These products do not constitute a participation in a collective investm ent schem e within the m eaning of the Swiss Federal Act on Collective Investm ent Schem es (CISA) and are therefore not subject to authorization or supervision by the Swiss Financial Market Supervisory Authority (FINMA). The investor bears the credit risk of the issuer. CAC 40 DAX EURO STOXX 50 Index FTSE 100 Index IBEX 35 Index Accor SA Adidas AG Aegon NV Airbus Air Liquide SA AKZO Nobel NV Allianz SE Alstom 12M - - 1.3% 12M - - 0.8% 6M - - 0.1% 12M - 0.2% 2.1% 12M - - 0.7% 12M - - 2.3% 6M - - 2.2% 12M - 0.5% 3.6% 6M - - 4.2% 12M - 1.9% 4.7% 6M - - 4.0% 12M 0.5% 3.1% 6.1% 3M - - 2.2% 6M - 1.6% 7.0% 12M 1.1% 3.9% 6.7% 6M - - 2.3% 12M - 0.9% 3.4% 6M - - 1.5% 12M - 0.3% 3.6% 6M - - 2.6% 12M - 1.0% 3.6% 6M - - 0.9% 12M - 1.0% 3.6% Please note that the legal disclaimer at the end of this document also applies to this page. Page 1/9
Anglo American PLC Anheuser-Busch InBev NV Arkema ASML Holding NV AstraZeneca PLC AXA SA Banco Santander S.A. Barclays PLC BASF SE Bayer AG Banco Bilbao Vizcaya Argentaria SA Beiersdorf AG BHP Billiton PLC BMW AG 3M - - 4.7% 6M - 3.4% 9.2% 12M 3.9% 6.7% 9.1% 6M - - 1.1% 12M - 0.4% 3.2% 6M - - 3.5% 12M - 1.6% 4.6% 3M - - 0.8% 6M - 1.2% 5.7% 12M 1.2% 3.7% 6.2% 6M - - 3.3% 12M - 1.4% 4.8% 6M - - 3.6% 12M - 1.8% 4.6% 3M - - 0.3% 6M - 0.5% 5.4% 12M 1.5% 3.8% 6.3% 3M - - 2.6% 6M - 0.8% 5.2% 12M 0.4% 2.7% 5.3% 6M - - 2.6% 12M - 1.1% 3.7% 6M - - 2.0% 12M - 0.7% 3.3% 3M - - 0.2% 6M - 0.2% 5.1% 12M 1.2% 3.8% 6.5% 6M - - 0.8% 12M - - 2.1% 6M - - 3.5% 12M - 2.6% 6.1% 6M - - 3.3% 12M - 1.4% 4.3% Please note that the legal disclaimer at the end of this document also applies to this page. Page 2/9
BNP Paribas BOUYGUES BP PLC British American Tobacco PLC BT Group PLC Burberry Group PLC Carrefour SA Commerzbank AG Continental AG Crédit Agricole S.A. Daimler AG Danone Deutsche Bank AG Deutsche Post AG 6M - 0.5% 5.5% 12M 0.5% 3.1% 6.0% 6M - 0.2% 6.4% 12M 0.2% 3.2% 6.5% 6M - - 0.3% 12M - - 3.4% 6M - - 1.8% 12M - 0.9% 3.6% 6M - - 3.4% 12M 0.4% 3.1% 6.2% 6M - - 0.7% 12M - - 2.7% 3M - - 1.7% 6M - 0.5% 6.6% 12M 1.3% 4.0% 6.8% 3M - - 3.6% 6M - 1.9% 7.2% 12M 1.5% 4.4% 7.1% 6M - - 3.1% 12M - 1.5% 4.4% 6M - 0.2% 5.2% 12M 0.5% 3.1% 5.9% 6M - - 3.1% 12M - 1.4% 4.3% 6M - - 1.0% 12M - - 2.4% 3M - 1.2% 9.0% 6M 1.2% 5.1% 9.9% 12M 4.5% 6.9% 8.8% 6M - - 2.9% 12M - 1.1% 3.7% Please note that the legal disclaimer at the end of this document also applies to this page. Page 3/9
Deutsche Telekom AG Diageo PLC Deutsche Lufthansa AG E.ON AG Électricité de France SA Enel SpA ENGIE SA ENI SpA Evonik Industries AG Fiat Chrysler Fresenius Medical Care AG Assicurazioni Generali SpA GlaxoSmithKline PLC HeidelbergCement AG 6M - - 1.7% 12M - 0.1% 3.0% 12M - - 1.8% 3M - - 5.3% 6M - 3.6% 9.7% 12M 2.8% 5.9% 8.5% 3M - - 2.8% 6M - 2.0% 7.5% 12M 1.2% 3.9% 6.8% 3M - - 5.1% 6M 0.4% 4.9% 10.9% 12M 4.7% 8.2% 10.9% 3M - - 0.8% 6M - - 3.9% 12M 0.3% 2.6% 5.4% 6M - - 1.9% 12M - 1.0% 4.0% 6M - - 0.7% 12M - 0.3% 3.3% 6M - - 4.8% 12M - 2.6% 5.9% 3M - 2.2% 10.4% 6M 2.6% 6.4% 11.1% 12M 4.2% 6.9% 9.2% 6M - - 2.2% 12M - 1.0% 3.7% 6M - - 4.6% 12M - 2.0% 4.9% 12M - - 2.4% 6M - - 3.9% 12M - 2.0% 4.6% Please note that the legal disclaimer at the end of this document also applies to this page. Page 4/9
Heineken NV Henkel AG & Co KGaA Hennes & Mauritz Hermes International SA HSBC Holdings PLC Inditex SA Infineon Technologies AG ING Groep NV Intesa Sanpaolo SpA Investor AB -B- K+S AG Koninklijke KPN NV Lanxess AG Linde AG 12M - - 1.4% 6M - - 1.4% 12M - 0.2% 2.6% 3M - - 0.5% 6M - 0.2% 5.7% 12M 0.2% 3.2% 6.6% 12M - - 0.5% 6M - - 0.5% 12M - - 2.4% 6M - - 3.3% 12M - 1.6% 4.3% 3M - - 1.7% 6M - 0.6% 6.7% 12M 0.4% 3.6% 6.7% 6M - - 3.1% 12M 0.2% 2.4% 5.1% 3M - - 3.9% 6M 0.1% 3.9% 9.6% 12M 2.1% 4.8% 7.5% 6M - - 0.5% 12M - - 1.9% 3M - - 1.1% 6M - 0.4% 6.1% 12M 0.8% 3.8% 6.8% 6M - - 1.3% 12M - 0.9% 4.2% 6M - - 3.9% 12M - 2.2% 5.1% 3M - - 0.4% 6M - - 5.3% 12M - 2.1% 5.1% Please note that the legal disclaimer at the end of this document also applies to this page. Page 5/9
Lloyds Banking Group PLC L'Oréal S.A. LVMH Moët Hennessy Louis Vuitton SA Muenchener Rueck AG NOKIA Orange Osram Licht AG Pernod Ricard Porsche Automobil Holding SE Kering Reckitt Benckiser Group Plc Renault SA Repsol YPF SA Rio Tinto PLC 6M - - 1.3% 12M - 0.6% 3.1% 6M - - 1.2% 12M - - 2.5% 6M - - 3.9% 12M - 2.2% 4.9% 6M - - 2.2% 12M - 0.5% 3.2% 3M - - 7.7% 6M 1.2% 6.4% 13.3% 12M 3.5% 7.0% 9.8% 6M - - 0.9% 12M - 0.8% 3.7% 6M - - 1.7% 12M - 0.1% 3.3% 6M - - 0.3% 12M - 0.1% 2.7% 6M - - 4.2% 12M 0.3% 2.6% 5.3% 3M - - 1.2% 6M - 0.3% 5.1% 12M - 2.3% 5.0% 6M - - 0.4% 12M - - 2.3% 3M - - 1.0% 6M - 0.9% 7.7% 12M 0.8% 4.3% 7.8% 6M - - 2.5% 12M - 1.3% 3.5% 3M - - 1.2% 6M - - 5.8% 12M 0.9% 3.9% 6.8% Please note that the legal disclaimer at the end of this document also applies to this page. Page 6/9
Philips Electronics N.V. Royal Bank of Scotland Group P Royal Dutch Shell plc -A- RWE AG Compagnie de Saint-Gobain Sandvik AB Sanofi SAP AG Schneider Electric S.A. Siemens AG Standard Chartered PLC Société Générale SA Ericsson LM Telefonica SA 6M - - 4.3% 12M - 1.8% 4.8% 6M - - 3.3% 12M - 2.0% 4.3% 12M - - 2.2% 3M - - 3.9% 6M - 2.2% 8.6% 12M 1.6% 5.1% 8.2% 6M - - 4.2% 12M - 2.2% 4.8% 3M - - 1.0% 6M - 1.0% 5.6% 12M 0.2% 2.5% 5.2% 6M - - 2.2% 12M - 0.5% 3.3% 6M - - 1.3% 12M - 0.2% 2.6% 6M - - 3.8% 12M - 2.0% 4.5% 6M - - 2.4% 12M - 0.6% 3.4% 6M - - 3.4% 12M - 2.2% 4.6% 3M - - 1.7% 6M - 2.1% 7.9% 12M 1.4% 4.2% 7.2% 3M - - 4.6% 6M - 2.1% 7.3% 12M 1.0% 3.7% 6.6% 6M - - 1.4% 12M - 1.2% 4.2% Please note that the legal disclaimer at the end of this document also applies to this page. Page 7/9
TESCO PLC ThyssenKrupp AG Total S.A. TUI AG Unicredit SpA Unilever NV Veolia Environnement Vinci SA Vivendi Vodafone Group PLC Volkswagen AG Volvo AB -B- Yara International ASA 6M - - 3.7% 12M - 2.1% 4.5% 3M - - 1.9% 6M - 0.9% 6.0% 12M 0.8% 3.5% 6.3% 6M - - 0.5% 12M - 0.3% 3.2% 3M - - 0.4% 6M - - 3.2% 12M - 1.2% 3.3% 3M - - 7.6% 6M - 4.0% 9.7% 12M 2.9% 5.8% 8.2% 6M - - 0.8% 12M - - 2.6% 6M - - 2.4% 12M - 0.5% 3.5% 6M - - 2.7% 12M - 1.5% 4.2% 3M - - 1.6% 6M - 0.8% 6.2% 12M 0.3% 2.9% 5.8% 6M - - 0.1% 12M - - 2.6% 3M - - 2.6% 6M - 1.2% 7.1% 12M 0.6% 3.5% 6.5% 3M - - 1.3% 6M - 0.9% 6.0% 12M 0.5% 3.0% 5.8% 6M - - 4.7% 12M - 2.2% 5.1% * All terms and conditions mentioned in this document are indicative only and will be confirmed or adjusted on the initial fixing date. Coupon >= 20% p.a. Coupon >= 15% p.a. Coupon >= 10% p.a. Coupon >= 5% p.a. Coupon >= 0% p.a. Please note that the legal disclaimer at the end of this document also applies to this page. Page 8/9
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