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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



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.


BANK OF THE WEST INCOME ADVANTAGE MARKET-LINKED CD Series 160

Monthly Performance Update

Initial Fixing: April 24, 2013



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.




Initial Fixing: May 24, 2013



Currency: USD


May 24, 2013Issue Date:

Bank of the West,


06426XGY0CUSIP:

Issuer:

COUPON HISTORY


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






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








-40%

-20%

0%

20%

40%

60%

80%

Altria Group Inc Att Inc Conocophillips Firstenergy Corp New York CommunityBancorp Inc













Initial Fixing: June 24, 2013



Currency: USD


Jun 24, 2013Issue Date:

Bank of the West,


06426XGZ7CUSIP:

Issuer:

COUPON HISTORY


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





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








0%

20%

40%

60%

80%

100%

120%

140%

Att Inc Garmin Ltd Ppl Corp Reynolds AmericanInc

Southern CopperCorp
















Currency: USD



Bank of the West,


06426XHD5CUSIP:

Issuer:

COUPON HISTORY


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





Yes 12.65%$38.82$34.46T Att Inc


Yes 39.49%$37.64$26.98PPL Ppl Corp


Yes 9.65%$29.67$27.06SCCO Southern Copper Corp








0%

20%

40%

60%

80%

100%

120%

140%

Att Inc Garmin Ltd Ppl Corp Reynolds AmericanInc

Southern CopperCorp













Initial Fixing: July 25, 2013



Currency: USD


Jul 25, 2013Issue Date:

Bank of the West,


06426XHF0CUSIP:

Issuer:

COUPON HISTORY


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





Yes 9.48%$38.82$35.46T Att Inc


Yes 11.34%$49.60$44.55LO999X2 Lorillard Adjustment 06/12/2015 Merger

Yes 29.76%$37.64$29.01PPL Ppl Corp









0%

20%

40%

60%

80%

100%

Att Inc Garmin Ltd Lorillard Adjustment06/12/2015 Merger

Ppl Corp Reynolds AmericanInc
















Currency: USD



Bank of the West,


06426XHJ2CUSIP:

Issuer:

COUPON HISTORY


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





Yes 9.48%$38.82$35.46T Att Inc


Yes 11.34%$49.60$44.55LO999X2 Lorillard Adjustment 06/12/2015 Merger

Yes 29.76%$37.64$29.01PPL Ppl Corp









0%

20%

40%

60%

80%

100%

Att Inc Garmin Ltd Lorillard Adjustment06/12/2015 Merger

Ppl Corp Reynolds AmericanInc













Initial Fixing: August 26, 2013



Currency: USD


Aug 26, 2013Issue Date:

Bank of the West,


06426XHL7CUSIP:

Issuer:

COUPON HISTORY


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





Yes 40.39%$61.00$43.45ABBV Abbvie Inc


Yes 14.78%$38.82$33.82T Att Inc










-40%

-20%

0%

20%

40%

60%

80%

100%

Abbvie Inc Altria Group Inc Att Inc Conocophillips Garmin Ltd
















Currency: USD



Bank of the West,


06426XHM5CUSIP:

Issuer:

COUPON HISTORY


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







Yes 14.78%$38.82$33.82T Att Inc










-40%

-20%

0%

20%

40%

60%

80%

100%

















Currency: USD



Bank of the West,


06426XHN3CUSIP:

Issuer:

COUPON HISTORY


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







Yes 14.78%$38.82$33.82T Att Inc










-40%

-20%

0%

20%

40%

60%

80%

100%














Initial Fixing: September 24, 2013



Currency: USD


Sep 24, 2013Issue Date:

Bank of the West,


06426XHS2CUSIP:

Issuer:

COUPON HISTORY


6.00% 1 September 29, 2014September 24, 2014


- 3 September 29, 2016September 26, 2016


- 5 September 27, 2018September 24, 2018Term:

TERMS

5 yrs






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








0%

5%

10%

15%

20%

25%

30%

35%

Abbvie Inc Apple Inc Att Inc Dow Chemical Cothe Pfizer Inc
















Currency: USD



Bank of the West,


06426XHT0CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs








Yes 27.82%$30.28$23.69INTC Intel Corp

No-47.02%$19.39$36.60WMB Williams Cos Incthe








-60%

-40%

-20%

0%

20%

40%

60%

80%

Abbvie Inc Altria Group Inc Conocophillips Intel Corp Williams Cos Incthe













Initial Fixing: October 25, 2013



Currency: USD


Oct 25, 2013Issue Date:

Bank of the West,


06426XHX1CUSIP:

Issuer:

COUPON HISTORY


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








Yes 0.45%$50.94$50.71VZ Verizon Communications Inc









-60%

-40%

-20%

0%

20%

40%

60%

80%

100%

Altria Group Inc Intel Corp Reynolds AmericanInc

VerizonCommunications Inc

Williams Cos Incthe
















Currency: USD



Bank of the West,


06426XJA9CUSIP:

Issuer:

COUPON HISTORY


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

















-60%

-40%

-20%

0%

20%

40%

60%

80%

100%

Altria Group Inc Intel Corp Reynolds AmericanInc


Williams Cos Incthe













Initial Fixing: November 22, 2013



Currency: USD


Nov 22, 2013Issue Date:

Bank of the West,


06426XJD3CUSIP:

Issuer:

COUPON HISTORY


0.50% 1 November 26, 2014November 21, 2014


- 3 November 29, 2016November 23, 2016


- 5 November 29, 2018November 26, 2018Term:

TERMS

5 yrs






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








0%

10%

20%

30%

40%

50%

60%

70%

Altria Group Inc Att Inc Lockheed Martin Corp Merck Co Inc Ppl Corp
















Currency: USD



Bank of the West,


06426XJG6CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs






Yes 9.60%$38.82$35.42T Att Inc

Yes 64.95%$232.38$140.88LMT Lockheed Martin Corp


Yes 32.13%$37.64$28.49PPL Ppl Corp








0%

10%

20%

30%

40%

50%

60%

70%

Altria Group Inc Att Inc Lockheed Martin Corp Merck Co Inc Ppl Corp













Initial Fixing: December 20, 2013



Currency: USD


Dec 20, 2013Issue Date:

Bank of the West,


06426XJK7CUSIP:

Issuer:

COUPON HISTORY


0.50% 1 December 26, 2014December 22, 2014


- 3 December 27, 2016December 21, 2016


- 5 December 26, 2018December 20, 2018Term:

TERMS

5 yrs






Yes 13.18%$38.82$34.30T Att Inc











-60%

-40%

-20%

0%

20%

40%

60%

80%

Altria Group Inc Att Inc Intel Corp Merck Co Inc Williams Cos Incthe
















Currency: USD



Bank of the West,


06426XJL5CUSIP:

Issuer:

COUPON HISTORY







- 6 December 26, 2019December 20, 2019Term:

TERMS

6 yrs





Yes 9.69%$91.91$83.79CME Cme Group Incil



Yes 36.67%$37.64$27.54PPL Ppl Corp









0%

20%

40%

60%

80%

100%

Cme Group Incil Intel Corp Merck Co Inc Ppl Corp Reynolds AmericanInc
















Currency: USD



Bank of the West,


06426XJN1CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs






Yes 13.18%$38.82$34.30T Att Inc











-60%

-40%

-20%

0%

20%

40%

60%

80%

Altria Group Inc Att Inc Intel Corp Merck Co Inc Williams Cos Incthe













Initial Fixing: January 27, 2014



Currency: USD


Jan 27, 2014Issue Date:

Bank of the West,


06426XJR2CUSIP:

Issuer:

COUPON HISTORY


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





Yes 15.85%$38.82$33.51T Att Inc



Yes 21.47%$98.12$80.78PM Philip Morris International Inc

Yes 36.35%$37.64$27.61PPL Ppl Corp








0%

5%

10%

15%

20%

25%

30%

35%

40%

Att Inc Intel Corp Merck Co Inc Philip MorrisInternational Inc

Ppl Corp
















Currency: USD



Bank of the West,


06426XJU5CUSIP:

Issuer:

COUPON HISTORY


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





Yes 15.85%$38.82$33.51T Att Inc




Yes 36.35%$37.64$27.61PPL Ppl Corp








0%

5%

10%

15%

20%

25%

30%

35%

40%

Att Inc Intel Corp Merck Co Inc Philip MorrisInternational Inc

Ppl Corp













Initial Fixing: February 24, 2014



Currency: USD


Feb 24, 2014Issue Date:

Bank of the West,


06426XJX9CUSIP:

Issuer:

COUPON HISTORY


6.00% 1 February 27, 2015February 24, 2015


- 3 February 27, 2017February 22, 2017


- 5 February 27, 2019February 22, 2019Term:

TERMS

5 yrs

BNP Paribas Internal Ref.: OP0032RAP





Yes 19.56%$38.82$32.47T Att Inc


Yes 27.52%$37.64$29.52PPL Ppl Corp









0%

20%

40%

60%

80%

100%

120%

Abbvie Inc Att Inc Intel Corp Ppl Corp Reynolds AmericanInc
















Currency: USD



Bank of the West,


06426XKA7CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs






Yes 19.56%$38.82$32.47T Att Inc


Yes 27.52%$37.64$29.52PPL Ppl Corp









0%

20%

40%

60%

80%

100%

120%

Abbvie Inc Att Inc Intel Corp Ppl Corp Reynolds AmericanInc













Initial Fixing: March 25, 2014



Currency: USD


Mar 25, 2014Issue Date:

Bank of the West,


06426XKD1CUSIP:

Issuer:

COUPON HISTORY


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







No-59.48%$11.23$27.71NE Noble Corp Plc

Yes 25.31%$37.64$30.04PPL Ppl Corp









-60%

-40%

-20%

0%

20%

40%

60%

80%

Altria Group Inc Intel Corp Noble Corp Plc Ppl Corp VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XKF6CUSIP:

Issuer:

COUPON HISTORY


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







No-59.48%$11.23$27.71NE Noble Corp Plc

Yes 25.31%$37.64$30.04PPL Ppl Corp









-60%

-40%

-20%

0%

20%

40%

60%

80%

Altria Group Inc Intel Corp Noble Corp Plc Ppl Corp VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XKK5CUSIP:

Issuer:

COUPON HISTORY


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






Yes 12.52%$38.82$34.50T Att Inc


Yes 21.48%$37.64$30.98PPL Ppl Corp









-40%

-20%

0%

20%

40%

60%

80%

100%

Apple Inc Att Inc Conocophillips Ppl Corp Reynolds AmericanInc
















Currency: USD



Bank of the West,


06426XKQ2CUSIP:

Issuer:

COUPON HISTORY


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






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








0%

10%

20%

30%

40%

50%

Apple Inc Att Inc Bristolmyers SquibbCo

Mcdonalds Corp Ppl Corp
















Currency: USD



Bank of the West,


06426XKU3CUSIP:

Issuer:

COUPON HISTORY


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








Yes 17.54%$37.64$32.02PPL Ppl Corp









0%

10%

20%

30%

40%

50%

Apple Inc Bristolmyers SquibbCo

Mcdonalds Corp Ppl Corp VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XLA6CUSIP:

Issuer:

COUPON HISTORY


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





No-4.04%$93.74$97.69AAPL Apple Inc



Yes 21.34%$37.64$31.02PPL Ppl Corp

No-0.66%$50.94$51.28VZ Verizon Communications Inc








-10%

0%

10%

20%

30%

40%

50%

Apple Inc Bristolmyers SquibbCo

Mcdonalds Corp Ppl Corp VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XLG3CUSIP:

Issuer:

COUPON HISTORY


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





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









-10%

0%

10%

20%

30%

40%

50%

Darden RestaurantsInc

Duke Energy Corp Glaxosmithkline Plc -Cash Distribution

Ppl Corp VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XLM0CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





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


Yes 23.74%$37.64$30.42PPL Ppl Corp








-10%

-5%

0%

5%

10%

15%

20%

25%

30%

35%

Att Inc Consolidated EdisonInc

Darden RestaurantsInc

Glaxosmithkline Plc -Cash Distribution

Ppl Corp
















Currency: USD



Bank of the West,


06426XLS7CUSIP:

Issuer:

COUPON HISTORY


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





Yes 13.81%$38.82$34.11T Att Inc



Yes 17.00%$37.64$32.17PPL Ppl Corp

Yes 29.14%$79.50$61.56TGT Target Corp








-5%

0%

5%

10%

15%

20%

25%

30%

Att Inc Consolidated EdisonInc


Ppl Corp Target Corp
















Currency: USD



Bank of the West,


06426XLX6CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





Yes 10.03%$38.82$35.28T Att Inc

Yes 10.45%$40.27$36.46COH Coach Inc



Yes 14.23%$37.64$32.95PPL Ppl Corp








-8%

-4%

0%

4%

8%

12%

16%

20%

Att Inc Coach Inc Consolidated EdisonInc


Ppl Corp
















Currency: USD



Bank of the West,


06426XMC1CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





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









-12%

-8%

-4%

0%

4%

8%

12%

16%

Att Inc Centerpoint EnergyInc


Ppl Corp Target Corp
















Currency: USD



Bank of the West,


06426XMH0CUSIP:

Issuer:

COUPON HISTORY


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





Yes 17.00%$38.82$33.18T Att Inc



Yes 13.59%$37.64$33.14PPL Ppl Corp

No-12.05%$41.10$46.73SNY Sanofi








-20%

-10%

0%

10%

20%

30%

40%

Att Inc Mcdonalds Corp Philip MorrisInternational Inc

Ppl Corp Sanofi
















Currency: USD



Bank of the West,


06426XMN7CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





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








-60%

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

30%

Att Inc Ford Motor Co Kinder Morgan Incde Mattel Inc Ppl Corp
















Currency: USD



Bank of the West,


06426XMT4CUSIP:

Issuer:

COUPON HISTORY


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






Yes 19.01%$38.82$32.62T Att Inc

No-2.50%$91.91$94.27CME Cme Group Incil


Yes 13.68%$37.64$33.11PPL Ppl Corp








-60%

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

Abbvie Inc Att Inc Cme Group Incil Kinder Morgan Incde Ppl Corp
















Currency: USD



Bank of the West,


06426XMX5CUSIP:

Issuer:

COUPON HISTORY


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





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








-30%

-25%

-20%

-15%

-10%

-5%

0%

5%

10%

15%

Abbvie Inc Apple Inc Att Inc Cme Group Incil Entergy Corp
















Currency: USD



Bank of the West,


06426XND8CUSIP:

Issuer:

COUPON HISTORY


- 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





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









-60%

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

Apple Inc Att Inc Cme Group Incil Entergy Corp Kinder Morgan Incde
















Currency: USD



Bank of the West,


06426XNJ5CUSIP:

Issuer:

COUPON HISTORY


- 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





Yes 8.50%$38.82$35.78T Att Inc










-60%

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

30%

Att Inc Kinder Morgan Incde Philip Morris International Inc
















Currency: USD



Bank of the West,


06426XNL0CUSIP:

Issuer:

COUPON HISTORY


- 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





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










-60%

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

Abbvie Inc Apple Inc Att Inc Duke Energy Corp Kinder Morgan Incde
















Currency: USD



Bank of the West,


06426XNQ9CUSIP:

Issuer:

COUPON HISTORY


- 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

















-60%

-40%

-20%

0%

20%

40%

Duke Energy Corp Kinder Morgan Incde Mcdonalds Corp Philip MorrisInternational Inc

















Currency: USD



Bank of the West,


06426XNU0CUSIP:

Issuer:

COUPON HISTORY


- 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





Yes 22.08%$38.82$31.80T Att Inc



Yes 4.37%$32.71$31.34PFE Pfizer Inc









-50%

-40%

-30%

-20%

-10%

0%

10%

20%

30%

Att Inc Duke Energy Corp Kinder Morgan Incde Pfizer Inc Philip MorrisInternational Inc
















Currency: USD



Bank of the West,


06426XPA2CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





Yes 20.90%$38.82$32.11T Att Inc












-40%

-30%

-20%

-10%

0%

10%

20%

30%

40%

Att Inc Duke Energy Corp Kinder Morgan Incde Mcdonalds Corp Philip MorrisInternational Inc
















Currency: USD



Bank of the West,


06426XPE4CUSIP:

Issuer:

COUPON HISTORY


- 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





No-18.68%$93.74$115.28AAPL Apple Inc

Yes 15.33%$38.82$33.66T Att Inc









-20%

-15%

-10%

-5%

0%

5%

10%

15%

20%

Apple Inc Att Inc Philip Morris International Inc
















Currency: USD



Bank of the West,


06426XPG9CUSIP:

Issuer:

COUPON HISTORY


- 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






No-18.68%$93.74$115.28AAPL Apple Inc


No-11.72%$13.56$15.36F Ford Motor Co









-20%

-16%

-12%

-8%

-4%

0%

4%

8%

12%

Altria Group Inc Apple Inc Duke Energy Corp Ford Motor Co VerizonCommunications Inc
















Currency: USD



Bank of the West,


06426XPL8CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





No-20.39%$93.74$117.75AAPL Apple Inc


No-6.80%$13.56$14.55F Ford Motor Co










-25%

-20%

-15%

-10%

-5%

0%

5%

10%

15%

20%

Apple Inc Duke Energy Corp Ford Motor Co Philip MorrisInternational Inc

















Currency: USD



Bank of the West,


06426XPR5CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs





No-12.58%$93.74$107.23AAPL Apple Inc

Yes 12.82%$38.82$34.41T Att Inc


No-4.51%$13.56$14.20F Ford Motor Co









-16%

-12%

-8%

-4%

0%

4%

8%

12%

16%

Apple Inc Att Inc Duke Energy Corp Ford Motor Co Philip MorrisInternational Inc
















Currency: USD



Bank of the West,


06426XPW4CUSIP:

Issuer:

COUPON HISTORY


- 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






Yes 10.91%$38.82$35.00T Att Inc











-8%

-4%

0%

4%

8%

12%

16%

Apple Inc Att Inc Duke Energy Corp Philip MorrisInternational Inc

Target Corp
















Currency: USD



Bank of the West,


06426XQC7CUSIP:

Issuer:

COUPON HISTORY









Term:

TERMS

7 yrs






Yes 5.32%$38.82$36.86T Att Inc


Yes 9.10%$145.94$133.77IBM International Business Machines Corp









-4%

-2%

0%

2%

4%

6%

8%

10%

Apple Inc Att Inc Duke Energy Corp InternationalBusiness Machines

Corp

Philip MorrisInternational Inc
















Currency: USD



Bank of the West,


06426XQF0CUSIP:

Issuer:

COUPON HISTORY


- 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





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









-12%

-10%

-8%

-6%

-4%

-2%

0%

2%


Corp

















Currency: USD



Bank of the West,


06426XQG8CUSIP:

Issuer:

COUPON HISTORY


- 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





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









-12%

-10%

-8%

-6%

-4%

-2%

0%

2%


Corp










