Upload
others
View
3
Download
0
Embed Size (px)
Citation preview
INCOME ADVANTAGE MARKET-LINKED CDs LINKED TO EQUITY BASKETS
Estimated Monthly Performance Update
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Market Linked Certificates of Deposit
Hypothetical Coupon
Computation**
Indicative
valuation*
Initial Basket of
Underlying stocksCusip
Maximum
Interest Rate
Minimum
Interest
Issue
Date
0.50% 95.94%MO, T, FE, KRFT, NYCB06426XGS3 5.50%0.50%Apr-13
0.50% 95.85%MO, T, COP, FE, NYCB06426XGY0 5.25%0.50%May-13
4.75% 103.71%T, GRMN, LO, PPL, SCCO06426XGZ7 4.75%0.15%Jun-13
5.50% 104.26%T, GRMN, LO, PPL, SCCO06426XHD5 5.50%0.50%Jun-13
6.50% 104.88%T, GRMN, LO, PPL, RAI06426XHF0 6.50%0.25%Jul-13
8.50% 106.30%T, GRMN, LO, PPL, RAI06426XHJ2 8.50%0.50%Jul-13
0.30% 98.16%ABBV, MO, T, COP, GRMN06426XHL7 6.00%0.30%Aug-13
0.50% 97.80%ABBV, MO, T, COP, GRMN06426XHM5 6.00%0.50%Aug-13
1.00% 98.29%ABBV, MO, T, COP, GRMN06426XHN3 5.00%1.00%Aug-13
6.00% 104.99%ABBV, AAPL, T, DOW, PFE06426XHS2 6.00%0.35%Sep-13
1.00% 97.30%ABBV, MO, COP, INTC, WMB06426XHT0 5.00%1.00%Sep-13
0.35% 97.63%MO, INTC, LO, VZ, WMB06426XHX1 6.00%0.35%Oct-13
1.00% 97.59%MO, INTC, LO, VZ, WMB06426XJA9 5.75%1.00%Oct-13
5.75% 104.79%MO, T, LMT, MRK, PPL06426XJD3 5.75%0.50%Nov-13
6.50% 106.77%MO, T, LMT, MRK, PPL06426XJG6 6.50%1.00%Nov-13
0.50% 97.84%MO, T, INTC, MRK, WMB06426XJK7 5.75%0.50%Dec-13
7.00% 102.10%CME, INTC, LO, MRK, PPL06426XJL5 7.00%0.50%Dec-13
1.00% 97.48%MO, T, INTC, MRK, WMB06426XJN1 6.50%1.00%Dec-13
6.00% 103.06%T, INTC, MRK, PM, PPL06426XJR2 6.00%0.50%Jan-14
7.00% 104.77%T, INTC, MRK, PM, PPL06426XJU5 7.00%1.00%Jan-14
6.00% 103.72%ABBV, T, INTC, LO, PPL06426XJX9 6.00%0.50%Feb-14
7.00% 105.61%ABBV, T, INTC, LO, PPL06426XKA7 7.00%1.00%Feb-14
0.50% 97.26%MO, INTC, NE, PPL, VZ06426XKD1 6.00%0.50%Mar-14
1.00% 96.79%MO, INTC, NE, PPL, VZ06426XKF6 7.25%1.00%Mar-14
1.00% 96.89%AAPL, T, COP, LO, PPL06426XKK5 7.00%1.00%Apr-14
7.00% 108.08%AAPL, T, BMY, MCD, PPL06426XKQ2 7.00%1.00%May-14
7.00% 104.91%AAPL, BMY, MCD, PPL, VZ06426XKU3 7.00%1.00%Jun-14
1.00% 101.33%AAPL, BMY, MCD, PPL, VZ06426XLA6 7.00%1.00%Jul-14
1.00% 99.41%DRI, DUK, GSK, PPL, VZ06426XLG3 7.00%1.00%Aug-14
1.00% 101.10%T, ED, DRI, GSK, PPL06426XLM0 7.00%1.00%Sep-14
1.00% 101.86%T, ED, GSK, PPL, TGT06426XLS7 7.00%1.00%Oct-14
1.00% 99.76%T, COH, ED, GSK, PPL06426XLX6 7.00%1.00%Nov-14
1.00% 97.71%T, CNP, GSK, PPL, TGT06426XMC1 6.50%1.00%Dec-14
1.00% 98.45%T, MCD, PM, PPL, SNY06426XMH0 6.50%1.00%Jan-15
* Indicative valuations are provided from the perspective of the Investor.The valuations set out above are provided to you by BNP PARIBAS on a strictly confidential basis and constitute a non-binding indication of the value of the transactions. Please note that the valuations have been made in accordance with BNP PARIBAS’ own internal models and calculation methods. Accordingly, the valuations reflect BNP PARIBAS’s own view of the economic value and risk of the transactions. This view may not correspond with any valuation of the transactions given by another market participant, nor with the quotation that BNP PARIBAS may give to enter into the same or an equivalent transaction. Further, the valuations given above may not correspond with the value of the transactions as they appear in the books of account of BNP PARIBAS. BNP PARIBAS shall have no liability in respect of any error or omission arising from the valuations given above or from any use made of the valuations or reliance placed on them by the recipient. In particular, the valuations do not necessarily reflect the cash settlement amount which would be due on early termination of a transaction, whether following a default or otherwise
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of the Reference Assets as of the applicable Coupon Valuation Date.
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its calculations are accurate or complete.The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
INCOME ADVANTAGE MARKET-LINKED CDs LINKED TO EQUITY BASKETS
Estimated Monthly Performance Update
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Market Linked Certificates of Deposit
Hypothetical Coupon
Computation**
Indicative
valuation*
Initial Basket of
Underlying stocksCusip
Maximum
Interest Rate
Minimum
Interest
Issue
Date
0.75% 92.67%T, F, KMI, MAT, PPL06426XMN7 6.50%0.75%Feb-15
0.75% 92.44%ABBV, T, CME, KMI, PPL06426XMT4 6.50%0.75%Mar-15
0.75% 92.72%ABBV, AAPL, T, CME, ETR06426XMX5 7.00%0.75%Apr-15
0.75% 92.58%AAPL, T, CME, ETR, KMI06426XND8 6.50%0.75%May-15
0.25% 94.17%T, KMI, PM06426XNJ5 5.00%0.25%Jun-15
0.75% 92.59%ABBV, AAPL, T, DUK, KMI06426XNL0 6.50%0.75%Jun-15
1.00% 95.26%DUK, KMI, MCD, PM, VZ06426XNQ9 6.00%1.00%Jul-15
1.00% 95.52%T, DUK, KMI, PFE, PM06426XNU0 6.50%1.00%Aug-15
1.00% 95.69%T, DUK, KMI, MCD, PM06426XPA2 6.00%1.00%Sep-15
0.30% 96.19%AAPL, T, PM06426XPE4 5.00%0.30%Oct-15
1.00% 94.89%MO, AAPL, DUK, F, VZ06426XPG9 6.00%1.00%Oct-15
0.75% 94.58%AAPL, DUK, F, PM, VZ06426XPL8 7.00%0.75%Nov-15
0.75% 96.00%AAPL, T, DUK, F, PM06426XPR5 7.00%0.75%Dec-15
0.75% 98.45%AAPL, T, DUK, PM, TGT06426XPW4 7.00%0.75%Jan-16
0.50% 98.48%AAPL, T, DUK, IBM, PM06426XQC7 7.00%0.50%Feb-16
0.15% 92.80%AAPL, T, DUK, IBM, PM06426XQF0 8.75%0.15%Mar-16
93.55%AAPL, T, DUK, IBM, PM06426XQG8 3.50%0.75%Mar-16
* Indicative valuations are provided from the perspective of the Investor.The valuations set out above are provided to you by BNP PARIBAS on a strictly confidential basis and constitute a non-binding indication of the value of the transactions. Please note that the valuations have been made in accordance with BNP PARIBAS’ own internal models and calculation methods. Accordingly, the valuations reflect BNP PARIBAS’s own view of the economic value and risk of the transactions. This view may not correspond with any valuation of the transactions given by another market participant, nor with the quotation that BNP PARIBAS may give to enter into the same or an equivalent transaction. Further, the valuations given above may not correspond with the value of the transactions as they appear in the books of account of BNP PARIBAS. BNP PARIBAS shall have no liability in respect of any error or omission arising from the valuations given above or from any use made of the valuations or reliance placed on them by the recipient. In particular, the valuations do not necessarily reflect the cash settlement amount which would be due on early termination of a transaction, whether following a default or otherwise
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of the Reference Assets as of the applicable Coupon Valuation Date.
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its calculations are accurate or complete.The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 160
Monthly Performance Update
Initial Fixing: April 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.50%Maximum Interest Rate:
Apr 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XGS3CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 April 29, 2014April 24, 2014
0.50% 2 April 29, 2015April 24, 2015
0.50% 3 April 29, 2016April 26, 2016
- 4 April 28, 2017April 25, 2017
- 5 April 30, 2018April 25, 2018
- 6 April 29, 2019April 24, 2019
- 7 April 29, 2020April 24, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3723TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 76.50%$62.71$35.53MO Altria Group Inc
Yes 4.81%$38.82$37.04T Att Inc
No-29.41%$32.59$46.17FE Firstenergy Corp
Yes 89.50%$78.07$41.20KHC Kraft Heinz Cothe
Yes 12.84%$15.03$13.32NYCB New York Community Bancorp Inc
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
100%
Altria Group Inc Att Inc Firstenergy Corp Kraft Heinz Cothe New York CommunityBancorp Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 166
Monthly Performance Update
Initial Fixing: May 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.25%Maximum Interest Rate:
May 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XGY0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 May 30, 2014May 27, 2014
0.50% 2 May 29, 2015May 26, 2015
- 3 May 31, 2016May 25, 2016
- 4 May 30, 2017May 24, 2017
- 5 May 30, 2018May 24, 2018
- 6 May 30, 2019May 24, 2019
- 7 May 29, 2020May 26, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3733TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 69.08%$62.71$37.09MO Altria Group Inc
Yes 5.63%$38.82$36.75T Att Inc
No-23.57%$47.79$62.53COP Conocophillips
No-23.53%$32.59$42.62FE Firstenergy Corp
Yes 11.09%$15.03$13.53NYCB New York Community Bancorp Inc
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
Altria Group Inc Att Inc Conocophillips Firstenergy Corp New York CommunityBancorp Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 167
Monthly Performance Update
Initial Fixing: June 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
4.75%Maximum Interest Rate:
Jun 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XGZ7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
4.75% 1 June 27, 2014June 24, 2014
4.75% 2 June 29, 2015June 24, 2015
- 3 June 27, 2016June 22, 2016
- 4 June 27, 2017June 22, 2017
- 5 June 27, 2018June 22, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3736TR
0.15%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 12.65%$38.82$34.46T Att Inc
Yes 23.35%$42.63$34.56GRMN Garmin Ltd
Yes 39.49%$37.64$26.98PPL Ppl Corp
Yes 126.25%$49.60$21.92RAI Reynolds American Inc
Yes 9.65%$29.67$27.06SCCO Southern Copper Corp
4.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
120%
140%
Att Inc Garmin Ltd Ppl Corp Reynolds AmericanInc
Southern CopperCorp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 171
Monthly Performance Update
Initial Fixing: June 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.50%Maximum Interest Rate:
Jun 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHD5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
5.50% 1 June 27, 2014June 24, 2014
5.50% 2 June 29, 2015June 24, 2015
- 3 June 27, 2016June 22, 2016
- 4 June 27, 2017June 22, 2017
- 5 June 27, 2018June 22, 2018
- 6 June 27, 2019June 24, 2019
- 7 June 29, 2020June 24, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3740TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 12.65%$38.82$34.46T Att Inc
Yes 23.35%$42.63$34.56GRMN Garmin Ltd
Yes 39.49%$37.64$26.98PPL Ppl Corp
Yes 126.25%$49.60$21.92RAI Reynolds American Inc
Yes 9.65%$29.67$27.06SCCO Southern Copper Corp
5.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
120%
140%
Att Inc Garmin Ltd Ppl Corp Reynolds AmericanInc
Southern CopperCorp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 173
Monthly Performance Update
Initial Fixing: July 25, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Jul 25, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHF0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
6.50% 1 July 30, 2014July 25, 2014
0.25% 2 July 30, 2015July 27, 2015
- 3 July 29, 2016July 26, 2016
- 4 July 31, 2017July 26, 2017
- 5 July 30, 2018July 25, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3742TR
0.25%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 9.48%$38.82$35.46T Att Inc
Yes 14.57%$42.63$37.21GRMN Garmin Ltd
Yes 11.34%$49.60$44.55LO999X2 Lorillard Adjustment 06/12/2015 Merger
Yes 29.76%$37.64$29.01PPL Ppl Corp
Yes 94.78%$49.60$25.47RAI Reynolds American Inc
6.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
Att Inc Garmin Ltd Lorillard Adjustment06/12/2015 Merger
Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 176
Monthly Performance Update
Initial Fixing: July 25, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
8.50%Maximum Interest Rate:
Jul 25, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHJ2CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
8.50% 1 July 30, 2014July 25, 2014
0.50% 2 July 30, 2015July 27, 2015
- 3 July 29, 2016July 26, 2016
- 4 July 31, 2017July 26, 2017
- 5 July 30, 2018July 25, 2018
- 6 July 30, 2019July 25, 2019
- 7 July 30, 2020July 27, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3746TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 9.48%$38.82$35.46T Att Inc
Yes 14.57%$42.63$37.21GRMN Garmin Ltd
Yes 11.34%$49.60$44.55LO999X2 Lorillard Adjustment 06/12/2015 Merger
Yes 29.76%$37.64$29.01PPL Ppl Corp
Yes 94.78%$49.60$25.47RAI Reynolds American Inc
8.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
Att Inc Garmin Ltd Lorillard Adjustment06/12/2015 Merger
Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 178
Monthly Performance Update
Initial Fixing: August 26, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Aug 26, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHL7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
6.00% 1 August 29, 2014August 26, 2014
0.30% 2 August 31, 2015August 26, 2015
- 3 August 29, 2016August 24, 2016
- 4 August 29, 2017August 24, 2017
- 5 August 29, 2018August 24, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3756TR
0.30%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 40.39%$61.00$43.45ABBV Abbvie Inc
Yes 84.17%$62.71$34.05MO Altria Group Inc
Yes 14.78%$38.82$33.82T Att Inc
No-27.93%$47.79$66.31COP Conocophillips
Yes 5.47%$42.63$40.42GRMN Garmin Ltd
0.30%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
100%
Abbvie Inc Altria Group Inc Att Inc Conocophillips Garmin Ltd
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 179
Monthly Performance Update
Initial Fixing: August 26, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Aug 26, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHM5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
6.00% 1 August 29, 2014August 26, 2014
0.50% 2 August 31, 2015August 26, 2015
- 3 August 29, 2016August 24, 2016
- 4 August 29, 2017August 24, 2017
- 5 August 29, 2018August 24, 2018
- 6 August 29, 2019August 26, 2019Term:
TERMS
6 yrs
BNP Paribas Internal Ref.: OP3757TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 40.39%$61.00$43.45ABBV Abbvie Inc
Yes 84.17%$62.71$34.05MO Altria Group Inc
Yes 14.78%$38.82$33.82T Att Inc
No-27.93%$47.79$66.31COP Conocophillips
Yes 5.47%$42.63$40.42GRMN Garmin Ltd
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
100%
Abbvie Inc Altria Group Inc Att Inc Conocophillips Garmin Ltd
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 180
Monthly Performance Update
Initial Fixing: August 26, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.00%Maximum Interest Rate:
Aug 26, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHN3CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
5.00% 1 August 29, 2014August 26, 2014
1.00% 2 August 31, 2015August 26, 2015
- 3 August 29, 2016August 24, 2016
- 4 August 29, 2017August 24, 2017
- 5 August 29, 2018August 24, 2018
- 6 August 29, 2019August 26, 2019
- 7 August 31, 2020August 26, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3758TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 40.39%$61.00$43.45ABBV Abbvie Inc
Yes 84.17%$62.71$34.05MO Altria Group Inc
Yes 14.78%$38.82$33.82T Att Inc
No-27.93%$47.79$66.31COP Conocophillips
Yes 5.47%$42.63$40.42GRMN Garmin Ltd
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
100%
Abbvie Inc Altria Group Inc Att Inc Conocophillips Garmin Ltd
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 184
Monthly Performance Update
Initial Fixing: September 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Sep 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHS2CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
6.00% 1 September 29, 2014September 24, 2014
0.35% 2 September 29, 2015September 24, 2015
- 3 September 29, 2016September 26, 2016
- 4 September 28, 2017September 25, 2017
- 5 September 27, 2018September 24, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3763TR
0.35%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 32.67%$61.00$45.98ABBV Abbvie Inc
Yes 34.16%$93.74$69.87AAPL Apple Inc
Yes 13.88%$38.82$34.09T Att Inc
Yes 34.52%$52.61$39.11DOW Dow Chemical Cothe
Yes 13.93%$32.71$28.71PFE Pfizer Inc
6.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
5%
10%
15%
20%
25%
30%
35%
Abbvie Inc Apple Inc Att Inc Dow Chemical Cothe Pfizer Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 185
Monthly Performance Update
Initial Fixing: September 24, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.00%Maximum Interest Rate:
Sep 24, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHT0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
5.00% 1 September 29, 2014September 24, 2014
1.00% 2 September 29, 2015September 24, 2015
- 3 September 29, 2016September 26, 2016
- 4 September 28, 2017September 25, 2017
- 5 September 27, 2018September 24, 2018
- 6 September 27, 2019September 24, 2019
- 7 September 29, 2020September 24, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3764TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 32.67%$61.00$45.98ABBV Abbvie Inc
Yes 78.76%$62.71$35.08MO Altria Group Inc
No-32.12%$47.79$70.40COP Conocophillips
Yes 27.82%$30.28$23.69INTC Intel Corp
No-47.02%$19.39$36.60WMB Williams Cos Incthe
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
Abbvie Inc Altria Group Inc Conocophillips Intel Corp Williams Cos Incthe
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 189
Monthly Performance Update
Initial Fixing: October 25, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Oct 25, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XHX1CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.35% 1 October 30, 2014October 27, 2014
0.35% 2 October 30, 2015October 26, 2015
- 3 October 31, 2016October 25, 2016
- 4 October 30, 2017October 25, 2017
- 5 October 30, 2018October 25, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3779TR
0.35%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 72.99%$62.71$36.25MO Altria Group Inc
Yes 24.92%$30.28$24.24INTC Intel Corp
Yes 97.96%$49.60$25.06RAI Reynolds American Inc
Yes 0.45%$50.94$50.71VZ Verizon Communications Inc
No-48.02%$19.39$37.30WMB Williams Cos Incthe
0.35%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
Altria Group Inc Intel Corp Reynolds AmericanInc
VerizonCommunications Inc
Williams Cos Incthe
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 192
Monthly Performance Update
Initial Fixing: October 25, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.75%Maximum Interest Rate:
Oct 25, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJA9CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 October 30, 2014October 27, 2014
1.00% 2 October 30, 2015October 26, 2015
- 3 October 31, 2016October 25, 2016
- 4 October 30, 2017October 25, 2017
- 5 October 30, 2018October 25, 2018
- 6 October 30, 2019October 25, 2019
- 7 October 29, 2020October 26, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3782TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 72.99%$62.71$36.25MO Altria Group Inc
Yes 24.92%$30.28$24.24INTC Intel Corp
Yes 97.96%$49.60$25.06RAI Reynolds American Inc
Yes 0.45%$50.94$50.71VZ Verizon Communications Inc
No-48.02%$19.39$37.30WMB Williams Cos Incthe
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
Altria Group Inc Intel Corp Reynolds AmericanInc
VerizonCommunications Inc
Williams Cos Incthe
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 195
Monthly Performance Update
Initial Fixing: November 22, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.75%Maximum Interest Rate:
Nov 22, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJD3CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 November 26, 2014November 21, 2014
0.50% 2 November 27, 2015November 23, 2015
- 3 November 29, 2016November 23, 2016
- 4 November 29, 2017November 24, 2017
- 5 November 29, 2018November 26, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3795TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 68.26%$62.71$37.27MO Altria Group Inc
Yes 9.60%$38.82$35.42T Att Inc
Yes 64.95%$232.38$140.88LMT Lockheed Martin Corp
Yes 12.06%$54.84$48.94MRK Merck Co Inc
Yes 32.13%$37.64$28.49PPL Ppl Corp
5.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
10%
20%
30%
40%
50%
60%
70%
Altria Group Inc Att Inc Lockheed Martin Corp Merck Co Inc Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 198
Monthly Performance Update
Initial Fixing: November 22, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Nov 22, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJG6CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 November 26, 2014November 21, 2014
1.00% 2 November 27, 2015November 23, 2015
- 3 November 29, 2016November 23, 2016
- 4 November 29, 2017November 24, 2017
- 5 November 29, 2018November 26, 2018
- 6 November 27, 2019November 22, 2019
- 7 November 27, 2020November 23, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3798TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 68.26%$62.71$37.27MO Altria Group Inc
Yes 9.60%$38.82$35.42T Att Inc
Yes 64.95%$232.38$140.88LMT Lockheed Martin Corp
Yes 12.06%$54.84$48.94MRK Merck Co Inc
Yes 32.13%$37.64$28.49PPL Ppl Corp
6.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
10%
20%
30%
40%
50%
60%
70%
Altria Group Inc Att Inc Lockheed Martin Corp Merck Co Inc Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 201
Monthly Performance Update
Initial Fixing: December 20, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.75%Maximum Interest Rate:
Dec 20, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJK7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 December 26, 2014December 22, 2014
0.50% 2 December 28, 2015December 22, 2015
- 3 December 27, 2016December 21, 2016
- 4 December 26, 2017December 20, 2017
- 5 December 26, 2018December 20, 2018Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3805TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 62.59%$62.71$38.57MO Altria Group Inc
Yes 13.18%$38.82$34.30T Att Inc
Yes 20.83%$30.28$25.06INTC Intel Corp
Yes 11.19%$54.84$49.32MRK Merck Co Inc
No-47.61%$19.39$37.01WMB Williams Cos Incthe
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
Altria Group Inc Att Inc Intel Corp Merck Co Inc Williams Cos Incthe
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 202
Monthly Performance Update
Initial Fixing: December 20, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Dec 20, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJL5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
7.00% 1 December 26, 2014December 22, 2014
7.00% 2 December 28, 2015December 22, 2015
- 3 December 27, 2016December 21, 2016
- 4 December 26, 2017December 20, 2017
- 5 December 26, 2018December 20, 2018
- 6 December 26, 2019December 20, 2019Term:
TERMS
6 yrs
BNP Paribas Internal Ref.: OP3806TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 9.69%$91.91$83.79CME Cme Group Incil
Yes 20.83%$30.28$25.06INTC Intel Corp
Yes 11.19%$54.84$49.32MRK Merck Co Inc
Yes 36.67%$37.64$27.54PPL Ppl Corp
Yes 96.73%$49.60$25.21RAI Reynolds American Inc
7.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
Cme Group Incil Intel Corp Merck Co Inc Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 204
Monthly Performance Update
Initial Fixing: December 20, 2013
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Dec 20, 2013Issue Date:
Bank of the West,
San Francisco, California
06426XJN1CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 December 26, 2014December 22, 2014
1.00% 2 December 28, 2015December 22, 2015
- 3 December 27, 2016December 21, 2016
- 4 December 26, 2017December 20, 2017
- 5 December 26, 2018December 20, 2018
- 6 December 26, 2019December 20, 2019
- 7 December 28, 2020December 22, 2020
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3808TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 62.59%$62.71$38.57MO Altria Group Inc
Yes 13.18%$38.82$34.30T Att Inc
Yes 20.83%$30.28$25.06INTC Intel Corp
Yes 11.19%$54.84$49.32MRK Merck Co Inc
No-47.61%$19.39$37.01WMB Williams Cos Incthe
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
Altria Group Inc Att Inc Intel Corp Merck Co Inc Williams Cos Incthe
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 207
Monthly Performance Update
Initial Fixing: January 27, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Jan 27, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XJR2CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 January 30, 2015January 27, 2015
0.50% 2 January 29, 2016January 26, 2016
- 3 January 30, 2017January 25, 2017
- 4 January 30, 2018January 25, 2018
- 5 January 30, 2019January 25, 2019Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP3815TR
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 15.85%$38.82$33.51T Att Inc
Yes 22.49%$30.28$24.72INTC Intel Corp
Yes 4.40%$54.84$52.53MRK Merck Co Inc
Yes 21.47%$98.12$80.78PM Philip Morris International Inc
Yes 36.35%$37.64$27.61PPL Ppl Corp
6.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
5%
10%
15%
20%
25%
30%
35%
40%
Att Inc Intel Corp Merck Co Inc Philip MorrisInternational Inc
Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 210
Monthly Performance Update
Initial Fixing: January 27, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Jan 27, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XJU5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 January 30, 2015January 27, 2015
1.00% 2 January 29, 2016January 26, 2016
- 3 January 30, 2017January 25, 2017
- 4 January 30, 2018January 25, 2018
- 5 January 30, 2019January 25, 2019
- 6 January 30, 2020January 27, 2020
- 7 January 29, 2021January 26, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP3818TR
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 15.85%$38.82$33.51T Att Inc
Yes 22.49%$30.28$24.72INTC Intel Corp
Yes 4.40%$54.84$52.53MRK Merck Co Inc
Yes 21.47%$98.12$80.78PM Philip Morris International Inc
Yes 36.35%$37.64$27.61PPL Ppl Corp
7.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
5%
10%
15%
20%
25%
30%
35%
40%
Att Inc Intel Corp Merck Co Inc Philip MorrisInternational Inc
Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 213
Monthly Performance Update
Initial Fixing: February 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Feb 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XJX9CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
6.00% 1 February 27, 2015February 24, 2015
6.00% 2 February 29, 2016February 24, 2016
- 3 February 27, 2017February 22, 2017
- 4 February 27, 2018February 22, 2018
- 5 February 27, 2019February 22, 2019Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP0032RAP
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 19.96%$61.00$50.85ABBV Abbvie Inc
Yes 19.56%$38.82$32.47T Att Inc
Yes 22.94%$30.28$24.63INTC Intel Corp
Yes 27.52%$37.64$29.52PPL Ppl Corp
Yes 103.59%$49.60$24.36RAI Reynolds American Inc
6.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
120%
Abbvie Inc Att Inc Intel Corp Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 216
Monthly Performance Update
Initial Fixing: February 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Feb 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKA7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
7.00% 1 February 27, 2015February 24, 2015
7.00% 2 February 29, 2016February 24, 2016
- 3 February 27, 2017February 22, 2017
- 4 February 27, 2018February 22, 2018
- 5 February 27, 2019February 22, 2019
- 6 February 27, 2020February 24, 2020
- 7 February 26, 2021February 23, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0046RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 19.96%$61.00$50.85ABBV Abbvie Inc
Yes 19.56%$38.82$32.47T Att Inc
Yes 22.94%$30.28$24.63INTC Intel Corp
Yes 27.52%$37.64$29.52PPL Ppl Corp
Yes 103.59%$49.60$24.36RAI Reynolds American Inc
7.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
20%
40%
60%
80%
100%
120%
Abbvie Inc Att Inc Intel Corp Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 219
Monthly Performance Update
Initial Fixing: March 25, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Mar 25, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKD1CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.50% 1 March 30, 2015March 25, 2015
0.50% 2 March 28, 2016March 22, 2016
- 3 March 28, 2017March 23, 2017
- 4 March 28, 2018March 23, 2018
- 5 March 28, 2019March 25, 2019Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP0034RAP
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 69.90%$62.71$36.91MO Altria Group Inc
Yes 18.93%$30.28$25.46INTC Intel Corp
No-59.48%$11.23$27.71NE Noble Corp Plc
Yes 25.31%$37.64$30.04PPL Ppl Corp
Yes 7.88%$50.94$47.22VZ Verizon Communications Inc
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
Altria Group Inc Intel Corp Noble Corp Plc Ppl Corp VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 221
Monthly Performance Update
Initial Fixing: March 25, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.25%Maximum Interest Rate:
Mar 25, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKF6CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 March 30, 2015March 25, 2015
1.00% 2 March 28, 2016March 22, 2016
- 3 March 28, 2017March 23, 2017
- 4 March 28, 2018March 23, 2018
- 5 March 28, 2019March 25, 2019
- 6 March 30, 2020March 25, 2020
- 7 March 29, 2021March 24, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0037RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 69.90%$62.71$36.91MO Altria Group Inc
Yes 18.93%$30.28$25.46INTC Intel Corp
No-59.48%$11.23$27.71NE Noble Corp Plc
Yes 25.31%$37.64$30.04PPL Ppl Corp
Yes 7.88%$50.94$47.22VZ Verizon Communications Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
60%
80%
Altria Group Inc Intel Corp Noble Corp Plc Ppl Corp VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 225
Monthly Performance Update
Initial Fixing: April 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Apr 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKK5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 April 29, 2015April 24, 2015
1.00% 2 April 29, 2016April 26, 2016
- 3 April 28, 2017April 25, 2017
- 4 April 30, 2018April 25, 2018
- 5 April 29, 2019April 24, 2019
- 6 April 29, 2020April 24, 2020
- 7 April 29, 2021April 26, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0041RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 15.57%$93.74$81.11AAPL Apple Inc
Yes 12.52%$38.82$34.50T Att Inc
No-35.84%$47.79$74.49COP Conocophillips
Yes 21.48%$37.64$30.98PPL Ppl Corp
Yes 81.59%$49.60$27.31RAI Reynolds American Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-20%
0%
20%
40%
60%
80%
100%
Apple Inc Att Inc Conocophillips Ppl Corp Reynolds AmericanInc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 230
Monthly Performance Update
Initial Fixing: May 23, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
May 23, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKQ2CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 May 29, 2015May 26, 2015
- 2 May 31, 2016May 25, 2016
- 3 May 30, 2017May 24, 2017
- 4 May 29, 2018May 23, 2018
- 5 May 29, 2019May 23, 2019
- 6 May 29, 2020May 26, 2020
- 7 May 28, 2021May 25, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0066RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 6.85%$93.74$87.73AAPL Apple Inc
Yes 9.91%$38.82$35.32T Att Inc
Yes 47.94%$72.18$48.79BMY Bristolmyers Squibb Co
Yes 24.01%$126.49$102.00MCD Mcdonalds Corp
Yes 21.52%$37.64$30.97PPL Ppl Corp
7.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
10%
20%
30%
40%
50%
Apple Inc Att Inc Bristolmyers SquibbCo
Mcdonalds Corp Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 234
Monthly Performance Update
Initial Fixing: June 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Jun 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XKU3CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 June 29, 2015June 24, 2015
- 2 June 27, 2016June 22, 2016
- 3 June 27, 2017June 22, 2017
- 4 June 27, 2018June 22, 2018
- 5 June 27, 2019June 24, 2019
- 6 June 29, 2020June 24, 2020
- 7 June 28, 2021June 23, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0082RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 3.83%$93.74$90.28AAPL Apple Inc
Yes 49.44%$72.18$48.30BMY Bristolmyers Squibb Co
Yes 24.66%$126.49$101.47MCD Mcdonalds Corp
Yes 17.54%$37.64$32.02PPL Ppl Corp
Yes 3.37%$50.94$49.28VZ Verizon Communications Inc
7.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
0%
10%
20%
30%
40%
50%
Apple Inc Bristolmyers SquibbCo
Mcdonalds Corp Ppl Corp VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 240
Monthly Performance Update
Initial Fixing: July 25, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Jul 25, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XLA6CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 July 30, 2015July 27, 2015
- 2 July 29, 2016July 26, 2016
- 3 July 31, 2017July 26, 2017
- 4 July 30, 2018July 25, 2018
- 5 July 30, 2019July 25, 2019
- 6 July 30, 2020July 27, 2020
- 7 July 30, 2021July 21, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0096RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-4.04%$93.74$97.69AAPL Apple Inc
Yes 46.14%$72.18$49.39BMY Bristolmyers Squibb Co
Yes 32.15%$126.49$95.72MCD Mcdonalds Corp
Yes 21.34%$37.64$31.02PPL Ppl Corp
No-0.66%$50.94$51.28VZ Verizon Communications Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-10%
0%
10%
20%
30%
40%
50%
Apple Inc Bristolmyers SquibbCo
Mcdonalds Corp Ppl Corp VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 246
Monthly Performance Update
Initial Fixing: August 25, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Aug 25, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XLG3CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 August 28, 2015August 25, 2015
- 2 August 29, 2016August 24, 2016
- 3 August 28, 2017August 23, 2017
- 4 August 28, 2018August 23, 2018
- 5 August 28, 2019August 23, 2019
- 6 August 28, 2020August 25, 2020
- 7 August 30, 2021August 25, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0107RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 46.20%$62.25$42.58DRI Darden Restaurants Inc
Yes 7.95%$78.78$72.98DUK Duke Energy Corp
No-9.64%$43.49$48.13GSK999X Glaxosmithkline Plc - Cash Distribution
Yes 18.19%$37.64$31.85PPL Ppl Corp
Yes 3.64%$50.94$49.15VZ Verizon Communications Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-10%
0%
10%
20%
30%
40%
50%
Darden RestaurantsInc
Duke Energy Corp Glaxosmithkline Plc -Cash Distribution
Ppl Corp VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 251
Monthly Performance Update
Initial Fixing: September 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Sep 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XLM0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 September 29, 2015September 24, 2015
- 2 September 29, 2016September 26, 2016
- 3 September 29, 2017September 26, 2017
- 4 September 28, 2018September 25, 2018
- 5 September 30, 2019September 25, 2019
- 6 September 29, 2020September 24, 2020
- 7 September 29, 2021September 24, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0114RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 9.66%$38.82$35.40T Att Inc
Yes 31.97%$74.60$56.53ED Consolidated Edison Inc
Yes 34.39%$62.25$46.32DRI Darden Restaurants Inc
No-7.52%$43.49$47.03GSK999X Glaxosmithkline Plc - Cash Distribution
Yes 23.74%$37.64$30.42PPL Ppl Corp
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-10%
-5%
0%
5%
10%
15%
20%
25%
30%
35%
Att Inc Consolidated EdisonInc
Darden RestaurantsInc
Glaxosmithkline Plc -Cash Distribution
Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 256
Monthly Performance Update
Initial Fixing: October 27, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Oct 27, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XLS7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 October 30, 2015October 27, 2015
- 2 October 31, 2016October 26, 2016
- 3 October 31, 2017October 26, 2017
- 4 October 31, 2018October 26, 2018
- 5 October 31, 2019October 28, 2019
- 6 October 30, 2020October 27, 2020
- 7 October 29, 2021October 26, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0129RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 13.81%$38.82$34.11T Att Inc
Yes 19.00%$74.60$62.69ED Consolidated Edison Inc
No-4.14%$43.49$45.37GSK999X Glaxosmithkline Plc - Cash Distribution
Yes 17.00%$37.64$32.17PPL Ppl Corp
Yes 29.14%$79.50$61.56TGT Target Corp
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-5%
0%
5%
10%
15%
20%
25%
30%
Att Inc Consolidated EdisonInc
Glaxosmithkline Plc -Cash Distribution
Ppl Corp Target Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 261
Monthly Performance Update
Initial Fixing: November 21, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Nov 21, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XLX6CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 November 27, 2015November 23, 2015
- 2 November 28, 2016November 22, 2016
- 3 November 27, 2017November 21, 2017
- 4 November 26, 2018November 20, 2018
- 5 November 26, 2019November 21, 2019
- 6 November 27, 2020November 23, 2020
- 7 November 26, 2021November 22, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0141RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 10.03%$38.82$35.28T Att Inc
Yes 10.45%$40.27$36.46COH Coach Inc
Yes 19.61%$74.60$62.37ED Consolidated Edison Inc
No-6.27%$43.49$46.40GSK999X Glaxosmithkline Plc - Cash Distribution
Yes 14.23%$37.64$32.95PPL Ppl Corp
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-8%
-4%
0%
4%
8%
12%
16%
20%
Att Inc Coach Inc Consolidated EdisonInc
Glaxosmithkline Plc -Cash Distribution
Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 266
Monthly Performance Update
Initial Fixing: December 24, 2014
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Dec 24, 2014Issue Date:
Bank of the West,
San Francisco, California
06426XMC1CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 December 30, 2015December 24, 2015
- 2 December 30, 2016December 27, 2016
- 3 December 29, 2017December 26, 2017
- 4 December 31, 2018December 26, 2018
- 5 December 30, 2019December 24, 2019
- 6 December 30, 2020December 24, 2020
- 7 December 30, 2021December 27, 2021
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0163RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 14.31%$38.82$33.96T Att Inc
No-9.72%$21.45$23.76CNP Centerpoint Energy Inc
Yes 1.50%$43.49$42.85GSK999X Glaxosmithkline Plc - Cash Distribution
Yes 9.66%$37.64$34.32PPL Ppl Corp
Yes 6.50%$79.50$74.65TGT Target Corp
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-12%
-8%
-4%
0%
4%
8%
12%
16%
Att Inc Centerpoint EnergyInc
Glaxosmithkline Plc -Cash Distribution
Ppl Corp Target Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 271
Monthly Performance Update
Initial Fixing: January 26, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Jan 26, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XMH0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
1.00% 1 January 29, 2016January 26, 2016
- 2 January 30, 2017January 25, 2017
- 3 January 29, 2018January 24, 2018
- 4 January 29, 2019January 24, 2019
- 5 January 29, 2020January 24, 2020
- 6 January 29, 2021January 26, 2021
- 7 January 31, 2022January 26, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0176RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 17.00%$38.82$33.18T Att Inc
Yes 39.51%$126.49$90.67MCD Mcdonalds Corp
Yes 18.15%$98.12$83.05PM Philip Morris International Inc
Yes 13.59%$37.64$33.14PPL Ppl Corp
No-12.05%$41.10$46.73SNY Sanofi
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-20%
-10%
0%
10%
20%
30%
40%
Att Inc Mcdonalds Corp Philip MorrisInternational Inc
Ppl Corp Sanofi
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 276
Monthly Performance Update
Initial Fixing: February 23, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Feb 23, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XMN7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.75% 1 February 26, 2016February 23, 2016
- 2 February 27, 2017February 22, 2017
- 3 February 26, 2018February 21, 2018
- 4 February 26, 2019February 21, 2019
- 5 February 26, 2020February 21, 2020
- 6 February 26, 2021February 23, 2021
- 7 February 28, 2022February 23, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0187RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 14.68%$38.82$33.85T Att Inc
No-15.49%$13.56$16.05F Ford Motor Co
No-57.74%$17.76$42.03KMI Kinder Morgan Incde
Yes 22.45%$31.09$25.39MAT Mattel Inc
Yes 15.33%$37.64$32.64PPL Ppl Corp
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
Att Inc Ford Motor Co Kinder Morgan Incde Mattel Inc Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 281
Monthly Performance Update
Initial Fixing: March 25, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Mar 25, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XMT4CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.75% 1 March 30, 2016March 24, 2016
- 2 March 30, 2017March 27, 2017
- 3 March 29, 2018March 26, 2018
- 4 March 29, 2019March 26, 2019
- 5 March 30, 2020March 25, 2020
- 6 March 30, 2021March 25, 2021
- 7 March 30, 2022March 25, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0198RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 4.77%$61.00$58.22ABBV Abbvie Inc
Yes 19.01%$38.82$32.62T Att Inc
No-2.50%$91.91$94.27CME Cme Group Incil
No-56.82%$17.76$41.13KMI Kinder Morgan Incde
Yes 13.68%$37.64$33.11PPL Ppl Corp
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
Abbvie Inc Att Inc Cme Group Incil Kinder Morgan Incde Ppl Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 285
Monthly Performance Update
Initial Fixing: April 24, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Apr 24, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XMX5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
0.75% 1 April 29, 2016April 26, 2016
- 2 April 28, 2017April 25, 2017
- 3 April 30, 2018April 25, 2018
- 4 April 29, 2019April 24, 2019
- 5 April 29, 2020April 24, 2020
- 6 April 29, 2021April 26, 2021
- 7 April 29, 2022April 26, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0211RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-7.67%$61.00$66.07ABBV Abbvie Inc
No-28.05%$93.74$130.28AAPL Apple Inc
Yes 14.14%$38.82$34.01T Att Inc
Yes 2.25%$91.91$89.89CME Cme Group Incil
No-5.00%$75.18$79.14ETR Entergy Corp
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-30%
-25%
-20%
-15%
-10%
-5%
0%
5%
10%
15%
Abbvie Inc Apple Inc Att Inc Cme Group Incil Entergy Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 291
Monthly Performance Update
Initial Fixing: May 22, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
May 22, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XND8CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 May 31, 2016May 25, 2016
- 2 May 30, 2017May 24, 2017
- 3 May 29, 2018May 23, 2018
- 4 May 28, 2019May 22, 2019
- 5 May 28, 2020May 22, 2020
- 6 May 28, 2021May 25, 2021
- 7 May 31, 2022May 25, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0220RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-29.27%$93.74$132.54AAPL Apple Inc
Yes 11.84%$38.82$34.71T Att Inc
No-2.20%$91.91$93.98CME Cme Group Incil
No-1.13%$75.18$76.04ETR Entergy Corp
No-58.40%$17.76$42.69KMI Kinder Morgan Incde
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
Apple Inc Att Inc Cme Group Incil Entergy Corp Kinder Morgan Incde
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 297
Monthly Performance Update
Initial Fixing: June 24, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.00%Maximum Interest Rate:
Jun 24, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XNJ5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 June 29, 2016June 24, 2016
- 2 June 29, 2017June 26, 2017
- 3 June 29, 2018June 26, 2018
- 4 June 28, 2019June 25, 2019
- 5 June 29, 2020June 24, 2020Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP0236RAP
0.25%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 8.50%$38.82$35.78T Att Inc
No-54.98%$17.76$39.45KMI Kinder Morgan Incde
Yes 21.42%$98.12$80.81PM Philip Morris International Inc
0.25%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
Att Inc Kinder Morgan Incde Philip Morris International Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 299
Monthly Performance Update
Initial Fixing: June 24, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Jun 24, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XNL0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 June 29, 2016June 24, 2016
- 2 June 29, 2017June 26, 2017
- 3 June 29, 2018June 26, 2018
- 4 June 28, 2019June 25, 2019
- 5 June 29, 2020June 24, 2020
- 6 June 29, 2021June 24, 2021
- 7 June 29, 2022June 24, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0238RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-11.88%$61.00$69.22ABBV Abbvie Inc
No-26.83%$93.74$128.11AAPL Apple Inc
Yes 8.50%$38.82$35.78T Att Inc
Yes 11.07%$78.78$70.93DUK Duke Energy Corp
No-54.98%$17.76$39.45KMI Kinder Morgan Incde
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
Abbvie Inc Apple Inc Att Inc Duke Energy Corp Kinder Morgan Incde
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 304
Monthly Performance Update
Initial Fixing: July 27, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Jul 27, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XNQ9CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 July 29, 2016July 26, 2016
- 2 July 31, 2017July 26, 2017
- 3 July 30, 2018July 25, 2018
- 4 July 30, 2019July 25, 2019
- 5 July 30, 2020July 27, 2020
- 6 July 30, 2021July 27, 2021
- 7 July 29, 2022July 26, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0248RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 7.92%$78.78$73.00DUK Duke Energy Corp
No-49.57%$17.76$35.22KMI Kinder Morgan Incde
Yes 31.71%$126.49$96.04MCD Mcdonalds Corp
Yes 14.72%$98.12$85.53PM Philip Morris International Inc
Yes 11.15%$50.94$45.83VZ Verizon Communications Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-60%
-40%
-20%
0%
20%
40%
Duke Energy Corp Kinder Morgan Incde Mcdonalds Corp Philip MorrisInternational Inc
VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 308
Monthly Performance Update
Initial Fixing: August 25, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.50%Maximum Interest Rate:
Aug 25, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XNU0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 August 29, 2016August 24, 2016
- 2 August 28, 2017August 23, 2017
- 3 August 28, 2018August 23, 2018
- 4 August 28, 2019August 23, 2019
- 5 August 28, 2020August 25, 2020
- 6 August 30, 2021August 25, 2021
- 7 August 29, 2022August 24, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0252RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 22.08%$38.82$31.80T Att Inc
Yes 12.21%$78.78$70.21DUK Duke Energy Corp
No-40.66%$17.76$29.93KMI Kinder Morgan Incde
Yes 4.37%$32.71$31.34PFE Pfizer Inc
Yes 26.79%$98.12$77.39PM Philip Morris International Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
Att Inc Duke Energy Corp Kinder Morgan Incde Pfizer Inc Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 314
Monthly Performance Update
Initial Fixing: September 24, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Sep 24, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XPA2CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 September 29, 2016September 26, 2016
- 2 September 29, 2017September 26, 2017
- 3 September 28, 2018September 25, 2018
- 4 September 30, 2019September 25, 2019
- 5 September 29, 2020September 24, 2020
- 6 September 29, 2021September 24, 2021
- 7 September 29, 2022September 26, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0272RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 20.90%$38.82$32.11T Att Inc
Yes 12.03%$78.78$70.32DUK Duke Energy Corp
No-39.47%$17.76$29.34KMI Kinder Morgan Incde
Yes 30.01%$126.49$97.29MCD Mcdonalds Corp
Yes 22.02%$98.12$80.41PM Philip Morris International Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
Att Inc Duke Energy Corp Kinder Morgan Incde Mcdonalds Corp Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 318
Monthly Performance Update
Initial Fixing: October 26, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
5.00%Maximum Interest Rate:
Oct 26, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XPE4CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 October 31, 2016October 26, 2015
- 2 October 30, 2017October 25, 2017
- 3 October 29, 2018October 24, 2018
- 4 October 29, 2019October 24, 2019
- 5 October 29, 2020October 26, 2020Term:
TERMS
5 yrs
BNP Paribas Internal Ref.: OP0290RAP
0.30%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-18.68%$93.74$115.28AAPL Apple Inc
Yes 15.33%$38.82$33.66T Att Inc
Yes 9.39%$98.12$89.70PM Philip Morris International Inc
0.30%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-20%
-15%
-10%
-5%
0%
5%
10%
15%
20%
Apple Inc Att Inc Philip Morris International Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 320
Monthly Performance Update
Initial Fixing: October 26, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
6.00%Maximum Interest Rate:
Oct 26, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XPG9CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 October 31, 2016October 26, 2016
- 2 October 30, 2017October 25, 2017
- 3 October 29, 2018October 24, 2018
- 4 October 29, 2019October 24, 2019
- 5 October 29, 2020October 26, 2020
- 6 October 29, 2021October 26, 2021
- 7 October 31, 2022October 26, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0287RAP
1.00%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
Yes 2.13%$62.71$61.40MO Altria Group Inc
No-18.68%$93.74$115.28AAPL Apple Inc
Yes 9.04%$78.78$72.25DUK Duke Energy Corp
No-11.72%$13.56$15.36F Ford Motor Co
Yes 9.88%$50.94$46.36VZ Verizon Communications Inc
1.00%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-20%
-16%
-12%
-8%
-4%
0%
4%
8%
12%
Altria Group Inc Apple Inc Duke Energy Corp Ford Motor Co VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 324
Monthly Performance Update
Initial Fixing: November 23, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Nov 23, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XPL8CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 November 28, 2016November 22, 2016
- 2 November 27, 2017November 21, 2017
- 3 November 27, 2018November 21, 2018
- 4 November 27, 2019November 22, 2019
- 5 November 27, 2020November 23, 2020
- 6 November 29, 2021November 23, 2021
- 7 November 28, 2022November 22, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0297RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-20.39%$93.74$117.75AAPL Apple Inc
Yes 15.84%$78.78$68.01DUK Duke Energy Corp
No-6.80%$13.56$14.55F Ford Motor Co
Yes 13.32%$98.12$86.59PM Philip Morris International Inc
Yes 13.23%$50.94$44.99VZ Verizon Communications Inc
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-25%
-20%
-15%
-10%
-5%
0%
5%
10%
15%
20%
Apple Inc Duke Energy Corp Ford Motor Co Philip MorrisInternational Inc
VerizonCommunications Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 329
Monthly Performance Update
Initial Fixing: December 22, 2015
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Dec 22, 2015Issue Date:
Bank of the West,
San Francisco, California
06426XPR5CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 December 28, 2016December 22, 2016
- 2 December 28, 2017December 22, 2017
- 3 December 28, 2018December 24, 2018
- 4 December 30, 2019December 24, 2019
- 5 December 28, 2020December 22, 2020
- 6 December 28, 2021December 22, 2021
- 7 December 28, 2022December 22, 2022
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0305RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-12.58%$93.74$107.23AAPL Apple Inc
Yes 12.82%$38.82$34.41T Att Inc
Yes 11.04%$78.78$70.95DUK Duke Energy Corp
No-4.51%$13.56$14.20F Ford Motor Co
Yes 11.93%$98.12$87.66PM Philip Morris International Inc
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-16%
-12%
-8%
-4%
0%
4%
8%
12%
16%
Apple Inc Att Inc Duke Energy Corp Ford Motor Co Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 334
Monthly Performance Update
Initial Fixing: January 25, 2016
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Jan 25, 2016Issue Date:
Bank of the West,
San Francisco, California
06426XPW4CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 January 30, 2017January 25, 2017
- 2 January 29, 2018January 24, 2018
- 3 January 28, 2019January 23, 2019
- 4 January 28, 2020January 23, 2020
- 5 January 28, 2021January 25, 2021
- 6 January 28, 2022January 25, 2022
- 7 January 30, 2023January 25, 2023
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0327RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-5.73%$93.74$99.44AAPL Apple Inc
Yes 10.91%$38.82$35.00T Att Inc
Yes 9.72%$78.78$71.80DUK Duke Energy Corp
Yes 13.20%$98.12$86.68PM Philip Morris International Inc
Yes 15.35%$79.50$68.92TGT Target Corp
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-8%
-4%
0%
4%
8%
12%
16%
Apple Inc Att Inc Duke Energy Corp Philip MorrisInternational Inc
Target Corp
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 340
Monthly Performance Update
Initial Fixing: February 22, 2016
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
7.00%Maximum Interest Rate:
Feb 22, 2016Issue Date:
Bank of the West,
San Francisco, California
06426XQC7CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 February 27, 2017February 22, 2017
- 2 February 26, 2018February 21, 2018
- 3 February 25, 2019February 20, 2019
- 4 February 25, 2020February 20, 2020
- 5 February 25, 2021February 22, 2021
- 6 February 25, 2022February 22, 2022
- 7 February 27, 2023February 22, 2023
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0341RAP
0.50%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-3.24%$93.74$96.88AAPL Apple Inc
Yes 5.32%$38.82$36.86T Att Inc
Yes 5.26%$78.78$74.84DUK Duke Energy Corp
Yes 9.10%$145.94$133.77IBM International Business Machines Corp
Yes 6.03%$98.12$92.54PM Philip Morris International Inc
0.50%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-4%
-2%
0%
2%
4%
6%
8%
10%
Apple Inc Att Inc Duke Energy Corp InternationalBusiness Machines
Corp
Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 343
Monthly Performance Update
Initial Fixing: March 24, 2016
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
8.75%Maximum Interest Rate:
Mar 24, 2016Issue Date:
Bank of the West,
San Francisco, California
06426XQF0CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 March 30, 2017March 27, 2017
- 2 March 29, 2018March 26, 2018
- 3 March 29, 2019March 26, 2019
- 4 March 30, 2020March 25, 2020
- 5 March 30, 2021March 25, 2021
- 6 March 30, 2022March 25, 2022
- 7 March 30, 2023March 27, 2023
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0349RAP
0.15%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-11.29%$93.74$105.67AAPL Apple Inc
No-0.15%$38.82$38.88T Att Inc
No-1.22%$78.78$79.75DUK Duke Energy Corp
No-1.36%$145.94$147.95IBM International Business Machines Corp
Yes 0.56%$98.12$97.57PM Philip Morris International Inc
0.15%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-12%
-10%
-8%
-6%
-4%
-2%
0%
2%
Apple Inc Att Inc Duke Energy Corp InternationalBusiness Machines
Corp
Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS
BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 344
Monthly Performance Update
Initial Fixing: March 24, 2016
April 29, 2016Data as of:
ILLUSTRATIVE PURPOSES ONLY
Currency: USD
3.50%Maximum Interest Rate:
Mar 24, 2016Issue Date:
Bank of the West,
San Francisco, California
06426XQG8CUSIP:
Issuer:
COUPON HISTORY
Coupon AmountInterest Payment DateValuation Date
- 1 March 30, 2017March 27, 2017
- 2 March 29, 2018March 26, 2018
- 3 March 29, 2019March 26, 2019
- 4 March 30, 2020March 25, 2020
- 5 March 30, 2021March 25, 2021
- 6 March 30, 2022March 25, 2022
- 7 March 30, 2023March 27, 2023
Term:
TERMS
7 yrs
BNP Paribas Internal Ref.: OP0350RAP
0.75%Minimum Interest Rate:
REFERENCE ASSETS PERFORMANCE
Is above Initial Price ?% ChangeCurrent PriceInitial Share Price*TickerReference Asset
No-11.29%$93.74$105.67AAPL Apple Inc
No-0.15%$38.82$38.88T Att Inc
No-1.22%$78.78$79.75DUK Duke Energy Corp
No-1.36%$145.94$147.95IBM International Business Machines Corp
Yes 0.56%$98.12$97.57PM Philip Morris International Inc
0.75%Hypothetical Coupon Computation **
* Initial Share Price may have been adjusted following any corporate actions.
** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of
the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below
their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of
the Reference Assets as of the applicable Coupon Valuation Date.
CURRENT PERFORMANCE GRAPH
-12%
-10%
-8%
-6%
-4%
-2%
0%
2%
Apple Inc Att Inc Duke Energy Corp InternationalBusiness Machines
Corp
Philip MorrisInternational Inc
The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such
indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith
by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group
expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance
with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors
or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its
calculations are accurate or complete.
The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own
advisors about the relevance, accuracy, completeness and appropriateness of these valuations.
FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS