137 Inditex 22.90 Call 0.5023 19-jun-15 ES0613707CP3 500,000 1.0000 29.4924 3.3114 Inditex 23.89 Call 0.5023 19-jun-15 ES0613707CQ1 500,000 1.0000 29.4924 2.8141 Inditex 24.89 Call 0.5023 19-jun-15 ES0613707CR9 500,000 1.0000 29.4924 2.3118 Inditex 25.88 Call 0.5023 19-jun-15 ES0613707CS7 500,000 1.0000 29.4924 1.8145 Inditex 26.88 Call 0.5023 19-jun-15 ES0613707CT5 500,000 1.0000 29.4924 1.3122 Inditex 18.91 Put 0.5023 19-jun-15 ES0613707CU3 400,000 1.0000 29.4924 0.0000 Inditex 20.91 Put 0.5023 19-jun-15 ES0613707CV1 400,000 1.0000 29.4924 0.0000 Inditex 22.90 Put 0.5023 19-jun-15 ES0613707CW9 400,000 1.0000 29.4924 0.0000 Inditex 24.89 Put 0.5023 19-jun-15 ES0613707CX7 400,000 1.0000 29.4924 0.0000 Indra Sistemas 11.00 Call 0.2500 19-jun-15 ES0613707CZ2 400,000 1.0000 9.5033 0.0000 Indra Sistemas 12.00 Call 0.2500 19-jun-15 ES0613707DA3 400,000 1.0000 9.5033 0.0000
Ref. Indra Sistemas 13.00 Call 0.2500 19-jun-15 ES0613707DB1 400,000 1.0000 9.5033 0.0000 Indra Sistemas 14.00 Call 0.2500 19-jun-15 ES0613707DC9 400,000 1.0000 9.5033 0.0000 Indra Sistemas 11.00 Put 0.2500 19-jun-15 ES0613707DD7 300,000 1.0000 9.5033 0.3742 Indra Sistemas 12.00 Put 0.2500 19-jun-15 ES0613707DE5 300,000 1.0000 9.5033 0.6242 Koninklijke Philips Electronics NV 20.00 Call 0.2500 19-jun-15 ES0613707KA8 500,000 1.0000 23.3650 0.8413 Koninklijke Philips Electronics NV 22.00 Call 0.2500 19-jun-15 ES0613707KB6 500,000 1.0000 23.3650 0.3413 Koninklijke Philips Electronics NV 24.00 Call 0.2500 19-jun-15 ES0613707KC4 500,000 1.0000 23.3650 0.0000 Koninklijke Philips Electronics NV 26.00 Call 0.2500 19-jun-15 ES0613707KD2 500,000 1.0000 23.3650 0.0000 Koninklijke Philips Electronics NV 20.00 Put 0.2500 19-jun-15 ES0613708314 400,000 1.0000 23.3650 0.0000 Koninklijke Philips Electronics NV 26.00 Put 0.2500 19-jun-15 ES0613707KF7 400,000 1.0000 23.3650 0.6588 Nokia OYJ 6.00 Call 0.5000 19-jun-15 ES0613707JR4 500,000 1.0000 6.5100 0.2550 Nokia OYJ 6.40 Call 0.5000 19-jun-15 ES0613707JS2 500,000 1.0000 6.5100 0.0550 Nokia OYJ 6.80 Call 0.5000 19-jun-15 ES0613707JT0 500,000 1.0000 6.5100 0.0000 Nokia OYJ 7.20 Call 0.5000 19-jun-15 ES0613707JU8 500,000 1.0000 6.5100 0.0000 Nokia OYJ 7.60 Call 0.5000 19-jun-15 ES0613707JV6 500,000 1.0000 6.5100 0.0000 Nokia OYJ 6.40 Put 0.5000 19-jun-15 ES0613707JW4 400,000 1.0000 6.5100 0.0000 Nokia OYJ 6.80 Put 0.5000 19-jun-15 ES0613707JX2 400,000 1.0000 6.5100 0.1450 Orange 10.00 Call 0.5000 19-jun-15 ES0613707JG7 500,000 1.0000 13.7300 1.8650
Ref. Orange 11.00 Call 0.5000 19-jun-15 ES0613707JH5 500,000 1.0000 13.7300 1.3650 Orange 12.00 Call 0.5000 19-jun-15 ES0613707JI3 500,000 1.0000 13.7300 0.8650 Orange 13.00 Call 0.5000 19-jun-15 ES0613707JJ1 500,000 1.0000 13.7300 0.3650 Orange 14.00 Call 0.5000 19-jun-15 ES0613707JK9 500,000 1.0000 13.7300 0.0000 Orange 11.00 Put 0.5000 19-jun-15 ES0613707JL7 400,000 1.0000 13.7300 0.0000 Orange 12.00 Put 0.5000 19-jun-15 ES0613707JM5 400,000 1.0000 13.7300 0.0000 Red Eléctrica Corporación 62.00 Call 0.2500 19-jun-15 ES0613707DS5 400,000 1.0000 72.8890 2.7223 Red Eléctrica Corporación 64.00 Call 0.2500 19-jun-15 ES0613707DT3 400,000 1.0000 72.8890 2.2223 Red Eléctrica Corporación 66.00 Call 0.2500 19-jun-15 ES0613707DU1 400,000 1.0000 72.8890 1.7223 Red Eléctrica Corporación 68.00 Call 0.2500 19-jun-15 ES0613707DV9 400,000 1.0000 72.8890 1.2223 Red Eléctrica Corporación 70.00 Call 0.2500 19-jun-15 ES0613707DW7 400,000 1.0000 72.8890 0.7222 Red Eléctrica Corporación 64.00 Put 0.2500 19-jun-15 ES0613707DX5 300,000 1.0000 72.8890 0.0000 Red Eléctrica Corporación 68.00 Put 0.2500 19-jun-15 ES0613707DY3 300,000 1.0000 72.8890 0.0000 Repsol YPF 17.00 Call 0.2500 19-jun-15 ES0613707DZ0 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 18.00 Call 0.2500 19-jun-15 ES0613707EA1 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 19.00 Call 0.2500 19-jun-15 ES0613707EB9 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 20.00 Call 0.2500 19-jun-15 ES0613707EC7 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 21.00 Call 0.2500 19-jun-15 ES0613707ED5 1,000,000 1.0000 16.1820 0.0000
Ref. Repsol YPF 22.00 Call 0.2500 19-jun-15 ES0613707EE3 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 23.00 Call 0.2500 19-jun-15 ES0613707EF0 1,000,000 1.0000 16.1820 0.0000 Repsol YPF 17.00 Put 0.2500 19-jun-15 ES0613707EG8 750,000 1.0000 16.1820 0.2045 Repsol YPF 18.00 Put 0.2500 19-jun-15 ES0613707EH6 750,000 1.0000 16.1820 0.4545 Repsol YPF 19.00 Put 0.2500 19-jun-15 ES0613707EI4 750,000 1.0000 16.1820 0.7045 Repsol YPF 20.00 Put 0.2500 19-jun-15 ES0613707EJ2 750,000 1.0000 16.1820 0.9545 Sanofi 82.00 Call 0.1000 19-jun-15 ES0613707KI1 500,000 1.0000 86.4500 0.4450 Sanofi 86.00 Call 0.1000 19-jun-15 ES0613707KJ9 500,000 1.0000 86.4500 0.0450 Sanofi 90.00 Call 0.1000 19-jun-15 ES0613707KK7 500,000 1.0000 86.4500 0.0000 Sanofi 84.00 Put 0.1000 19-jun-15 ES0613707KL5 400,000 1.0000 86.4500 0.0000 Sanofi 88.00 Put 0.1000 19-jun-15 ES0613707KM3 400,000 1.0000 86.4500 0.1550 Siemens AG 90.00 Call 0.1000 19-jun-15 ES0613707KN1 500,000 1.0000 93.9900 0.3990 Siemens AG 94.00 Call 0.1000 19-jun-15 ES0613707KO9 500,000 1.0000 93.9900 0.0000 Siemens AG 98.00 Call 0.1000 19-jun-15 ES0613707KP6 500,000 1.0000 93.9900 0.0000 Siemens AG 102.00 Call 0.1000 19-jun-15 ES0613707KQ4 500,000 1.0000 93.9900 0.0000 Siemens AG 106.00 Call 0.1000 19-jun-15 ES0613707KR2 500,000 1.0000 93.9900 0.0000 Siemens AG 94.00 Put 0.1000 19-jun-15 ES0613707KS0 400,000 1.0000 93.9900 0.0010 Siemens AG 98.00 Put 0.1000 19-jun-15 ES0613707KT8 400,000 1.0000 93.9900 0.4010
Ref. Societe Generale 38.00 Call 0.2500 19-jun-15 ES0613707KU6 500,000 1.0000 42.2200 1.0550 Societe Generale 40.00 Call 0.2500 19-jun-15 ES0613707KV4 500,000 1.0000 42.2200 0.5550 Societe Generale 42.00 Call 0.2500 19-jun-15 ES0613707KW2 500,000 1.0000 42.2200 0.0550 Societe Generale 44.00 Call 0.2500 19-jun-15 ES0613707KX0 500,000 1.0000 42.2200 0.0000 Societe Generale 46.00 Call 0.2500 19-jun-15 ES0613707KY8 500,000 1.0000 42.2200 0.0000 Societe Generale 48.00 Call 0.2500 19-jun-15 ES0613707KZ5 500,000 1.0000 42.2200 0.0000 Societe Generale 40.00 Put 0.2500 19-jun-15 ES0613707LA6 400,000 1.0000 42.2200 0.0000 Societe Generale 44.00 Put 0.2500 19-jun-15 ES0613707LB4 400,000 1.0000 42.2200 0.4450 Telefónica 9.39 Call 0.2529 19-jun-15 ES0613707FE0 2,000,000 1.0000 12.8366 0.8716 Telefónica 9.89 Call 0.2529 19-jun-15 ES0613707FF7 2,000,000 1.0000 12.8366 0.7452 Telefónica 10.38 Call 0.2529 19-jun-15 ES0613707FG5 2,000,000 1.0000 12.8366 0.6213 Telefónica 10.88 Call 0.2529 19-jun-15 ES0613707FH3 2,000,000 1.0000 12.8366 0.4948 Telefónica 11.37 Call 0.2529 19-jun-15 ES0613707FI1 2,000,000 1.0000 12.8366 0.3709 Telefónica 11.86 Call 0.2529 19-jun-15 ES0613707FJ9 2,000,000 1.0000 12.8366 0.2470 Telefónica 12.36 Call 0.2529 19-jun-15 ES0613707FK7 2,000,000 1.0000 12.8366 0.1205 Telefónica 12.85 Call 0.2529 19-jun-15 ES0613707FL5 2,000,000 1.0000 12.8366 0.0000 Telefónica 13.35 Call 0.2529 19-jun-15 ES0613707FM3 2,000,000 1.0000 12.8366 0.0000 Telefónica 13.84 Call 0.2529 19-jun-15 ES0613707FN1 2,000,000 1.0000 12.8366 0.0000
Ref. Telefónica 14.34 Call 0.2529 19-jun-15 ES0613707FO9 2,000,000 1.0000 12.8366 0.0000 Telefónica 14.83 Call 0.2529 19-jun-15 ES0613707FP6 2,000,000 1.0000 12.8366 0.0000 Telefónica 15.32 Call 0.2529 19-jun-15 ES0613707FQ4 2,000,000 1.0000 12.8366 0.0000 Telefónica 15.82 Call 0.2529 19-jun-15 ES0613707FR2 2,000,000 1.0000 12.8366 0.0000 Telefónica 9.89 Put 0.2529 19-jun-15 ES0613707FS0 1,000,000 1.0000 12.8366 0.0000 Telefónica 10.38 Put 0.2529 19-jun-15 ES0613707FT8 1,000,000 1.0000 12.8366 0.0000 Telefónica 10.88 Put 0.2529 19-jun-15 ES0613707FU6 1,000,000 1.0000 12.8366 0.0000 Telefónica 11.37 Put 0.2529 19-jun-15 ES0613707FV4 1,000,000 1.0000 12.8366 0.0000 Telefónica 11.86 Put 0.2529 19-jun-15 ES0613707FW2 1,000,000 1.0000 12.8366 0.0000 Telefónica 12.36 Put 0.2529 19-jun-15 ES0613707FX0 1,000,000 1.0000 12.8366 0.0000 Telefónica 12.85 Put 0.2529 19-jun-15 ES0613707FY8 1,000,000 1.0000 12.8366 0.0034 Telefónica 13.35 Put 0.2529 19-jun-15 ES0613707FZ5 1,000,000 1.0000 12.8366 0.1298 Total 48.00 Call 0.2500 19-jun-15 ES0613707LC2 500,000 1.0000 44.1950 0.0000 Total 50.00 Call 0.2500 19-jun-15 ES0613707LD0 500,000 1.0000 44.1950 0.0000 Total 52.00 Call 0.2500 19-jun-15 ES0613707LE8 500,000 1.0000 44.1950 0.0000 Total 54.00 Call 0.2500 19-jun-15 ES0613707LF5 500,000 1.0000 44.1950 0.0000 Total 56.00 Call 0.2500 19-jun-15 ES0613707LG3 500,000 1.0000 44.1950 0.0000 Total 58.00 Call 0.2500 19-jun-15 ES0613707LH1 500,000 1.0000 44.1950 0.0000
Ref. Total 48.00 Put 0.2500 19-jun-15 ES0613707LI9 400,000 1.0000 44.1950 0.9513 Total 52.00 Put 0.2500 19-jun-15 ES0613707LJ7 400,000 1.0000 44.1950 1.9513 Xetra Dax 9,000.00 Call 0.0010 19-jun-15 ES0613707ME6 750,000 1.0000 11,121.3000 2.1213 Xetra Dax 9,500.00 Call 0.0010 19-jun-15 ES0613707MF3 750,000 1.0000 11,121.3000 1.6213 Xetra Dax 10,000.00 Call 0.0010 19-jun-15 ES0613707MG1 750,000 1.0000 11,121.3000 1.1213 Xetra Dax 10,500.00 Call 0.0010 19-jun-15 ES0613707MH9 750,000 1.0000 11,121.3000 0.6213 Xetra Dax 11,000.00 Call 0.0010 19-jun-15 ES0613707MI7 750,000 1.0000 11,121.3000 0.1213 Xetra Dax 9,000.00 Put 0.0010 19-jun-15 ES0613707MJ5 500,000 1.0000 11,121.3000 0.0000 Xetra Dax 9,500.00 Put 0.0010 19-jun-15 ES0613707MK3 500,000 1.0000 11,121.3000 0.0000 Xetra Dax 10,000.00 Put 0.0010 19-jun-15 ES0613707ML1 500,000 1.0000 11,121.3000 0.0000 Zeltia 2.20 Call 0.5000 19-jun-15 ES0613707GA6 400,000 1.0000 3.7651 0.7826 Zeltia 2.60 Call 0.5000 19-jun-15 ES0613707GB4 400,000 1.0000 3.7651 0.5826 Zeltia 3.00 Call 0.5000 19-jun-15 ES0613707GC2 400,000 1.0000 3.7651 0.3826 Zeltia 3.40 Call 0.5000 19-jun-15 ES0613707GD0 400,000 1.0000 3.7651 0.1826 Zeltia 2.20 Put 0.5000 19-jun-15 ES0613707GE8 300,000 1.0000 3.7651 0.0000 Zeltia 2.60 Put 0.5000 19-jun-15 ES0613707GF5 300,000 1.0000 3.7651 0.0000 Zeltia 3.00 Put 0.5000 19-jun-15 ES0613707GG3 300,000 1.0000 3.7651 0.0000 Luis Miguel Durán Rubio BBVA Banco de Financiación, S.A.
Comisión Nacional del Mercado de Valores Calle Edison, 4 28010 Madrid Madrid, 22 de junio de 2015 Ref.: VENCIMIENTO DE WARRANTS EMITIDOS POR BBVA BANCO DE FINANCIACIÓN, S.A. (Condiciones es de Warrants registradas en la C.N.M.V. con fecha 04 de diciembre de 2014) Estimados Sres.: Por la presente, y de acuerdo con lo estipulado en el Folleto Base de Warrants de BBVA Banco de Financiación, S.A., registrado en la CNMV con fecha 10 de julio de 2014, les informamos del vencimiento de los s emitidos por BBVA Banco de Financiación, S.A. Ref. Acciona 52.00 Call 0.2500 19-jun-15 ES0613707OD4 400,000 1.0000 66.0774 3.5194 Acciona 56.00 Call 0.2500 19-jun-15 ES0613707OE2 400,000 1.0000 66.0774 2.5194 Acciona 60.00 Call 0.2500 19-jun-15 ES0613707OF9 400,000 1.0000 66.0774 1.5194 Acciona 54.00 Put 0.2500 19-jun-15 ES0613707OG7 300,000 1.0000 66.0774 0.0000 Acciona 58.00 Put 0.2500 19-jun-15 ES0613707OH5 300,000 1.0000 66.0774 0.0000 Acerinox 10.00 Call 0.5000 19-jun-15 ES0613707OP8 400,000 1.0000 13.0792 1.5396 Acerinox 11.00 Call 0.5000 19-jun-15 ES0613707OQ6 400,000 1.0000 13.0792 1.0396 Acerinox 10.00 Put 0.5000 19-jun-15 ES0613707OR4 300,000 1.0000 13.0792 0.0000 Acerinox 11.00 Put 0.5000 19-jun-15 ES0613707OS2 300,000 1.0000 13.0792 0.0000 Acs, Actividades de Construcción y Servicios 28.00 Call 0.2500 19-jun-15 ES0613707PB5 400,000 1.0000 28.5093 0.1273 Acs, Actividades de Construcción y Servicios 27.00 Put 0.2500 19-jun-15 ES0613707PC3 300,000 1.0000 28.5093 0.0000
Ref. Allianz SE 120.00 Put 0.1000 19-jun-15 ES0613707XM6 400,000 1.0000 142.1000 0.0000 Apple INC 120.00 Call 0.1000 19-jun-15 ES0613707XV7 500,000 1.1299 127.7100 0.6824 Apple INC 90.00 Put 0.1000 19-jun-15 ES0613707XW5 400,000 1.1299 127.7100 0.0000 Apple INC 120.00 Put 0.1000 19-jun-15 ES0613707XX3 400,000 1.1299 127.7100 0.0000 Arcelormittal 9.000 Call 0.5000 19-jun-15 ES0613707YF8 500,000 1.0000 9.1980 0.0990 Axa 16.00 Put 0.2500 19-jun-15 ES0613707YN2 400,000 1.0000 22.5250 0.0000 Banco Popular Español 3.500 Call 0.5000 19-jun-15 ES0613707TV5 500,000 1.0000 4.5316 0.5158 Banco Popular Español 3.500 Put 0.5000 19-jun-15 ES0613707TW3 400,000 1.0000 4.5316 0.0000 Banco Santander 5.500 Call 0.5000 19-jun-15 ES0613707VK4 2,000,000 1.0000 6.4196 0.4598 Banco Santander 5.500 Put 0.5000 19-jun-15 ES0613707VL2 1,000,000 Bankinter 5.50 Call 0.5000 19-jun-15 ES0613707PM2 400,000 1.0000 6.7360 0.6180 Bankinter 6.00 Call 0.5000 19-jun-15 ES0613707PN0 400,000 1.0000 6.7360 0.3680 Bankinter 6.00 Put 0.5000 19-jun-15 ES0613707PO8 300,000 1.0000 6.7360 0.0000 Bayer AG 140.00 Call 0.1000 19-jun-15 ES0613707YW3 500,000 1.0000 129.1500 0.0000 BNP Paribas 42.00 Call 0.2500 19-jun-15 ES0613707ZG3 500,000 1.0000 53.3200 2.8300 BNP Paribas 46.00 Put 0.2500 19-jun-15 ES0613707ZH1 400,000 1.0000 53.3200 0.0000 Deutsche Bank AG 24.00 Put 0.2500 19-jun-15 ES0613707ZR0 400,000 1.0000 27.4650 0.0000 ENI SPA 16.00 Call 0.2500 19-jun-15 ES0613708082 500,000 1.0000 15.7900 0.0000
Ref. ENI SPA 16.00 Put 0.2500 19-jun-15 ES0613708090 500,000 1.0000 15.7900 0.0525 EUR/CHF 1.210 Call 10.0000 19-jun-15 ES06137081C0 1,000,000 Fixing BCE 1.0449 1.0449 0.0000 EUR/CHF 1.220 Call 10.0000 19-jun-15 ES06137081D8 1,000,000 Fixing BCE 1.0449 1.0449 0.0000 EUR/CHF 1.204 Put 10.0000 19-jun-15 ES06137081E6 1,000,000 Fixing BCE 1.0449 1.0449 1.5226 EUR/GBP 0.795 Call 10.0000 19-jun-15 ES06137081F3 1,000,000 Fixing BCE 0.7134 0.7134 0.0000 EUR/GBP 0.805 Call 10.0000 19-jun-15 ES06137081G1 1,000,000 Fixing BCE 0.7134 0.7134 0.0000 EUR/GBP 0.815 Call 10.0000 19-jun-15 ES06137081H9 1,000,000 Fixing BCE 0.7134 0.7134 0.0000 EUR/GBP 0.765 Put 10.0000 19-jun-15 ES06137081I7 1,000,000 Fixing BCE 0.7134 0.7134 0.7233 EUR/GBP 0.775 Put 10.0000 19-jun-15 ES06137081J5 1,000,000 Fixing BCE 0.7134 0.7134 0.8635 EUR/JPY 143.000 Call 10.0000 19-jun-15 ES06137081K3 1,000,000 Fixing BCE 139.1900 139.1900 0.0000 EUR/JPY 145.000 Call 10.0000 19-jun-15 ES06137081L1 1,000,000 Fixing BCE 139.1900 139.1900 0.0000 EUR/JPY 147.000 Call 10.0000 19-jun-15 ES06137081M9 1,000,000 Fixing BCE 139.1900 139.1900 0.0000 EUR/JPY 136.000 Put 10.0000 19-jun-15 ES06137081N7 1,000,000 Fixing BCE 139.1900 139.1900 0.0000 EUR/JPY 138.000 Put 10.0000 19-jun-15 ES06137081O5 1,000,000 Fixing BCE 139.1900 139.1900 0.0000 EUR/JPY 140.000 Put 10.0000 19-jun-15 ES06137081P2 1,000,000 Fixing BCE 139.1900 139.1900 0.0582 EUR/USD 1.260 Call 10.0000 19-jun-15 ES06137081Q0 1,000,000 Fixing BCE 1.1299 1.1299 0.0000 EUR/USD 1.275 Call 10.0000 19-jun-15 ES06137081R8 1,000,000 Fixing BCE 1.1299 1.1299 0.0000 EUR/USD 1.290 Call 10.0000 19-jun-15 ES06137081S6 1,000,000 Fixing BCE 1.1299 1.1299 0.0000
Ref. EUR/USD 1.305 Call 10.0000 19-jun-15 ES06137081T4 1,000,000 Fixing BCE 1.1299 1.1299 0.0000 EUR/USD 1.320 Call 10.0000 19-jun-15 ES06137081U2 1,000,000 Fixing BCE 1.1299 1.1299 0.0000 EUR/USD 1.335 Call 10.0000 19-jun-15 ES06137081V0 1,000,000 Fixing BCE 1.1299 1.1299 0.0000 EUR/USD 1.185 Put 10.0000 19-jun-15 ES06137081W8 1,000,000 Fixing BCE 1.1299 1.1299 0.4877 EUR/USD 1.200 Put 10.0000 19-jun-15 ES06137081X6 1,000,000 Fixing BCE 1.1299 1.1299 0.6204 EUR/USD 1.215 Put 10.0000 19-jun-15 ES06137081Y4 1,000,000 Fixing BCE 1.1299 1.1299 0.7532 EUR/USD 1.230 Put 10.0000 19-jun-15 ES06137081Z1 1,000,000 Fixing BCE 1.1299 1.1299 0.8859 Fomento de Construcciones y Contratas 9.52 Call 0.3413 19-jun-15 ES0613707RD7 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 9.52 Put 0.3413 19-jun-15 ES0613707RE5 300,000 1.0000 8.9273 0.2023 Gamesa Corporación Tecnológica 7.00 Call 0.5000 19-jun-15 ES0613707RP1 400,000 1.0000 14.1174 3.5587 Gamesa Corporación Tecnológica 7.00 Put 0.5000 19-jun-15 ES0613707RQ9 300,000 1.0000 14.1174 0.0000 Gas Natural SDG 21.00 Call 0.2500 19-jun-15 ES0613707RX5 500,000 1.0000 21.1979 0.0495 Gas Natural SDG 21.00 Put 0.2500 19-jun-15 ES0613707RY3 400,000 1.0000 21.1979 0.0000 Inditex 18.00 Put 0.2500 19-jun-15 ES0613707SQ7 400,000 1.0000 29.4924 0.0000 Indra Sistemas 7.00 Call 0.5000 19-jun-15 ES0613707TH4 400,000 1.0000 9.5033 1.2517 Indra Sistemas 8.00 Call 0.5000 19-jun-15 ES0613707TI2 400,000 1.0000 9.5033 0.7517 Indra Sistemas 9.00 Call 0.5000 19-jun-15 ES0613707TJ0 400,000 1.0000 9.5033 0.2517 Indra Sistemas 7.00 Put 0.5000 19-jun-15 ES0613707TK8 300,000 1.0000 9.5033 0.0000
Ref. Indra Sistemas 8.00 Put 0.5000 19-jun-15 ES0613707TL6 300,000 1.0000 9.5033 0.0000 Koninklijke Philips Electronics NV 22.00 Put 0.2500 19-jun-15 ES0613707KE0 400,000 1.0000 23.3650 0.0000 Koninklijke Philips Electronics NV 24.00 Put 0.2500 19-jun-15 ES0613708322 400,000 1.0000 23.3650 0.1588 Red Eléctrica Corporación 74.00 Call 0.1000 19-jun-15 ES0613707UJ8 400,000 1.0000 72.8890 0.0000 Red Eléctrica Corporación 78.00 Call 0.1000 19-jun-15 ES0613707UK6 400,000 1.0000 72.8890 0.0000 Red Eléctrica Corporación 60.00 Put 0.1000 19-jun-15 ES0613707UL4 300,000 1.0000 72.8890 0.0000 Repsol YPF 16.00 Call 0.2500 19-jun-15 ES0613707UV3 1,000,000 1.0000 16.1820 0.0455 Repsol YPF 16.00 Put 0.2500 19-jun-15 ES0613707UW1 750,000 1.0000 16.1820 0.0000 Sanofi 74.00 Call 0.1000 19-jun-15 ES0613708413 500,000 1.0000 86.4500 1.2450 Sanofi 78.00 Call 0.1000 19-jun-15 ES0613708421 500,000 1.0000 86.4500 0.8450 Sanofi 76.00 Put 0.1000 19-jun-15 ES0613708439 400,000 1.0000 86.4500 0.0000 Siemens AG 90.00 Put 0.1000 19-jun-15 ES0613708512 400,000 1.0000 93.9900 0.0000 Societe Generale 36.00 Call 0.2500 19-jun-15 ES0613708629 500,000 1.0000 42.2200 1.5550 Societe Generale 36.00 Put 0.2500 19-jun-15 ES0613708637 400,000 1.0000 42.2200 0.0000 Total 44.00 Put 0.2500 19-jun-15 ES0613708736 400,000 1.0000 44.1950 0.0000 USD/MXN 14.000 Call 10.0000 19-jun-15 ES06137082A2 1,000,000 Fixing FED 1.1299 15.4199 0.8150 USD/MXN 14.500 Call 10.0000 19-jun-15 ES06137082B0 1,000,000 Fixing FED 1.1299 15.4199 0.5280 USD/MXN 13.000 Put 10.0000 19-jun-15 ES06137082C8 1,000,000 Fixing FED 1.1299 15.4199 0.0000
Luis Miguel Durán Rubio BBVA Banco de Financiación, S.A. Banco de Financiación, S.A.
Comisión Nacional del Mercado de Valores Calle Edison, 4 28010 Madrid Madrid, 22 de junio de 2015 Ref.: VENCIMIENTO DE WARRANTS EMITIDOS POR BBVA BANCO DE FINANCIACIÓN, S.A. (Condiciones es de Warrants registradas en la C.N.M.V. con fecha 10 de marzo de 2015) Estimados Sres.: Por la presente, y de acuerdo con lo estipulado en el Folleto Base de Warrants de BBVA Banco de Financiación, S.A., registrado en la CNMV con fecha 10 de julio de 2014, les informamos del vencimiento de los s emitidos por BBVA Banco de Financiación, S.A. Ref. Abertis Infraestructuras 17.14 Call 0.2625 19-jun-15 ES06137082E4 400,000 1.0000 14.9143 0.0000 Acciona 76.00 Call 0.2500 19-jun-15 ES06137082L9 400,000 1.0000 66.0774 0.0000 Acciona 50.00 Put 0.2500 19-jun-15 ES06137082M7 300,000 1.0000 66.0774 0.0000 Allianz SE 160.00 Call 0.1000 19-jun-15 ES0613708H81 500,000 1.0000 142.1000 0.0000 Allianz SE 150.00 Put 0.1000 19-jun-15 ES0613708H99 400,000 1.0000 142.1000 0.7900 Apple INC 130.00 Call 0.1000 19-jun-15 ES0613708I98 500,000 1.1299 127.7100 0.0000 Apple INC 140.00 Call 0.1000 19-jun-15 ES0613708J06 500,000 1.1299 127.7100 0.0000 Apple INC 130.00 Put 0.1000 19-jun-15 ES0613708J14 400,000 1.1299 127.7100 0.2027 Arcelormittal 8.00 Call 0.5000 19-jun-15 ES0613708K03 500,000 1.0000 9.1980 0.5990 Arcelormittal 8.00 Put 0.5000 19-jun-15 ES0613708K11 400,000 1.0000 9.1980 0.0000
Ref. Arcelormittal 9.00 Put 0.5000 19-jun-15 ES0613708K29 400,000 1.0000 9.1980 0.0000 Vizcaya Argentaria 7.50 Call 0.5000 19-jun-15 ES06137084E0 2,000,000 1.0000 9.0181 0.7591 Vizcaya Argentaria 7.75 Call 0.5000 19-jun-15 ES06137084F7 2,000,000 1.0000 9.0181 0.6341 Banco Popular Español 3.00 Call 0.5000 19-jun-15 ES06137088H4 500,000 1.0000 4.5316 0.7658 Banco Popular Español 3.00 Put 0.5000 19-jun-15 ES06137088I2 400,000 1.0000 4.5316 0.0000 Banco Santander 5.00 Call 0.5000 19-jun-15 ES0613708B95 2,000,000 1.0000 6.4196 0.7098 Banco Santander 5.00 Put 0.5000 19-jun-15 ES0613708C03 1,000,000 Bankinter 5.50 Put 0.5000 19-jun-15 ES06137083T0 300,000 1.0000 6.7360 0.0000 BNP Paribas 42.00 Put 0.2500 19-jun-15 ES0613708M50 400,000 1.0000 53.3200 0.0000 Deutsche Telekom AG 16.00 Call 0.2500 19-jun-15 ES0613708O41 500,000 1.0000 15.4550 0.0000 Deutsche Telekom AG 17.00 Call 0.2500 19-jun-15 ES0613708O58 500,000 1.0000 15.4550 0.0000 Deutsche Telekom AG 15.00 Put 0.2500 19-jun-15 ES0613708O66 400,000 1.0000 15.4550 0.0000 Deutsche Telekom AG 16.00 Put 0.2500 19-jun-15 ES0613708O74 400,000 1.0000 15.4550 0.1363 E.ON AG 13.00 Call 0.2500 19-jun-15 ES0613708Q64 500,000 1.0000 12.5650 0.0000 E.ON AG 13.00 Put 0.2500 19-jun-15 ES0613708Q72 400,000 1.0000 12.5650 0.1088 Enagas 29.00 Call 0.2500 19-jun-15 ES06137085C1 400,000 1.0000 25.2920 0.0000 Enagas 27.00 Put 0.2500 19-jun-15 ES06137085D9 300,000 1.0000 25.2920 0.4270 ENI SPA 15.00 Call 0.2500 19-jun-15 ES0613708P99 500,000 1.0000 15.7900 0.1975
Ref. ENI SPA 15.00 Put 0.2500 19-jun-15 ES0613708Q07 400,000 1.0000 15.7900 0.0000 Ferrovial 19.00 Call 0.2500 19-jun-15 ES06137085U3 400,000 1.0000 19.4634 0.1159 Ferrovial 18.00 Put 0.2500 19-jun-15 ES06137085V1 300,000 1.0000 19.4634 0.0000 Fomento de Construcciones y Contratas 13.00 Call 0.2500 19-jun-15 ES06137085K4 400,000 1.0000 8.9273 0.0000 Fomento de Construcciones y Contratas 11.00 Put 0.2500 19-jun-15 ES06137085L2 300,000 1.0000 8.9273 0.5182 Gamesa Corporación Tecnológica 10.00 Put 0.5000 19-jun-15 ES06137086D7 300,000 1.0000 14.1174 0.0000 Gas Natural SDG 20.00 Call 0.2500 19-jun-15 ES06137086M8 500,000 1.0000 21.1979 0.2995 Gas Natural SDG 20.00 Put 0.2500 19-jun-15 ES06137086N6 400,000 1.0000 21.1979 0.0000 Inditex 28.00 Call 0.2500 19-jun-15 ES06137087H6 500,000 1.0000 29.4924 0.3731 Inditex 29.00 Call 0.2500 19-jun-15 ES06137087I4 500,000 1.0000 29.4924 0.1231 Inditex 27.00 Put 0.2500 19-jun-15 ES06137087J2 400,000 1.0000 29.4924 0.0000 Indra Sistemas 9.00 Put 0.5000 19-jun-15 ES06137087W5 300,000 1.0000 9.5033 0.0000 Indra Sistemas 10.00 Put 0.5000 19-jun-15 ES06137087X3 300,000 1.0000 9.5033 0.2484 Nokia OYJ 7.20 Put 0.5000 19-jun-15 ES0613708S62 400,000 1.0000 6.5100 0.3450 Orange 16.00 Call 0.2500 19-jun-15 ES0613708R71 500,000 1.0000 13.7300 0.0000 Orange 17.00 Call 0.2500 19-jun-15 ES0613708R89 500,000 1.0000 13.7300 0.0000 Orange 16.00 Put 0.2500 19-jun-15 ES0613708R97 400,000 1.0000 13.7300 0.5675 Red Eléctrica Corporación 72.00 Put 0.1000 19-jun-15 ES06137088V5 300,000 1.0000 72.8890 0.0000
Ref. Repsol YPF 15.00 Call 0.2500 19-jun-15 ES0613708A47 1,000,000 1.0000 16.1820 0.2955 Repsol YPF 15.00 Put 0.2500 19-jun-15 ES0613708A54 750,000 1.0000 16.1820 0.0000 Sanofi 94.00 Call 0.1000 19-jun-15 ES0613708U27 500,000 1.0000 86.4500 0.0000 Sanofi 80.00 Put 0.1000 19-jun-15 ES0613708U35 400,000 1.0000 86.4500 0.0000 Siemens AG 86.00 Call 0.1000 19-jun-15 ES0613708V26 500,000 1.0000 93.9900 0.7990 Siemens AG 102.00 Put 0.1000 19-jun-15 ES0613708V34 400,000 1.0000 93.9900 0.8010 Societe Generale 32.00 Put 0.2500 19-jun-15 ES0613708W33 400,000 1.0000 42.2200 0.0000 Total 40.00 Put 0.2500 19-jun-15 ES0613708X40 500,000 1.0000 44.1950 0.0000 Xetra Dax 11500.00 Call 0.0010 19-jun-15 ES0613708AE9 750,000 1.0000 11,121.3000 0.0000 Xetra Dax 10500.00 Put 0.0010 19-jun-15 ES0613708AF6 500,000 1.0000 11,121.3000 0.0000 Xetra Dax 11000.00 Put 0.0010 19-jun-15 ES0613708AG4 500,000 1.0000 11,121.3000 0.0000 Zeltia 3.80 Call 0.5000 19-jun-15 ES0613708G33 400,000 1.0000 3.7651 0.0000 Zeltia 4.20 Call 0.5000 19-jun-15 ES0613708G41 400,000 1.0000 3.7651 0.0000 Zeltia 3.60 Put 0.5000 19-jun-15 ES0613708G58 300,000 1.0000 3.7651 0.0000 Zeltia 4.00 Put 0.5000 19-jun-15 ES0613708G66 300,000 1.0000 3.7651 0.1175 Luis Miguel Durán Rubio BBVA Banco de Financiación, S.A.