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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
span> *.A0 We identified 3 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, A
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
/span> * We identified 3 baskets 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, Adi
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+ •
tock at 70% strike • We identified 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, Sant
Entities connected to both Credit Suisse Group AG and Billiton

Jeffrey Epstein
PERSON
Credit Suisse
ORGANIZATION
Adidas
ORGANIZATION
Shell
ORGANIZATION
Bloomberg L.P.
ORGANIZATION
General Motors
ORGANIZATION
Siemens
ORGANIZATIONShahzad Shahbaz
PERSONSk Hamad
PERSON
Volkswagen AG
ORGANIZATIONHSBC Bank Plc
ORGANIZATIONPetroleos Mexicanos
ORGANIZATIONSantander
ORGANIZATIONConocoPhillips
ORGANIZATIONRio Tinto Ltd
ORGANIZATIONBHP Billiton Ltd
ORGANIZATIONRepsol SA
ORGANIZATIONEU Financials
ORGANIZATION
BNP Paribas
ORGANIZATION
Barclays
ORGANIZATION