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nside 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, Santander=u> *=/span> * The coupon on the above baskets ranges between 8.
+ BBB+ 6 Rio Tinto Ltd Senior 5.00% 175 Baal A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 3 EFTA_R1_01569927 EFTA02463081 A A+ 8 ConocoPhillips Senior 5.00% 170 Baal A A- 9 Repsol SA Senior 5.00% 265 Baal BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ 4
wnside 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=u> *=/span> * The coupon on the above baskets ranges between 8.
+ BBB+ 6 Rio Tinto Ltd Senior 5.00% 175 Baal A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 A 3 EFTA_R1_01571316 EFTA02464106 A+ 8 ConocoPhillips Senior 5.00% 170 Baal A A- 9 Repsol SA Senior 5.00% 265 Baal BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ 11
ortable 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 the above baskets ranges between 8.5 — 9.5% without any
ior 5.00% 350 Baa3 BBB+ BBB+ 6 Producer Rio Tinto Ltd Senior 5.00% 175 Baal A- A- 7 BHP Billiton Ltd Senior 5.00% 158 A3 A A+ 8 ConocoPhillips Senior 5.00% 170 Baa2 A A- 9 Repsol SA Senior 5.00% 265 Baa2 BBB- BBB 10 Consumer Staples Tesco PLC Senior 5.00% 265 BB+ BB+ EU
Entities connected to both General Motors and ConocoPhillips

Jeffrey Epstein
PERSON
Paul Ryan
PERSON
Siemens
ORGANIZATION
Credit Suisse
ORGANIZATION
Barclays
ORGANIZATION
Shell
ORGANIZATION
Volkswagen AG
ORGANIZATIONPetroleos Mexicanos
ORGANIZATION
Adidas
ORGANIZATIONBilliton
ORGANIZATIONCredit Suisse Group AG
ORGANIZATIONRepsol SA
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONEU Financials
ORGANIZATIONSk Hamad
PERSONRio Tinto Ltd
ORGANIZATIONShahzad Shahbaz
PERSON
Royal Bank of Scotland
ORGANIZATIONIos=
LOCATION