Document Mentions (3 shared documents)

EFTA02463079

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baskets based on stocks we are comfor=able to own in a downside scenario at a 30% discount.qp> *=/span> * Basket 1; BHP Billiton, Bank of America, Shell, BNP P=ribas *=/span> *.A0 Basket2; Credit Suisse, General Motors, BASF, General=Electric *=/span> * Basket 3; Barclays, Adidas, Siemens, Santande

k of Scotland=Plc Subordinated 5.00% 255 Ba2 BBB 17 BNP Paribas SA Subordinated 5.00% 160 Baal A 18 6 EFTA_R1_01569930 EFTA02463084 Credit Suisse Group AG Subordinated 5.00% 178 Baa3 A- 19 Barclays Bank Plc Subordinated 5.00% 250 Baa3 A- 20 HSBC Bank Plc Subordinated 5.00% 200 A2 A+ De

EFTA02464104

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askets based on stocks we are comfor=able to own in a downside scenario at a 30% discount.=/p> •=/span> * Basket 1; BHP Billiton, Bank of America, Shell, BNP P=ribas *=/span> * Basket2; Credit Suisse, General Motors, BASF, General=Electric *=/span> * Basket 3; Barclays, Adidas, Siemens, Santander=

5.00% 185 Baa3 A- 16 Royal Bank of Scotland=Plc Subordinated 5.00% 255 Bat BBB 17 BNP Paribas SA Subordinated 5.00% 160 Baal A 18 Credit Suisse Group AG 6 EFTA_R1_01571319 EFTA02464109 Subordinated 5.00% 178 Baa3 A- 19 Barclays Bank Plc Subordinated 5.00% 250 Baa3 A- 20 HSBC Bank Plc

EFTA01737983

2 mentions1 same-page

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dentified 3 baskets based on stocks we are comfortable to own in a downside scenario at a 30% discount. • Basket 1; BHP Billiton, Bank of America, Shell, BNP Paribas • Basket2; Credit Suisse, General Motors, BASF, General Electric • Basket 3; Barclays, Adidas, Siemens, Santander • The coupon on

Bank of Scotland Plc Subordinated 5.00% 255 Bat BBB 17 BNP Paribas SA Subordinated 5.00% 160 Baa2 A EFTA_R1_00025055 EFTA01737983 18 Credit Suisse Group AG Subordinated 5.00% 178 Baa3 A- 19 Barclays Bank Plc Subordinated 5.00% 250 Baa3 A- 20 HSBC Bank Plc Subordinated 5.00% 200 A2 A+ •