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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.
3 BBB+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+ 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% 2
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+ BBB+ 5 Commodity Producer Petroleos Mexicanos Senior 5.00% 350 Baa3 BBB+ 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% 2
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
3 888+ BBB+ 5 Commodity Petroleos Mexicanos Senior 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 Sta
Entities connected to both General Motors and BHP Billiton Ltd

Jeffrey Epstein
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
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONEU Financials
ORGANIZATIONConocoPhillips
ORGANIZATIONSk Hamad
PERSONShahzad Shahbaz
PERSON
Royal Bank of Scotland
ORGANIZATIONIos=
LOCATIONSantander
ORGANIZATION