et portfolio. Appendix 2 - Recommended COCO bonds Table 4: COCO basket ISIN Bond Issuing entity Price Mid YtM XS$1055037177 ACAFP 6.5% EUR Perp-21 CREDIT AGRICOLE SA 100.5 54 XS$1002801758 BACR 8% EUR Perp-20 BARCLAYS PLC 100.9 a XS$1033661866 BBVASM 7% EUR Perp-19 BANCO BILBAO VIZCAYA ARG 91.1 al X$1073143932