/raid1/www/Hosts/bankrupt/TCREUR

/raid1/www/Hosts/bankrupt/TCREUR_Public/160808.mbx T R O U B L E D C O M P A N Y R E P O R T E R E U R O P E Monday, August 8, 2016, Vol. 17, No. 155 Headlines C Y P R U S FEDERAL BANK: Liquidation Process to Proceed, CBC Says G R E E C E ACHARNES: Declares Bankruptcy Amid Crisis, Loan Appeal Rejected H U N G A R Y ZSOLNAY: Repays West Hungaria Bau Debts, Wants Liquidation Halted I T A L Y MONTE DEI PASCHI: Atlante Fund Contributions Short of Target MONTE DEI PASCHI: Fitch Puts 'B-' IDR on Rating Watch Evolving L U X E M B O U R G INTELSAT SA: Egan-Jones Assigns CCC+ Sr. Unsecured Ratings N E T H E R L A N D S ACCUNIA EUROPEAN CLO I: S&P Assigns BB Rating to Class E Notes CNH INDUSTRIAL: S&P Assigns 'BB+' Rating to Proposed Sr. Notes GREENKO DUTCH: Fitch Raises Rating on USD550MM Notes to 'B+' NORTH WESTERLY CLO I: S&P Withdraws 'D' Ratings on 2 Note Classes RENOIR CDO: S&P Raises Ratings on Classes D1 & D2 Notes to B+ P O R T U G A L BANCO COMERCIAL: Fosun to Acquire 16.7% Stake in Company COMBOIOS DE PORTUGAL: S&P Affirms then Withdraws 'BB+' CCR R U S S I A BFG-CREDIT BANK: Central Bank Files Bankruptcy Petition in Moscow KONSTANS-BANK JSC: Placed Under Provisional Administration PROMENERGOBANK JSC: Placed Under Provisional Administration S P A I N CELLNEX TELECOM: S&P Rates Proposed EUR750MM Sr. Notes 'BB+' GRUPO ISOLUX: Fitch Lowers Issuer Default Rating to 'RD' OBRASCON HUARTE: Moody's Lowers CFR to B3, Outlook Negative S W I T Z E R L A N D UBS GROUP: Moody's Assigns Ba1(hyb) Rating to $1BB Tier 1 Notes U N I T E D K I N G D O M ENTERPRISE INSURANCE: Court Appoints Provisional Liquidator HAWKSMOOR MORTGAGES: Moody's Assigns (P)Ba2 Rating to Cl. E Notes PREFERRED RESIDENTIAL: S&P Affirms B- Rating on Class E Notes RAME ENERGY: Liquidity Issues Amid Brexit Prompt Administration ROADCHEF ISSUER: Fitch Raises Rating on Class A2 Notes to BB- SPICE FACTORY: Placed Into Provisional Liquidation THAMES TRUSTEES: High Court Winds Up Pension Liberation Firm WILD PHEASANT: In Administration, 30 Jobs Affected X X X X X X X X * BOND PRICING: For the Week August 1 to August 5, 2016 ********* =========== C Y P R U S =========== FEDERAL BANK: Liquidation Process to Proceed, CBC Says ------------------------------------------------------ Xinhua reports that the Central Bank of Cyprus said on Aug. 6 the process for the liquidation of the Federal Bank of Middle East, a Tanzanian based lender operating in Cyprus, on the grounds of "money laundering and of financing terrorism", will continue as planned despite a decision by an international tribunal granting to its shareholders a right to access its premises. In a statement posted on its website, CBC said that the Paris-based Arbitral Tribunal of the International Chamber of Commerce had actually turned down an application by the shareholders "for an order stopping actions of the CBC in relation to the liquidation" of FBME until a final court liquidation order is issued, Xinhua relates. The lender was placed in administration in July, 2014, on the basis or a report by the Financial Crime Enforcement Network of the U.S. Treasury that FBME was "of primary money-laundering concern" and also had links with Hezbollah, Xinhua recounts. CBC revoked FBME's banking license in December 2015 and ordered its liquidation, banning access to the bank's premises in Nicosia both to its shareholders and employees, Xinhua relays. It also fined FBME EUR1.2 million (about USD1.33 million), citing the bank's failure to comply with anti-money laundering legislation and preventing the "financing of terrorism", Xinhua states. The CBC statement asserted that "the decision of the Arbitration Tribunal does not invalidate the decision of the Special Administrator to terminate, after the withdrawal of the banking license of FBME, the employment of Messrs Farid and Fadi Saab or give them any right to direct or intervene in the operations and management of the branch," Xinhua notes. A source of the Special Administrator of the bank told a local newspaper that the issue is not whether the owners are allowed physical entry to the building but rather whether it would be permanent and unfettered, giving them the opportunity to interfere with or manipulate the liquidation process, adds the report. The Bank was founded in Cyprus in 1982 as a subsidiary of the Federal Bank of Lebanon SAL, as the property of Lebanese brothers Ayoub-Farid Saab and Fadi Saab, Xinhua, Xinhua discloses. It later moved to the Cayman Islands before establishing its head office in Tanzania, Xinhua notes. =========== G R E E C E =========== ACHARNES: Declares Bankruptcy Amid Crisis, Loan Appeal Rejected --------------------------------------------------------------- The National Herald reports that fiscal woes for Greek cities and towns continue during a crushing economic crisis with the municipality of Acharnes, north of Athens, declaring bankruptcy. According to The National Herald, Mayor Yiannis Kassavos, said the budget deficit for the town of nearly 107,000 people was EUR10.27 million (US$11.44) million and the state Consignment Deposit and Loans Fund had rejected an appeal for a loan, given its inability to repay. ============= H U N G A R Y ============= ZSOLNAY: Repays West Hungaria Bau Debts, Wants Liquidation Halted ----------------------------------------------------------------- Budapest Business Journal reports that Bachar Najari, the majority owner of Hungarian porcelain maker Zsolnay, on Aug. 3 repaid all of its debts owed to West Hungaria Bau, and asked the Zalaegerszeg court on Aug. 4 to immediately terminate a liquidation procedure against the company and to end the custodial oversight of Zsolnay. According to BBJ, Mr. Najari, a Syrian businessman, said he paid the HUF390 million to West Hungaria Bau, which had purchased the debts assets from their original owner, the state-owned Hungarian Development Bank. Mr. Najari last month said he had placed HUF400 million that the company owes the state-owned Hungarian Development Bank (MFB) in escrow, and was waiting for the court to decide where it should be transferred, BBJ relays, citing Hungarian news agency MTI. According to BBJ, in the statement, Mr. Najari, as cited by MTI, said he had spent more than HUF500 million on saving the company in the last weeks and "it is regrettable that these funds were not used for the development of the company" or strengthening the prestige of the Zsolnay brand. On June 28, the local council of Pecs reportedly placed a lien on Zsolnay's bank account, while the registration of Ledina Keramia, a firm established by the minority owner to take over operations, was temporarily suspended on Zsolnay's request, BBJ relates. ========= I T A L Y ========= MONTE DEI PASCHI: Atlante Fund Contributions Short of Target ----------------------------------------------------------- James Politi and Laura Noonan at The Financial Times report that a new fund to free Italy's banks of bad loans will have at least EUR2.4 billion of firepower, short of the government's target for now but enough to deal with the immediate problems of Monte dei Paschi di Siena, the country's embattled third-largest lender. According to the FT, Italian banks and insurers have pledged at least EUR1.6 billion in new money to Atlante 2 -- as the private fund sponsored by the Italian government is called -- ahead of the Aug. 8 deadline for its first closing. In addition to the new contributions, Atlante 2 will also be funded by at least EUR800 million transferred from Atlante 1, a similar fund created earlier this year to help rescue two struggling Italian banks in the northeastern region of Veneto, the FT discloses. The amount committed so far is below an expected minimum target of about EUR3 billion, after a group of private pension funds -- which had expressed an interest in placing EUR500 million into Atlante 2 -- balked at the opportunity in recent days, the FT states. Atlante 2 is considered key to resolving Italy's banking troubles because it is designed to mop up the mezzanine tranches of the non-performing loan portfolio of MPS, the FT says. The Tuscan lender was the worst performer in European-wide banking stress tests on July 29, the FT notes. The clean-up of MPS's troubled loans is the precursor to a EUR5 billion capital raising by the end of the year that Italian banking executives and government officials are counting on to save it from possible collapse and state intervention, the FT states. Atlante 2 will only use EUR1.6 billion of its money to underwrite the clean-up of MPS's troubled loans, with the remainder to be stored for further deals that may be required to assist other troubled Italian banks, the FT discloses. About Monte dei Paschi Banca Monte dei Paschi di Siena SpA -- http://www.mps.it/-- is an Italy-based company engaged in the banking sector. It provides traditional banking services, asset management and private banking, including life insurance, pension funds and investment trusts. In addition, it offers investment banking, including project finance, merchant banking and financial advisory services. The Company comprises more than 3,000 branches, and a structure of channels of distribution. Banca Monte dei Paschi di Siena Group has subsidiaries located throughout Italy, Europe, America, Asia and North Africa. It has numerous subsidiaries, including Mps Sim SpA, MPS Capital Services Banca per le Imprese SpA, MPS Banca Personale SpA, Banca Toscana SpA, Monte Paschi Ireland Ltd. and Banca MP Belgio SpA. MONTE DEI PASCHI: Fitch Puts 'B-' IDR on Rating Watch Evolving -------------------------------------------------------------- Fitch Ratings has placed Banca Monte dei Paschi di Siena's (MPS) 'B-' Long-Term Issuer Default Rating on Rating Watch Evolving (RWE) and downgraded the bank's Viability Rating (VR) to 'ccc' from 'b-' before also placing it on RWE. The rating actions follow the announcement by MPS of its plans to dispose of its entire stock of doubtful loans (sofferenze) and to increase capital by up to EUR5 bil. through a new share issue, which it expects to close by end-2016. The RWEs reflect Fitch's expectation that the bank's Long-Term IDR, VR and debt ratings could be upgraded if the transaction is completed successfully, but also that failure to do so will increase the risk of the bank failing and losses being imposed on junior and senior creditors, either in a resolution or a distressed debt exchange. The downgrade of the VR reflects Fitch's view that the decision to materially accelerate the reduction of MPS's large stock of impaired loans has increased the risk of failure by crystallizing valuation losses on the bank's impaired loans. KEY RATING DRIVERS IDRS, VR AND SENIOR DEBT MPS's Long-Term IDR and senior debt is rated one notch above the VR to reflect Fitch's view that the probability that senior creditors will have to bear losses is lower than the probability of failure for the bank. This is primarily because we believe that a failure of the bank if the capital increase does not go ahead would not necessarily result in losses for senior creditors if a solution is found that involves junior creditors. The VR reflects the very weak asset quality of MPS and the pressure this puts on its capital, which recently led the European Central Bank (ECB) to impose an accelerated disposal of its portfolio of impaired loans. This will result in material additional provisions, leading to losses and the need for further capital. Gross impaired loans at end-June 2016 accounted for just over one-third of gross loans, and net impaired exposures (sofferenze and unlikely-to-pay exposures) accounted for a very high 250% of Fitch Core Capital at the same date. MPS's ratings also reflect Fitch's view that funding and liquidity should benefit if the transaction goes ahead but could otherwise be vulnerable to market sentiment. The bank suffered moderate deposit outflows in the first months of 2016, and the saw further outflows in July 2016 after the ECB asked for an accelerated disposal of its impaired loans. Despite these outflows, the bank's deposit base remains large and liquidity position has been managed through effective contingency management. The RWE reflects Fitch's view that MPS's ratings could be upgraded or downgraded depending on whether the announced transaction goes ahead as planned or not. Fitch sees material execution risks related to the disposal of impaired loans and the capital increase because of the complexity of the transactions. If the transaction does not go ahead, MPS's ratings would likely be downgraded due to a real possibility of the bank becoming non- viable and that junior and senior creditors could face losses in a resolution or debt exchange. If the transaction is completed, the announced disposal of the bank's entire EUR27.7 bil. portfolio of gross doubtful loans ('sofferenze', the highest-risk category of classified exposures; EUR9.2 bil. net) would significantly reduce the size of impaired exposures to a more acceptable 12% of gross loans from just over a third and improve the bank's asset quality. Impaired loans, at least initially, would be almost entirely composed of unlikely- to-pay exposures whose inherent risk is significantly lower than that of doubtful loans. MPS also had around EUR2.1 bil. of gross past-due loans on its books (EUR1.6 bil. net) at end-June 2016, which are not included in Fitch's definition of impaired loans. MPS expects the disposal of the doubtful loans to result in around EUR1bn loan losses caused by the decision to increase the coverage of doubtful loans to 67% ahead of the transaction (from 61% of end-June 2016). In addition, the bank expects a EUR1.6 bil. loss from assigning the equity tranche of the doubtful loan portfolio to its shareholders, effectively in the form of a spin-off of the equity portion, to achieve the full deconsolidation of the portfolio from its balance sheet. MPS also expects EUR2.2 bil. of additional loan impairment charges related to the planned increase of the coverage on unlikely-to- pay and past-due exposures to 40% from around 30% at end-June 2016, which means any future migration from these to doubtful exposures should have a more manageable impact on the income statement. MPS plans to cover the losses generated by the transaction with a capital increase of up to EUR5 bil. to be completed before end- 2016, which has been pre-underwritten by a consortium of investment banks but which is conditional upon the successful implementation of the doubtful loans securitization. Although the bank's CET1 ratio after the transaction should remain overall unchanged at just above 11%, in Fitch's opinion the bank's capitalization would be stronger at that point as the weight of net impaired exposures on capital would significantly decrease. MPS announced that the securitization of the doubtful loans will be structured through a special-purpose vehicle (SPV), which the bank expects to be funded with the issue of EUR6 bil. senior notes that should benefit from a government guarantee; EUR1.6 bil. of mezzanine notes expected to be underwritten by the Atlante fund; and EUR1.6 bil. of junior notes to be allocated to MPS's shareholders. The Short-Term IDR has been placed on Rating Watch Negative (RNW) rather than on RWE because an upgrade would, under Fitch's mapping of the two IDRs, require an upgrade of the Long-Term IDR to at least 'BBB-', which we do not expect. SUPPORT RATING AND SUPPORT RATING FLOOR The SR and SRF reflect Fitch's view that senior creditors can no longer expect to receive full extraordinary support from the sovereign in the event that the bank becomes non-viable. The EU's Bank Recovery and Resolution Directive (BRRD) and the Single Resolution Mechanism (SRM) for eurozone banks provide a framework for the resolution of banks that requires senior creditors to participate in losses, if necessary, instead of or ahead of a bank receiving sovereign support. SUBORDINATED DEBT AND OTHER HYBRID SECURITIES Legacy lower and upper tier 2 securities are notched down once from MPS's VR to reflect non-performance risk equating to a bank's failure risk associated with a 'ccc' VR and above-average loss severity in the event of failure. The ratings of the Tier 1 instruments and preferred securities reflect their non-performance and Fitch's expectation that the securities are unlikely to resume coupon payments in the near future. SENIOR STATE-GUARANTEED DEBT The Long-term rating of MPS's state-guaranteed debt is based on Italy's direct, unconditional and irrevocable guarantee for the issues, which covers payments of both principal and interest. Italy's guarantee was issued by the Ministry of Economy and Finance under Law Decree 6 December 2011, n.201, subsequently converted into Law 22 December 2011, n. 214. The ratings reflect Fitch's expectation that Italy will honor the guarantee provided to the noteholders in a full and timely manner. The state guarantee ranks pari passu with Italy's other unsecured and unguaranteed senior obligations. As a result, the notes' Long-term ratings are in line with Italy's 'BBB+' Long- Term IDR. RATING SENSITIVITIES IDRS, VR AND SENIOR DEBT If the disposal of impaired loans and the capital increase are completed successfully, MPS's creditworthiness would improve, leading to an upgrade of VR, IDR and senior debt ratings, potentially by more than one notch. If Fitch concludes that the transaction would have caused the bank's failure absent extraordinary support from shareholders to address a material capital shortfall, MPS's VR would be downgraded to 'f' immediately before being upgraded to the level reflecting the bank's profile following the capital increase. This could be the case, for example, if MPS's asset quality deteriorates further before the transaction is completed or if earnings or liquidity deteriorate materially. An upgrade would primarily reflect improved asset quality and lower pressure on capital from net impaired exposures as well as reduced risk of further pressures on funding. The extent of the upgrade will depend on the bank's capitalization and asset quality after the transaction, on the bank's business profile after the transaction and the bank's earnings potential, and on the strategic objectives included in the bank's new business plan. Fitch expects that after completion of the transaction the bank will have to demonstrate its ability to implement its new strategy, and we expect that improvements in earnings driven by the new strategy will be gradual. Failure to dispose of the doubtful loans or to achieve the capital increase would likely result in a downgrade of MPS's VR to reflect increased failure risk. MPS's VR could be downgraded to 'f' and the Long-Term IDR and senior debt ratings to a level commensurate with our view of heightened risk of senior creditors bearing losses in a resolution of the bank. Fitch expects to resolve the RWE once Fitch is able to fully assess the likely outcome of the planned transactions. Although the bank plans to close the transaction by end-2016, a resolution of the RWE could take longer than the typical six-month period if these plans are delayed. SUBORDINATED DEBT AND OTHER HYBRID SECURITIES The ratings are primarily sensitive to a change in the VR, but also to a change in Fitch's view of incremental non-performance risk or loss severity. If the transaction goes ahead, the ratings of performing subordinated securities would likely be upgraded to reflect lower incremental non-performance risk. The Tier 2 instruments are sensitive to changes in Fitch's expectation of loss severity. The ratings of Tier 1 instruments and preferred securities would be upgraded if they return to performing. SENIOR STATE-GUARANTEED DEBT The state-guaranteed debt ratings are sensitive to changes in Italy's Long-Term IDR or to changes in Fitch's expectation that the sovereign would honor its obligation. A downgrade or an upgrade of Italy's Long-Term IDR would be reflected in the notes' Long-term ratings. SR AND SRF An upgrade of the SR and any upward revision of the SRF would be contingent on a positive change in the sovereign's propensity to support MPS. While not impossible, this is highly unlikely, in Fitch's view. The rating actions are: Long-Term IDR: 'B-'; placed on RWE Short-Term IDR: 'B' placed on RWN Viability Rating: downgraded to 'ccc' from 'b-'; placed on RWE Support Rating: affirmed at '5' Support Rating Floor: affirmed at 'No Floor' Debt issuance program (senior debt): 'B-'/'RR4'; placed on RWE Senior unsecured debt: 'B-'/'RR4'; placed on RWE Lower Tier 2 subordinated debt: downgraded to 'CC' from 'CCC'/ 'RR5'; placed on RWE Upper Tier 2 subordinated debt: 'CC', revised to 'RR5' from 'RR6'; placed on RWE Preferred stock and Tier 1 notes: affirmed at 'C'/'RR6' State-guaranteed debt (IT0004804362): affirmed at 'BBB+' =================== L U X E M B O U R G =================== INTELSAT SA: Egan-Jones Assigns CCC+ Sr. Unsecured Ratings ---------------------------------------------------------- Egan-Jones Ratings Company assigned CCC+ senior unsecured ratings on debt issued by Intelsat SA on July 20, 2016. EJR also gave a C rating on commercial paper issued by the Company. Headquartered in Luxembourg, Intelsat S.A. is a satellite services company that provides diversified communications services to the world's leading media companies, fixed and wireless telecommunications operators, data networking service providers for enterprise and mobile applications, multinational corporations and Internet service providers. ===================== N E T H E R L A N D S ===================== ACCUNIA EUROPEAN CLO I: S&P Assigns BB Rating to Class E Notes -------------------------------------------------------------- S&P Global Ratings has assigned its credit ratings to Accunia European CLO I B.V.'s class A, B, C, D, and E notes. At closing, Accunia European CLO I also issued an unrated subordinated class of notes. Accunia European CLO I is a cash flow collateralized loan obligation (CLO) transaction securitizing a portfolio of primarily broadly syndicated speculative-grade senior secured loans and bonds issued mainly by European borrowers. Accunia Credit Management Fondsmaeglerselskab A/S (ACM) is the collateral manager and PGIM Ltd. is the designated successor manager. Under the transaction documents, the rated notes pay quarterly interest unless there is a frequency switch event. Following such an event, the notes will switch to semiannual payments. The transaction has a three-month ramp-up period, a four-year reinvestment period, and a maximum weighted-average life of eight years from the closing date. At the end of the ramp-up period, S&P understands that the portfolio will represent a well-diversified pool of corporate credits. Therefore, S&P has conducted its credit and cash flow analysis by applying its criteria for corporate cash flow collateralized debt obligations. "Our ratings reflect our assessment of the collateral portfolio's credit quality and the available credit enhancement for the rated notes through the subordination of payable cash flows. In our cash flow analysis, we used the EUR410 million target par amount, the covenanted weighted-average spread (4.20%), the covenanted weighted-average coupon (5.50%), and the covenanted weighted- average recovery rates at each rating level. We applied various cash flow stress scenarios, using four different default patterns, in conjunction with different interest rate stress scenarios for each liability rating category," S&P said. The Bank of New York Mellon, London Branch is the bank account provider and custodian. The portfolio can comprise a maximum of 10% non-euro-denominated obligations, subject to an asset swap provided by a hedge counterparty. The participants' downgrade remedies are expected to be in line with S&P's current counterparty criteria. The issuer is bankruptcy remote, in accordance with S&P's European legal criteria. Following S&P's analysis of the credit, cash flow, counterparty, operational, and legal risks, it believes its ratings are commensurate with the available credit enhancement for each class of notes. RATINGS LIST Accunia European CLO I B.V. EUR421.23 Million Senior Secured and Senior Secured Deferrable Floating-Rate Notes Class Rating Amount (mil. EUR) A AAA (sf) 237.75 B AA (sf) 52.25 C A (sf) 29.75 D BBB (sf) 18.50 E BB (sf) 27.75 Sub. notes NR 55.23 NR--Not rated. CNH INDUSTRIAL: S&P Assigns 'BB+' Rating to Proposed Sr. Notes -------------------------------------------------------------- S&P Global Ratings assigned its 'BB+' issue-level rating and '4' recovery rating to Netherlands-based CNH Industrial N.V.'s proposed senior unsecured notes. The '4' recovery rating indicates S&P's expectation for average (30%-50%; upper half of the range) recovery in the event of a payment default. The company expects to use the proceeds for general corporate purposes, which may include the purchase of a portion of its subsidiary Case New Holland Industrial Inc.'s $1.5 billion 7.785% senior unsecured notes due 2017. S&P's 'BB+' corporate credit rating and stable outlook on CNH Industrial N.V. (CNHI) are unchanged. As of March 31, 2016, the company's adjusted debt-to-EBITDA was about 1.8x and its funds from operation (FFO)-to-debt ratio was about 40%. S&P expects CNHI's leverage will tick up over the next several quarters because of continuing weakness in its agricultural and construction markets and the impact of the approximately EUR500 million cash outflow relating to the European Commission settlement. Nevertheless, S&P believes CNHI will maintain a debt-to-EBITDA ratio of comfortably below 4x over this period. S&P's assessment of the company's business risk continues to reflect its well-established market positions in the agricultural equipment, construction equipment, truck, and powertrain markets. Although S&P expects CNHI's end markets to remain highly cyclical, the company benefits from a broad geographic presence in both mature and high-growth regions and good product diversification across its segments. RECOVERY ANALYSIS Key analytical factors -- S&P assigned issue-level and recovery ratings to CNHI Industrial N.V.'s senior unsecured notes. All of S&P's other ratings on the company are unchanged. -- S&P's recovery analysis focuses on the recovery prospects of the debt at the company's industrial operations and excludes the debt at its financial services business. -- S&P believes that the group would reorganize as a going concern because -- in S&P's view -- it has a strong brand, a good distribution network, and viable cash flow generation. -- S&P's simulated default scenario envisions a prolonged economic downturn that leads to significantly lower agricultural and construction equipment sales and steep margin contraction. Ultimately, these factors lead to a payment default in 2021. A portion of the company's unsecured debt matures prior to 2021 and S&P assumes this debt is refinanced at the treasury vehicles. -- S&P's recovery analysis assumes that in a simulated default scenario, after satisfying any priority liabilities including administrative costs and debt at certain subsidiaries, the unsecured debt and nondebt claim recoveries would be at the upper half of the 30%-50% range. Simulated default and valuation assumptions: -- Simulated year of default: 2021 -- EBITDA at emergence: $1.1 billion -- EBITDA multiple: 6x -- The EUR1.75 billion revolving credit facility and other revolving lines of credit are 85% drawn at default. Simplified waterfall: -- Net enterprise value (after 7% administrative costs): $6.138 billion -- Valuation split (obligors/nonobligors): 100%/0% -- Priority claims: $1.582 billion -- Value available to unsecured claims: $4.556 billion -- Senior unsecured debt/pari passu unsecured claims: $8.690 billion/$1.870 billion -- Recovery expectations: 30%-50% (upper half of the range) Note: All amounts include six months of prepetition interest. RATINGS LIST CNH Industrial N.V. Corporate Credit Rating BB+/Stable/B New Ratings CNH Industrial N.V. Prpsd Sr Unsecd Nts BB+ Recovery Rating 4H GREENKO DUTCH: Fitch Raises Rating on USD550MM Notes to 'B+' ------------------------------------------------------------ Fitch Ratings has upgraded the rating on Greenko Dutch B.V.'s (GBV) USD550 mil. notes, which are guaranteed by Greenko Energy Holdings (GEH), to 'B+' from 'B'. The Recovery Rating is 'RR4'. The agency has also assigned GEH, which is the ultimate holding company of the group's assets, including those included in the restricted group of companies backing GBV's USD550 mil. notes, a Long-Term Foreign-Currency Issuer Default Rating (IDR) of 'B+' with a Stable Outlook. The upgrade of the notes' rating is driven by Fitch's view that the group faces lower refinancing risk associated with the notes and improved risk management policies following the acquisition by GIC, Singapore's sovereign wealth fund, of a majority stake in Greenko Mauritius in November 2015 through GEH. GIC's involvement and support has been demonstrated through new equity infusions to GEH in 2016 of USD80 mil., and the addition of Abu Dhabi Investment Authority (ADIA) as a minority shareholder in GEH via a USD150 mil. investment. Under GIC's majority ownership, GEH has further tightened its financial risk management, which is evident from the move to hedge the full forex risk of the principal of the US dollar notes, from only half before. GBV used the proceeds from the notes to refinance existing debt at operating entities within a restricted group of companies that is defined in the indenture to the note issue. The operating entities within the restricted group issued secured Indian rupee- denominated bonds to GBV as part of this debt refinancing. KEY RATING DRIVERS Financial Performance to Improve: Fitch expects the restricted group's financial profile to improve, supported by increased cash generation as the impact of the El Nino on wind patterns and monsoons subsides and more operating assets are added to the group. The agency expects financial leverage (as measured by total adjusted debt/operating EBITDA) of the restricted group to improve to around 5x by the end of the financial year to March 31, 2017 (FYE17), compared with 6.2x in FY16, which was adversely affected by the effects of El Nino and depreciation of the Indian rupee against the US dollar. Fitch expects further assets to be added to the restricted group under GBV over time, subject to terms and conditions in the bond indenture, including debt to EBITDA incurrence tests. Diversified Operations, No Construction Risk: All of the assets within the restricted group, with total capacity of 623MW, are now in operation for at least two years. The power projects are diversified by type and geography, which mitigates risks from adverse wind patterns or monsoon conditions. Around 60% of the hydro assets are built around rivers in northern India, which are glacier fed, while the rest are mainly dependant on the monsoons for their performance. The wind assets are spread across three states in India, though wind patterns across larger geographic areas tend to be correlated. Price Certainty, but Volume Risks: Long-term power purchase agreements (PPAs) for all of the restricted group's wind and most of its hydro assets support the credit profile of the restricted group. Although the long-term PPAs provide protection from price risk, production volume will vary with wind and hydro patterns, as was evident in FY16, despite the diversification of the assets. Weak Counterparty Profile: The weak credit profiles of the restricted group's customers continue to be a rating constraint. The restricted group's top three customers -- state utilities in Andhra Pradesh, Maharashtra and Himachal Pradesh -- accounted for about 50% of revenue in FY16. The utilities in Andhra Pradesh and Himachal Pradesh have a track record of timely payments, but the receivable cycle has been longer for others. The average receivable days, however, has remained broadly stable, although it rose to around 97 days in FY16 from around 90 days in 2014. GBV has demonstrated it can terminate PPAs if payments are delayed, which may give it the ability to switch customers. However, this still exposes the restricted group to temporary loss of revenues and working capital pressures while it negotiates new agreements. Guarantee, Structural Enhancements to Notes: The guarantee by GEH does not enhance the note's rating as the credit risk profiles of both GEH and the GBV restricted group are assessed at the same level. However, GEH's guarantee on the notes is beneficial to note holders as the assets of the restricted group are not effectively owned by GBV. The structural features created through the notes indenture provide additional protection via restrictions and limitations on use of cash and investments at the restricted group level. Furthermore, note holders benefit from access to cash generation and assets of the restricted group through the rupee-denominated notes, via which the proceeds of the US dollar notes are on-lent to the asset owners of the restricted group. The rupee-denominated notes have a first charge on all assets, except the accounts receivables, of the restricted group. Indirectly, the note holders also benefit from the absence of any prior-ranking debt in the restricted group, aside from a working capital debt facility of a maximum of USD30m, which is secured against accounts receivable. Significant Reduction in Refinancing Risk: Fitch believes the association with GIC and ADIA will improve GEH's access to funding, including in the banking and capital markets. High refinancing risk, given the bullet maturity of the entire long- term debt of the restricted group, together with forex risks, previously constrained the US dollar bond's ratings at 'B'. There is evidence that the new shareholders intend to take a less aggressive approach to the capital structure while seeking growth in the asset base of GEH. Tighter forex risk management policies introduced are also beneficial. Fitch expects GIC will continue to drive tighter risk management practices and financial policies at GEH, while improving transparency and governance. Five out of the nine directors on GEH's board are from GIC and one is from ADIA. Hedged Forex Risk: The restricted group's earnings are in Indian rupees, but the notes are denominated in US dollars, giving rise to foreign-exchange risk. However, GBV has hedged the entire outstanding principal on its USD550 mil. 8% notes due 2019, compared with only half of the principal a year earlier. The coupon payments on the notes continue to be fully hedged. GEH's Credit Profile: GEH, including the 623MW of assets in the GBV restricted group, has about 1,901MW of assets, of which 998MW are operational. GEH's credit risk profile is somewhat elevated by the construction risks as well as structural subordination of cash flows of operational assets with prior ranking debt, such as the GBV restricted group. However, asset construction and execution risks in our view are mitigated by group's established track record and the low construction risks associated with wind- and solar power projects, which comprise about 90% of projects under construction. Furthermore, some operational assets under GEH, dividends from assets, including some from the GBV restricted group, together with demonstrated financial support from shareholders places GEH's overall credit risk profile at 'B+'. Fitch expects GEH's consolidated financial leverage, as measured by debt to EBITDA to also remain around 5x in the medium term, based on our expected investment assumptions for the group. KEY ASSUMPTIONS Fitch's key assumptions within the rating case for GBV include: -- The plant load factors for the wind power projects are in line with the P75 estimates (25% probability that the projects will not meet the estimates) in the medium to long term -- Profitability in line with past trends -- Addition of operating assets and dividend payments by the restricted group of companies as allowed by the conditions in the bond indenture RATING SENSITIVITIES For rated notes to be issued by GIL Negative: Future developments that may, individually or collectively, lead to negative rating action include: -- A weakening of GEH's credit profile Positive: Future developments that may, individually or collectively, lead to positive rating action include: -- Positive rating action is unlikely in the next 18 to 24 months given GEH's credit profile For GEH Negative: Future developments that may, individually or collectively, lead to negative rating action include: -- Any changes to shareholding that adversely affect the company's overall risk profile, including its liquidity and refinancing, risk management policies or growth risk appetite -- Weakening in operational or financial performance of its assets and/or aggressive investments that are not sufficiently supported by equity, which lead to debt to EBITDA being sustained over 5x and EBITDA interest coverage sustained significantly below 2x. Positive: Future developments that may, individually or collectively, lead to positive rating action include: -- No positive rating action is expected in the next 18-24 months because of the expected capex, capital structure and credit metrics NORTH WESTERLY CLO I: S&P Withdraws 'D' Ratings on 2 Note Classes ----------------------------------------------------------------- S&P Global Ratings corrected by reinstating its 'CC (sf)' credit ratings on North Westerly CLO I B.V.'s class IV-A and IV-B notes. S&P has subsequently lowered to 'D (sf)' from 'CC (sf)' and then withdrawn its ratings on these classes of notes. The ratings will remain at 'D' for 30 days before the withdrawal becomes effective. On June 4, 2016, S&P incorrectly withdrew its 'CC (sf)' ratings on the class IV-A and IV-B notes. S&P has corrected this error by reinstating its 'CC (sf)' ratings on these classes of notes. On Feb. 10, 2016, S&P lowered to 'CC (sf)' its ratings on the class IV-A and IV-B as S&P expected a default on the notes to be a virtual certainty. The lowering to 'D (sf)' from 'CC (sf)' of S&P's ratings on these classes of notes reflects the issuer's failure to repay the remaining note principal balance on June 3, 2016, the notes' legal final maturity date. Following the notes' legal final maturity date, S&P has withdrawn its ratings on these classes of notes. The ratings will remain at 'D' for 30 days before the withdrawal becomes effective. North Westerly CLO I is a cash flow collateralized loan obligation (CLO) transaction managed by NIBC Bank. The transaction closed in June 2003 and its reinvestment period ended in June 2008. S&P's ratings on the class IV-A and IV-B notes address the ultimate payment of interest and the repayment of principal no later than the legal final maturity date. RATINGS LIST North Westerly CLO I B.V. EUR363 Million, $5.27 Million Senior Deferrable Interest and Subordinated Notes Class Rating To From Rating Reinstated, Lowered, and Subsequently Withdrawn[1] IV-A D (sf) CC (sf) NR D (sf) IV-B D (sf) CC (sf) NR D (sf) [1]The ratings will remain at 'D' for 30 days before the withdrawal becomes effective. NR--Not rated. RENOIR CDO: S&P Raises Ratings on Classes D1 & D2 Notes to B+ ------------------------------------------------------------- S&P Global Ratings raised its credit ratings on Renoir CDO B.V.'s class A, B, C, D1, and D2 notes. The upgrades follow S&P's review of the transaction's performance, using data from the April 30, 2016 report, and the application of its relevant criteria. Since S&P's previous review on Sept. 19, 2014, the weighted- average spread earned on the collateral pool has decreased to 1.44% from 1.48% and the transaction's weighted-average life has increased to 6.37 years from 5.51 years. The movements in portfolio statistics have been the result of portfolio maturation and amortization as the manager has been restricted from reinvesting any proceeds except prepayments. A lower weighted- average spread would generally result in lower break-even default rates (BDRs) while a higher weighted-average life would generally result in higher scenario default rates (SDRs). The BDR is the maximum default rate that a tranche can withstand while the SDR measures the expected default rate. S&P has also observed that the proportion of assets that it considers to be rated in the 'CCC' category ('CCC+', 'CCC', and 'CCC-') has decreased in both notional and percentage terms, to 9.2% from 10.0%. Assets that S&P considers to be defaulted (i.e., debt obligations of obligors rated 'CC', 'SD' [selective default], or 'D') have decreased notionally but remained constant in percentage terms. As a result of portfolio amortization, the class A notes have repaid by EUR35.0 million since S&P's September 2014 review and now have an outstanding balance of EUR35.5 million. Due to the repayment of the class A notes, credit enhancement has almost doubled for all classes of notes. In S&P's analysis, it also considered that the transaction is in its post-reinvestment period, as it has been since April 2010. The class D par value test is in breach and has been since S&P's previous review. This restricts the manager from reinvesting any sale proceeds and ensures that excess spread is diverted to pay down the rated notes. S&P subjected the capital structure to our cash flow analysis, by applying its corporate cash flow collateralized debt obligation (CDO) criteria, to determine the BDR at each rating level. S&P used the reported portfolio balance that it considered to be performing, the principal cash balance, the weighted-average spread, and the weighted-average recovery rates that S&P considered to be appropriate. S&P incorporated various cash flow stress scenarios, using various default patterns, levels, and timings for each liability rating category, in conjunction with different interest rate stress scenarios. To help assess the collateral pool's credit risk, S&P used CDO Evaluator 6.3 to generate SDRs at each rating level. S&P then compared these SDRs with their respective BDRs. Taking into account our observations outlined above, S&P considers the available credit enhancement for the class A, B, C, D1, and D2 notes to be commensurate with higher ratings than those currently assigned. S&P has therefore raised its ratings on these classes of notes. "Based on our counterparty risk analysis, we have concluded that the transaction documents for the credit default swap and repo counterparty (BNP Paribas Fortis SA/NV) are not in line with our current counterparty criteria. As such, we have conducted our cash flow analysis assuming that the transaction does not benefit from support from a derivative counterparty in rating scenarios that are one notch above the rating of the counterparty--issuer credit rating (ICR) plus one notch. We use the ICR plus one notch as the downgrade provisions are in line with our previous counterparty criteria. Above these rating levels, we considered in our analysis that these counterparty agreements do not exist and that the assets are exposed to currency risk," S&P said. S&P's ratings on the notes are capped at 'A+ (sf)' due to the account bank counterparty replacement language present in the transaction documents. The portion of performing assets not rated by S&P Global Ratings is 16.1%. In this case, S&P applies its mapping criteria to map notched ratings from another ratings agency and to infer S&P's rating input for the purpose of inclusion in CDO Evaluator. In performing this mapping, S&P generally apply a three-notch downward adjustment for structured finance assets that are rated by one rating agency and a two notch downward adjustment if the asset is rated by two rating agencies. Renoir CDO is a cash flow CDO transaction that securitizes structured finance assets. RATINGS LIST Class Rating To From Renoir CDO B.V. EUR280 Million Fixed- and Floating-Rate Notes Ratings Raised A A+ (sf) BBB+ (sf) B A (sf) BBB+ (sf) C BBB (sf) BB+ (sf) D1 B+ (sf) B- (sf) D2 B+ (sf) B- (sf) =============== P O R T U G A L =============== BANCO COMERCIAL: Fosun to Acquire 16.7% Stake in Company -------------------------------------------------------- Moody's Investors Service says that the proposed acquisition of Gland Pharma Limited (unrated) as well as a stake in Banco Comercial Portugues, S.A. (BCP, B1/bank deposit rating, stable) by companies related to Fosun International Limited will not immediately affect Fosun's Ba3 corporate family rating or the stable outlook on the rating. Shanghai Fosun Pharmaceutical (Group) Co., Ltd (unrated), a company which was 39.91% owned by Fosun as of 30 June 2016, announced on 28 July 2016 that it planned to acquire an 86.08% stake in Gland Pharma Limited for around US$1.26 billion. Fosun Industrial Holdings Limited (unrated), a wholly-owned subsidiary of Fosun, announced that it delivered to BCP a letter on 29 July 2016 containing a proposal by Fosun Industrial or its affiliates to invest in BCP through a capital increase, which will bring Fosun Industrial's shareholding to around 16.7% in BCP at a maximum cost of EUR236 million. Fosun Industrial is also considering increasing its stake in BCP through secondary market acquisitions or future capital increases in the bank, with the aim of potentially increasing Fosun's shareholding to 20%-30% of BCP. The proposed transactions are subject to various conditions precedent being fulfilled or waived, including receipt of certain regulatory approvals. "The two acquisitions are in businesses that form part of Fosun Group's core operations," says Lina Choi, A Moody's Vice President and Senior Credit Officer and the International Lead Analyst for Fosun. Choi explains that if the acquisition of Gland Pharma goes ahead, it will add injectables to Fosun's product range and expand its global pharmaceutical footprint. As for the stake in BCP, the acquisition will further strengthen Fosun's integrated finance/wealth business, as BCP becomes the comprehensive financial service platform for Fosun to extend its business in Europe and Africa. Moody's points out that Fosun's investment in BCP will enhance the bank's capital position. On the other hand, the investment exposes Fosun to credit contagion risk and asset value impairment risk if BCP's asset quality deteriorates. "Fosun can manage the acquisition costs without any material impact on its credit metrics," says Kai Hu, a Moody's Senior Vice President and the Local Market Analyst for Fosun. Moody's estimates that the total consideration for the two acquisitions will be equivalent to around 5.6% of the value of Fosun's total investment portfolio at end-2015. Moody's expects that Fosun will have the ability to arrange adequate funding -- including debt and equity -- to fund the acquisition costs. If the acquisition of Gland Pharma is approximately 60% funded by debt, Fosun's adjusted debt/EBITDA on a consolidated basis would rise to 5.2x from 5.0x at end-2015. Such a level would fall within the parameters of its Ba3 rating. Moody's expects that Fosun will continue its business strategy of selective acquisitions and reduce its debt leverage through asset disposals. Such practices will help the company maintain a credit profile consistent with its Ba3 rating. Fosun Group was founded in 1992. Fosun International Limited (Fosun), the holding company of Fosun Group, is headquartered in Shanghai and listed on the Hong Kong Stock Exchange in 2007. Fosun is an investment holding company with principal businesses in integrated finance/wealth and industrial operations. The integrated finance/wealth business is represented by four major segments: 1) insurance, 2) investment, 3) wealth management, and 4) internet finance. Its industrial operations involve five key segments: 1) health, 2) happiness, 3) steel, 4) property development and sales and 5) resources. At January 21, 2016, Fosun was 71.48% beneficiary-owned by chairman and co-founder, Mr. Guo Guangchang, and the company's two co-founders, Liang Xinjun and Wang Qunbin. COMBOIOS DE PORTUGAL: S&P Affirms then Withdraws 'BB+' CCR ---------------------------------------------------------- S&P Global Ratings said that it affirmed its 'BB+' corporate credit rating on Portuguese rail operator Comboios de Portugal E.P.E (CP) and its 'BB+' issue rating on CP's senior unsecured notes. S&P then withdrew the corporate credit and issue ratings at the company's request. The outlook at the time of withdrawal was stable, in line with that on the sovereign credit rating on Portugal. S&P equalizes its long-term rating on CP with that on Portugal, based on S&P's view of the almost certain likelihood that CP would receive timely and sufficient extraordinary support from the Portuguese government in the event of financial distress. S&P assess CP's stand-alone credit profile (SACP) at 'ccc+' based on S&P's view of the company's capital structure as unsustainable. S&P considers that its financial commitments and leverage remain untenable in the short-to-long term on a stand- alone basis, as the company cannot meet its financial requirements without government support. =========== R U S S I A =========== BFG-CREDIT BANK: Central Bank Files Bankruptcy Petition in Moscow ----------------------------------------------------------------- PRIME reports that the Moscow Arbitration Court has registered a bankruptcy suit filed by the central bank against Moscow-based BFG-Credit Bank, Russia's 99th largest by assets as of July 1. The date of hearing has not been scheduled yet, PRIME notes. According to PRIME, the regulator revoked BFG-Credit Bank's license on July 27 saying that the bank violated central bank's regulatory ratios, as its capital adequacy ratio fell to below 2% and shareholder equity fell below the capital figure. A representative of the central bank told PRIME then that the gap between assets and liabilities of BFG-Credit Bank amounted to no less than RUR40 billion under preliminary estimates. In April, the central bank introduced a provisional administration at BFG-Credit Bank for six months, PRIME recounts. Later, the regulator imposed a 3-month moratorium on redemption of BFG-Credit Bank's liabilities to creditors, PRIME relays. In May, the Deposit Insurance Agency, as cited by PRIME, said it will redeem around RUR22 billion to about 44,800 depositors of the bank. KONSTANS-BANK JSC: Placed Under Provisional Administration ---------------------------------------------------------- The Bank of Russia, by its Order No. OD-2522, dated August 5, 2016, revoked the banking license of Saint Petersburg-based credit institution JSC JSCB Konstans-Bank from August 5, 2016. The Bank of Russia took such an extreme measure -- revocation of the banking license -- due to the credit institution's failure to comply with federal banking laws and Bank of Russia regulations, capital adequacy ratios being below 2%, decrease in capital below the minimal value of the authorized capital established by the Bank of Russia as of the date of the state registration of the credit institution, and the repeated application within a year of measures envisaged by the Federal Law "On the Central Bank of the Russian Federation (Bank of Russia)". The Bank of Russia has detected a big cash deficiency in JSC JSCB Konstans-Bank cash department. Creation of loan loss reserves to cover de facto missing assets of the credit institution resulted in a complete loss of its capital. Besides, the bank was involved in dubious transit operations. Both management and owners of the credit institution did not take any effective measures to bring its activities back to normal. Under these circumstances, the Bank of Russia performed its duty on the revocation of the banking license of the credit institution in accordance with Article 20 of the Federal Law "On Banks and Banking Activities". The Bank of Russia, by its Order No. OD-2523, dated August 5, 2016, appointed a provisional administration to JSC JSCB Konstans-Bank for the period until the appointment of a receiver pursuant to the Federal Law "On the Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. JSC JSCB Konstans-Bank is a member of the deposit insurance system. The revocation of the banking license is an insured event as stipulated by Federal Law No. 177-FZ "On the Insurance of Household Deposits with Russian Banks" in respect of the bank's retail deposit obligations, as defined by legislation. The said Federal Law provides for the payment of indemnities to the bank's depositors, including individual entrepreneurs, in the amount of 100% of the balance of funds but not more than 1.4 million rubles per depositor. According to reporting data, as of July 1, 2016, JSC JSCB Konstans-Bank ranked 387th in the Russian banking system in terms of assets. PROMENERGOBANK JSC: Placed Under Provisional Administration ----------------------------------------------------------- The Bank of Russia, by its Order No. OD-2524, dated August 5, 2016, revoked the banking license of Vologda-based credit institution JSC Promenergobank from August 5, 2016. The Bank of Russia took such an extreme measure -- revocation of the banking license -- because of the credit institution's failure to comply with federal banking laws and Bank of Russia regulations, and the application of measures envisaged by the Federal Law "On the Central Bank of the Russian Federation (Bank of Russia)", taking into account a real threat to creditors' and depositors' interests. JSC Promenergobank implemented a high-risk lending policy connected with the placement of funds in low-quality assets. An adequate assessment of the risks assumed and a reliable recognition of the bank's assets resulted in the grounds for the credit institution to implement measures to prevent the bank's insolvency (bankruptcy). Besides, due to the loss of liquidity the credit institution allowed untimely satisfaction of liabilities to creditors. The management and owners of the bank did not take effective measures to normalize its activities. Under the circumstances the Bank of Russia took a decision to withdraw JSC Promenergobank off the banking services market. The Bank of Russia, by its Order No. OD-2525, dated August 5, 2016, appointed a provisional administration to JSC Promenergobank for the period until the appointment of a receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the Federal Law "On Banks and Banking Activities". In accordance with federal laws, the powers of the credit institution's executive bodies are suspended. JSC Promenergobank is a member of the deposit insurance system. The revocation of the banking license is an insured event as stipulated by Federal Law No. 177-FZ "On the Insurance of Household Deposits with Russian Banks" in respect of the bank's retail deposit obligations, as defined by law. The said Federal Law provides for the payment of indemnities to the bank's depositors, including individual entrepreneurs, in the amount of 100% of the balance of funds but no more than a total of RUR1.4 million per one depositor. According to financial statements, as of July 1, 2016, JSC Promenergobank ranked 364th by assets in the Russian banking system. ========= S P A I N ========= CELLNEX TELECOM: S&P Rates Proposed EUR750MM Sr. Notes 'BB+' ------------------------------------------------------------ S&P Global Ratings said that it has assigned its 'BB+' issue rating to the proposed EUR750 million senior unsecured notes due 2024 to be issued by Spain-based wireless telecom and broadcasting infrastructure operator Cellnex Telecom S.A. S&P also assigned a recovery rating of '3' to the proposed notes, indicating its expectation of recovery in the lower half of the 50%-70% range in the event of a default. S&P understands that Cellnex will use part of the proceeds of the proposed EUR750 million senior unsecured notes to repay its EUR200 million term loan and the drawn portion of a EUR300 million revolving credit facility (RCF) that will subsequently be cancelled. RECOVERY ANALYSIS Although the recovery rating on Cellnex's existing senior unsecured notes remains at '3', the increase in leverage due to the issuance of the new EUR750 million notes has pushed S&P's estimate of recovery prospects to the lower half of the 50%-70% range. In S&P's simulated default scenario, it assumes that the company would further increase its gross debt or put in place a new RCF primarily to finance further acquisitions. S&P simulates a hypothetical default in 2021 as a result of operating underperformance, most likely the result of a loss of contracts, increased competition, and inability to keep pace with technological advancements, exacerbated by difficulty in integrating future acquisitions. S&P values Cellnex as a going concern, reflecting its strong asset base in Spain and Italy. Simulated default assumptions -- Year of default: 2021 -- Emergence EBITDA: EUR188 million -- Multiple: 6.5x -- Jurisdiction: Spain Simplified waterfall -- Gross enterprise value at default: EUR1.22 billion -- Administrative costs: EUR60 million -- Net value available to creditors: EUR1.16 billion -- Priority claims: EUR88 million -- Unsecured debt claims: EUR2.1 billion* -- Recovery expectation 50%-70% (Lower half of the range) *All debt amounts include six months of prepetition interest and 85% RCF drawing. GRUPO ISOLUX: Fitch Lowers Issuer Default Rating to 'RD' -------------------------------------------------------- Fitch Ratings has downgraded Spanish engineering and construction group Grupo Isolux Corsan, S.A.'s Long- and Short-Term Issuer Default Ratings to 'RD' (Restricted Default) from 'C'. Isolux's senior unsecured debt rating and the guaranteed notes of Grupo Isolux Corsan Finance B.V are affirmed at 'C' with a Recovery Rating of 'RR5'. The downgrade of the IDR reflects the execution of a Distressed Debt Exchange (DDE), according to Fitch's criteria, following recent filings for forms of court protection. The company has confirmed that, to date, it has met payments but non-payments are planned under restructuring plans. Group entities are still operating, albeit with liquidity and other financial constraints. Isolux published its "Terms of Restructuring" on July 15, 2016. In its recent "Update on Restructure Progress" the company confirmed that Grupo Isolux Corsan Finance B.V filed for a suspension of payments proceedings in Amsterdam, and obtained a preliminary suspension of payments on July 28. Isolux also filed a petition for homologacion of a refinancing agreement in the mercantile court of Madrid. On July 29, group entities filed cases under Chapter 15 of Title 11 of the US Code. These forms of court protection illustrate mechanisms to facilitate the group's debt restructuring, as agreed with relevant creditors. RATING SENSITIVITIES Positive: Future developments that may, individually or collectively, lead to positive rating action include: -- Sustainability of the company's operating and financial profiles post- debt restructuring Negative: Future developments that may, individually or collectively, lead to negative rating action include: -- Bankruptcy or other forms of winding-up, or a cessation of business, which would result in a 'D' rating. FULL LIST OF RATING ACTIONS Grupo Isolux Corsan, S.A. -- Long-term IDR downgraded to 'RD' from 'C' -- Senior unsecured debt rating affirmed at 'C'/'RR5' -- Short-term IDR downgraded to 'RD' from 'C' Grupo Isolux Corsan Finance, B.V. -- Senior unsecured debt rating affirmed at 'C'/'RR5' OBRASCON HUARTE: Moody's Lowers CFR to B3, Outlook Negative ----------------------------------------------------------- Moody's Investors Service has downgraded to B3 from B2 the corporate family rating (CFR) of Spanish multinational construction and civil engineering company Obrascon Huarte Lain S.A. ("OHL") and the ratings on the group's senior unsecured debt instruments. Concurrently, Moody's downgraded OHL's probability of default rating (PDR) to B3-PD from B2-PD. The outlook on all ratings is changed to negative from stable. "The downgrade is primarily driven by a further slump in earnings of OHL's core construction business in H1 2016 following a significant decline in Q4 2015 that translated into material negative free cash flow and rising recourse debt levels. While we believe that there are prospects for a gradual recovery over H2 2016 and beyond on the back of higher-margin projects starting to contribute, lower charges related to legacy projects as well as benefits from potential additional disposal proceeds, this will in our view not be sufficient to improve gross recourse-leverage within the next 12-18 months to levels that are in line with a B2 rating of below 6.5x," says Matthias Heck, a Moody's Vice President -- Senior Analyst. RATINGS RATIONALE The rating downgrade reflects a further material deterioration of OHL's operating performance within its recourse activities in H1 2016 following already weak Q4 results last year and limited prospects for a swift recovery in H2 this year. As a result, OHL's financial leverage, measured as gross recourse debt/recourse EBITDA, surged to 13.9x at June 2016, which is too high to sustain the previous rating level. In addition, free cash flow generation was negative in H1 2016 leading to higher reported debt levels. Moody's said, "Weaker performance was driven by loss making legacy projects, the delay in the launch of construction projects for newly awarded concessions, as well as increased exposure to the US market with generally lower margins. The short-term construction order book declined to EUR5.7 billion, down by 13% on the figure at year-end 2015. As a result, OHL's recourse EBITDA slumped by more than 50% year on year to EUR103 million for the last 12 months ended June 2016. This implies a continuous decline in EBITDA margin of OHL's Construction division to 3% from 4.6% in 2015 and we expect only a gradual improvement over H2 2016. This expectation is also evidenced by a book-to-bill ratio of 0.6x which implies a further shrinking business going forward. "While Construction margins might improve slightly during H2 2016 supported by the resumption of delayed projects with higher margins, we still see high uncertainty whether recourse EBITDA in 2016 could reach a similar level as in 2015 of EUR147 million as expected by the company. A recovery towards historically higher levels appears unlikely in the short term, given the drag from legacy projects, the shrunken order book and a regional shift initiated by the company towards more developed economies and less risky projects with smaller size and lower margins. "More positively, there are several factors that we recognize in support of OHL's rating. We believe that the strategic repositioning under the new management with a focus on less risky, smaller projects, increased financial discipline and a move away from topline growth to earnings quality and cash conversion are positive. In particular, we note OHL's commitment to de-risking its financial profile through various measures in the past: most notably the capital increase of around EUR1 billion conducted in October 2015 as well as recent asset disposals, in particular its 7% stake in Abertis for EUR815 million and the sale of 28% stake in Metro Ligero Oeste for around EUR110 million helped to control and bring down financial debt to a level more in line with the smaller business, fund equity contributions to its concessions business and support liquidity. As a result, equity commitments for current concession projects are fully pre-funded for 2016-2018. This substantially reduces the potential risk of cash drain from OHL's recourse business to OHL Concesiones. We also note positively that OHL has the means to counteract any further decline or slower than expected turnaround in its recourse activities from the sale of additional non-core assets, including its remaining close to 7% stake in Abertis and the assets in its Development division." Assuming a reduction of recourse gross debt by over EUR200 million as well as a recovery of recourse EBITDA to the 2015 level as expected by the company, gross recourse leverage will remain high above 8.0x at the end of 2016, which is even high for a B3 rating. Moody's said, "Another risk factor constraining the rating is the weakening liquidity profile associated with continuous negative free cash flow generation at the recourse level as reflected in the EUR457 million increase of net recourse debt in H1 2016. We expect cash flow generation to improve over H2 2016, in particular because working capital was a drain in H1 and should reverse to some degree. However, considering the complexity of the group and the industry it operates in, cash flow on a recourse level is notoriously difficult to forecast and could leave room for sizeable deviation." RATIONALE FOR THE NEGATIVE OUTLOOK The negative outlook reflects the challenges for OHL to reposition the group following its newly defined strategic priorities at a time of operational weakness in its recourse construction activities. Our focus rests particularly on the turnaround expected for H2 in its recourse EBITDA, OHL's ability to generate positive free cash flow as well as its ability to execute timely asset disposals to support a turnaround in its recourse leverage from current high levels of around 13 times. The B3 rating is based on the expectation that the company will moderately grow its operating profits, leading to a gradual improvement in recourse EBITDA from the deeply depressed level as of June 2016. Such an EBITDA improvement, in combination with the planned reduction of recourse debt would bring gross recourse leverage down to 8.0x-9.5x in 2016. Further improvements towards Moody's expectation of 6.5-8.0x for the B3 rating would be required for a stabilization of the outlook. WHAT COULD CHANGE THE RATING UP/DOWN Positive pressure could develop if OHL's credit metrics improved on a sustainable basis such that gross recourse debt/recourse EBITDA falls to well below 6.5x, with the maintenance of a solid liquidity profile, including the generation of positive free cash flow. Conversely, there could be negative rating pressure if the company were to fail to de-lever as expected, with gross recourse debt/recourse EBITDA consistently remaining above 8.0x. Negative rating pressure could also emerge if (1) OHL's performance does not enable a return to positive free cash flow generation on a recourse and consolidated basis and (2) recourse EBITDA were to deteriorate further from currently already low levels. Headquartered in Madrid, OHL is one of Spain's leading construction/concessions groups. The company owns a 56.14% equity stake in OHL Mexico, a large concessions operator in Mexico, and a 6.93% equity stake in Spanish infrastructure operator Abertis. In the last 12 months ended June 2015, OHL reported sales of EUR4.5 billion and consolidated EBITDA of EUR902 million. ===================== S W I T Z E R L A N D ===================== UBS GROUP: Moody's Assigns Ba1(hyb) Rating to $1BB Tier 1 Notes --------------------------------------------------------------- Moody's Investors Service has assigned a Ba1(hyb) rating to the $1 billion high trigger additional tier 1 (AT1) capital notes to be issued by UBS Group AG in August 2016. These perpetual non-cumulative AT1 securities rank junior to all liabilities of UBS Group AG, including subordinated liabilities other than parity securities, but they rank senior to participation securities and all classes of shares. Coupons may be cancelled on a non-cumulative basis at the issuer's option and on a mandatory basis, subject to the availability of distributable items, the meeting of solvency conditions and regulatory discretion. The principal of the AT1 securities will be fully and permanently written-down if UBS Group AG's consolidated Trigger CET1 ratio falls below 7%. This rating was not initiated or not maintained at the request of the rated entity. RATINGS RATIONALE The Ba1(hyb) rating is based on the likelihood of UBS Group AG's Trigger CET1 capital ratio reaching the write-down trigger, the probability of a bank-wide failure, and the expected loss severity if either or both these events occur. Moody's assesses the probability of a trigger breach using a model-based approach incorporating the group's creditworthiness, its most recent Trigger CET1 ratio and qualitative considerations, particularly with regard to how the bank may manage its CET1 ratio on a forward-looking basis. Under Moody's approach to rating high-trigger contingent capital securities, as described in its "Banks" rating methodology, published in January 2016, Moody's rates high-trigger AT1 securities to the lower of the model-based outcome and UBS Group AG's non-viability security rating. The Trigger CET1 ratio is defined as UBS Group AG's consolidated transitional (or phase-in) Basel III Common Equity Tier 1 (CET1) capital ratio as determined in accordance with the relevant Swiss regulations as applied by The Swiss Financial Market Supervisory Authority (FINMA) plus the outstanding amount of high-trigger contingent capital securities with a trigger above 7%. At end- December 2015, UBS had approximately CHF 58 million of such securities outstanding, resulting in a Trigger CET1 ratio that is 2 basis points higher than UBS Group AG's transitional Basel III CET1 ratio. UBS Group AG is the parent bank holding company for UBS AG, which accounts for the vast majority of UBS Group AG's assets. As such, the group's intrinsic financial strength corresponds to the baa1 baseline credit assessment (BCA) of UBS AG, and the group's Trigger CET1 ratio was 17.13% at end-June 2016. Moody's used these two values as inputs to its model, which leads to a model output of Baa3 (hyb). In the absence of a non-viability security being rated, the model outcome was then compared with the rating of a hypothetical UBS Group AG non-viability security, which would be positioned at Ba1(hyb) which is three notches below the BCA of baa1 based on Moody's advanced Loss Given Failure (LGF) analysis. The non- viability rating captures the probability of a bank-wide failure, the risk of coupon suspension on a non-cumulative basis, and loss severity if one or both of these events happen. When comparing the Baa3 (hyb) model output and the hypothetical Ba1 (hyb) non-viability security rating, the 'high trigger' security rating is constrained by the rating on the non-viability security, leading to the assignment of a Ba1 (hyb) rating to UBS Group AG's 'high trigger' AT1 security. Moody's also considered the AT1 securities' full principal write-down upon trigger breach and believes the heightened loss severity is captured by the non- viability rating constraint. The outcome of Moody's model sensitivity analysis on UBS Group AG, which considers changes to the group-level CET1 ratio, confirms that the Ba1 (hyb) rating is resilient under the main plausible scenarios. The rating agency notes that the AT1 securities also contain a clause which allows principal to be permanently and fully written-down in the case of a viability event, which can occur if the FINMA identifies the bank needs capital and customary measures to improve capital are not adequate or infeasible or if the bank were to receive direct or indirect support from the public sector. A viability event can occur ahead of a trigger breach. Moody's believes that the probability of this event occurring is already factored into the assigned rating level. WHAT COULD CHANGE THE RATING UP/DOWN The rating of UBS Group AG's AT1 securities is currently constrained by the rating on the issuer's non-viability security, which in turn could be upgraded if UBS AG's baa1 BCA were to increase. Conversely, a downgrade of the rating on the AT1 securities could materialise if UBS AG's BCA was reduced and/or if UBS Group AG's consolidated Trigger CET1 ratio were to decline substantially on a sustained basis. Moody's would also reconsider the rating in the event of an increased probability of a coupon suspension. =========================== U N I T E D K I N G D O M =========================== ENTERPRISE INSURANCE: Court Appoints Provisional Liquidator ----------------------------------------------------------- The Gibraltar Financial Services Commission (GFSC) continues to take steps to manage the failure of Enterprise Insurance Company PLC. On July 25 the GFSC issued court proceedings to have the Company managed by an independent and skilled insolvency specialist, and the Gibraltar Supreme Court appointed Mr Frederick White as Provisional Liquidator. The Provisional Liquidator will explore options for transfer of policies, protection of assets and any other steps that can best protect the position of policyholders, including the continued processing of claims and continued validity of policies. The Provisional Liquidator is required to report back to the court within 3 months. Mr White will now be managing the Company's affairs under the supervision of the GFSC. He will be working with the Enterprise staff and claims operations to ensure that the insurance business continues to operate. This includes managing and processing all claims; this applies to claims arising in each of the countries that Enterprise operates in. Mr White will be contacting all policyholders to notify them of his appointment and what happens now. He will be talking directly to each of Enterprise's brokers over the course of this week. While claims will be processed, Enterprise is not able to pay any claims at this stage. In those countries where compensation schemes operate, claims will be considered by those schemes. Peter Taylor, Director of Legal, Enforcement and Policy said: "The Company cannot make any payments under an Enterprise insurance policy, whether motor insurance or otherwise. The positions will be managed with the different compensation schemes that apply. We reiterate that all policies remain valid. Enterprise motor insurance policyholders can still legally drive under these policies. If an accident occurs and a claim is made, Enterprise cannot make any payment against that claim at this stage. We are working with our fellow European regulators and the various compensation bodies to ensure that policyholders' interests are looked after". Enterprise will continue to process claims through its claims management agents. Mr White will be taking steps to ensure that Enterprise's assets are secured and available to meet policyholders' claims. We will do what we can to minimise any impact on the insurance compensation schemes that operate in the various countries involved. Policyholders and brokers can now access further information and contact details through the Enterprise website. This is now managed and operated through Mr White as Provisional Liquidator. Gibraltar-based Enterprise Insurance Company PLC is a fully admitted EU insurer providing direct Insurance Capacity and Fronting solutions across Europe. HAWKSMOOR MORTGAGES: Moody's Assigns (P)Ba2 Rating to Cl. E Notes ----------------------------------------------------------------- Moody's Investors Service has assigned provisional long-term credit ratings to Notes to be issued by Hawksmoor Mortgages 2016-1 plc: -- GBP million Class A mortgage backed floating rate notes due May 2053, Assigned (P)Aaa (sf) -- GBP million Class B mortgage backed floating rate notes due May 2053, Assigned (P)Aa1 (sf) -- GBP million Class C mortgage backed floating rate notes due May 2053, Assigned (P)A1 (sf) -- GBP million Class D mortgage backed floating rate notes due May 2053, Assigned (P)Baa1 (sf) -- GBP million Class E mortgage backed floating rate notes due May 2053, Assigned (P)Ba2 (sf) -- GBP million Class X floating rate notes due May 2053, Assigned (P)Caa3 (sf) Moody's has not assigned ratings to the GBP million Class F mortgage backed zero coupon notes due May 2053, the GBP million Class Z1 floating rate notes due May 2053 and GBP million Class Z2 zero coupon notes due May 2053 or the Certificates. The portfolio backing this transaction consists of UK Non-conforming residential mortgage loans originated, among others, by GE Money Home Lending Limited, GE Money Mortgages Limited, Igroup2 Limited and Igroup3 Limited. The legal title to the mortgages will be held by Kensington Mortgage Company Limited ("KMC", not rated). On the closing date both Virage PL 1 Limited and Virage PL 2 Limited (the "Warehousing Sellers", not rated) will sell the portfolio to Junglinster S.a.r.l. (the "Seller", not rated). In turn the Seller will sell the portfolio to Hawksmoor Mortgages 2016-1 plc (the "Issuer"). On June 23, 2016, the United Kingdom (UK) voted to leave the European union. Under Moody's central scenario, the UK's decision to leave the European Union will lead to a prolonged period of uncertainty (see "UK Vote for EU Exit Signals A Prolonged Period of Uncertainty, A Credit Negative," published on 24 June, 2016). For Hawksmoor Mortgage 2016-1 plc's underlying portfolio, the rating agency does not expect a material impact on defaults or recovery rates due to the good collateral diversification. RATINGS RATIONALE The ratings take into account the credit quality of the underlying mortgage loan pool, from which Moody's determined the MILAN Credit Enhancement and the portfolio expected loss, as well as the transaction structure and legal considerations. The expected portfolio loss of [2.8]% and the MILAN required credit enhancement of [16]% serve as input parameters for Moody's cash flow model and tranching model, which is based on a probabilistic lognormal distribution. Moody's said, "Portfolio expected loss of [2.8]%: this is based on Moody's assessment of the lifetime loss expectation taking into account: (i) the weighted average CLTV of around [71.3]% on a non-indexed basis; (ii) the collateral performance to date along with an average seasoning of [9.6] years. [14.1]% of the pool is in arrears as of June 15, 2016, of which [5.7]% is more than 30 days in arrears; (iii) the current macroeconomic environment and our view of the future macroeconomic environment in the UK, and (iv) benchmarking with similar transactions in the UK Non-conforming sector." MILAN CE of [16]%: this is lower than the UK Non-conforming RMBS sector average and follows Moody's assessment of the loan-by-loan information taking into account the historical performance available and the following key drivers: (i) the relatively low weighted average CLTV of [70.3]% on a non-indexed basis; (ii) the high proportion of self-employed borrowers at [30.7%]; (iii) the presence of [29.2%] loans where the borrower self-certified its income; (iv) around [58.4]% of interest only loans; (v) borrowers with adverse credit history accounting for [11.7%] of the pool; (vi) the level of arrears around [14.1%] as of June 15, 2016, and (vii) benchmarking with other UK Non-conforming RMBS transactions. At closing the mortgage pool balance will consist of GBP [3,411] million of loans. The total reserve fund will be funded to [3.0]% of the initial mortgage pool balance and will amortize to [3.0]% of the outstanding balance of Classes A to F notes subject to a floor of [1.5]% of the outstanding balance of Classes A to F notes. The total reserve fund will be split into the Liquidity Reserve Fund and the Non Liquidity Reserve Fund. The Liquidity Reserve Fund Required Amount will be equal to [2.5]% of Class A outstanding amount and will be available only to cover senior expenses and Class A interest. The Liquidity Reserve Fund is floored at [1%] of the initial principal balance of Classes A and will be released only after Class A is fully repaid. The Non Liquidity Reserve Fund will be equal to the difference between the total reserve fund and the Liquidity Reserve Fund, and will be used to cover interest shortfalls and to cure PDL on Classes A to E. Operational risk analysis: KMC will be acting as servicer of record, delegating servicing responsibilities to Acenden Limited (not rated). The issuer will delegate to KMC as the legal title holder the responsibility over certain servicing policies and setting of interest rates. In order to mitigate the operational risk, there will be a back-up servicer facilitator, and Wells Fargo Bank International (not rated) will be acting as a back-up cash manager from close. To ensure payment continuity over the transaction's lifetime the transaction documents incorporate estimation language whereby the cash manager can use the three most recent servicer reports to determine the cash allocation in case no servicer report is available. The transaction also benefits from principal to pay interest for the Class A notes and for Class B to E notes, subject to certain conditions being met. Interest rate risk analysis: [98.3]% of the portfolio pay a floating rate of interest, while the remaining [1.7]% pay a fixed rate with a weighted-average time to reset of almost [10] months. The interest rate risk in the transaction will be unhedged. Moody's has taken into consideration the absence of an interest rate swap in its cash flow modelling. The provisional ratings address the expected loss posed to investors by the legal final maturity of the Notes. Moody's issues provisional ratings in advance of the final sale of securities, but these ratings represent only Moody's preliminary credit opinions. Upon a conclusive review of the transaction and associated documentation, Moody's will endeavour to assign definitive ratings to the Notes. A definitive rating may differ from a provisional rating. Other non-credit risks have not been addressed, but may have a significant effect on yield to investors. The analysis undertaken by Moody's at the initial assignment of ratings for RMBS securities may focus on aspects that become less relevant or typically remain unchanged during the surveillance stage. Factors that would lead to an upgrade or downgrade of the ratings: Moody's said, "Significantly different loss assumptions compared with our expectations at close due to either a change in economic conditions from our central scenario forecast or idiosyncratic performance factors would lead to rating actions. For instance, should economic conditions be worse than forecast, the higher defaults and loss severities resulting from a greater unemployment, worsening household affordability and a weaker housing market could result in a downgrade of the ratings. Deleveraging of the capital structure or conversely a deterioration in the notes available credit enhancement could result in an upgrade or a downgrade of the ratings, respectively." Stress Scenarios: Moody's Parameter Sensitivities: If the portfolio expected loss was increased from [2.8]% to [5.6]% of current balance, and the MILAN CE was increased from [16]% to [22.4]%, the model output indicates that the Class A notes would still achieve (P)Aaa(sf) assuming that all other factors remained equal. Moody's Parameter Sensitivities quantify the potential rating impact on a structured finance security from changing certain input parameters used in the initial rating. Moody's Parameter Sensitivities provide a quantitative/model- indicated calculation of the number of rating notches that a Moody's structured finance security may vary if certain input parameters used in the initial rating process differed. The analysis assumes that the deal has not aged and is not intended to measure how the rating of the security might migrate over time, but rather how the initial rating of the security might have differed if key rating input parameters were varied. Parameter Sensitivities for the typical EMEA RMBS transaction are calculated by stressing key variable inputs in Moody's primary rating model. PREFERRED RESIDENTIAL: S&P Affirms B- Rating on Class E Notes ------------------------------------------------------------- S&P Global Ratings affirmed its credit ratings on all classes of notes in Preferred Residential Securities 05-1 PLC. The affirmations follow S&P's credit and cash flow analysis of the transaction using information from the investor report and loan-level data as of March 2016. S&P's analysis reflects the application of its U.K. residential mortgage-backed securities (RMBS) criteria and S&P's current counterparty criteria. In S&P's opinion, the performance of the loans in the collateral pool has improved since S&P's previous review, but nevertheless remain high and well above S&P's U.K. nonconforming index. Total delinquencies have decreased to slightly below 28% from 30.65% at S&P's previous review. Since S&P's previous review, its credit assumptions have slightly increased at the 'AAA' rating level and decreased for lower rating categories, driven by a lower weighted-average foreclosure frequency (WAFF) and a higher weighted-average loss severity (WALS). The lower arrears levels and greater proportion of the loans in the pool receiving seasoning credit positively affected S&P's WAFF calculations. S&P's WALS assumptions have increased at the 'AAA' level, but have decreased at other rating levels. The transaction has benefitted from the decrease in the weighted- average current loan-to-value (LTV) ratios. However, this has been offset by the increase in S&P's repossession market-value decline assumptions, which it has increased at the 'AAA' level. Credit enhancement levels have increased for all rated classes of notes since S&P's previous review. The notes benefit from an amortizing liquidity facility and a nonamortizing reserve fund. Both the liquidity facility and the reserve fund are currently at their required levels. The structure is currently amortizing sequentially as 90+ days arrears (including other amounts owed) are well above the documented trigger of 22.5%. As the ratio is well above the trigger and the other amounts owed continue to increase, S&P considers that the transaction will likely continue to pay principal sequentially. S&P has incorporated this assumption in its cash flow analysis by modeling a sequential repayment of the notes. S&P's credit and cash flow analysis indicates that the available credit enhancement for all classes of notes is sufficient to maintain the currently assigned ratings. S&P has therefore affirmed its ratings on all classes of notes. In S&P's credit and cash flow analysis, it considers the available credit enhancement for the class B1a, B1c, and C1c notes to be commensurate with higher ratings than those currently assigned. However, the bank account provider, Barclays Bank PLC (A-/Negative/A-2), breached the 'A-1+' downgrade trigger specified in the transaction documents, following S&P's lowering of its long- and short-term ratings in November 2011. Because no remedy actions were taken following S&P's November 2011 downgrade, its current counterparty criteria caps the maximum potential rating on the notes in this transaction to S&P's 'A-' long-term issuer credit rating on Barclays Bank. S&P has therefore affirmed its 'A- (sf)' ratings on the class B1a, B1c, and C1c notes. S&P's credit stability analysis indicates that the maximum projected deterioration that it would expect at each rating level for one- -and three-year horizons under moderate stress conditions is in line with S&P's credit stability criteria. Preferred Residential Securities 05-1 is backed by nonconforming U.K. residential mortgage loans, which Preferred Mortgages Ltd. originated. RATINGS LIST Class Rating Preferred Residential Securities 05-1 PLC EUR188 Million, GBP271.2 Million Mortgage-Backed Floating-Rate Notes Ratings Affirmed B1a A- (sf) B1c A- (sf) C1c A- (sf) D1c BB+ (sf) E B- (sf) RAME ENERGY: Liquidity Issues Amid Brexit Prompt Administration --------------------------------------------------------------- Herald Express reports that Rame Energy has gone into administration, blaming Brexit for it. Rame, which owns renewable energy company Beco Energy Solutions, said it had appointed administrators after facing difficulties in the wake of the EU Referendum vote, Herald Express relates. In 2014 AIM-listed Rame employed 30 staff in Santiago, Chile, and another 30 in the Westcountry, Herald Express discloses. At the end of April this year, Rame Energy announced that it was seeking to raise GBP2.8 million to fund ongoing business projects, Herald Express recounts. According to Herald Express, in a statement the company, which is based in Sutton Harbour in Plymouth, said: "Due to difficult market conditions and the outcome of the UK referendum on exiting the European Union, the Company has been unable to complete the fundraising. "As a result, the directors, having taken advice, have concluded that the group can no longer continue to trade on a solvent basis. "They have, therefore, appointed Andrew Beckingham -- andy.beckingham@leonardcurtis.co.uk -- and Colin Prescott -- colin.prescott@leonardcurtis.co.uk -- of Leonard Curtis Recovery Limited as Joint Administrators of the Company. "The directors intend to work with the Joint Administrators to resolve the immediate liquidity issues of the group and maintain Rame as a going concern if possible." The Totnes business, which has more than 30 years' experience of domestic, commercial and agricultural installations under its belt, Herald Express notes. ROADCHEF ISSUER: Fitch Raises Rating on Class A2 Notes to BB- ------------------------------------------------------------- Fitch Ratings has upgraded RoadChef Issuer plc's GBP88 mil. class A2 notes to 'BB-' from 'B+' and GBP42 mil. class B notes to 'B' from 'B-'. The Outlooks are Stable. The upgrade reflects Roadchef's ongoing and consistent improvement in operating performance since the 2008 recession. RoadChef's turnaround is mostly complete and its refocused offering is competitive, Fitch perceives the forecast financial metrics of average debt service coverage ratio (DSCR) of 1.50x for the class A2 notes and 1.25x for the class B notes and 2017 EBITDA leverage at 2.9x and 4.5x respectively as strong relative to UK WBS criteria. However, Fitch assess Roadchef's small size of 2017F EBITDA of GBP28.9 mil. as a weakness relative to peers. These include Mitchells & Butlers, whose most junior class is rated at 'BBB-' at 1.4x projected coverage, and Unique, a weaker tenanted operator, whose class A is rated at 'BB' with 1.5x projected coverage. KEY RATING DRIVERS (KRD) KRD: Industry Profile - Midrange Sub-KRD - Operating Environment: Weaker Fitch perceives motorway service stations (MSAs) as exposed to discretionary spending, changes in the economic environment, and competition. MSAs are likely to be negatively affected by energy and food price rises and from lower consumer confidence. Historically a slowdown in the broader economy has led to slight reductions in motorway traffic volumes (peak to trough 2007-10 decline of 2.4%), which negatively impacts MSAs. Fitch believes that there is competition as distances between different service areas are not large enough to prevent user discretion between sites. Sub-KRD - Barriers to Entry: Stronger The minimum distance restriction is three miles between MSA, but Fitch still perceives barriers to entry as high, given the very high start-up costs of around GBP45m for a two-sided site and the requirement to prove the need of a new site to gain planning permission. The operator of a potential new site must also evaluate expected returns potential and may be put off by the existing competition. Sub-KRD - Sustainability: Midrange Fitch considers the likelihood of industry fundamental changes as low over the life of the bonds. Fitch views the forecast CAGR in the UK population of 0.6% from 2016 to 2036 as moderately credit positive as it should increase demand. At the same time, there is uncertainty around how traffic volumes may react to increases in fuel prices and technology risk, such as electrification and driverless technology. KRD: Company Profile - Midrange Sub-KRD - Financial Performance: Weaker Historically, RoadChef's performance has been volatile and sensitive to the broader economic environment. However, in the last few years with reduced exposure to volatile fuel sales and development of a varied catering offer, revenue and EBITDA stability has improved. Fitch believes it is too early to determine Roadchef's sensitivity to downturns under the modified business model as it has not yet been through a full cycle. The relatively high operating leverage suggests that performance could still be volatile during a downturn and the business still has a weak cash position. Sub-KRD - Company Operations: Midrange RoadChef Finance Ltd is a securitization of cash flows from UK MSAs operated by RoadChef, the third-largest UK MSA operator with a market share of around 20% and over 40 million visitors per year, after Moto with 42% market share and Welcome Break with 25% market share. The securitized group comprises 15 MSA sites (of the group's 20 or 75%) with 20 forecourts (out of 24 or 83%), and 11 Premier Inn lodges (out of 14 or 79%). Fitch views as credit positive that the CEO position has been stable for eight years. However, the CFO has changed frequently including following the recent change in ownership from Delek to Antin Infrastructure Partners. However, Fitch views key man risk as low. Fitch considers the product range as diversified relative to other WBS sectors, including food, drinks, gaming, hotels, groceries, some fuel and miscellaneous retail. Fitch also views Roadchef's brand portfolio as good, including McDonalds, Costa, BP, Shell, Days Inn, Spar, WH Smith and Chozen. In terms of operator size, with EBITDA of around GBP28 mil., RoadChef is a mid- to large-sized operator within the monopolistic MSA industry and benefits from some economies of scale in terms of buying power. Operating leverage is high as a result of the regulatory requirement for motorway service areas to provide core services 24 hours a day, 365 days a year, increasing expected performance volatility. Sub-KRD - Transparency: Midrange The business is largely self-operated, and the insight into underlying profitability is reasonable, but does not provide insight into profitability of individual catering revenue streams, although some information is available on an ad-hoc basis. Operations are also relatively simple. Sub-KRD - Dependence on Operator: Midrange Other operators are likely to be available, and operator replacement should be possible within a reasonable period of time. However, it may not be so straightforward to find a replacement operator with the same skillset and level of experience as the current management. Fitch evaluates operational and financial commingling with the non-securitized group as significant (e.g. common supply contracts, pension schemes). Sub-KRD - Asset Quality: Midrange Fitch considers the assets are reasonably well maintained. Capex averaged 4.8% (GBP7.7 mil.) sales in the previous five years, although there is no minimum maintenance capex covenant. In Fitch's view, the sites are well located, distributed throughout England and Scotland and a high proportion are freehold. Fitch believes the secondary market as relatively illiquid due to the high price of sites and there is no alternative use value. In Fitch's opinion, current five year investment plan from 2015 of around GBP50 mil. is substantial, funded via equity from the new owners in addition to excess cash when possible. This capex should strengthen the business further with site improvements, catering rollout, energy saving initiatives and introduction of a grocery offer. KRD: Debt Structure Class A: Midrange Class B: Weaker Sub-KRD - Debt Profile: Class A: Stronger Class B: Weaker The class A2 notes are fully amortizing on a fixed schedule and the amortization profile is aligned with the industry and company risk profiles. There are no interest-only periods and minimal concurrent amortization with subordinated debt. In addition, the subordinated debt is deferrable, meaning non-payment of interest and/or principal would not constitute an issuer event of default. The notes are also fixed rate. The class B notes are fully amortizing, but not until 2024 (interest only until then), and the amortization is back-ended with the class B notes amortizing in three years. However, by this time transaction leverage is expected to be very low at around 1.5x. Similar to the class A notes, the class B notes are fixed rate and there is no senior ranking swap liability. Sub-KRD - Security Package: Class A: Midrange Class B: Weaker The class A notes are senior ranking controlling creditors. The security package comprises fixed and floating charges over the assets of the borrower which is standard for UK WBS transactions. Notably, in our opinion, the non-orphan status of the SPV owned by the borrower's parent, RoadChef motorway holdings ltd slightly undermines the control usually afforded to senior bondholders, as the owner could potentially impact the timing of any enforcement action. This prevents the security package from being graded 'stronger' and 'midrange' in relation to the class A and class B notes. The class B notes benefit from the same security as class A, but are the junior ranking creditor. Sub-KRD - Structural Features: Class A: Midrange Class B: Midrange The covenant package as a whole is not comprehensive (e.g. EBITDA only restricted payment conditions (RPC) and financial covenant). There is no restriction in relation to cure rights, with the transaction having frequently avoided borrower event of default thanks to cash injections from the previous owners. The RPC level is sub-optimal at 1.50x EBITDA, but there has not yet been any cash leakage. At 1.25x EBITDA, the financial covenant is not optimal, leaving little cushion for underperformance. Fitch views the liquidity facility as midrange at GBP25 mil. or equivalent to around 16 months peak debt service. The counterparty, which is Barclays Bank as the account bank and liquidity provider, is stronger. Peer Group: As Roadchef is the only MSA transaction in Fitch's whole business portfolio, the peer analysis centered on comparisons to other whole business portfolio transactions such as pubs, care homes, funeral homes (Dignity) and holiday parks (CPUK). Roadchef is generally well aligned with these peers after adjusting for differences in industry and firm characteristics. RoadChef compares favorably with the average pubco free cash flow DSCR. The difference in ratings is attributable to differences in size. RoadChef generates on average at least 4x less EBITDA than other pubcos and the underlying industries, primarily higher revenue risk. RATING SENSITIVITIES Negative: Deterioration in performance could result in negative rating action if there is a significant extension in the current projected FCF DSCR metrics that would move them below 1.3x for the class A notes and 1.1x for the class B notes. Weaker performance could be driven by deterioration in macroeconomic and industry environment, as well as reduced discretionary spending and greater cost pressure as a result of weak UK economic growth and cost driven inflation following the vote to leave the EU. Positive: Any significant improvement in performance above Fitch's base case, leading to an FCF DSCR above 1.7x for the class A notes and 1.35x for the class B notes, could result in positive rating action. This could occur due to an improvement on the macroeconomic and industry environment. In addition, further performance improvements driven by the on-going catering developments and site refurbishments could positively affect the ratings or Outlooks. TRANSACTION UPDATE Operational Performance Update Adjusted EBITDA to 52 weeks grew by 6.7% on a yoy TTM basis to GBP28.4 mil., with the strong performance driven by continuing growth in catering revenues as the rollout of McDonalds restaurants and general refurbishment of the sites all continued according to plan during the year. The good performance during the year also marked a continuation of the upward trend with EBITDA having grown by a seven-year CAGR of 8% since the low of around GBP17 mil. in 2009. With debt service constant throughout this period, EBITDA DSCR has improved markedly to 1.52x at the quarter ending April 2016 from a low of 0.78x, when repeated equity injections were required to prevent the transaction from defaulting on the financial covenant in 2009. The latest pension deficit valuations show deficits of GBP3.6 mil. for both the RoadChef Retirements Benefits scheme and the Blue Boar Motorways Ltd Pension scheme, with an annual funding requirement of less than GBP 1m per year. Fitch do not view this as material. Forecast Assumptions Fitch projected FCF DSCRs remain in line with the previous review at 1.50x for the class A and 1.25x for the class B notes. Fitch's base case assumptions are slightly more conservative than last year. Fitch assumes a recession in 2017-2018 reflecting uncertainty after the UK decision to leave the EU in the Brexit referendum, resulting in weaker internal consumption and a weaker sterling, partly offset by increased likelihood of holiday makers remaining in the UK and foreign tourists. Fitch assumes a higher recovery in 2019-2020. Long-term assumptions are in line with last year's assumptions. Main growth comes from catering sales, which are assumed to grow 2.5% until 2018 and Lodge sales and Other sales, which are assumed to grow by 1% until 2018, increasing thereafter. Fitch forecasts the reported FY16 EBITDA of GBP28.4 mil. to grow to GBP30.6 mil. by 2027, representing a CAGR of 0.7%. SPICE FACTORY: Placed Into Provisional Liquidation -------------------------------------------------- Spice Factory (UK) Limited and Gummy Bear Films Limited have been placed into provisional liquidation following an investigation by Company Investigations of the Insolvency Service. Private individuals entered into investor agreements with Gummy Bear Films Limited after introductions by third party brokers. A large proportion of the investment funds were paid into a bank account operated by Spice Factory (UK) Limited. It was intended that these private investment funds would receive an equity profit in a film, the shooting of which has yet to commence. The role of the provisional liquidator is to protect assets in the possession or under the control of the company pending the determination of the petition. The provisional liquidator also has the power to investigate the affairs of the company insofar as it is necessary to protect assets including any third party or trust monies or assets in the possession of or under the control of the company. The case is now subject to High Court action and no further information will be made available until a petition to wind up the company is heard in the High Court on Aug. 31, 2016. Spice Factory (UK) Limited was incorporated on Feb. 24, 1997, under registration number 03322915. The registered office of the company is at Suite 9, Regency House, 91 Western Road, Brighton BN1 2NW. The current recorded director of the company is Mr Michael Lionello Cowan. Gummy Bear Films Limited was incorporated on Oct. 24, 2013, under registration number 08745729. The registered office of the company is at Suite 9, Regency House, 91 Western Road, Brighton BN1 2NW. The current recorded director of the company is Mr Jason Nicholas Piette. The petitions were presented under s124A of the Insolvency Act 1986. The Official Receiver was appointed as provisional liquidator of the companies on July 19, 2017 by Mr Justice Barling, a Justice of the Chancery Division of the High Court. Company Investigations, part of the Insolvency Service, uses powers under the Companies Act 1985 to conduct confidential fact- finding investigations into the activities of live limited companies in the UK on behalf of the Secretary of State for Business, Innovation & Skills (BIS). Further information about live company investigations is available here. All public enquiries concerning the affairs of the company should be made to: The Official Receiver, Public Interest Unit, 4 Abbey Orchard Street, London, SW1P 2HT. Telephone: 0207 637 1110 Email: piu.or@insolvency.gsi.gov.uk THAMES TRUSTEES: High Court Winds Up Pension Liberation Firm ------------------------------------------------------------ Thames Trustees Ltd, a Preston-based company, which facilitated and operated a pension liberation scheme, has been wound up in the High Court following an investigation by the Insolvency Service. The company acted as trustee of the Westminster Pension Scheme which was established in December 2012. Clients were induced to move their existing pension funds into the Scheme on the basis that they would receive in return a cash payment either in the form of a 'loan' from an associated company (typically of 50% of the funds) or from commission on investments made by Thames Trustees Ltd on behalf of the Scheme. In fact, there was never any intention that the loans received by clients would be repaid and the Scheme, instead, operated as a pension liberation scheme providing clients with earlier access to pension funds than is permitted by the Finance Act 2004. The investigation established that 79 members joined the Scheme and invested an aggregate of GBP3,333,665 by transferring their existing pension scheme investments into it. The Court found that the company had operated with a lack of transparency and a lack of commercial probity. In particular: The recorded directors of the company had no knowledge of the activities of the company and/or the investment of the monies received by the company on behalf of the Scheme. Those in actual control of the company gave conflicting explanations about their roles. They received significant commission payments which were deducted from the funds transferred into the Scheme by clients, without the prior knowledge of those clients. The investments made with the Scheme funds were not made for a true commercial purpose; there were significant discrepancies in the documentation associated with the investments; some of the investments were in an unregulated collective investment scheme suitable only for sophisticated investors able to understand and bear the high risks involved, and not suitable for the clients recruited by the company; and some investments were in an unsuccessful land development in Florida. The investigation found no meaningful evidence to suggest that there was any value whatsoever in the investments undertaken by or on behalf of the Scheme. Commenting on the case, Colin Cronin, Investigation Supervisor with the Insolvency Service, said, "The structure of this pension liberation scheme was deliberately opaque and the lack of transparency was added to by the failure of those in control of the company to fully cooperate with the investigation. "The operation of the scheme was highly prejudicial to the clients who were required to invest their pension funds into it in order to obtain the early release of part of those funds. The balance of funds were not legitimately invested as clients were led to believe. These proceedings show that the Insolvency Service will take firm action against companies which mislead the public in this way." Thames Trustees Ltd -- company registration number 08162989 -- was incorporated on July 31, 2012. Other than the address of the formation agents, the company has had its registered office at 111 Buckingham Place Road, Victoria, London SW1W 0SR (13 November 2012 to 3 March 20915) and thereafter at 1 Navigation Business Village, Navigation Way, Ashton On Ribble, Preston PR2 2YP. The petition to wind-up Thames Trustees Ltd was presented under s124A of the Insolvency Act 1986 on May 3, 2016. The company was wound up on July 11, 2016 and the Official Receiver has been appointed as liquidator. WILD PHEASANT: In Administration, 30 Jobs Affected -------------------------------------------------- BBC News reports that The Wild Pheasant, Llangollen, has been put in the hands of administrators "due to health and safety concerns". The Denbighshire hotel has closed down without notice, with the loss of 30 jobs and the cancellation of all bookings, including wedding receptions, BBC relates. According to BBC, administrators Duff and Phelps are now looking to sell the 46-bedroom property, owned by O&S Hotels Ltd. The Wild Pheasant was formerly owned by local businesswoman Stephanie Booth but it went into administration in 2011, reopening the following year, BBC recounts. =============== X X X X X X X X =============== * BOND PRICING: For the Week August 1 to August 5, 2016 ------------------------------------------------------- Issuer Coupon Maturity Currency Price ------ ------ -------- -------- ----- Grupo Isolux Corsan Fi 6.63 4/15/2021 EUR 18.01 Obrascon Huarte Lain S 7.63 3/15/2020 EUR 66.97 Oi Brasil Holdings Coo 5.75 2/10/2022 USD 24.00 Obrascon Huarte Lain S 4.75 3/15/2022 EUR 57.18 Portugal Telecom Inter 4.63 5/8/2020 EUR 23.05 Portugal Telecom Inter 6.25 7/26/2016 EUR 22.83 ADLER Real Estate AG 2.50 7/19/2021 EUR 13.81 CSN Resources SA 6.50 7/21/2020 USD 66.25 Banca Monte dei Paschi 2.36 5/15/2018 EUR 65.50 Intelsat Luxembourg SA 7.75 6/1/2021 USD 28.75 Ensco PLC 5.20 3/15/2025 USD 70.92 Fuerstenberg Capital I 5.63 EUR 61.29 Banca Monte dei Paschi 5.75 9/30/2016 GBP 85.42 Brighthouse 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7/24/2022 EUR 12.50 Sydbank A/S 0.80 EUR 75.00 Atlantic Offshore AS 8.50 5/16/2018 NOK 1.32 DNB Bank ASA 0.94 USD 52.19 SNS Bank NV 6.25 10/26/2020 EUR 2.93 Lloyds Bank PLC 1.19 USD 60.83 Lloyds Bank PLC 0.71 1/31/2033 USD 66.75 Hellenic Republic Gove 2.09 7/25/2057 EUR 29.75 DNB Bank ASA 1.03 USD 52.09 OP Corporate Bank plc 0.61 EUR 49.22 Virgolino de Oliveira 10.88 1/13/2020 USD 21.00 Eroski S Coop 3.02 EUR 61.16 KPNQwest NV 10.00 3/15/2012 EUR 0.56 Talvivaara Mining Co P 9.75 4/4/2017 EUR 0.74 Sidetur Finance BV 10.00 4/20/2016 USD 5.75 Rem Offshore ASA 6.73 3/14/2018 NOK 36.38 Takko Luxembourg 2 SCA 6.71 4/15/2019 EUR 48.60 Alpine Holding GmbH 6.00 5/22/2017 EUR 0.36 German Pellets GmbH 7.25 4/1/2016 EUR 0.68 Heta Asset Resolution 0.46 12/31/2023 EUR 39.92 Lehman Brothers Treasu 6.00 11/2/2035 EUR 11.75 Minicentrales Dos SA 6.45 4/14/2028 EUR 67.00 Societe Generale SA 0.81 EUR 53.00 Abengoa SA 4.50 2/3/2017 EUR 7.75 Royal Bank of Scotland 1.19 USD 53.95 Havila Shipping ASA 8.60 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Brothers Treasu 5.20 3/19/2018 EUR 1.32 Lehman Brothers Treasu 5.10 6/22/2046 EUR 1.32 Lehman Brothers Treasu 6.30 12/21/2018 USD 0.79 Lehman Brothers Treasu 5.25 11/21/2009 USD 1.32 Lehman Brothers Treasu 3.40 3/19/2018 JPY 1.32 Societe Generale SA 0.50 6/12/2023 RUB 56.16 HSBC Bank PLC 0.50 12/8/2020 BRL 64.26 SpareBank 1 Noetteroey 8.25 NOK 73.74 Credit Agricole Corpor 0.50 3/6/2023 RUB 57.35 Espirito Santo Financi 5.63 7/28/2017 EUR 1.45 Kommunekredit 0.50 9/19/2019 BRL 74.11 Russian Railways JSC 8.30 10/11/2038 RUB #N/A N/A Gold-Zack AG 7.00 12/14/2005 EUR 12.51 Deutsche Bank AG 5.20 6/20/2017 EUR 62.90 Araratbank OJSC 7.25 6/27/2018 USD 25.32 Lehman Brothers Treasu 4.10 6/10/2014 SGD 9.63 Leonteq Securities AG 9.40 10/24/2016 EUR 63.57 Leonteq Securities AG 15.00 11/7/2016 CHF 26.28 Credit Suisse AG/Nassa 6.00 12/2/2016 EUR 56.04 Northland Resources AB 15.00 7/15/2019 USD 0.01 Credit Suisse AG/Nassa 6.38 6/12/2017 EUR 60.26 Societe Generale SA 9.50 5/21/2018 USD 48.01 Leonteq 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12/20/2016 EUR 69.10 Landesbank Baden-Wuert 2.50 10/28/2016 EUR 53.88 Credit Suisse AG/Nassa 7.13 9/13/2016 CHF 59.34 Landesbank Hessen-Thue 6.20 7/24/2020 EUR 65.08 Credit Suisse AG/Nassa 8.05 9/27/2016 CHF 63.27 Vontobel Financial Pro 4.00 11/9/2017 EUR 57.89 Commerzbank AG 4.00 7/19/2017 EUR 42.70 UBS AG 11.50 9/23/2016 EUR 55.69 Landesbank Baden-Wuert 3.25 1/26/2018 EUR 48.09 ECA 2.50 1/1/2018 EUR 12.37 Deutsche Bank AG 7.50 12/20/2016 EUR 53.76 SG Issuer SA 6.65 10/10/2021 EUR 63.37 BNP Paribas Emissions- 5.00 12/22/2016 EUR 55.80 SAir Group 2.75 7/30/2004 CHF 11.00 Goldman Sachs & Co Wer 12.00 12/20/2017 EUR 60.60 Vontobel Financial Pro 20.50 3/24/2017 EUR 76.07 Vontobel Financial Pro 25.00 9/9/2016 EUR 71.88 Commerzbank AG 7.50 3/23/2017 EUR 77.44 Commerzbank AG 9.50 3/23/2017 EUR 73.47 DZ Bank AG Deutsche Ze 7.50 12/19/2016 EUR 75.81 UBS AG/London 10.40 8/11/2017 EUR 64.04 Commerzbank AG 11.75 3/23/2017 EUR 69.92 Commerzbank AG 14.00 3/23/2017 EUR 66.79 Commerzbank AG 16.75 3/23/2017 EUR 64.44 Commerzbank AG 11.25 3/23/2017 EUR 76.88 Landesbank Baden-Wuert 9.00 10/28/2016 EUR 64.81 Goldman Sachs & Co Wer 17.00 12/20/2017 EUR 75.82 Goldman Sachs & Co Wer 21.00 4/26/2017 EUR 74.00 Vontobel Financial Pro 15.00 3/24/2017 EUR 74.74 Bank Julius Baer & Co 7.60 3/8/2017 CHF 68.35 UBS AG/London 10.00 3/16/2017 CHF 38.28 Bank Julius Baer & Co 11.10 11/23/2016 CHF 69.20 Goldman Sachs & Co Wer 23.00 2/22/2017 EUR 72.10 Goldman Sachs & Co Wer 22.00 3/22/2017 EUR 73.22 Goldman Sachs & Co Wer 21.00 4/26/2017 EUR 73.19 Goldman Sachs & Co Wer 22.00 3/22/2017 EUR 75.09 HSBC Trinkaus & Burkha 6.00 6/23/2017 EUR 70.48 Goldman Sachs & Co Wer 20.00 4/26/2017 EUR 73.75 Goldman Sachs & Co Wer 23.00 6/21/2017 EUR 72.47 Goldman Sachs & Co Wer 20.00 9/20/2017 EUR 74.86 Goldman Sachs & Co Wer 22.00 3/22/2017 EUR 72.67 Goldman Sachs & Co Wer 19.00 4/26/2017 EUR 75.53 DZ Bank AG Deutsche Ze 9.70 3/20/2017 EUR 75.68 DZ Bank AG Deutsche Ze 10.40 6/19/2017 EUR 76.01 Vontobel Financial Pro 15.00 3/24/2017 EUR 76.23 Vontobel Financial Pro 10.00 3/24/2017 EUR 75.65 Societe Generale Effek 19.62 3/24/2017 EUR 73.70 Societe Generale Effek 23.02 6/23/2017 EUR 74.04 Societe Generale Effek 16.52 12/23/2016 EUR 72.37 HSBC Trinkaus & Burkha 17.20 9/23/2016 EUR 76.15 Societe Generale Effek 19.51 12/23/2016 EUR 69.64 Societe Generale Effek 14.61 12/23/2016 EUR 74.95 Societe Generale Effek 20.75 6/23/2017 EUR 76.01 Vontobel Financial Pro 21.00 12/23/2016 EUR 74.94 Vontobel Financial Pro 20.00 3/24/2017 EUR 75.68 Societe Generale Effek 15.53 12/23/2016 EUR 73.07 Societe Generale Effek 17.08 3/24/2017 EUR 75.46 Societe Generale Effek 16.37 12/23/2016 EUR 73.81 Commerzbank AG 14.00 1/26/2017 EUR 76.12 Lehman Brothers Treasu 7.50 9/13/2009 CHF 1.32 Lehman Brothers Treasu 8.05 12/20/2010 HKD 1.32 Lehman Brothers Treasu 16.00 10/8/2008 CHF 1.32 Lehman Brothers Treasu 4.50 3/6/2013 CHF 1.32 Lehman Brothers Treasu 4.00 4/24/2009 USD 1.32 Lehman Brothers Treasu 9.00 6/13/2009 USD 1.32 Lehman Brothers Treasu 11.00 2/16/2009 CHF 1.32 Lehman Brothers Treasu 11.00 6/29/2009 EUR 1.32 Lehman Brothers Treasu 1.50 10/25/2011 EUR 1.32 Sparebanken Vest Bolig 4.68 NOK 54.88 Municipality Finance P 0.50 12/15/2020 BRL 65.39 Banca di Credito Coope 2.25 2/10/2025 EUR 74.50 Credito Cooperativo In 1.75 2/4/2025 EUR 73.13 Melhus Sparebank 2.62 9/16/2024 NOK 66.60 Goldman Sachs & Co Wer 16.00 8/24/2016 EUR 67.64 Goldman Sachs & Co Wer 16.00 8/24/2016 EUR 67.64 Goldman Sachs & Co Wer 14.00 10/26/2016 EUR 69.77 Goldman Sachs & Co Wer 13.00 11/23/2016 EUR 70.49 Goldman Sachs & Co Wer 13.00 11/23/2016 EUR 70.49 Goldman Sachs & Co Wer 9.00 12/21/2016 EUR 69.74 Goldman Sachs & Co Wer 10.00 1/25/2017 EUR 64.20 Goldman Sachs & Co Wer 12.00 1/25/2017 EUR 71.88 Goldman Sachs & Co Wer 7.00 2/22/2017 EUR 69.57 Goldman Sachs & Co Wer 8.00 2/22/2017 EUR 70.16 Goldman Sachs & Co Wer 12.00 2/22/2017 EUR 72.58 Goldman Sachs & Co Wer 11.00 6/21/2017 EUR 73.28 Goldman Sachs & Co Wer 11.00 6/21/2017 EUR 73.28 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 61.01 Goldman Sachs & Co Wer 6.00 12/20/2017 EUR 65.94 Goldman Sachs & Co Wer 6.00 2/22/2017 EUR 62.78 Vontobel Financial Pro 4.50 9/23/2016 EUR 70.07 Vontobel Financial Pro 6.05 3/24/2017 EUR 65.84 Vontobel Financial Pro 7.50 3/24/2017 EUR 63.75 Vontobel Financial Pro 5.50 12/23/2016 EUR 67.62 Goldman Sachs & Co Wer 16.00 8/24/2016 EUR 59.93 Goldman Sachs & Co Wer 19.00 11/23/2016 EUR 59.27 Goldman Sachs & Co Wer 17.00 1/25/2017 EUR 61.68 Goldman Sachs & Co Wer 22.00 1/25/2017 EUR 58.87 Goldman Sachs & Co Wer 20.00 2/22/2017 EUR 59.50 Goldman Sachs & Co Wer 14.00 6/21/2017 EUR 64.67 Goldman Sachs & Co Wer 17.00 6/21/2017 EUR 62.57 Goldman Sachs & Co Wer 9.00 12/20/2017 EUR 70.34 Goldman Sachs & Co Wer 9.00 12/20/2017 EUR 71.50 Goldman Sachs & Co Wer 14.00 12/20/2017 EUR 67.19 Goldman Sachs & Co Wer 7.00 10/26/2016 EUR 67.16 Goldman Sachs & Co Wer 10.00 1/25/2017 EUR 60.97 Goldman Sachs & Co Wer 4.00 2/22/2017 EUR 75.08 Goldman Sachs & Co Wer 6.00 2/22/2017 EUR 68.72 Goldman Sachs & Co Wer 10.00 2/22/2017 EUR 61.74 Goldman Sachs & Co Wer 19.00 2/22/2017 EUR 55.74 Goldman Sachs & Co Wer 10.00 3/22/2017 EUR 62.51 Goldman Sachs & Co Wer 8.00 9/20/2017 EUR 64.94 Goldman Sachs & Co Wer 5.00 12/20/2017 EUR 70.52 Goldman Sachs & Co Wer 14.00 2/22/2017 EUR 72.98 Zurcher Kantonalbank F 11.25 4/26/2017 CHF 72.73 Vontobel Financial Pro 19.10 3/24/2017 EUR 68.65 Vontobel Financial Pro 12.00 3/24/2017 EUR 74.59 Vontobel Financial Pro 14.00 3/24/2017 EUR 72.44 Vontobel Financial Pro 15.00 3/24/2017 EUR 71.46 Vontobel Financial Pro 16.00 3/24/2017 EUR 70.55 Vontobel Financial Pro 17.00 3/24/2017 EUR 69.72 DZ Bank AG Deutsche Ze 6.00 3/24/2017 EUR 76.69 DZ Bank AG Deutsche Ze 10.00 6/19/2017 EUR 76.05 Vontobel Financial Pro 12.00 12/23/2016 EUR 75.49 Vontobel Financial Pro 10.00 3/24/2017 EUR 77.03 Vontobel Financial Pro 17.00 3/24/2017 EUR 73.79 Bank Julius Baer & Co 21.20 9/15/2016 CHF 72.70 Vontobel Financial Pro 13.50 12/23/2016 EUR 76.05 Vontobel Financial Pro 16.50 3/24/2017 EUR 73.56 Vontobel Financial Pro 20.60 12/23/2016 EUR 70.95 Vontobel Financial Pro 21.00 12/23/2016 EUR 67.64 Podkarpacki Bank Spold 5.74 10/24/2024 PLN 45.00 Deutsche Bank AG 3.20 9/20/2016 EUR 74.00 Deutsche Bank AG 5.20 9/20/2016 EUR 74.30 Deutsche Bank AG 7.20 9/20/2016 EUR 74.50 Deutsche Bank AG 3.20 9/20/2016 EUR 69.70 Deutsche Bank AG 5.20 9/20/2016 EUR 70.00 Deutsche Bank AG 7.20 9/20/2016 EUR 70.20 Deutsche Bank AG 3.20 12/20/2016 EUR 74.30 Deutsche Bank AG 5.20 12/20/2016 EUR 75.00 Deutsche Bank AG 7.20 12/20/2016 EUR 75.80 Deutsche Bank AG 5.20 12/20/2016 EUR 71.00 Deutsche Bank AG 3.20 12/20/2016 EUR 70.20 Deutsche Bank AG 7.20 12/20/2016 EUR 71.80 Deutsche Bank AG 5.20 3/21/2017 EUR 75.50 Deutsche Bank AG 3.20 3/21/2017 EUR 74.30 Deutsche Bank AG 7.20 3/21/2017 EUR 76.80 Deutsche Bank AG 3.20 3/21/2017 EUR 70.50 Deutsche Bank AG 7.20 3/21/2017 EUR 73.10 Deutsche Bank AG 5.20 3/21/2017 EUR 71.80 Deutsche Bank AG 5.20 6/20/2017 EUR 75.60 Deutsche Bank AG 5.20 6/20/2017 EUR 72.20 Deutsche Bank AG 3.20 6/20/2017 EUR 70.40 Deutsche Bank AG 7.20 6/20/2017 EUR 73.90 Deutsche Bank AG 3.20 6/20/2017 EUR 73.90 Deutsche Bank AG 9.20 9/20/2016 EUR 74.80 Deutsche Bank AG 9.20 9/20/2016 EUR 70.50 Deutsche Bank AG 9.20 12/20/2016 EUR 76.50 Deutsche Bank AG 9.20 12/20/2016 EUR 72.50 Deutsche Bank AG 9.20 3/21/2017 EUR 74.30 Deutsche Bank AG 9.20 9/20/2016 EUR 72.90 Deutsche Bank AG 9.20 12/20/2016 EUR 74.60 Deutsche Bank AG 9.20 3/21/2017 EUR 76.10 Deutsche Bank AG 9.20 9/20/2016 EUR 76.10 Deutsche Bank AG 3.20 9/20/2016 EUR 75.30 Deutsche Bank AG 3.20 12/20/2016 EUR 75.90 Deutsche Bank AG 3.20 6/20/2017 EUR 74.60 Bank Julius Baer & Co 6.80 2/9/2017 CHF 68.25 Bank Julius Baer & Co 9.40 2/9/2017 CHF 57.35 DZ Bank AG Deutsche Ze 10.00 3/24/2017 EUR 76.46 DZ Bank AG Deutsche Ze 11.00 12/23/2016 EUR 77.08 DZ Bank AG Deutsche Ze 15.25 9/23/2016 EUR 75.15 DZ Bank AG Deutsche Ze 12.25 2/24/2017 EUR 75.84 DZ Bank AG Deutsche Ze 10.00 3/24/2017 EUR 78.19 UniCredit Bank AG 5.00 12/22/2016 EUR 73.33 UniCredit Bank AG 4.50 12/22/2016 EUR 75.44 UniCredit Bank AG 4.25 12/22/2016 EUR 76.13 DZ Bank AG Deutsche Ze 10.50 12/19/2016 EUR 73.34 DZ Bank AG Deutsche Ze 8.50 3/20/2017 EUR 76.62 DZ Bank AG Deutsche Ze 9.25 3/20/2017 EUR 74.50 DZ Bank AG Deutsche Ze 10.25 12/19/2016 EUR 77.64 DZ Bank AG Deutsche Ze 9.00 3/20/2017 EUR 77.10 Vontobel Financial Pro 11.00 12/9/2016 EUR 72.89 Zurcher Kantonalbank F 6.02 9/2/2016 CHF 62.80 Leonteq Securities AG 10.00 12/8/2016 CHF 75.29 Commerzbank AG 7.25 8/25/2016 EUR 53.88 Commerzbank AG 9.75 8/25/2016 EUR 50.69 Commerzbank AG 10.25 8/25/2016 EUR 49.98 Commerzbank AG 7.75 8/25/2016 EUR 43.97 Commerzbank AG 8.50 8/25/2016 EUR 43.12 Commerzbank AG 4.50 8/25/2016 EUR 67.34 Commerzbank AG 5.25 8/25/2016 EUR 65.34 Commerzbank AG 6.00 8/25/2016 EUR 63.46 Commerzbank AG 7.00 8/25/2016 EUR 61.69 Commerzbank AG 7.75 8/25/2016 EUR 60.02 Commerzbank AG 11.50 8/25/2016 EUR 54.21 Commerzbank AG 8.00 8/25/2016 EUR 73.88 Commerzbank AG 9.00 8/25/2016 EUR 72.46 Commerzbank AG 7.50 8/25/2016 EUR 75.41 Commerzbank AG 9.75 8/25/2016 EUR 71.75 Commerzbank AG 12.25 8/25/2016 EUR 75.15 Commerzbank AG 8.75 8/25/2016 EUR 65.62 Commerzbank AG 12.75 8/25/2016 EUR 59.26 Commerzbank AG 9.00 8/25/2016 EUR 75.19 Commerzbank AG 10.00 8/25/2016 EUR 73.31 Commerzbank AG 11.00 8/25/2016 EUR 71.52 Commerzbank AG 13.75 8/25/2016 EUR 53.35 Vontobel Financial Pro 6.00 12/23/2016 EUR 75.76 Vontobel Financial Pro 4.50 12/23/2016 EUR 72.61 Vontobel Financial Pro 10.15 12/23/2016 EUR 64.60 Goldman Sachs & Co Wer 21.00 8/24/2016 EUR 70.77 Goldman Sachs & Co Wer 20.00 9/21/2016 EUR 71.94 Goldman Sachs & Co Wer 21.00 8/24/2016 EUR 35.12 Goldman Sachs & Co Wer 21.00 8/24/2016 EUR 66.89 Goldman Sachs & Co Wer 16.00 12/21/2016 EUR 72.32 Commerzbank AG 5.75 8/25/2016 EUR 56.56 HSBC Trinkaus & Burkha 12.60 9/23/2016 EUR 75.17 UBS AG/London 7.50 8/26/2016 CHF 68.65 Vontobel Financial Pro 10.65 9/23/2016 EUR 64.93 DZ Bank AG Deutsche Ze 8.20 12/19/2016 EUR 66.89 DZ Bank AG Deutsche Ze 8.80 12/19/2016 EUR 65.07 Vontobel Financial Pro 6.15 8/26/2016 EUR 54.60 Zurcher Kantonalbank F 7.30 9/8/2016 CHF 51.82 Vontobel Financial Pro 7.00 9/23/2016 EUR 74.45 Bank Julius Baer & Co 6.40 9/8/2016 CHF 45.10 Bank Julius Baer & Co 6.40 9/8/2016 CHF 69.65 DZ Bank AG Deutsche Ze 9.50 9/23/2016 EUR 48.38 DZ Bank AG Deutsche Ze 9.50 9/23/2016 EUR 56.48 DZ Bank AG Deutsche Ze 3.60 9/15/2017 EUR 56.54 UniCredit Bank AG 4.25 12/22/2016 EUR 61.89 UniCredit Bank AG 4.00 12/22/2016 EUR 62.45 UniCredit Bank AG 5.00 9/22/2016 EUR 57.35 Commerzbank AG 7.75 8/25/2016 EUR 53.02 Commerzbank AG 9.00 8/25/2016 EUR 51.47 Commerzbank AG 6.00 8/25/2016 EUR 45.78 Commerzbank AG 6.50 8/25/2016 EUR 45.32 Commerzbank AG 7.25 8/25/2016 EUR 44.42 Commerzbank AG 8.00 8/25/2016 EUR 43.53 Commerzbank AG 9.00 8/25/2016 EUR 42.70 Commerzbank AG 9.25 8/25/2016 EUR 42.29 Commerzbank AG 8.75 8/25/2016 EUR 58.45 Commerzbank AG 9.50 8/25/2016 EUR 56.96 Commerzbank AG 10.50 8/25/2016 EUR 55.56 Commerzbank AG 6.25 8/25/2016 EUR 76.94 Commerzbank AG 7.25 8/25/2016 EUR 75.39 Commerzbank AG 6.50 8/25/2016 EUR 77.39 Commerzbank AG 8.50 8/25/2016 EUR 73.53 Commerzbank AG 15.75 8/25/2016 EUR 70.89 Commerzbank AG 10.75 8/25/2016 EUR 62.27 Commerzbank AG 6.25 8/25/2016 EUR 66.23 Commerzbank AG 9.75 8/25/2016 EUR 59.04 Notenstein La Roche Pr 6.80 11/28/2016 CHF 70.04 Vontobel Financial Pro 6.35 9/9/2016 EUR 72.74 Vontobel Financial Pro 8.50 12/23/2016 EUR 70.39 Vontobel Financial Pro 12.50 9/23/2016 EUR 64.57 Vontobel Financial Pro 10.50 12/23/2016 EUR 67.03 Vontobel Financial Pro 4.00 9/23/2016 EUR 73.93 Goldman Sachs & Co Wer 16.00 12/21/2016 EUR 69.73 Goldman Sachs & Co Wer 16.00 8/24/2016 EUR 44.60 Goldman Sachs & Co Wer 21.00 8/24/2016 EUR 41.35 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 72.39 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 72.74 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 69.19 Goldman Sachs & Co Wer 7.00 12/21/2016 EUR 70.95 Commerzbank AG 6.75 8/25/2016 EUR 54.73 Credit Suisse AG/Londo 7.00 8/25/2016 CHF 66.25 HSBC Trinkaus & Burkha 8.00 9/23/2016 EUR 76.59 HSBC Trinkaus & Burkha 9.00 9/23/2016 EUR 74.83 HSBC Trinkaus & Burkha 8.80 9/23/2016 EUR 50.19 HSBC Trinkaus & Burkha 8.10 9/23/2016 EUR 43.35 HSBC Trinkaus & Burkha 7.30 9/23/2016 EUR 73.52 HSBC Trinkaus & Burkha 8.10 9/23/2016 EUR 73.35 Notenstein La Roche Pr 7.00 9/7/2016 CHF 73.85 Vontobel Financial Pro 8.20 9/23/2016 EUR 68.98 Vontobel Financial Pro 10.00 9/23/2016 EUR 68.26 DZ Bank AG Deutsche Ze 5.50 12/19/2016 EUR 54.18 DZ Bank AG Deutsche Ze 6.50 12/19/2016 EUR 52.76 DZ Bank AG Deutsche Ze 7.20 12/19/2016 EUR 51.48 DZ Bank AG Deutsche Ze 8.80 9/19/2016 EUR 65.14 DZ Bank AG Deutsche Ze 10.00 9/19/2016 EUR 63.19 DZ Bank AG Deutsche Ze 9.00 12/23/2016 EUR 50.57 DZ Bank AG Deutsche Ze 9.50 12/23/2016 EUR 60.19 UniCredit Bank AG 5.00 9/22/2016 EUR 49.85 UniCredit Bank AG 6.00 9/22/2016 EUR 54.64 UniCredit Bank AG 4.25 12/22/2016 EUR 52.97 UniCredit Bank AG 4.00 12/22/2016 EUR 54.01 DZ Bank AG Deutsche Ze 5.75 12/23/2016 EUR 73.60 DZ Bank AG Deutsche Ze 4.70 8/24/2016 EUR 42.66 DZ Bank AG Deutsche Ze 5.00 9/23/2016 EUR 76.54 DZ Bank AG Deutsche Ze 5.75 12/23/2016 EUR 42.25 Banque Cantonale Vaudo 8.25 8/17/2016 EUR 72.15 Vontobel Financial Pro 6.25 12/2/2016 EUR 74.93 Vontobel Financial Pro 5.10 12/2/2016 EUR 66.71 Vontobel Financial Pro 6.20 8/26/2016 EUR 72.32 Vontobel Financial Pro 7.85 8/26/2016 EUR 73.10 Vontobel Financial Pro 5.45 8/26/2016 EUR 69.32 Deutsche Bank AG 4.20 9/20/2016 EUR 54.40 Deutsche Bank AG 6.20 9/20/2016 EUR 54.60 Deutsche Bank AG 5.20 9/20/2016 EUR 54.50 Deutsche Bank AG 5.20 12/20/2016 EUR 55.80 Deutsche Bank AG 6.20 12/20/2016 EUR 56.20 Deutsche Bank AG 4.20 12/20/2016 EUR 55.40 Deutsche Bank AG 6.20 9/20/2016 EUR 46.10 Deutsche Bank AG 6.20 9/20/2016 EUR 44.40 Deutsche Bank AG 4.20 9/20/2016 EUR 44.20 Deutsche Bank AG 4.20 12/20/2016 EUR 45.30 Deutsche Bank AG 4.20 9/20/2016 EUR 73.20 Deutsche Bank AG 5.20 9/20/2016 EUR 73.40 Deutsche Bank AG 6.20 9/20/2016 EUR 73.50 Deutsche Bank AG 5.20 9/20/2016 EUR 69.30 Deutsche Bank AG 4.20 9/20/2016 EUR 69.20 Deutsche Bank AG 6.20 9/20/2016 EUR 69.50 Deutsche Bank AG 5.20 12/20/2016 EUR 74.50 Deutsche Bank AG 6.20 12/20/2016 EUR 74.90 Deutsche Bank AG 4.20 12/20/2016 EUR 74.10 Deutsche Bank AG 5.20 12/20/2016 EUR 70.60 Deutsche Bank AG 6.20 12/20/2016 EUR 70.90 Deutsche Bank AG 4.20 12/20/2016 EUR 70.20 Deutsche Bank AG 5.20 3/21/2017 EUR 76.70 Deutsche Bank AG 5.20 3/21/2017 EUR 57.00 Deutsche Bank AG 7.20 3/21/2017 EUR 58.30 Deutsche Bank AG 7.20 3/21/2017 EUR 53.50 Deutsche Bank AG 5.20 3/21/2017 EUR 52.20 Deutsche Bank AG 5.20 3/21/2017 EUR 48.60 Deutsche Bank AG 7.20 3/21/2017 EUR 49.90 Deutsche Bank AG 5.20 3/21/2017 EUR 47.00 Deutsche Bank AG 7.20 3/21/2017 EUR 48.20 Deutsche Bank AG 7.20 3/21/2017 EUR 46.70 Deutsche Bank AG 5.20 3/21/2017 EUR 45.40 Deutsche Bank AG 7.20 3/21/2017 EUR 45.20 Deutsche Bank AG 5.20 3/21/2017 EUR 44.00 Deutsche Bank AG 5.20 3/21/2017 EUR 42.60 Deutsche Bank AG 7.20 3/21/2017 EUR 43.90 Deutsche Bank AG 7.20 3/21/2017 EUR 76.70 Deutsche Bank AG 5.20 3/21/2017 EUR 75.40 Deutsche Bank AG 5.20 3/21/2017 EUR 71.70 Deutsche Bank AG 7.20 3/21/2017 EUR 72.90 Deutsche Bank AG 7.20 8/24/2016 EUR 74.10 Deutsche Bank AG 7.20 10/26/2016 EUR 75.30 Deutsche Bank AG 5.20 10/26/2016 EUR 74.90 Deutsche Bank AG 5.20 11/23/2016 EUR 75.20 Deutsche Bank AG 7.20 11/23/2016 EUR 75.80 Deutsche Bank AG 5.20 8/24/2016 EUR 54.10 Deutsche Bank AG 7.20 8/24/2016 EUR 54.20 Deutsche Bank AG 7.20 8/24/2016 EUR 49.30 Deutsche Bank AG 7.20 10/26/2016 EUR 55.50 Deutsche Bank AG 5.20 10/26/2016 EUR 55.00 Deutsche Bank AG 5.20 10/26/2016 EUR 50.10 Deutsche Bank AG 7.20 10/26/2016 EUR 50.60 Deutsche Bank AG 5.20 11/23/2016 EUR 55.40 Deutsche Bank AG 7.20 11/23/2016 EUR 56.00 Deutsche Bank AG 7.20 11/23/2016 EUR 51.10 Deutsche Bank AG 5.20 11/23/2016 EUR 50.50 Deutsche Bank AG 7.20 8/24/2016 EUR 76.60 Deutsche Bank AG 7.20 8/24/2016 EUR 45.70 Deutsche Bank AG 7.20 8/24/2016 EUR 44.00 Deutsche Bank AG 7.20 8/24/2016 EUR 42.50 Deutsche Bank AG 7.20 8/24/2016 EUR 41.00 Deutsche Bank AG 7.20 8/24/2016 EUR 39.70 Deutsche Bank AG 5.20 10/26/2016 EUR 46.50 Deutsche Bank AG 7.20 10/26/2016 EUR 47.00 Deutsche Bank AG 7.20 10/26/2016 EUR 45.30 Deutsche Bank AG 5.20 10/26/2016 EUR 44.80 Deutsche Bank AG 7.20 10/26/2016 EUR 43.70 Deutsche Bank AG 5.20 10/26/2016 EUR 43.30 Deutsche Bank AG 7.20 10/26/2016 EUR 42.30 Deutsche Bank AG 5.20 10/26/2016 EUR 41.80 Deutsche Bank AG 5.20 10/26/2016 EUR 40.50 Deutsche Bank AG 7.20 10/26/2016 EUR 40.90 Deutsche Bank AG 7.20 11/23/2016 EUR 47.50 Deutsche Bank AG 5.20 11/23/2016 EUR 46.90 Deutsche Bank AG 5.20 11/23/2016 EUR 45.20 Deutsche Bank AG 7.20 11/23/2016 EUR 45.80 Deutsche Bank AG 5.20 11/23/2016 EUR 43.70 Deutsche Bank AG 7.20 11/23/2016 EUR 44.30 Deutsche Bank AG 5.20 11/23/2016 EUR 42.20 Deutsche Bank AG 7.20 11/23/2016 EUR 42.80 Deutsche Bank AG 7.20 11/23/2016 EUR 41.50 Deutsche Bank AG 5.20 11/23/2016 EUR 40.90 Deutsche Bank AG 5.20 8/24/2016 EUR 77.60 Deutsche Bank AG 5.20 8/24/2016 EUR 73.00 Deutsche Bank AG 7.20 8/24/2016 EUR 73.10 Deutsche Bank AG 7.20 8/24/2016 EUR 69.10 Deutsche Bank AG 5.20 8/24/2016 EUR 69.00 Deutsche Bank AG 5.20 10/26/2016 EUR 73.80 Deutsche Bank AG 7.20 10/26/2016 EUR 74.30 Deutsche Bank AG 5.20 10/26/2016 EUR 69.80 Deutsche Bank AG 7.20 10/26/2016 EUR 70.30 Deutsche Bank AG 5.20 11/23/2016 EUR 74.20 Deutsche Bank AG 7.20 11/23/2016 EUR 74.80 Deutsche Bank AG 7.20 11/23/2016 EUR 70.80 Deutsche Bank AG 5.20 11/23/2016 EUR 70.20 DZ Bank AG Deutsche Ze 5.10 9/19/2016 EUR 75.16 DZ Bank AG Deutsche Ze 6.00 9/19/2016 EUR 62.27 DZ Bank AG Deutsche Ze 6.75 9/19/2016 EUR 62.36 Notenstein La Roche Pr 6.34 8/19/2016 CHF 69.17 Vontobel Financial Pro 5.00 12/23/2016 EUR 47.33 Vontobel Financial Pro 5.00 12/23/2016 EUR 55.72 Vontobel Financial Pro 13.40 12/23/2016 EUR 46.42 Vontobel Financial Pro 7.60 12/23/2016 EUR 49.49 Vontobel Financial Pro 5.45 12/23/2016 EUR 53.14 Vontobel Financial Pro 10.00 12/23/2016 EUR 72.12 Vontobel Financial Pro 6.00 8/26/2016 EUR 71.04 Vontobel Financial Pro 6.35 8/26/2016 EUR 73.47 Vontobel Financial Pro 6.75 8/26/2016 EUR 67.77 DekaBank Deutsche Giro 5.40 8/12/2016 EUR 62.86 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 47.15 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 65.59 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 65.59 Goldman Sachs & Co Wer 11.00 8/24/2016 EUR 65.68 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 65.97 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 66.31 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 66.31 Goldman Sachs & Co Wer 6.00 12/21/2016 EUR 66.89 Goldman Sachs & Co Wer 8.00 12/21/2016 EUR 67.73 Goldman Sachs & Co Wer 8.00 12/21/2016 EUR 67.73 Goldman Sachs & Co Wer 7.00 3/22/2017 EUR 68.92 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 69.59 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 69.59 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 69.59 Goldman Sachs & Co Wer 7.00 6/21/2017 EUR 69.96 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 70.88 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 70.88 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 70.88 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 70.88 Vontobel Financial Pro 13.95 9/23/2016 EUR 49.07 Vontobel Financial Pro 6.00 12/23/2016 EUR 59.59 Vontobel Financial Pro 10.00 12/23/2016 EUR 53.62 Vontobel Financial Pro 11.70 12/23/2016 EUR 51.77 Landesbank Baden-Wuert 5.00 8/26/2016 EUR 76.81 Landesbank Baden-Wuert 6.00 8/26/2016 EUR 74.60 Landesbank Baden-Wuert 5.00 8/26/2016 EUR 75.70 Landesbank Baden-Wuert 6.00 8/26/2016 EUR 73.55 DekaBank Deutsche Giro 5.40 8/12/2016 EUR 70.38 Landesbank Baden-Wuert 3.00 8/26/2016 EUR 54.93 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 51.84 Landesbank Baden-Wuert 5.50 8/26/2016 EUR 50.39 Landesbank Baden-Wuert 6.00 8/26/2016 EUR 76.97 Landesbank Baden-Wuert 7.00 8/26/2016 EUR 75.14 Landesbank Baden-Wuert 3.00 8/26/2016 EUR 45.06 Landesbank Baden-Wuert 4.00 8/26/2016 EUR 43.13 Landesbank Baden-Wuert 5.00 8/26/2016 EUR 41.81 Landesbank Baden-Wuert 6.00 8/26/2016 EUR 40.58 Landesbank Baden-Wuert 2.50 8/26/2016 EUR 54.01 Landesbank Baden-Wuert 3.50 8/26/2016 EUR 52.42 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 51.17 Landesbank Baden-Wuert 5.50 8/26/2016 EUR 77.27 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 73.57 Landesbank Baden-Wuert 6.00 8/26/2016 EUR 70.51 Landesbank Baden-Wuert 3.00 8/26/2016 EUR 76.02 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 71.86 Landesbank Baden-Wuert 2.50 8/26/2016 EUR 71.31 Landesbank Baden-Wuert 4.00 8/26/2016 EUR 68.09 Landesbank Baden-Wuert 5.50 8/26/2016 EUR 65.64 Landesbank Baden-Wuert 2.50 8/26/2016 EUR 76.25 Landesbank Baden-Wuert 3.50 8/26/2016 EUR 73.63 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 71.44 Landesbank Baden-Wuert 5.50 8/26/2016 EUR 69.53 Landesbank Baden-Wuert 6.50 8/26/2016 EUR 67.88 UBS AG/London 8.25 2/20/2017 CHF 78.51 UBS AG/London 8.25 8/19/2016 CHF 27.55 Vontobel Financial Pro 4.75 9/23/2016 EUR 75.23 Vontobel Financial Pro 13.00 9/23/2016 EUR 63.18 Vontobel Financial Pro 8.80 12/23/2016 EUR 68.12 Vontobel Financial Pro 5.00 12/23/2016 EUR 74.11 Vontobel Financial Pro 6.85 12/23/2016 EUR 70.92 Vontobel Financial Pro 10.80 12/23/2016 EUR 65.65 Vontobel Financial Pro 15.60 9/23/2016 EUR 60.56 Leonteq Securities AG 5.40 8/28/2017 CHF 47.51 Leonteq Securities AG 10.00 11/28/2016 CHF 74.50 UBS AG 5.00 9/23/2016 EUR 73.10 UBS AG 10.00 9/23/2016 EUR 74.38 UBS AG 11.50 9/23/2016 EUR 62.43 Notenstein La Roche Pr 6.90 8/28/2017 CHF 67.53 Bank J Safra Sarasin A 6.55 8/17/2016 CHF 69.04 Vontobel Financial Pro 7.05 8/26/2016 EUR 68.37 Zurcher Kantonalbank F 5.80 8/21/2017 CHF 67.70 Bank Julius Baer & Co 13.60 9/2/2016 EUR 74.45 Vontobel Financial Pro 10.80 9/23/2016 EUR 75.81 Vontobel Financial Pro 12.75 9/23/2016 EUR 72.67 Vontobel Financial Pro 10.85 12/23/2016 EUR 75.07 Vontobel Financial Pro 12.50 12/23/2016 EUR 72.37 Vontobel Financial Pro 9.00 12/23/2016 EUR 73.93 Vontobel Financial Pro 17.15 9/23/2016 EUR 55.04 Vontobel Financial Pro 14.45 12/23/2016 EUR 57.78 Vontobel Financial Pro 8.35 12/23/2016 EUR 64.24 Vontobel Financial Pro 3.35 12/23/2016 EUR 74.30 Vontobel Financial Pro 8.90 9/23/2016 EUR 57.58 Vontobel Financial Pro 9.80 12/23/2016 EUR 56.52 Vontobel Financial Pro 15.15 12/23/2016 EUR 68.88 Vontobel Financial Pro 11.15 9/23/2016 EUR 71.95 Vontobel Financial Pro 8.50 12/23/2016 EUR 76.07 Vontobel Financial Pro 10.70 12/23/2016 EUR 72.41 Vontobel Financial Pro 10.50 9/23/2016 EUR 69.45 Vontobel Financial Pro 9.00 12/23/2016 EUR 71.60 Vontobel Financial Pro 6.70 12/23/2016 EUR 75.28 Vontobel Financial Pro 8.85 9/23/2016 EUR 50.01 Vontobel Financial Pro 11.50 11/22/2016 EUR 71.33 UBS AG/London 6.65 8/24/2016 CHF 68.98 Leonteq Securities AG 10.00 11/21/2016 CHF 59.50 UniCredit Bank AG 5.70 8/19/2016 EUR 56.94 Vontobel Financial Pro 3.75 9/23/2016 EUR 56.54 Vontobel Financial Pro 4.85 12/23/2016 EUR 55.28 Vontobel Financial Pro 6.50 12/23/2016 EUR 53.46 Vontobel Financial Pro 8.35 12/23/2016 EUR 51.93 DZ Bank AG Deutsche Ze 8.00 12/23/2016 EUR 75.96 DZ Bank AG Deutsche Ze 8.25 12/23/2016 EUR 64.64 DZ Bank AG Deutsche Ze 16.00 8/26/2016 EUR 0.33 DZ Bank AG Deutsche Ze 6.25 8/26/2016 EUR 75.07 Credit Suisse AG/Nassa 7.25 2/27/2017 CHF 78.32 Credit Suisse AG/Nassa 7.00 8/25/2016 CHF 40.71 Credit Suisse AG/Nassa 7.90 2/27/2017 CHF 70.83 DZ Bank AG Deutsche Ze 7.00 9/19/2016 EUR 42.17 Vontobel Financial Pro 10.00 12/23/2016 EUR 72.70 Vontobel Financial Pro 7.85 12/23/2016 EUR 76.74 Vontobel Financial Pro 11.00 9/23/2016 EUR 58.36 Vontobel Financial Pro 8.50 9/23/2016 EUR 62.28 Vontobel Financial Pro 7.65 12/23/2016 EUR 64.16 Vontobel Financial Pro 10.00 12/23/2016 EUR 60.82 Vontobel Financial Pro 16.70 9/23/2016 EUR 75.04 DZ Bank AG Deutsche Ze 5.80 9/19/2016 EUR 46.08 DZ Bank AG Deutsche Ze 7.30 12/19/2016 EUR 45.23 DZ Bank AG Deutsche Ze 5.60 12/19/2016 EUR 61.49 DZ Bank AG Deutsche Ze 6.50 12/19/2016 EUR 58.08 DZ Bank AG Deutsche Ze 5.70 12/19/2016 EUR 76.32 DZ Bank AG Deutsche Ze 6.80 12/19/2016 EUR 74.39 Zurcher Kantonalbank F 7.50 2/27/2017 EUR 77.35 Vontobel Financial Pro 15.00 12/23/2016 EUR 74.93 Vontobel Financial Pro 12.00 9/23/2016 EUR 67.60 Vontobel Financial Pro 10.50 12/23/2016 EUR 70.08 Vontobel Financial Pro 8.00 12/23/2016 EUR 74.14 Vontobel Financial Pro 6.50 12/23/2016 EUR 76.87 UBS AG/London 7.00 8/26/2016 CHF 69.45 Commerzbank AG 9.00 8/25/2016 EUR 41.84 DZ Bank AG Deutsche Ze 5.25 8/26/2016 EUR 64.42 Vontobel Financial Pro 8.00 9/23/2016 EUR 46.81 WGZ-Bank AG Westdeutsc 3.50 2/7/2017 EUR 75.24 WGZ-Bank AG Westdeutsc 2.50 9/27/2016 EUR 53.65 WGZ-Bank AG Westdeutsc 5.00 9/27/2016 EUR 47.58 WGZ-Bank AG Westdeutsc 6.00 9/27/2016 EUR 45.94 DekaBank Deutsche Giro 4.75 1/20/2017 EUR 62.55 Landesbank Baden-Wuert 3.40 9/28/2018 EUR 52.74 Credit Suisse AG/Londo 7.25 8/15/2016 EUR 73.12 DZ Bank AG Deutsche Ze 4.90 9/19/2016 EUR 75.14 Vontobel Financial Pro 8.50 8/26/2016 EUR 48.85 DZ Bank AG Deutsche Ze 6.40 9/19/2016 EUR 38.80 Vontobel Financial Pro 7.50 8/26/2016 EUR 40.93 Vontobel Financial Pro 7.50 8/26/2016 EUR 68.43 Zurcher Kantonalbank F 6.00 8/18/2016 EUR 70.15 Credit Suisse AG/Nassa 6.00 2/20/2017 CHF 75.23 Bank Julius Baer & Co 12.20 8/18/2016 USD 61.95 DZ Bank AG Deutsche Ze 5.25 8/26/2016 EUR 73.19 DZ Bank AG Deutsche Ze 5.50 8/26/2016 EUR 71.77 DZ Bank AG Deutsche Ze 8.00 9/23/2016 EUR 69.80 DZ Bank AG Deutsche Ze 11.00 9/23/2016 EUR 58.79 DZ Bank AG Deutsche Ze 6.50 9/23/2016 EUR 51.95 DZ Bank AG Deutsche Ze 5.25 8/26/2016 EUR 66.90 DZ Bank AG Deutsche Ze 8.00 8/26/2016 EUR 71.23 DZ Bank AG Deutsche Ze 7.50 8/26/2016 EUR 67.70 DZ Bank AG Deutsche Ze 5.00 8/26/2016 EUR 68.20 Notenstein La Roche Pr 7.00 8/11/2017 CHF 66.69 Notenstein La Roche Pr 8.02 8/11/2017 EUR 66.87 Credit Suisse AG/Londo 8.00 8/22/2016 USD 58.51 HSBC Trinkaus & Burkha 3.65 9/16/2016 EUR 44.32 DekaBank Deutsche Giro 3.20 7/13/2018 EUR 75.52 Credit Suisse AG/Nassa 7.25 2/20/2017 EUR 74.52 Vontobel Financial Pro 7.35 12/23/2016 EUR 74.38 Vontobel Financial Pro 6.40 12/23/2016 EUR 73.28 Vontobel Financial Pro 5.30 12/23/2016 EUR 75.57 Vontobel Financial Pro 8.05 12/23/2016 EUR 39.93 Vontobel Financial Pro 4.45 12/23/2016 EUR 43.87 Vontobel Financial Pro 5.35 12/23/2016 EUR 50.95 Vontobel Financial Pro 7.75 12/23/2016 EUR 47.76 Vontobel Financial Pro 6.15 8/26/2016 EUR 69.84 Vontobel Financial Pro 5.30 8/26/2016 EUR 68.08 Vontobel Financial Pro 11.00 9/23/2016 EUR 71.98 Vontobel Financial Pro 14.80 9/23/2016 EUR 67.40 Vontobel Financial Pro 12.50 12/23/2016 EUR 70.30 Vontobel Financial Pro 9.50 12/23/2016 EUR 74.18 Zurcher Kantonalbank F 7.92 8/19/2016 EUR 73.11 Credit Suisse AG/Nassa 8.00 2/21/2017 EUR 75.28 Credit Suisse AG/Londo 7.00 2/20/2017 CHF 69.40 Vontobel Financial Pro 6.60 9/23/2016 EUR 58.23 Vontobel Financial Pro 9.20 9/23/2016 EUR 53.75 Vontobel Financial Pro 12.25 9/23/2016 EUR 50.07 DZ Bank AG Deutsche Ze 3.45 8/25/2017 EUR 52.66 DekaBank Deutsche Giro 2.80 7/22/2019 EUR 65.46 Goldman Sachs & Co Wer 3.00 3/22/2017 EUR 66.62 Vontobel Financial Pro 6.80 9/23/2016 EUR 74.53 Vontobel Financial Pro 10.00 12/23/2016 EUR 63.86 Vontobel Financial Pro 8.10 12/23/2016 EUR 66.21 Notenstein La Roche Pr 3.10 8/28/2019 CHF 74.42 Notenstein La Roche Pr 4.30 8/21/2018 CHF 73.23 Notenstein La Roche Pr 6.80 2/21/2017 CHF 74.18 Notenstein La Roche Pr 6.20 2/21/2017 EUR 72.96 Banque Cantonale Vaudo 6.75 8/12/2016 CHF 65.09 Landesbank Hessen-Thue 4.50 12/14/2016 EUR 66.10 Vontobel Financial Pro 10.00 9/23/2016 EUR 73.32 Goldman Sachs & Co Wer 18.00 8/24/2016 EUR 33.06 Goldman Sachs & Co Wer 21.00 8/24/2016 EUR 31.45 Goldman Sachs & Co Wer 22.00 8/24/2016 EUR 62.23 Goldman Sachs & Co Wer 17.00 12/21/2016 EUR 67.72 Goldman Sachs & Co Wer 22.00 8/24/2016 EUR 70.26 Vontobel Financial Pro 5.35 12/16/2016 EUR 66.31 Vontobel Financial Pro 6.20 8/26/2016 EUR 71.34 DZ Bank AG Deutsche Ze 6.00 9/19/2016 EUR 76.60 Vontobel Financial Pro 7.00 9/2/2016 EUR 76.36 Vontobel Financial Pro 7.00 9/2/2016 EUR 56.88 Leonteq Securities AG 9.40 8/17/2016 EUR 65.37 Leonteq Securities AG 6.77 8/17/2017 CHF 50.39 Leonteq Securities AG 5.00 9/4/2018 CHF 48.66 Leonteq Securities AG 10.00 12/8/2016 EUR 77.44 Commerzbank AG 8.50 8/25/2016 EUR 52.24 Commerzbank AG 5.50 8/25/2016 EUR 46.78 Commerzbank AG 5.75 8/25/2016 EUR 46.29 Commerzbank AG 6.75 8/25/2016 EUR 44.86 Goldman Sachs & Co Wer 13.00 12/21/2016 EUR 49.44 Goldman Sachs & Co Wer 15.00 8/24/2016 EUR 76.60 Goldman Sachs & Co Wer 19.00 9/21/2016 EUR 68.41 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 72.74 Goldman Sachs & Co Wer 4.00 3/22/2017 EUR 56.55 Goldman Sachs & Co Wer 7.00 8/24/2016 EUR 69.10 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 69.57 Commerzbank AG 6.25 8/25/2016 EUR 55.60 UBS AG/London 8.00 8/26/2016 CHF 27.76 Lehman Brothers Treasu 4.60 11/9/2011 EUR 11.75 DZ Bank AG Deutsche Ze 6.30 9/19/2016 EUR 52.90 DZ Bank AG Deutsche Ze 7.90 9/19/2016 EUR 67.12 DZ Bank AG Deutsche Ze 7.50 12/19/2016 EUR 68.65 Vontobel Financial Pro 8.00 9/23/2016 EUR 73.92 Vontobel Financial Pro 8.00 9/23/2016 EUR 53.95 DZ Bank AG Deutsche Ze 5.75 9/23/2016 EUR 62.48 DZ Bank AG Deutsche Ze 8.00 9/23/2016 EUR 65.33 UniCredit Bank AG 5.50 12/22/2016 EUR 72.39 UniCredit Bank AG 6.00 12/22/2016 EUR 71.14 UniCredit Bank AG 6.70 9/22/2016 EUR 76.45 UBS AG 4.50 9/9/2016 EUR 56.72 Vontobel Financial Pro 5.75 9/9/2016 EUR 51.83 Vontobel Financial Pro 4.25 12/9/2016 EUR 55.16 Societe Generale Effek 8.42 10/7/2016 EUR 71.64 Vontobel Financial Pro 4.65 12/9/2016 EUR 73.66 UBS AG 4.75 9/23/2016 EUR 53.18 UBS AG 4.50 9/23/2016 EUR 43.91 UBS AG 5.25 9/23/2016 EUR 60.62 Vontobel Financial Pro 14.00 3/24/2017 EUR 71.78 Vontobel Financial Pro 15.00 3/24/2017 EUR 75.22 Commerzbank AG 14.75 3/23/2017 EUR 76.13 Vontobel Financial Pro 16.30 9/8/2017 EUR 76.49 Vontobel Financial Pro 13.50 3/24/2017 EUR 71.71 Vontobel Financial Pro 17.55 12/23/2016 EUR 73.65 Vontobel Financial Pro 19.50 3/24/2017 EUR 71.98 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 66.87 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 67.27 Goldman Sachs & Co Wer 9.00 3/22/2017 EUR 71.18 Goldman Sachs & Co Wer 6.00 3/22/2017 EUR 58.42 Landesbank Baden-Wuert 5.00 9/22/2017 EUR 57.35 Landesbank Baden-Wuert 3.00 9/22/2017 EUR 61.59 Landesbank Baden-Wuert 5.00 9/22/2017 EUR 68.84 Commerzbank AG 5.75 9/22/2016 EUR 57.06 Commerzbank AG 11.00 9/22/2016 EUR 49.26 Leonteq Securities AG 6.00 10/12/2017 CHF 52.22 Leonteq Securities AG 11.00 10/12/2016 CHF 72.15 UniCredit Bank AG 4.50 9/19/2017 EUR 41.57 Landesbank Hessen-Thue 5.60 7/11/2017 EUR 51.59 Commerzbank AG 12.75 2/23/2017 EUR 75.82 Zurcher Kantonalbank F 11.03 2/10/2017 CHF 74.52 Societe Generale Effek 14.15 3/24/2017 EUR 76.11 Societe Generale Effek 14.61 3/24/2017 EUR 74.94 Societe Generale Effek 17.29 3/24/2017 EUR 72.50 Societe Generale Effek 13.87 6/23/2017 EUR 77.18 Societe Generale Effek 16.44 6/23/2017 EUR 74.82 Societe Generale Effek 19.62 6/23/2017 EUR 72.81 Commerzbank AG 8.00 1/26/2017 EUR 77.30 Commerzbank AG 9.75 1/26/2017 EUR 72.74 Commerzbank AG 12.00 1/26/2017 EUR 68.55 Commerzbank AG 14.50 1/26/2017 EUR 65.00 Commerzbank AG 17.25 1/26/2017 EUR 62.12 Vontobel Financial Pro 17.60 9/23/2016 EUR 73.94 Vontobel Financial Pro 17.00 12/23/2016 EUR 73.45 Vontobel Financial Pro 7.70 12/23/2016 EUR 56.45 Vontobel Financial Pro 6.95 9/23/2016 EUR 73.23 UBS AG/London 12.50 1/3/2017 CHF 69.85 DZ Bank AG Deutsche Ze 8.50 1/27/2017 EUR 74.59 DZ Bank AG Deutsche Ze 9.25 1/27/2017 EUR 75.30 DZ Bank AG Deutsche Ze 5.25 3/24/2017 EUR 74.07 DZ Bank AG Deutsche Ze 5.75 1/27/2017 EUR 64.34 DZ Bank AG Deutsche Ze 9.50 1/27/2017 EUR 60.27 DZ Bank AG Deutsche Ze 12.00 9/23/2016 EUR 53.43 DZ Bank AG Deutsche Ze 10.00 12/23/2016 EUR 55.68 DZ Bank AG Deutsche Ze 5.00 1/27/2017 EUR 60.19 DZ Bank AG Deutsche Ze 8.50 1/27/2017 EUR 55.93 DZ Bank AG Deutsche Ze 6.75 3/24/2017 EUR 56.15 DZ Bank AG Deutsche Ze 12.00 9/23/2016 EUR 72.59 DZ Bank AG Deutsche Ze 5.80 1/25/2017 EUR 60.53 Vontobel Financial Pro 11.05 9/23/2016 EUR 71.86 Vontobel Financial Pro 8.00 3/24/2017 EUR 61.10 Vontobel Financial Pro 16.40 9/23/2016 EUR 74.51 Vontobel Financial Pro 16.55 12/23/2016 EUR 74.37 HSBC Trinkaus & Burkha 15.30 12/23/2016 EUR 72.95 HSBC Trinkaus & Burkha 13.30 3/24/2017 EUR 75.00 HSBC Trinkaus & Burkha 14.40 6/23/2017 EUR 73.82 HSBC Trinkaus & Burkha 13.00 11/25/2016 EUR 75.55 HSBC Trinkaus & Burkha 15.50 12/23/2016 EUR 69.77 HSBC Trinkaus & Burkha 10.70 12/23/2016 EUR 75.35 HSBC Trinkaus & Burkha 13.20 3/24/2017 EUR 71.80 HSBC Trinkaus & Burkha 9.60 3/24/2017 EUR 76.52 HSBC Trinkaus & Burkha 12.30 6/23/2017 EUR 72.01 HSBC Trinkaus & Burkha 11.60 6/23/2017 EUR 72.93 HSBC Trinkaus & Burkha 8.60 6/23/2017 EUR 76.75 HSBC Trinkaus & Burkha 9.20 9/22/2017 EUR 75.40 HSBC Trinkaus & Burkha 14.50 10/28/2016 EUR 70.91 HSBC Trinkaus & Burkha 13.70 11/25/2016 EUR 71.66 HSBC Trinkaus & Burkha 11.80 2/24/2017 EUR 73.56 HSBC Trinkaus & Burkha 16.50 12/23/2016 EUR 72.39 HSBC Trinkaus & Burkha 13.70 3/24/2017 EUR 74.53 HSBC Trinkaus & Burkha 12.30 6/23/2017 EUR 74.94 HSBC Trinkaus & Burkha 10.80 6/23/2017 EUR 76.57 HSBC Trinkaus & Burkha 12.30 11/25/2016 EUR 76.63 DZ Bank AG Deutsche Ze 9.50 3/24/2017 EUR 67.46 Credit Suisse AG/Londo 6.00 1/23/2017 CHF 61.14 DZ Bank AG Deutsche Ze 7.30 9/19/2016 EUR 65.92 DZ Bank AG Deutsche Ze 8.00 9/19/2016 EUR 69.94 DZ Bank AG Deutsche Ze 6.60 3/20/2017 EUR 72.37 DZ Bank AG Deutsche Ze 6.00 12/19/2016 EUR 67.20 Landesbank Baden-Wuert 7.60 12/23/2016 EUR 57.84 DZ Bank AG Deutsche Ze 8.25 9/23/2016 EUR 63.63 DZ Bank AG Deutsche Ze 5.75 12/23/2016 EUR 64.72 Vontobel Financial Pro 8.00 3/24/2017 EUR 58.62 Vontobel Financial Pro 6.55 9/23/2016 EUR 67.98 Landesbank Baden-Wuert 6.00 1/27/2017 EUR 72.92 Landesbank Baden-Wuert 3.00 1/27/2017 EUR 73.99 Landesbank Baden-Wuert 5.00 1/27/2017 EUR 68.43 Deutsche Bank AG 7.20 2/22/2017 EUR 75.50 Deutsche Bank AG 5.20 2/22/2017 EUR 70.40 Deutsche Bank AG 5.20 2/22/2017 EUR 66.80 Deutsche Bank AG 7.20 2/22/2017 EUR 65.80 Deutsche Bank AG 7.20 2/22/2017 EUR 62.80 Deutsche Bank AG 5.20 2/22/2017 EUR 58.90 Deutsche Bank AG 7.20 2/22/2017 EUR 60.00 DZ Bank AG Deutsche Ze 7.90 3/24/2017 EUR 69.02 DZ Bank AG Deutsche Ze 7.20 12/23/2016 EUR 64.08 DekaBank Deutsche Giro 9.00 12/23/2016 EUR 62.24 DZ Bank AG Deutsche Ze 6.70 12/19/2016 EUR 71.26 DZ Bank AG Deutsche Ze 5.60 3/20/2017 EUR 68.20 DekaBank Deutsche Giro 7.40 1/13/2017 EUR 63.58 DZ Bank AG Deutsche Ze 5.25 3/24/2017 EUR 64.53 DZ Bank AG Deutsche Ze 5.00 12/23/2016 EUR 70.48 Landesbank Baden-Wuert 4.50 1/27/2017 EUR 75.70 Landesbank Baden-Wuert 4.00 1/27/2017 EUR 70.92 Deutsche Bank AG 5.20 2/22/2017 EUR 74.40 Deutsche Bank AG 7.20 2/22/2017 EUR 71.50 Deutsche Bank AG 7.20 2/22/2017 EUR 67.90 Deutsche Bank AG 5.20 2/22/2017 EUR 62.40 Deutsche Bank AG 7.20 2/22/2017 EUR 63.50 Deutsche Bank AG 7.20 2/22/2017 EUR 70.00 Deutsche Bank AG 5.20 2/22/2017 EUR 64.70 Deutsche Bank AG 5.20 2/22/2017 EUR 61.70 BNP Paribas Emissions- 24.00 12/22/2016 EUR 73.20 BNP Paribas Emissions- 25.00 6/22/2017 EUR 66.22 BNP Paribas Emissions- 28.00 12/21/2017 EUR 70.22 BNP Paribas Emissions- 19.00 9/22/2016 EUR 41.23 BNP Paribas Emissions- 8.00 12/22/2016 EUR 51.69 BNP Paribas Emissions- 19.00 9/22/2016 EUR 66.72 BNP Paribas Emissions- 28.00 9/22/2016 EUR 61.31 BNP Paribas Emissions- 22.00 12/22/2016 EUR 66.10 BNP Paribas Emissions- 10.00 3/23/2017 EUR 75.09 BNP Paribas Emissions- 12.00 3/23/2017 EUR 72.50 BNP Paribas Emissions- 19.00 3/23/2017 EUR 67.29 BNP Paribas Emissions- 24.00 3/23/2017 EUR 65.37 BNP Paribas Emissions- 28.00 3/23/2017 EUR 63.65 BNP Paribas Emissions- 16.00 12/22/2016 EUR 44.88 BNP Paribas Emissions- 5.00 3/23/2017 EUR 58.39 BNP Paribas Emissions- 5.00 12/21/2017 EUR 59.19 BNP Paribas Emissions- 22.00 9/22/2016 EUR 72.22 BNP Paribas Emissions- 24.00 3/23/2017 EUR 72.27 BNP Paribas Emissions- 22.00 3/23/2017 EUR 74.40 BNP Paribas Emissions- 26.00 3/23/2017 EUR 72.23 Goldman Sachs & Co Wer 9.00 8/24/2016 EUR 68.47 Goldman Sachs & Co Wer 9.00 10/26/2016 EUR 69.89 Goldman Sachs & Co Wer 16.00 11/23/2016 EUR 72.97 Goldman Sachs & Co Wer 15.00 12/21/2016 EUR 73.68 Goldman Sachs & Co Wer 15.00 12/21/2016 EUR 73.68 Goldman Sachs & Co Wer 13.00 2/22/2017 EUR 74.48 Goldman Sachs & Co Wer 13.00 2/22/2017 EUR 74.48 Goldman Sachs & Co Wer 13.00 2/22/2017 EUR 74.48 Goldman Sachs & Co Wer 7.00 3/22/2017 EUR 65.00 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 66.06 Goldman Sachs & Co Wer 8.00 9/20/2017 EUR 73.31 Goldman Sachs & Co Wer 14.00 8/24/2016 EUR 63.82 Goldman Sachs & Co Wer 14.00 11/23/2016 EUR 67.13 Goldman Sachs & Co Wer 9.00 12/20/2017 EUR 72.44 Goldman Sachs & Co Wer 12.00 2/22/2017 EUR 68.98 Goldman Sachs & Co Wer 9.00 12/20/2017 EUR 72.44 Goldman Sachs & Co Wer 12.00 1/25/2017 EUR 68.23 Goldman Sachs & Co Wer 12.00 1/25/2017 EUR 68.23 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 74.72 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 75.43 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 71.87 Goldman Sachs & Co Wer 10.00 10/26/2016 EUR 72.79 Goldman Sachs & Co Wer 11.00 11/23/2016 EUR 70.30 Goldman Sachs & Co Wer 8.00 6/21/2017 EUR 74.87 Goldman Sachs & Co Wer 9.00 9/20/2017 EUR 74.65 Goldman Sachs & Co Wer 6.00 1/25/2017 EUR 72.00 Goldman Sachs & Co Wer 7.00 9/20/2017 EUR 69.13 Goldman Sachs & Co Wer 7.00 12/20/2017 EUR 70.48 Societe Generale Effek 4.50 9/23/2016 EUR 73.89 Societe Generale Effek 8.67 9/23/2016 EUR 65.82 Societe Generale Effek 15.06 9/23/2016 EUR 59.06 Societe Generale Effek 8.29 12/23/2016 EUR 70.68 Societe Generale Effek 10.04 12/23/2016 EUR 68.32 Societe Generale Effek 3.70 9/23/2016 EUR 68.66 Societe Generale Effek 4.98 9/23/2016 EUR 65.13 Societe Generale Effek 7.28 9/23/2016 EUR 60.85 Societe Generale Effek 11.09 9/23/2016 EUR 56.13 Societe Generale Effek 13.20 9/23/2016 EUR 54.19 Societe Generale Effek 3.78 12/23/2016 EUR 73.16 Societe Generale Effek 8.66 12/23/2016 EUR 62.96 Societe Generale Effek 10.40 12/23/2016 EUR 60.84 Societe Generale Effek 14.36 12/23/2016 EUR 57.52 Societe Generale Effek 9.65 9/23/2016 EUR 75.88 Societe Generale Effek 15.06 9/23/2016 EUR 69.35 Societe Generale Effek 10.83 9/23/2016 EUR 74.85 Societe Generale Effek 11.83 9/23/2016 EUR 73.12 Societe Generale Effek 16.11 12/23/2016 EUR 73.44 Vontobel Financial Pro 6.50 9/23/2016 EUR 62.88 Vontobel Financial Pro 8.00 12/23/2016 EUR 56.57 Vontobel Financial Pro 4.55 3/24/2017 EUR 72.17 Commerzbank AG 6.50 1/20/2017 EUR 73.42 Raiffeisen Centrobank 10.18 9/20/2017 EUR 73.95 Vontobel Financial Pro 6.50 1/27/2017 EUR 76.33 Vontobel Financial Pro 14.00 1/27/2017 EUR 65.67 DZ Bank AG Deutsche Ze 12.00 9/19/2016 EUR 74.57 DZ Bank AG Deutsche Ze 9.90 9/19/2016 EUR 71.19 DZ Bank AG Deutsche Ze 8.00 12/19/2016 EUR 72.76 DZ Bank AG Deutsche Ze 7.40 3/20/2017 EUR 73.85 HSBC Trinkaus & Burkha 8.70 9/23/2016 EUR 73.03 HSBC Trinkaus & Burkha 8.30 12/23/2016 EUR 74.55 HSBC Trinkaus & Burkha 7.70 3/24/2017 EUR 75.46 HSBC Trinkaus & Burkha 9.30 6/23/2017 EUR 72.83 HSBC Trinkaus & Burkha 7.60 6/23/2017 EUR 75.08 HSBC Trinkaus & Burkha 8.50 10/28/2016 EUR 73.72 HSBC Trinkaus & Burkha 16.00 9/23/2016 EUR 58.47 HSBC Trinkaus & Burkha 13.50 12/23/2016 EUR 61.46 HSBC Trinkaus & Burkha 9.20 12/23/2016 EUR 65.69 HSBC Trinkaus & Burkha 8.30 3/24/2017 EUR 67.15 HSBC Trinkaus & Burkha 6.30 6/23/2017 EUR 69.79 HSBC Trinkaus & Burkha 10.70 1/27/2017 EUR 64.19 HSBC Trinkaus & Burkha 7.20 1/27/2017 EUR 68.89 BNP Paribas Emissions- 25.00 9/22/2016 EUR 71.61 BNP Paribas Emissions- 22.00 12/21/2017 EUR 75.48 BNP Paribas Emissions- 27.00 12/21/2017 EUR 74.80 BNP Paribas Emissions- 10.00 12/21/2017 EUR 74.65 BNP Paribas Emissions- 13.00 12/21/2017 EUR 73.11 BNP Paribas Emissions- 19.00 12/21/2017 EUR 70.56 BNP Paribas Emissions- 5.00 9/22/2016 EUR 56.33 BNP Paribas Emissions- 8.00 9/22/2016 EUR 49.72 BNP Paribas Emissions- 5.00 12/22/2016 EUR 57.44 BNP Paribas Emissions- 15.00 9/22/2016 EUR 70.05 BNP Paribas Emissions- 24.00 9/22/2016 EUR 63.90 BNP Paribas Emissions- 16.00 6/22/2017 EUR 69.38 BNP Paribas Emissions- 5.00 6/22/2017 EUR 58.43 BNP Paribas Emissions- 13.00 6/22/2017 EUR 49.74 BNP Paribas Emissions- 28.00 12/21/2017 EUR 57.43 BNP Paribas Emissions- 21.00 12/22/2016 EUR 72.64 Goldman Sachs & Co Wer 18.00 9/21/2016 EUR 70.66 Goldman Sachs & Co Wer 18.00 9/21/2016 EUR 70.66 Goldman Sachs & Co Wer 17.00 10/26/2016 EUR 72.04 Goldman Sachs & Co Wer 7.00 9/20/2017 EUR 66.51 Goldman Sachs & Co Wer 7.00 12/20/2017 EUR 67.78 Goldman Sachs & Co Wer 8.00 12/20/2017 EUR 74.24 Goldman Sachs & Co Wer 7.00 10/26/2016 EUR 64.27 Goldman Sachs & Co Wer 12.00 2/22/2017 EUR 68.98 Goldman Sachs & Co Wer 9.00 12/20/2017 EUR 72.44 Goldman Sachs & Co Wer 12.00 1/25/2017 EUR 68.23 Goldman Sachs & Co Wer 8.00 10/26/2016 EUR 76.09 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 74.82 Goldman Sachs & Co Wer 16.00 6/21/2017 EUR 61.20 Goldman Sachs & Co Wer 6.00 12/20/2017 EUR 71.89 Societe Generale Effek 6.86 9/23/2016 EUR 68.72 Societe Generale Effek 10.69 9/23/2016 EUR 63.35 Societe Generale Effek 12.77 9/23/2016 EUR 61.09 Societe Generale Effek 5.80 12/23/2016 EUR 74.69 Societe Generale Effek 12.06 12/23/2016 EUR 66.24 Societe Generale Effek 14.09 12/23/2016 EUR 64.40 Societe Generale Effek 2.68 9/23/2016 EUR 72.61 Societe Generale Effek 9.07 9/23/2016 EUR 58.34 Societe Generale Effek 2.76 12/23/2016 EUR 76.96 Societe Generale Effek 4.88 12/23/2016 EUR 69.70 Societe Generale Effek 6.26 12/23/2016 EUR 66.75 Societe Generale Effek 12.34 12/23/2016 EUR 59.05 Societe Generale Effek 12.23 9/23/2016 EUR 72.40 Societe Generale Effek 17.89 9/23/2016 EUR 66.65 Societe Generale Effek 13.54 12/23/2016 EUR 75.63 Societe Generale Effek 16.20 12/23/2016 EUR 73.09 Societe Generale Effek 9.73 9/23/2016 EUR 75.53 Societe Generale Effek 15.26 9/23/2016 EUR 69.78 Vontobel Financial Pro 7.50 9/23/2016 EUR 57.07 Vontobel Financial Pro 5.50 12/23/2016 EUR 67.48 Vontobel Financial Pro 4.55 3/24/2017 EUR 71.34 Vontobel Financial Pro 3.50 3/24/2017 EUR 77.03 Vontobel Financial Pro 4.00 3/24/2017 EUR 75.74 Vontobel Financial Pro 4.05 3/24/2017 EUR 74.32 Vontobel Financial Pro 4.60 3/24/2017 EUR 71.14 Bank Julius Baer & Co 10.40 10/24/2016 CHF 59.70 Raiffeisen Centrobank 8.51 3/22/2017 EUR 72.51 Raiffeisen Centrobank 7.79 9/20/2017 EUR 72.03 Vontobel Financial Pro 8.00 1/27/2017 EUR 73.03 Vontobel Financial Pro 10.00 1/27/2017 EUR 70.26 Vontobel Financial Pro 12.00 1/27/2017 EUR 67.81 DZ Bank AG Deutsche Ze 9.60 12/19/2016 EUR 76.27 DZ Bank AG Deutsche Ze 11.20 12/19/2016 EUR 74.68 DZ Bank AG Deutsche Ze 11.00 9/19/2016 EUR 69.06 DZ Bank AG Deutsche Ze 9.10 12/19/2016 EUR 70.99 DZ Bank AG Deutsche Ze 8.20 3/20/2017 EUR 72.32 HSBC Trinkaus & Burkha 8.10 1/27/2017 EUR 74.95 HSBC Trinkaus & Burkha 10.40 9/23/2016 EUR 63.70 HSBC Trinkaus & Burkha 6.10 9/23/2016 EUR 70.43 HSBC Trinkaus & Burkha 11.70 3/24/2017 EUR 63.56 HSBC Trinkaus & Burkha 8.90 6/23/2017 EUR 66.22 HSBC Trinkaus & Burkha 7.80 10/28/2016 EUR 67.50 HSBC Trinkaus & Burkha 10.40 9/23/2016 EUR 76.28 HSBC Trinkaus & 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12/20/2016 EUR 72.20 DZ Bank AG Deutsche Ze 6.25 3/20/2017 EUR 64.26 DZ Bank AG Deutsche Ze 8.00 12/19/2016 EUR 57.28 Raiffeisen Centrobank 7.14 9/20/2017 EUR 76.56 Vontobel Financial Pro 9.40 10/28/2016 EUR 68.44 BNP Paribas Emissions- 29.00 9/22/2016 EUR 74.15 BNP Paribas Emissions- 28.00 3/23/2017 EUR 61.76 BNP Paribas Emissions- 27.00 9/22/2016 EUR 66.18 BNP Paribas Emissions- 14.00 12/22/2016 EUR 75.72 BNP Paribas Emissions- 21.00 12/22/2016 EUR 70.73 BNP Paribas Emissions- 20.00 3/23/2017 EUR 71.33 BNP Paribas Emissions- 28.00 12/21/2017 EUR 71.01 BNP Paribas Emissions- 11.00 9/22/2016 EUR 76.11 BNP Paribas Emissions- 22.00 9/22/2016 EUR 65.75 BNP Paribas Emissions- 18.00 12/22/2016 EUR 69.69 BNP Paribas Emissions- 19.00 6/22/2017 EUR 69.90 BNP Paribas Emissions- 15.00 12/21/2017 EUR 73.49 BNP Paribas Emissions- 9.00 12/21/2017 EUR 72.88 BNP Paribas Emissions- 6.00 9/22/2016 EUR 70.25 BNP Paribas Emissions- 6.00 3/23/2017 EUR 69.02 BNP Paribas Emissions- 22.00 3/23/2017 EUR 55.92 BNP Paribas Emissions- 29.00 3/23/2017 EUR 54.97 BNP Paribas Emissions- 26.00 6/22/2017 EUR 69.14 BNP Paribas Emissions- 26.00 12/21/2017 EUR 72.22 BNP Paribas Emissions- 5.00 12/21/2017 EUR 73.09 BNP Paribas Emissions- 23.00 12/21/2017 EUR 62.70 BNP Paribas Emissions- 29.00 12/21/2017 EUR 71.76 BNP Paribas Emissions- 22.00 9/22/2016 EUR 71.17 BNP Paribas Emissions- 22.00 3/23/2017 EUR 72.53 BNP Paribas Emissions- 22.00 12/21/2017 EUR 74.06 BNP Paribas Emissions- 28.00 3/23/2017 EUR 73.53 BNP Paribas Emissions- 25.00 9/22/2016 EUR 72.68 BNP Paribas Emissions- 28.00 3/23/2017 EUR 67.48 Deutsche Bank AG 7.20 1/25/2017 EUR 75.20 Deutsche Bank AG 7.20 1/25/2017 EUR 67.40 Deutsche Bank AG 5.20 1/25/2017 EUR 66.50 Deutsche Bank AG 5.20 1/25/2017 EUR 62.10 Deutsche Bank AG 7.20 1/25/2017 EUR 63.10 Deutsche Bank AG 5.20 1/25/2017 EUR 68.70 Deutsche Bank AG 5.20 1/25/2017 EUR 61.30 Deutsche Bank AG 7.20 1/25/2017 EUR 62.30 Deutsche Bank AG 7.20 1/25/2017 EUR 74.20 Deutsche Bank AG 5.20 1/25/2017 EUR 73.20 Deutsche Bank AG 7.20 9/20/2016 EUR 72.60 Deutsche Bank AG 7.20 12/20/2016 EUR 73.90 Deutsche Bank AG 5.20 9/20/2016 EUR 66.20 Deutsche Bank AG 7.20 9/20/2016 EUR 66.40 Deutsche Bank AG 7.20 9/20/2016 EUR 63.00 Deutsche Bank AG 5.20 9/20/2016 EUR 59.60 Deutsche Bank AG 7.20 9/20/2016 EUR 59.90 Deutsche Bank AG 5.20 12/20/2016 EUR 67.30 Deutsche Bank AG 5.20 12/20/2016 EUR 63.90 Deutsche Bank AG 7.20 12/20/2016 EUR 64.70 Deutsche Bank AG 7.20 12/20/2016 EUR 61.60 Deutsche Bank AG 5.20 9/20/2016 EUR 70.60 Deutsche Bank AG 7.20 9/20/2016 EUR 70.80 Deutsche Bank AG 6.20 9/20/2016 EUR 70.70 Deutsche Bank AG 7.20 12/20/2016 EUR 72.60 Deutsche Bank AG 5.20 12/20/2016 EUR 71.80 DZ Bank AG Deutsche Ze 4.00 12/23/2016 EUR 70.40 DZ Bank AG Deutsche Ze 6.00 1/25/2017 EUR 65.30 Raiffeisen Centrobank 9.52 9/20/2017 EUR 75.15 WGZ-Bank AG Westdeutsc 6.50 6/22/2017 EUR 74.16 BNP Paribas Emissions- 27.00 12/22/2016 EUR 60.47 BNP Paribas Emissions- 8.00 3/23/2017 EUR 75.02 BNP Paribas Emissions- 10.00 12/21/2017 EUR 69.72 BNP Paribas Emissions- 16.00 12/22/2016 EUR 73.74 BNP Paribas Emissions- 26.00 12/21/2017 EUR 72.64 BNP Paribas Emissions- 22.00 3/23/2017 EUR 75.48 BNP Paribas Emissions- 14.00 9/22/2016 EUR 72.72 BNP Paribas Emissions- 17.00 9/22/2016 EUR 69.68 BNP Paribas Emissions- 12.00 12/22/2016 EUR 75.28 BNP Paribas Emissions- 24.00 12/22/2016 EUR 65.59 BNP Paribas Emissions- 20.00 3/23/2017 EUR 69.23 BNP Paribas Emissions- 11.00 6/22/2017 EUR 75.17 BNP Paribas Emissions- 28.00 6/22/2017 EUR 67.12 BNP Paribas Emissions- 19.00 3/23/2017 EUR 63.14 BNP Paribas Emissions- 6.00 12/22/2016 EUR 71.52 BNP Paribas Emissions- 10.00 12/22/2016 EUR 62.74 BNP Paribas Emissions- 8.00 3/23/2017 EUR 66.99 BNP Paribas Emissions- 18.00 6/22/2017 EUR 72.44 BNP Paribas Emissions- 22.00 12/21/2017 EUR 72.81 BNP Paribas Emissions- 10.00 12/21/2017 EUR 64.78 BNP Paribas Emissions- 18.00 3/23/2017 EUR 74.46 BNP Paribas Emissions- 28.00 3/23/2017 EUR 68.96 BNP Paribas Emissions- 27.00 12/21/2017 EUR 73.03 BNP Paribas Emissions- 28.00 9/22/2016 EUR 73.48 BNP Paribas Emissions- 24.00 12/22/2016 EUR 72.60 BNP Paribas Emissions- 18.00 3/23/2017 EUR 73.73 UniCredit Bank AG 5.00 12/22/2016 EUR 60.31 UniCredit Bank AG 4.50 9/22/2016 EUR 54.27 UniCredit Bank AG 4.00 9/22/2016 EUR 59.57 UniCredit Bank AG 4.00 9/22/2016 EUR 60.37 UniCredit Bank AG 5.50 9/22/2016 EUR 55.96 Commerzbank AG 13.50 8/25/2016 EUR 74.17 Commerzbank AG 7.75 8/25/2016 EUR 68.38 Commerzbank AG 11.25 8/25/2016 EUR 63.10 Commerzbank AG 7.25 8/25/2016 EUR 73.86 Commerzbank AG 8.50 8/25/2016 EUR 72.38 Commerzbank AG 9.75 8/25/2016 EUR 73.12 Commerzbank AG 8.25 8/25/2016 EUR 76.15 Commerzbank AG 6.75 8/25/2016 EUR 42.94 Commerzbank AG 8.25 8/25/2016 EUR 40.54 Commerzbank AG 9.75 8/25/2016 EUR 38.34 Credit Suisse AG/Nassa 7.25 3/8/2017 CHF 48.48 DZ Bank AG Deutsche Ze 7.50 12/19/2016 EUR 48.83 Leonteq Securities AG 5.60 9/11/2017 CHF 48.15 Societe Generale Effek 5.31 12/23/2016 EUR 68.05 Societe Generale Effek 5.16 9/23/2016 EUR 57.28 HSBC Trinkaus & Burkha 11.80 12/23/2016 EUR 53.48 HSBC Trinkaus & Burkha 7.80 3/24/2017 EUR 58.72 HSBC Trinkaus & Burkha 9.10 10/28/2016 EUR 55.99 HSBC Trinkaus & Burkha 8.70 10/28/2016 EUR 49.35 HSBC Trinkaus & Burkha 6.20 10/28/2016 EUR 52.87 HSBC Trinkaus & Burkha 8.30 12/23/2016 EUR 75.35 Vontobel Financial Pro 12.00 8/26/2016 EUR 49.06 Goldman Sachs & Co Wer 12.00 9/21/2016 EUR 54.87 Goldman Sachs & Co Wer 7.00 12/21/2016 EUR 62.28 Goldman Sachs & Co Wer 7.00 3/22/2017 EUR 63.97 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 56.96 Goldman Sachs & Co Wer 6.00 8/24/2016 EUR 60.08 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 60.51 Goldman Sachs & Co Wer 12.00 9/21/2016 EUR 61.55 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 63.63 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 63.63 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 51.43 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 51.72 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 51.72 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 52.20 Goldman Sachs & Co Wer 12.00 9/21/2016 EUR 52.54 Goldman Sachs & Co Wer 12.00 9/21/2016 EUR 52.54 Goldman Sachs & Co Wer 12.00 9/21/2016 EUR 52.54 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 54.61 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 54.61 Goldman Sachs & Co Wer 11.00 12/21/2016 EUR 55.04 Goldman Sachs & Co Wer 11.00 12/21/2016 EUR 55.04 Goldman Sachs & Co Wer 10.00 3/22/2017 EUR 57.03 Goldman Sachs & Co Wer 10.00 3/22/2017 EUR 57.03 Goldman Sachs & Co Wer 10.00 6/21/2017 EUR 59.30 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 70.26 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 72.21 Goldman Sachs & Co Wer 9.00 3/22/2017 EUR 73.76 Bank Julius Baer & Co 7.00 9/9/2016 CHF 65.85 Kaupthing ehf 7.63 2/28/2015 USD 17.63 Landesbank Baden-Wuert 2.50 2/24/2017 EUR 65.77 Landesbank Baden-Wuert 5.50 2/24/2017 EUR 58.92 Landesbank Baden-Wuert 3.50 2/24/2017 EUR 54.03 Landesbank Baden-Wuert 5.50 2/24/2017 EUR 50.10 Landesbank Baden-Wuert 2.50 2/24/2017 EUR 75.48 Landesbank Baden-Wuert 4.00 2/24/2017 EUR 69.86 Lehman Brothers Treasu 4.00 8/11/2010 USD 11.75 Kaupthing ehf 9.75 9/10/2015 USD 17.63 UniCredit Bank AG 4.50 12/22/2016 EUR 75.07 UniCredit Bank AG 5.00 12/22/2016 EUR 50.10 UniCredit Bank AG 4.50 12/22/2016 EUR 51.96 UniCredit Bank AG 4.75 12/22/2016 EUR 51.02 UniCredit Bank AG 4.75 12/22/2016 EUR 60.83 UniCredit Bank AG 6.90 9/22/2016 EUR 75.57 UniCredit Bank AG 6.60 9/22/2016 EUR 76.90 UniCredit Bank AG 4.75 9/22/2016 EUR 51.97 UniCredit Bank AG 4.25 9/22/2016 EUR 56.79 UniCredit Bank AG 4.50 12/22/2016 EUR 61.34 UniCredit Bank AG 6.80 9/22/2016 EUR 76.01 UniCredit Bank AG 5.00 12/22/2016 EUR 73.70 UniCredit Bank AG 4.50 9/22/2016 EUR 58.82 Commerzbank AG 9.50 8/25/2016 EUR 65.64 Commerzbank AG 5.75 8/25/2016 EUR 70.35 Commerzbank AG 7.75 8/25/2016 EUR 66.77 Commerzbank AG 9.75 8/25/2016 EUR 63.56 Commerzbank AG 9.50 8/25/2016 EUR 70.22 Commerzbank AG 6.00 8/25/2016 EUR 76.05 Commerzbank AG 8.00 8/25/2016 EUR 77.02 Commerzbank AG 12.00 8/25/2016 EUR 69.49 Commerzbank AG 11.00 8/25/2016 EUR 73.45 Commerzbank AG 13.00 8/25/2016 EUR 70.22 Commerzbank AG 10.50 8/25/2016 EUR 72.46 Commerzbank AG 11.50 8/25/2016 EUR 36.45 Commerzbank AG 13.50 8/25/2016 EUR 34.71 DZ Bank AG Deutsche Ze 6.00 12/19/2016 EUR 75.72 Leonteq Securities AG 18.50 9/9/2016 CHF 67.23 Societe Generale Effek 4.25 9/23/2016 EUR 67.15 Societe Generale Effek 6.16 12/23/2016 EUR 58.40 HSBC Trinkaus & Burkha 11.50 9/23/2016 EUR 52.87 HSBC Trinkaus & Burkha 7.60 9/23/2016 EUR 57.78 HSBC Trinkaus & Burkha 10.20 12/23/2016 EUR 55.21 HSBC Trinkaus & Burkha 7.20 12/23/2016 EUR 59.47 HSBC Trinkaus & Burkha 7.70 9/23/2016 EUR 50.34 HSBC Trinkaus & Burkha 7.00 12/23/2016 EUR 51.99 HSBC Trinkaus & Burkha 7.50 3/24/2017 EUR 52.01 HSBC Trinkaus & Burkha 10.40 12/23/2016 EUR 72.30 Vontobel Financial Pro 12.00 8/26/2016 EUR 48.67 Goldman Sachs & Co Wer 21.00 9/21/2016 EUR 74.83 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 61.20 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 61.20 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 63.63 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 63.63 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 51.68 Goldman Sachs & Co Wer 10.00 3/22/2017 EUR 57.03 Goldman Sachs & Co Wer 10.00 6/21/2017 EUR 59.30 Goldman Sachs & Co Wer 12.00 8/24/2016 EUR 69.58 Goldman Sachs & Co Wer 12.00 8/24/2016 EUR 69.58 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 70.09 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 70.26 Goldman Sachs & Co Wer 10.00 12/21/2016 EUR 72.21 Goldman Sachs & Co Wer 9.00 3/22/2017 EUR 73.76 Notenstein La Roche Pr 6.10 3/14/2017 CHF 73.51 Vontobel Financial Pro 3.75 9/9/2016 EUR 63.65 Landesbank Baden-Wuert 3.50 2/24/2017 EUR 62.80 Landesbank Baden-Wuert 4.50 2/24/2017 EUR 60.77 Landesbank Baden-Wuert 2.50 2/24/2017 EUR 56.93 Landesbank Baden-Wuert 4.50 2/24/2017 EUR 51.73 Landesbank Baden-Wuert 5.50 2/24/2017 EUR 65.63 DZ Bank AG Deutsche Ze 8.00 9/21/2016 EUR 48.15 Goldman Sachs & Co Wer 10.00 6/21/2017 EUR 71.91 Goldman Sachs & Co Wer 11.00 6/21/2017 EUR 72.78 Goldman Sachs & Co Wer 10.00 6/21/2017 EUR 68.05 Goldman Sachs & Co Wer 11.00 6/21/2017 EUR 68.91 Deutsche Bank AG 5.20 6/20/2017 EUR 74.20 Deutsche Bank AG 7.20 6/20/2017 EUR 76.00 Deutsche Bank AG 4.50 12/20/2016 EUR 75.80 Deutsche Bank AG 5.20 9/19/2017 EUR 75.10 Deutsche Bank AG 5.20 12/19/2017 EUR 76.00 Zurcher Kantonalbank F 0.50 6/9/2017 CHF 70.07 Vontobel Financial Pro 3.00 6/13/2017 EUR 39.59 Lehman Brothers Treasu 3.00 9/12/2036 JPY 11.75 DZ Bank AG Deutsche Ze 13.75 12/23/2016 EUR 74.55 UBS AG/London 12.30 6/9/2017 EUR 75.63 UBS AG/London 7.90 10/13/2017 EUR 76.85 UBS AG/London 12.30 12/9/2016 EUR 76.03 UBS AG/London 8.90 6/9/2017 EUR 76.60 UBS AG/London 8.70 12/9/2016 EUR 72.67 UBS AG/London 10.40 12/9/2016 EUR 74.74 UBS AG/London 13.10 12/9/2016 EUR 71.62 UBS AG/London 11.00 10/13/2017 EUR 71.14 UBS AG/London 17.70 12/9/2016 EUR 67.88 UBS AG/London 12.80 6/9/2017 EUR 70.11 UBS AG/London 9.70 12/9/2016 EUR 71.25 UBS AG/London 11.00 6/9/2017 EUR 74.16 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67.30 Deutsche Bank AG 4.20 12/20/2016 EUR 55.30 Deutsche Bank AG 6.20 12/20/2016 EUR 56.10 Deutsche Bank AG 4.20 12/20/2016 EUR 53.10 Societe Generale Effek 6.89 10/10/2016 EUR 65.34 Societe Generale Effek 10.33 10/10/2016 EUR 38.30 Societe Generale Effek 9.26 10/10/2016 EUR 43.05 Societe Generale Effek 5.64 10/10/2016 EUR 76.94 Societe Generale Effek 6.07 10/10/2016 EUR 65.54 Societe Generale Effek 6.94 10/10/2016 EUR 62.02 Leonteq Securities AG 3.00 10/2/2017 CHF 70.82 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 74.46 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 34.19 Notenstein La Roche Pr 4.80 10/24/2018 CHF 60.74 UBS AG/London 3.10 12/9/2016 EUR 50.96 UBS AG/London 8.20 12/9/2016 EUR 69.57 Vontobel Financial Pro 7.05 9/9/2016 EUR 68.95 Vontobel Financial Pro 9.20 9/9/2016 EUR 42.15 Vontobel Financial Pro 3.80 9/9/2016 EUR 58.96 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 47.66 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 67.60 DekaBank Deutsche Giro 6.60 9/16/2016 EUR 65.18 Vontobel Financial Pro 12.95 12/23/2016 EUR 65.27 Vontobel Financial Pro 14.90 12/23/2016 EUR 75.97 Vontobel Financial Pro 13.95 12/23/2016 EUR 69.69 DekaBank Deutsche Giro 3.00 3/29/2018 EUR 74.30 DekaBank Deutsche Giro 2.80 4/1/2019 EUR 72.71 DZ Bank AG Deutsche Ze 8.50 9/23/2016 EUR 63.05 DZ Bank AG Deutsche Ze 7.50 9/23/2016 EUR 42.30 DZ Bank AG Deutsche Ze 7.50 9/23/2016 EUR 67.88 DZ Bank AG Deutsche Ze 6.25 9/23/2016 EUR 63.29 DZ Bank AG Deutsche Ze 5.00 9/23/2016 EUR 66.95 Notenstein La Roche Pr 8.30 10/17/2016 USD 39.34 Notenstein La Roche Pr 7.24 10/13/2016 EUR 54.12 Deutsche Bank AG 7.20 9/20/2016 EUR 75.60 Deutsche Bank AG 6.20 9/20/2016 EUR 71.80 Deutsche Bank AG 6.20 9/20/2016 EUR 57.30 Deutsche Bank AG 5.20 9/20/2016 EUR 55.00 Zurcher Kantonalbank F 6.50 4/10/2018 CHF 61.29 Deutsche Bank AG 6.20 9/20/2016 EUR 52.20 Deutsche Bank AG 7.20 9/20/2016 EUR 55.30 Deutsche Bank AG 5.20 9/20/2016 EUR 59.50 Deutsche Bank AG 5.20 9/20/2016 EUR 57.20 Deutsche Bank AG 5.20 9/20/2016 EUR 52.00 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12/20/2016 EUR 51.00 Deutsche Bank AG 6.20 9/20/2016 EUR 62.40 Deutsche Bank AG 4.20 12/20/2016 EUR 60.50 Deutsche Bank AG 7.20 9/20/2016 EUR 52.30 Leonteq Securities AG 3.00 5/20/2019 CHF 75.59 Landesbank Baden-Wuert 2.50 12/23/2016 EUR 64.08 Landesbank Baden-Wuert 2.00 12/23/2016 EUR 59.41 Landesbank Baden-Wuert 4.00 12/23/2016 EUR 52.50 Landesbank Baden-Wuert 5.00 12/23/2016 EUR 73.73 Landesbank Baden-Wuert 2.00 12/23/2016 EUR 62.63 Landesbank Baden-Wuert 4.00 6/23/2017 EUR 74.17 Landesbank Baden-Wuert 4.20 6/23/2017 EUR 51.65 Landesbank Baden-Wuert 3.20 7/27/2018 EUR 61.69 Landesbank Baden-Wuert 4.00 8/26/2016 EUR 75.55 Landesbank Baden-Wuert 4.40 6/23/2017 EUR 71.29 Landesbank Baden-Wuert 4.50 10/28/2016 EUR 54.73 Landesbank Baden-Wuert 4.50 10/28/2016 EUR 61.13 Landesbank Baden-Wuert 5.00 10/28/2016 EUR 75.26 Landesbank Baden-Wuert 5.50 10/28/2016 EUR 58.65 Deutsche Bank AG 6.20 9/20/2016 EUR 70.90 Deutsche Bank AG 4.20 9/20/2016 EUR 72.10 Deutsche Bank AG 5.20 9/20/2016 EUR 72.20 Deutsche Bank AG 4.20 9/20/2016 EUR 72.30 Deutsche Bank AG 6.20 9/20/2016 EUR 72.50 Deutsche Bank AG 6.20 9/20/2016 EUR 59.60 Societe Generale Effek 2.50 10/7/2016 EUR 60.79 Deutsche Bank AG 4.20 12/20/2016 EUR 75.20 Deutsche Bank AG 6.20 12/20/2016 EUR 73.20 Deutsche Bank AG 5.20 12/20/2016 EUR 70.40 Deutsche Bank AG 4.20 12/20/2016 EUR 75.40 Deutsche Bank AG 4.20 12/20/2016 EUR 72.10 Deutsche Bank AG 4.20 12/20/2016 EUR 46.50 Deutsche Bank AG 5.20 12/20/2016 EUR 46.80 Deutsche Bank AG 4.20 12/20/2016 EUR 72.20 Deutsche Bank AG 4.20 12/20/2016 EUR 69.60 Deutsche Bank AG 4.20 12/20/2016 EUR 44.70 Deutsche Bank AG 6.20 12/20/2016 EUR 45.40 Deutsche Bank AG 6.20 12/20/2016 EUR 69.50 Deutsche Bank AG 6.20 12/20/2016 EUR 67.30 Deutsche Bank AG 6.20 12/20/2016 EUR 65.20 Deutsche Bank AG 4.20 12/20/2016 EUR 64.40 Deutsche Bank AG 5.20 12/20/2016 EUR 75.70 Deutsche Bank AG 4.20 12/20/2016 EUR 75.30 Deutsche Bank AG 5.20 12/20/2016 EUR 71.80 Deutsche Bank AG 4.20 12/20/2016 EUR 66.90 Deutsche Bank AG 4.20 12/20/2016 EUR 57.80 Deutsche Bank AG 5.20 12/20/2016 EUR 55.70 Societe Generale Effek 8.76 10/10/2016 EUR 61.74 Societe Generale Effek 8.00 10/10/2016 EUR 51.87 Societe Generale Effek 7.51 10/10/2016 EUR 45.34 Societe Generale Effek 7.28 10/10/2016 EUR 72.91 Societe Generale Effek 9.00 10/10/2016 EUR 74.86 Societe Generale Effek 9.92 10/10/2016 EUR 74.15 Societe Generale Effek 7.35 10/10/2016 EUR 75.81 Societe Generale Effek 10.26 10/10/2016 EUR 71.50 Societe Generale Effek 8.67 10/10/2016 EUR 58.82 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 32.70 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 67.09 Notenstein La Roche Pr 5.20 10/13/2016 CHF 68.94 Notenstein La Roche Pr 4.20 4/10/2018 EUR 55.51 Notenstein La Roche Pr 7.00 10/13/2016 CHF 75.57 UBS AG/London 7.00 12/9/2016 EUR 41.79 UBS AG/London 3.90 12/9/2016 EUR 48.09 UBS AG/London 7.50 12/9/2016 EUR 47.60 UBS AG/London 7.20 12/9/2016 EUR 66.64 UBS AG/London 7.00 12/9/2016 EUR 72.67 Vontobel Financial Pro 8.20 9/9/2016 EUR 73.78 Vontobel Financial Pro 3.70 9/9/2016 EUR 45.73 Vontobel Financial Pro 8.55 9/9/2016 EUR 66.29 WGZ-Bank AG Westdeutsc 4.50 9/27/2016 EUR 69.22 Bank Julius Baer & Co 7.00 10/7/2016 CHF 35.50 Notenstein La Roche Pr 3.50 4/9/2018 CHF 70.94 Vontobel Financial Pro 13.40 12/23/2016 EUR 60.38 DZ Bank AG Deutsche Ze 7.50 9/23/2016 EUR 62.93 DZ Bank AG Deutsche Ze 6.75 9/23/2016 EUR 37.49 DZ Bank AG Deutsche Ze 7.25 9/23/2016 EUR 71.40 DZ Bank AG Deutsche Ze 7.00 9/23/2016 EUR 62.59 Credit Suisse AG/Nassa 6.25 10/17/2016 EUR 49.71 Notenstein La Roche Pr 5.70 4/17/2019 CHF 75.85 Notenstein La Roche Pr 7.30 10/17/2016 EUR 52.32 Notenstein La Roche Pr 3.50 10/17/2016 CHF 69.99 Deutsche Bank AG 6.20 9/20/2016 EUR 75.50 Deutsche Bank AG 7.20 9/20/2016 EUR 57.40 Deutsche Bank AG 5.20 9/20/2016 EUR 52.00 Deutsche Bank AG 6.20 9/20/2016 EUR 55.10 Deutsche Bank AG 7.20 9/20/2016 EUR 52.30 Deutsche Bank AG 6.20 9/20/2016 EUR 55.20 Deutsche Bank AG 5.20 9/20/2016 EUR 55.00 Deutsche Bank AG 6.20 9/20/2016 EUR 49.40 Deutsche Bank AG 6.20 9/20/2016 EUR 73.90 Deutsche Bank AG 6.20 9/20/2016 EUR 69.40 Deutsche Bank AG 6.20 9/20/2016 EUR 73.30 Deutsche Bank AG 6.20 9/20/2016 EUR 69.10 Vontobel Financial Pro 3.10 12/23/2016 EUR 55.01 Goldman Sachs & Co Wer 17.00 9/21/2016 EUR 64.98 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 44.48 Vontobel Financial Pro 3.25 12/23/2016 EUR 62.83 Societe Generale Effek 6.35 9/23/2016 EUR 68.90 Societe Generale Effek 9.07 9/23/2016 EUR 63.35 Societe Generale Effek 8.76 10/10/2016 EUR 66.30 DekaBank Deutsche Giro 4.20 10/7/2016 EUR 50.47 Zurcher Kantonalbank F 9.40 10/31/2016 CHF 75.98 Landesbank Hessen-Thue 8.40 5/8/2020 EUR 70.75 Leonteq Securities AG 5.80 5/4/2017 CHF 74.10 Notenstein La Roche Pr 6.50 10/24/2016 EUR 74.41 Notenstein La Roche Pr 6.00 4/27/2017 CHF 75.24 HSBC Trinkaus & Burkha 8.40 9/23/2016 EUR 42.61 HSBC Trinkaus & Burkha 6.00 9/23/2016 EUR 68.53 HSBC Trinkaus & Burkha 8.90 9/23/2016 EUR 73.67 Landesbank Hessen-Thue 5.00 11/15/2016 EUR 54.50 Deutsche Bank AG 4.20 12/20/2016 EUR 74.70 Deutsche Bank AG 4.20 12/20/2016 EUR 67.60 Deutsche Bank AG 4.20 12/20/2016 EUR 48.40 Deutsche Bank AG 6.20 12/20/2016 EUR 43.80 Deutsche Bank AG 6.20 12/20/2016 EUR 42.20 Deutsche Bank AG 4.20 12/20/2016 EUR 41.50 Deutsche Bank AG 4.20 12/20/2016 EUR 43.70 Deutsche Bank AG 6.20 9/20/2016 EUR 36.50 Deutsche Bank AG 4.20 9/20/2016 EUR 38.50 Deutsche Bank AG 6.20 12/20/2016 EUR 38.10 Deutsche Bank AG 6.20 9/20/2016 EUR 61.80 Deutsche Bank AG 4.20 12/20/2016 EUR 71.10 Deutsche Bank AG 6.20 12/20/2016 EUR 73.70 Deutsche Bank AG 4.20 12/20/2016 EUR 72.90 Deutsche Bank AG 6.20 12/20/2016 EUR 62.50 Deutsche Bank AG 4.20 9/20/2016 EUR 61.60 Deutsche Bank AG 7.20 9/20/2016 EUR 58.70 Deutsche Bank AG 7.20 9/20/2016 EUR 55.30 Deutsche Bank AG 6.20 12/20/2016 EUR 51.80 Landesbank Baden-Wuert 3.00 12/23/2016 EUR 55.44 Landesbank Baden-Wuert 4.00 12/23/2016 EUR 76.87 Landesbank Baden-Wuert 5.00 12/23/2016 EUR 50.34 Landesbank Baden-Wuert 3.00 12/23/2016 EUR 69.48 Landesbank Baden-Wuert 4.00 12/23/2016 EUR 65.59 Landesbank Baden-Wuert 4.50 10/28/2016 EUR 47.92 Landesbank Baden-Wuert 3.00 10/28/2016 EUR 52.55 Landesbank Baden-Wuert 3.00 10/28/2016 EUR 60.35 Landesbank Baden-Wuert 5.50 10/28/2016 EUR 75.95 Landesbank Baden-Wuert 5.50 10/28/2016 EUR 45.81 Deutsche Bank AG 4.20 9/20/2016 EUR 70.60 Deutsche Bank AG 5.20 9/20/2016 EUR 63.80 Deutsche Bank AG 5.20 9/20/2016 EUR 59.80 Deutsche Bank AG 5.20 9/20/2016 EUR 74.40 Deutsche Bank AG 5.20 9/20/2016 EUR 67.00 Deutsche Bank AG 5.20 9/20/2016 EUR 75.60 Deutsche Bank AG 6.20 9/20/2016 EUR 73.10 Deutsche Bank AG 5.20 9/20/2016 EUR 73.00 Deutsche Bank AG 5.20 9/20/2016 EUR 75.80 Deutsche Bank AG 5.20 9/20/2016 EUR 69.10 Deutsche Bank AG 4.20 9/20/2016 EUR 59.40 Deutsche Bank AG 5.20 9/20/2016 EUR 50.10 Deutsche Bank AG 4.20 9/20/2016 EUR 68.10 Deutsche Bank AG 5.20 12/20/2016 EUR 72.90 Deutsche Bank AG 4.20 12/20/2016 EUR 70.00 Deutsche Bank AG 5.20 12/20/2016 EUR 45.00 Deutsche Bank AG 4.20 12/20/2016 EUR 73.30 Deutsche Bank AG 5.20 12/20/2016 EUR 41.30 Deutsche Bank AG 4.20 12/20/2016 EUR 68.80 Deutsche Bank AG 5.20 12/20/2016 EUR 66.90 Deutsche Bank AG 5.20 12/20/2016 EUR 64.80 Deutsche Bank AG 4.20 12/20/2016 EUR 71.40 Deutsche Bank AG 6.20 12/20/2016 EUR 70.60 Deutsche Bank AG 6.20 12/20/2016 EUR 67.70 Deutsche Bank AG 5.20 12/20/2016 EUR 53.50 Deutsche Bank AG 6.20 12/20/2016 EUR 53.80 Societe Generale Effek 9.88 10/10/2016 EUR 48.98 Societe Generale Effek 11.97 10/10/2016 EUR 36.51 Societe Generale Effek 12.26 10/10/2016 EUR 69.33 Societe Generale Effek 8.16 10/10/2016 EUR 61.53 Societe Generale Effek 6.79 10/10/2016 EUR 74.68 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 71.37 Notenstein La Roche Pr 3.20 10/24/2018 CHF 69.58 UBS AG/London 4.40 12/9/2016 EUR 54.95 UBS AG/London 5.00 12/9/2016 EUR 75.60 UBS AG/London 3.90 12/9/2016 EUR 76.82 Notenstein Finance Gue 9.00 4/1/2019 EUR 42.25 Notenstein Finance Gue 2.95 4/7/2017 CHF 68.72 Vontobel Financial Pro 10.40 9/9/2016 EUR 62.88 Goldman Sachs & Co Wer 11.00 9/21/2016 EUR 47.66 DekaBank Deutsche Giro 2.80 9/16/2016 EUR 61.55 Vontobel Financial Pro 13.35 12/23/2016 EUR 67.98 Vontobel Financial Pro 12.70 12/23/2016 EUR 59.48 Vontobel Financial Pro 13.90 12/23/2016 EUR 34.70 Vontobel Financial Pro 12.85 12/23/2016 EUR 45.87 DekaBank Deutsche Giro 3.25 3/29/2018 EUR 74.00 DekaBank Deutsche Giro 2.50 3/31/2017 EUR 64.12 DZ Bank AG Deutsche Ze 6.00 9/23/2016 EUR 67.75 DZ Bank AG Deutsche Ze 9.50 9/23/2016 EUR 76.74 DZ Bank AG Deutsche Ze 7.50 9/23/2016 EUR 37.58 DZ Bank AG Deutsche Ze 6.75 9/23/2016 EUR 63.35 Bayerische Landesbank 2.70 7/6/2018 EUR 49.40 Notenstein La Roche Pr 6.40 10/17/2016 CHF 59.40 Deutsche Bank AG 5.20 9/20/2016 EUR 75.40 Deutsche Bank AG 5.20 9/20/2016 EUR 71.60 Deutsche Bank AG 7.20 9/20/2016 EUR 71.90 Deutsche Bank AG 6.20 9/20/2016 EUR 59.70 Zurcher Kantonalbank F 9.00 10/10/2016 CHF 71.81 Deutsche Bank AG 7.20 9/20/2016 EUR 59.80 Landesbank Hessen-Thue 9.50 5/15/2020 EUR 70.41 Deutsche Bank AG 6.20 9/20/2016 EUR 58.60 Deutsche Bank AG 5.20 9/20/2016 EUR 58.40 Deutsche Bank AG 5.20 9/20/2016 EUR 49.30 Deutsche Bank AG 5.20 9/20/2016 EUR 73.80 Vontobel Financial Pro 3.15 9/23/2016 EUR 54.21 Vontobel Financial Pro 2.65 12/23/2016 EUR 48.28 Vontobel Financial Pro 2.80 9/23/2016 EUR 47.59 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 71.75 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 58.17 Vontobel Financial Pro 3.45 9/23/2016 EUR 62.01 Societe Generale Effek 7.20 9/23/2016 EUR 66.93 Societe Generale Effek 8.11 9/23/2016 EUR 65.08 Societe Generale Effek 10.06 9/23/2016 EUR 61.75 Societe Generale Effek 6.45 10/10/2016 EUR 71.79 Societe Generale Effek 7.06 10/10/2016 EUR 70.19 Societe Generale Effek 7.88 10/10/2016 EUR 68.18 Societe Generale Effek 9.70 10/10/2016 EUR 64.54 Societe Generale Effek 10.69 10/10/2016 EUR 62.89 DekaBank Deutsche Giro 4.30 10/7/2016 EUR 75.45 Zurcher Kantonalbank F 10.00 10/31/2016 CHF 45.39 Credit Suisse AG/Londo 5.00 10/21/2016 CHF 68.68 Vontobel Financial Pro 7.50 10/28/2016 EUR 70.53 HSBC Trinkaus & Burkha 4.00 5/29/2017 EUR 69.22 UBS AG/London 6.25 4/18/2017 CHF 60.58 Leonteq Securities AG 7.20 4/24/2017 EUR 57.13 HSBC Trinkaus & Burkha 7.80 9/23/2016 EUR 75.01 HSBC Trinkaus & Burkha 7.90 9/23/2016 EUR 69.46 HSBC Trinkaus & Burkha 8.70 9/23/2016 EUR 70.43 HSBC Trinkaus & Burkha 8.60 9/23/2016 EUR 37.01 HSBC Trinkaus & Burkha 7.40 9/23/2016 EUR 73.54 HSBC Trinkaus & Burkha 8.10 9/23/2016 EUR 66.75 HSBC Trinkaus & Burkha 8.00 9/23/2016 EUR 52.46 HSBC Trinkaus & Burkha 8.70 9/23/2016 EUR 62.33 Deutsche Bank AG 4.20 9/20/2016 EUR 40.40 Deutsche Bank AG 4.20 12/20/2016 EUR 69.00 Deutsche Bank AG 6.20 9/20/2016 EUR 40.70 Deutsche Bank AG 6.20 12/20/2016 EUR 75.50 Deutsche Bank AG 6.20 12/20/2016 EUR 69.80 Deutsche Bank AG 4.20 12/20/2016 EUR 74.90 Deutsche Bank AG 6.20 9/20/2016 EUR 38.80 Deutsche Bank AG 4.20 9/20/2016 EUR 36.20 Deutsche Bank AG 4.20 12/20/2016 EUR 38.40 Deutsche Bank AG 6.20 12/20/2016 EUR 63.20 Deutsche Bank AG 6.20 12/20/2016 EUR 61.30 Deutsche Bank AG 4.20 12/20/2016 EUR 61.80 Deutsche Bank AG 6.20 12/20/2016 EUR 71.90 Deutsche Bank AG 5.20 9/20/2016 EUR 62.30 Deutsche Bank AG 7.20 9/20/2016 EUR 49.60 Deutsche Bank AG 7.20 9/20/2016 EUR 62.60 DekaBank Deutsche Giro 3.25 5/30/2018 EUR 71.34 Landesbank Baden-Wuert 3.50 12/23/2016 EUR 58.47 Landesbank Baden-Wuert 4.50 12/23/2016 EUR 54.37 Landesbank Baden-Wuert 3.00 8/24/2018 EUR 61.99 Landesbank Baden-Wuert 3.40 6/22/2018 EUR 68.55 Landesbank Baden-Wuert 4.20 6/23/2017 EUR 43.36 Landesbank Baden-Wuert 2.50 10/28/2016 EUR 68.18 Landesbank Baden-Wuert 4.50 10/28/2016 EUR 72.91 Landesbank Baden-Wuert 4.50 10/28/2016 EUR 73.04 Landesbank Baden-Wuert 3.00 10/28/2016 EUR 65.66 Landesbank Baden-Wuert 6.00 10/28/2016 EUR 74.81 Landesbank Baden-Wuert 3.50 10/27/2017 EUR 62.44 Landesbank Baden-Wuert 2.50 2/24/2017 EUR 74.65 Landesbank Baden-Wuert 3.50 2/24/2017 EUR 56.44 Landesbank Baden-Wuert 4.50 2/24/2017 EUR 53.45 Landesbank Baden-Wuert 5.50 2/24/2017 EUR 73.44 Landesbank Baden-Wuert 5.50 2/24/2017 EUR 64.81 Landesbank Baden-Wuert 5.00 2/24/2017 EUR 57.52 Landesbank Baden-Wuert 4.00 3/24/2017 EUR 43.64 Landesbank Baden-Wuert 5.00 3/24/2017 EUR 72.95 Landesbank Baden-Wuert 3.05 8/25/2017 EUR 69.69 Landesbank Baden-Wuert 5.50 3/24/2017 EUR 56.45 Landesbank Baden-Wuert 4.00 6/23/2017 EUR 59.93 Landesbank Baden-Wuert 3.00 6/23/2017 EUR 61.83 Landesbank Baden-Wuert 3.00 6/22/2018 EUR 70.17 Landesbank Baden-Wuert 3.50 11/24/2017 EUR 70.95 Landesbank Baden-Wuert 3.00 9/23/2016 EUR 56.27 Landesbank Baden-Wuert 6.00 9/23/2016 EUR 46.59 Landesbank Baden-Wuert 3.40 11/24/2017 EUR 56.28 Landesbank Baden-Wuert 4.50 9/23/2016 EUR 45.27 Landesbank Baden-Wuert 3.50 1/26/2018 EUR 53.97 Landesbank Baden-Wuert 4.50 3/23/2018 EUR 70.58 Landesbank Baden-Wuert 4.00 8/25/2017 EUR 54.47 Landesbank Baden-Wuert 3.75 10/27/2017 EUR 61.19 Landesbank Baden-Wuert 3.00 1/4/2019 EUR 66.76 Goldman Sachs & Co Wer 14.00 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3.90 9/22/2017 EUR 53.80 Landesbank Baden-Wuert 3.40 6/23/2017 EUR 66.98 Landesbank Baden-Wuert 3.85 10/27/2017 EUR 60.13 Landesbank Baden-Wuert 4.50 9/23/2016 EUR 50.70 Landesbank Baden-Wuert 3.00 9/23/2016 EUR 72.65 Landesbank Baden-Wuert 3.00 9/23/2016 EUR 77.02 Landesbank Baden-Wuert 4.50 9/23/2016 EUR 75.60 Landesbank Baden-Wuert 5.50 9/23/2016 EUR 72.43 Landesbank Baden-Wuert 3.50 9/23/2016 EUR 47.67 Landesbank Baden-Wuert 4.50 9/23/2016 EUR 53.03 Landesbank Baden-Wuert 3.50 6/22/2018 EUR 61.78 Landesbank Baden-Wuert 3.00 9/28/2018 EUR 60.62 Leonteq Securities AG/ 3.22 11/8/2016 USD 68.63 Bayerische Landesbank 3.20 7/27/2018 EUR 51.41 DekaBank Deutsche Giro 2.60 4/21/2017 EUR 54.37 Landesbank Baden-Wuert 3.15 11/25/2016 EUR 52.44 UBS AG 13.00 12/23/2016 EUR 68.78 UBS AG 5.25 12/23/2016 EUR 45.10 UBS AG 9.50 12/23/2016 EUR 37.32 UBS AG 4.50 12/22/2017 EUR 44.88 UBS AG 8.25 12/23/2016 EUR 35.15 UBS AG 10.25 12/23/2016 EUR 33.41 UBS AG 9.00 12/23/2016 EUR 32.92 UBS AG 5.00 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68.27 BNP Paribas Emissions- 5.00 9/22/2016 EUR 74.51 BNP Paribas Emissions- 7.00 9/22/2016 EUR 67.36 BNP Paribas Emissions- 7.50 9/22/2016 EUR 64.87 BNP Paribas Emissions- 9.00 9/22/2016 EUR 61.55 BNP Paribas Emissions- 6.50 9/22/2016 EUR 76.80 BNP Paribas Emissions- 7.00 9/22/2016 EUR 74.75 BNP Paribas Emissions- 7.50 9/22/2016 EUR 72.81 BNP Paribas Emissions- 9.00 9/22/2016 EUR 71.10 BNP Paribas Emissions- 12.00 9/22/2016 EUR 75.12 BNP Paribas Emissions- 8.00 9/22/2016 EUR 73.60 BNP Paribas Emissions- 4.50 9/22/2016 EUR 67.27 BNP Paribas Emissions- 5.00 9/22/2016 EUR 65.57 BNP Paribas Emissions- 5.50 9/22/2016 EUR 63.97 BNP Paribas Emissions- 6.00 9/22/2016 EUR 62.45 BNP Paribas Emissions- 7.50 9/22/2016 EUR 74.51 BNP Paribas Emissions- 9.00 9/22/2016 EUR 71.86 BNP Paribas Emissions- 11.00 12/22/2016 EUR 67.52 BNP Paribas Emissions- 6.00 9/22/2016 EUR 59.63 BNP Paribas Emissions- 7.00 9/22/2016 EUR 55.83 BNP Paribas Emissions- 6.00 9/22/2016 EUR 73.93 BNP Paribas Emissions- 7.00 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9/22/2016 EUR 69.99 BNP Paribas Emissions- 9.00 9/22/2016 EUR 63.18 BNP Paribas Emissions- 10.00 9/22/2016 EUR 62.05 Vontobel Financial Pro 5.35 3/3/2017 EUR 43.56 Vontobel Financial Pro 5.40 3/3/2017 EUR 56.94 Landesbank Hessen-Thue 6.85 9/19/2016 EUR 37.40 Leonteq Securities AG 5.84 9/5/2016 USD 55.59 Zurcher Kantonalbank F 9.40 9/19/2016 CHF 74.78 Zurcher Kantonalbank F 9.60 9/19/2016 CHF 47.42 EFG International Fina 8.99 9/4/2017 EUR 22.85 Landesbank Hessen-Thue 4.00 4/8/2019 EUR 59.96 Notenstein La Roche Pr 8.80 9/5/2016 CHF 59.21 Bank Julius Baer & Co 6.50 3/6/2017 CHF 59.55 Leonteq Securities AG 5.25 3/19/2018 CHF 63.72 UBS AG 5.60 3/4/2019 EUR 70.81 Notenstein La Roche Pr 6.50 3/13/2017 EUR 53.08 Credit Suisse AG/Nassa 7.00 9/16/2016 CHF 62.84 Credit Suisse AG/Nassa 8.00 9/16/2016 EUR 68.06 DZ Bank AG Deutsche Ze 2.00 12/16/2016 EUR 67.10 Vontobel Financial Pro 4.60 12/23/2016 EUR 61.15 Credit Suisse AG/Nassa 7.00 9/19/2016 CHF 75.32 Credit Suisse AG/Nassa 7.25 9/19/2016 EUR 51.54 Landesbank Hessen-Thue 4.40 10/7/2016 EUR 73.70 Notenstein La Roche Pr 7.00 3/10/2017 EUR 75.77 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 74.26 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 72.05 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 71.88 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 72.22 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 71.84 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 71.03 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 74.57 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 69.55 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 61.62 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 71.26 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 61.16 Goldman Sachs & Co Wer 4.00 9/21/2016 EUR 60.17 Goldman Sachs & Co Wer 4.00 9/21/2016 EUR 61.53 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 54.17 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 49.60 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 45.76 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 39.68 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 76.90 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 73.30 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 70.26 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 62.43 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 49.71 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 46.15 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 40.43 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 44.46 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 36.40 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 71.63 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 66.81 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 56.04 Goldman Sachs & Co Wer 13.00 9/21/2016 EUR 59.07 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 66.98 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 74.37 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 67.35 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 70.61 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 61.86 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 70.18 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 72.28 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 69.15 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 66.29 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 61.18 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 55.19 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 53.57 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 75.18 Goldman Sachs & Co Wer 4.00 9/21/2016 EUR 65.46 Goldman Sachs & Co Wer 4.00 9/21/2016 EUR 69.07 Notenstein La Roche Pr 3.00 3/27/2018 CHF 74.37 UniCredit Bank AG 4.60 7/2/2018 EUR 45.04 Notenstein La Roche Pr 8.20 9/20/2016 USD 57.52 Notenstein La Roche Pr 7.20 9/20/2016 EUR 55.04 Leonteq Securities AG 7.00 9/20/2017 CHF 68.20 Commerzbank AG 7.20 3/9/2017 EUR 75.63 Credit Suisse AG/Nassa 6.25 9/26/2016 CHF 58.32 Deutsche Bank AG 5.20 9/20/2016 EUR 62.50 Deutsche Bank AG 5.20 9/20/2016 EUR 59.50 Deutsche Bank AG 5.20 9/20/2016 EUR 56.80 Deutsche Bank AG 6.20 12/20/2016 EUR 64.10 Deutsche Bank AG 5.20 12/20/2016 EUR 63.80 Deutsche Bank AG 5.20 12/20/2016 EUR 60.80 Deutsche Bank AG 5.20 9/20/2016 EUR 74.40 Deutsche Bank AG 6.20 12/20/2016 EUR 75.90 Deutsche Bank AG 5.20 12/20/2016 EUR 75.60 Deutsche Bank AG 5.20 9/20/2016 EUR 74.50 Deutsche Bank AG 5.20 9/20/2016 EUR 71.10 Deutsche Bank AG 6.20 12/20/2016 EUR 76.10 Deutsche Bank AG 5.20 12/20/2016 EUR 75.80 Deutsche Bank AG 5.20 12/20/2016 EUR 72.40 Deutsche Bank AG 6.20 12/20/2016 EUR 72.80 Deutsche Bank AG 5.20 9/20/2016 EUR 51.90 Deutsche Bank AG 5.20 9/20/2016 EUR 49.60 Deutsche Bank AG 5.20 9/20/2016 EUR 47.50 Deutsche Bank AG 5.20 12/20/2016 EUR 53.20 Deutsche Bank AG 6.20 12/20/2016 EUR 53.60 Deutsche Bank AG 6.20 12/20/2016 EUR 51.30 Deutsche Bank AG 5.20 12/20/2016 EUR 50.90 Deutsche Bank AG 5.20 12/20/2016 EUR 48.80 Deutsche Bank AG 6.20 12/20/2016 EUR 49.20 Deutsche Bank AG 5.20 9/20/2016 EUR 76.80 Deutsche Bank AG 5.20 9/20/2016 EUR 72.40 Deutsche Bank AG 6.20 12/20/2016 EUR 74.00 Deutsche Bank AG 5.20 12/20/2016 EUR 73.60 Deutsche Bank AG 5.20 9/20/2016 EUR 46.00 Deutsche Bank AG 5.20 9/20/2016 EUR 44.30 Deutsche Bank AG 5.20 9/20/2016 EUR 42.70 Deutsche Bank AG 5.20 9/20/2016 EUR 41.30 Deutsche Bank AG 6.20 12/20/2016 EUR 47.70 Deutsche Bank AG 5.20 12/20/2016 EUR 47.30 Deutsche Bank AG 5.20 12/20/2016 EUR 45.60 Deutsche Bank AG 6.20 12/20/2016 EUR 46.00 Deutsche Bank AG 6.20 12/20/2016 EUR 44.40 Deutsche Bank AG 5.20 12/20/2016 EUR 44.10 Deutsche Bank AG 5.20 12/20/2016 EUR 42.60 Deutsche Bank AG 6.20 12/20/2016 EUR 43.00 Deutsche Bank AG 5.20 9/20/2016 EUR 74.10 Deutsche Bank AG 5.20 9/20/2016 EUR 71.30 Deutsche Bank AG 5.20 9/20/2016 EUR 68.70 Deutsche Bank AG 5.20 9/20/2016 EUR 66.20 Deutsche Bank AG 5.20 12/20/2016 EUR 72.50 Deutsche Bank AG 6.20 12/20/2016 EUR 72.90 Deutsche Bank AG 6.20 12/20/2016 EUR 70.30 Deutsche Bank AG 5.20 12/20/2016 EUR 69.90 Deutsche Bank AG 5.20 12/20/2016 EUR 67.50 Deutsche Bank AG 6.20 12/20/2016 EUR 67.90 Deutsche Bank AG 6.20 12/20/2016 EUR 61.20 Deutsche Bank AG 5.20 12/20/2016 EUR 58.10 Deutsche Bank AG 6.20 12/20/2016 EUR 58.50 Commerzbank AG 5.80 10/8/2017 EUR 69.41 UBS AG/London 5.30 9/9/2016 EUR 73.80 UBS AG/London 4.50 9/9/2016 EUR 47.88 UBS AG/London 4.10 9/9/2016 EUR 55.35 UBS AG/London 2.60 9/9/2016 EUR 54.21 DZ Bank AG Deutsche Ze 5.20 9/8/2017 EUR 74.91 DZ Bank AG Deutsche Ze 5.60 9/8/2017 EUR 70.37 Zurcher Kantonalbank F 6.28 9/23/2016 CHF 54.35 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 69.44 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 67.35 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 71.02 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 71.10 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 69.42 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 69.42 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 69.61 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 69.61 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 50.78 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 51.31 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 50.78 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 67.78 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 67.43 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 70.15 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 70.15 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 68.12 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 70.24 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 68.12 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 46.11 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 41.46 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 41.58 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 46.63 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 41.70 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 46.81 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 68.90 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 69.08 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 69.25 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 69.60 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 69.42 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 69.60 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 67.07 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 67.59 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 67.94 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 67.94 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 67.94 Goldman Sachs & Co Wer 10.00 9/21/2016 EUR 67.94 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 51.42 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 54.37 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 51.60 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 51.94 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 51.94 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 51.94 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 51.94 UBS AG 9.15 9/16/2016 CHF 53.79 Landesbank Hessen-Thue 6.75 4/17/2020 EUR 68.66 Leonteq Securities AG 8.00 3/31/2017 CHF 74.35 DekaBank Deutsche Giro 3.75 3/10/2017 EUR 67.89 DekaBank Deutsche Giro 3.00 3/10/2017 EUR 73.42 Notenstein La Roche Pr 4.00 9/27/2019 CHF 63.19 Notenstein La Roche Pr 4.50 3/27/2018 EUR 54.40 Notenstein La Roche Pr 6.50 9/27/2016 CHF 69.16 Notenstein La Roche Pr 6.50 9/27/2016 CHF 73.57 Notenstein La Roche Pr 5.00 3/27/2019 CHF 59.37 Credit Suisse AG/Nassa 7.00 10/3/2016 CHF 60.55 Credit Suisse AG/Nassa 6.00 10/3/2016 EUR 51.25 Bayerische Landesbank 2.70 6/8/2018 EUR 75.46 Landesbank Hessen-Thue 6.30 10/17/2016 EUR 35.30 Bank J Safra Sarasin A 7.20 9/20/2016 CHF 73.98 Banque Cantonale Vaudo 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EUR 49.66 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 50.01 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 50.01 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 50.01 Goldman Sachs & Co Wer 9.00 9/21/2016 EUR 50.01 Goldman Sachs & Co Wer 15.00 9/21/2016 EUR 58.05 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 57.14 Goldman Sachs & Co Wer 7.00 9/21/2016 EUR 49.49 Goldman Sachs & Co Wer 17.00 9/21/2016 EUR 57.14 Goldman Sachs & Co Wer 8.00 9/21/2016 EUR 41.55 Goldman Sachs & Co Wer 6.00 9/21/2016 EUR 46.03 Goldman Sachs & Co Wer 14.00 9/21/2016 EUR 67.09 Goldman Sachs & Co Wer 16.00 9/21/2016 EUR 64.60 Notenstein La Roche Pr 3.40 3/21/2025 CHF 72.08 Deutsche Bank AG 6.20 9/20/2016 EUR 74.50 Deutsche Bank AG 6.20 9/20/2016 EUR 74.00 Deutsche Bank AG 4.20 9/20/2016 EUR 73.70 Credit Suisse AG/Nassa 7.00 10/10/2016 CHF 60.72 Notenstein La Roche Pr 4.20 4/8/2019 CHF 67.15 Notenstein La Roche Pr 7.20 10/7/2016 CHF 62.74 Notenstein La Roche Pr 4.70 4/6/2018 CHF 63.54 Deutsche Bank AG 4.20 9/20/2016 EUR 74.20 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9/20/2016 EUR 74.20 Deutsche Bank AG 6.20 9/20/2016 EUR 74.50 Deutsche Bank AG 6.20 9/20/2016 EUR 70.60 Deutsche Bank AG 4.20 9/20/2016 EUR 70.30 Deutsche Bank AG 6.20 9/20/2016 EUR 67.10 Deutsche Bank AG 4.20 9/20/2016 EUR 66.80 Deutsche Bank AG 6.20 9/20/2016 EUR 43.80 Deutsche Bank AG 6.20 9/20/2016 EUR 75.70 Deutsche Bank AG 4.20 9/20/2016 EUR 75.40 Deutsche Bank AG 6.20 9/20/2016 EUR 42.20 Deutsche Bank AG 4.20 9/20/2016 EUR 75.70 Deutsche Bank AG 6.20 9/20/2016 EUR 69.30 Deutsche Bank AG 4.20 9/20/2016 EUR 69.00 Deutsche Bank AG 4.20 9/20/2016 EUR 66.00 Deutsche Bank AG 6.20 9/20/2016 EUR 66.30 Deutsche Bank AG 6.20 9/20/2016 EUR 63.60 Deutsche Bank AG 4.20 9/20/2016 EUR 63.30 Deutsche Bank AG 6.20 9/20/2016 EUR 61.00 Deutsche Bank AG 4.20 9/20/2016 EUR 60.80 Deutsche Bank AG 4.20 9/20/2016 EUR 56.70 Deutsche Bank AG 6.20 9/20/2016 EUR 57.00 Deutsche Bank AG 4.20 9/20/2016 EUR 54.30 Deutsche Bank AG 6.20 9/20/2016 EUR 54.50 Deutsche Bank AG 6.20 9/20/2016 EUR 52.30 Deutsche Bank 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9/22/2016 EUR 33.79 BNP Paribas Emissions- 10.00 9/22/2016 EUR 50.58 BNP Paribas Emissions- 9.00 12/22/2016 EUR 52.74 DekaBank Deutsche Giro 3.25 5/18/2018 EUR 68.29 Credit Suisse AG/Nassa 6.25 10/10/2016 EUR 66.58 Deutsche Bank AG 5.20 9/20/2016 EUR 71.60 Deutsche Bank AG 5.20 9/20/2016 EUR 65.20 Deutsche Bank AG 5.20 9/20/2016 EUR 68.10 Deutsche Bank AG 5.20 9/20/2016 EUR 73.80 Deutsche Bank AG 5.20 9/20/2016 EUR 69.10 Deutsche Bank AG 5.20 9/20/2016 EUR 45.50 Deutsche Bank AG 5.20 9/20/2016 EUR 66.70 Deutsche Bank AG 5.20 9/20/2016 EUR 43.70 Deutsche Bank AG 5.20 9/20/2016 EUR 42.10 Deutsche Bank AG 5.20 9/20/2016 EUR 39.90 Deutsche Bank AG 5.20 9/20/2016 EUR 37.50 Deutsche Bank AG 5.20 9/20/2016 EUR 68.40 Deutsche Bank AG 5.20 9/20/2016 EUR 64.00 DZ Bank AG Deutsche Ze 14.75 12/19/2016 EUR 75.53 Goldman Sachs & Co Wer 8.00 11/23/2016 EUR 66.23 Goldman Sachs & Co Wer 8.00 12/21/2016 EUR 66.75 Goldman Sachs & Co Wer 8.00 1/25/2017 EUR 67.41 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 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5.20 9/23/2016 EUR 71.92 DZ Bank AG Deutsche Ze 11.80 9/23/2016 EUR 63.82 DZ Bank AG Deutsche Ze 6.00 12/23/2016 EUR 73.17 DZ Bank AG Deutsche Ze 11.10 12/23/2016 EUR 66.43 DZ Bank AG Deutsche Ze 8.60 12/23/2016 EUR 72.88 HSBC Trinkaus & Burkha 16.50 9/23/2016 EUR 65.19 HSBC Trinkaus & Burkha 7.40 9/23/2016 EUR 74.58 HSBC Trinkaus & Burkha 13.70 12/23/2016 EUR 68.23 HSBC Trinkaus & Burkha 13.70 9/23/2016 EUR 74.60 HSBC Trinkaus & Burkha 13.70 9/23/2016 EUR 73.62 HSBC Trinkaus & Burkha 11.60 12/23/2016 EUR 76.19 HSBC Trinkaus & Burkha 11.60 3/24/2017 EUR 76.41 HSBC Trinkaus & Burkha 9.20 6/23/2017 EUR 58.03 HSBC Trinkaus & Burkha 10.40 1/27/2017 EUR 56.25 HSBC Trinkaus & Burkha 11.50 12/23/2016 EUR 73.58 HSBC Trinkaus & Burkha 10.20 3/24/2017 EUR 75.50 HSBC Trinkaus & Burkha 9.20 1/27/2017 EUR 76.79 HSBC Trinkaus & Burkha 24.20 9/23/2016 EUR #N/A N/A HSBC Trinkaus & Burkha 24.30 9/23/2016 EUR #N/A N/A HSBC Trinkaus & Burkha 12.60 3/24/2017 EUR 65.93 HSBC Trinkaus & Burkha 7.60 3/24/2017 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CHF 65.22 Notenstein La Roche Pr 7.50 12/5/2016 CHF 74.03 Notenstein La Roche Pr 7.00 12/5/2016 EUR 69.70 Notenstein La Roche Pr 6.80 12/5/2016 CHF 72.51 UBS AG/London 23.00 9/23/2016 EUR 67.91 UBS AG/London 24.50 9/23/2016 EUR 59.45 Goldman Sachs Internat 1.00 12/5/2017 SEK 10.91 Leonteq Securities AG/ 6.40 12/12/2016 CHF 69.98 Leonteq Securities AG/ 5.00 12/12/2016 CHF 55.71 Leonteq Securities AG/ 12.80 12/12/2016 USD 53.81 Notenstein La Roche Pr 8.00 12/12/2016 CHF 57.12 Notenstein La Roche Pr 8.00 12/12/2016 GBP 75.99 Notenstein La Roche Pr 7.00 12/12/2016 CHF 71.09 Notenstein La Roche Pr 7.30 12/12/2016 CHF 55.51 Credit Suisse AG/Nassa 6.00 12/12/2016 CHF 55.29 DekaBank Deutsche Giro 2.50 12/1/2017 EUR 70.06 Notenstein La Roche Pr 8.20 12/19/2016 EUR 71.79 Leonteq Securities AG 7.80 12/19/2016 CHF 52.96 Notenstein La Roche Pr 8.00 12/29/2016 EUR 69.97 Vontobel Financial Pro 5.75 8/23/2016 EUR 49.17 Deutsche Bank AG 8.20 12/20/2016 EUR 68.70 Deutsche Bank AG 8.20 12/20/2016 EUR 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4.80 6/20/2017 EUR 73.80 Deutsche Bank AG 6.80 12/20/2016 EUR 73.70 Deutsche Bank AG 4.80 12/20/2016 EUR 68.80 Deutsche Bank AG 6.80 12/20/2016 EUR 65.70 Deutsche Bank AG 6.80 3/21/2017 EUR 75.50 Deutsche Bank AG 6.80 3/21/2017 EUR 71.70 Deutsche Bank AG 6.80 3/21/2017 EUR 68.10 Deutsche Bank AG 6.80 6/20/2017 EUR 67.90 Deutsche Bank AG 4.80 6/20/2017 EUR 66.20 Commerzbank AG 12.00 4/27/2017 EUR 76.13 HSBC Trinkaus & Burkha 4.50 4/24/2017 EUR 62.05 Commerzbank AG 20.00 10/27/2016 EUR 75.45 Goldman Sachs & Co Wer 24.00 3/22/2017 EUR 68.35 Goldman Sachs & Co Wer 21.00 6/21/2017 EUR 77.02 DZ Bank AG Deutsche Ze 8.50 3/20/2017 EUR 74.26 DZ Bank AG Deutsche Ze 10.50 12/19/2016 EUR 73.19 Deutsche Bank AG 4.80 12/20/2016 EUR 73.00 Deutsche Bank AG 4.80 3/21/2017 EUR 70.40 Deutsche Bank AG 4.80 3/21/2017 EUR 66.80 Deutsche Bank AG 4.80 6/20/2017 EUR 73.30 Deutsche Bank AG 6.80 6/20/2017 EUR 71.30 Deutsche Bank AG 4.80 6/20/2017 EUR 69.60 Deutsche Bank AG 4.80 12/20/2016 EUR 74.90 Deutsche Bank 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Bank AG Deutsche Ze 8.25 3/20/2017 EUR 67.53 DZ Bank AG Deutsche Ze 7.25 6/19/2017 EUR 70.29 DZ Bank AG Deutsche Ze 8.00 6/19/2017 EUR 67.43 DZ Bank AG Deutsche Ze 8.75 6/19/2017 EUR 68.08 DZ Bank AG Deutsche Ze 10.00 12/23/2016 EUR 60.12 BNP Paribas Emissions- 8.00 12/21/2017 EUR 76.67 BNP Paribas Emissions- 13.00 6/22/2017 EUR 72.70 BNP Paribas Emissions- 17.00 12/22/2016 EUR 73.81 BNP Paribas Emissions- 12.00 12/21/2017 EUR 68.76 HSBC Trinkaus & Burkha 4.50 7/28/2017 EUR 75.91 HSBC Trinkaus & Burkha 6.50 12/23/2016 EUR 57.21 Vontobel Financial Pro 9.85 12/23/2016 EUR 66.85 Landesbank Baden-Wuert 3.00 11/24/2017 EUR 76.54 Landesbank Baden-Wuert 4.00 11/24/2017 EUR 74.03 Landesbank Baden-Wuert 3.00 11/23/2018 EUR 69.47 Landesbank Baden-Wuert 3.50 11/24/2017 EUR 67.64 Landesbank Baden-Wuert 5.50 11/24/2017 EUR 62.98 Landesbank Baden-Wuert 3.00 11/24/2017 EUR 73.42 Landesbank Baden-Wuert 3.00 11/24/2017 EUR 61.77 Landesbank Baden-Wuert 4.00 11/24/2017 EUR 59.37 Landesbank Baden-Wuert 5.00 11/24/2017 EUR 57.54 UBS AG 7.85 12/1/2016 EUR 51.80 DZ Bank AG Deutsche Ze 7.10 9/19/2016 EUR 56.06 DZ Bank AG Deutsche Ze 7.00 12/23/2016 EUR 79.11 DZ Bank AG Deutsche Ze 6.25 12/23/2016 EUR 69.28 DZ Bank AG Deutsche Ze 6.20 12/19/2016 EUR 57.50 DZ Bank AG Deutsche Ze 5.25 12/23/2016 EUR 72.68 Vontobel Financial Pro 4.85 3/10/2017 EUR 73.13 Vontobel Financial Pro 7.60 12/9/2016 EUR 72.90 Vontobel Financial Pro 7.45 12/9/2016 EUR 66.96 HSBC Trinkaus & Burkha 12.30 9/23/2016 EUR 75.27 HSBC Trinkaus & Burkha 6.00 1/27/2017 EUR 62.65 HSBC Trinkaus & Burkha 17.30 9/23/2016 EUR 61.56 HSBC Trinkaus & Burkha 14.60 9/23/2016 EUR 63.79 HSBC Trinkaus & Burkha 14.40 12/23/2016 EUR 64.74 HSBC Trinkaus & Burkha 12.50 12/23/2016 EUR 66.60 HSBC Trinkaus & Burkha 8.10 12/23/2016 EUR 72.42 HSBC Trinkaus & Burkha 12.60 3/24/2017 EUR 67.12 HSBC Trinkaus & Burkha 11.10 3/24/2017 EUR 68.72 HSBC Trinkaus & Burkha 7.60 3/24/2017 EUR 73.77 HSBC Trinkaus & Burkha 9.40 1/27/2017 EUR 70.55 HSBC Trinkaus & Burkha 13.90 9/23/2016 EUR 73.31 Vontobel Financial Pro 5.15 12/23/2016 EUR 51.12 Vontobel Financial Pro 9.00 6/9/2017 EUR 68.45 Deutsche Bank AG 6.00 12/16/2016 EUR 66.55 Vontobel Financial Pro 14.00 9/23/2016 EUR 72.50 Vontobel Financial Pro 12.00 11/25/2016 EUR 74.36 Vontobel Financial Pro 11.55 12/23/2016 EUR 75.12 Societe Generale Effek 5.27 12/23/2016 EUR 61.32 Commerzbank AG 1.00 11/28/2016 EUR 26.19 Leonteq Securities AG 10.00 12/14/2016 CHF 73.41 Leonteq Securities AG 9.00 12/14/2016 CHF 72.95 Leonteq Securities AG 10.00 12/14/2016 EUR 73.88 Vontobel Financial Pro 6.80 6/9/2017 EUR 76.68 Vontobel Financial Pro 15.30 12/23/2016 EUR 73.05 Vontobel Financial Pro 13.70 12/23/2016 EUR 74.82 Vontobel Financial Pro 12.10 12/23/2016 EUR 76.72 Vontobel Financial Pro 15.05 9/23/2016 EUR 74.65 Vontobel Financial Pro 17.10 9/23/2016 EUR 72.23 Vontobel Financial Pro 19.50 9/23/2016 EUR 70.03 Goldman Sachs & Co Wer 4.00 8/24/2016 EUR 55.06 Goldman Sachs & Co Wer 5.00 12/21/2016 EUR 56.67 Goldman Sachs & Co Wer 5.00 3/22/2017 EUR 57.74 Goldman Sachs & Co Wer 5.00 6/21/2017 EUR 58.66 Goldman Sachs & Co Wer 16.00 3/22/2017 EUR 73.06 Goldman Sachs & Co Wer 23.00 10/26/2016 EUR 69.39 Goldman Sachs & Co Wer 23.00 9/21/2016 EUR 68.78 Goldman Sachs & Co Wer 21.00 12/21/2016 EUR 71.09 Goldman Sachs & Co Wer 23.00 8/24/2016 EUR 42.87 Credit Suisse AG/Nassa 7.25 6/14/2017 CHF 53.79 Vontobel Financial Pro 5.00 11/25/2016 EUR 57.77 Vontobel Financial Pro 3.50 11/25/2016 EUR 60.14 Vontobel Financial Pro 6.00 11/25/2016 EUR 55.51 Vontobel Financial Pro 7.50 11/25/2016 EUR 53.61 Vontobel Financial Pro 9.05 11/25/2016 EUR 51.92 Vontobel Financial Pro 10.50 11/25/2016 EUR 50.38 Vontobel Financial Pro 12.50 11/25/2016 EUR 49.12 Vontobel Financial Pro 11.00 9/23/2016 EUR 77.15 DZ Bank AG Deutsche Ze 5.90 12/21/2016 EUR 55.30 UBS AG/London 9.30 3/10/2017 EUR 56.82 Deutsche Bank AG 6.20 9/20/2016 EUR 68.10 Deutsche Bank AG 6.20 9/20/2016 EUR 63.60 Deutsche Bank AG 6.20 12/20/2016 EUR 69.60 Deutsche Bank AG 6.20 12/20/2016 EUR 65.10 Deutsche Bank AG 6.20 9/20/2016 EUR 75.50 Deutsche Bank AG 6.20 9/20/2016 EUR 70.90 Deutsche Bank AG 6.20 12/20/2016 EUR 76.90 Deutsche Bank AG 6.20 12/20/2016 EUR 72.40 Vontobel Financial Pro 7.00 12/23/2016 EUR 75.50 Notenstein La Roche Pr 4.00 9/26/2018 CHF 63.12 Notenstein La Roche Pr 7.50 9/26/2016 EUR 73.70 Notenstein La Roche Pr 7.00 9/26/2016 CHF 74.70 Notenstein La Roche Pr 7.00 9/26/2016 CHF 56.41 Notenstein La Roche Pr 6.50 9/26/2016 CHF 73.41 Notenstein La Roche Pr 5.50 9/26/2016 CHF 46.23 Notenstein La Roche Pr 3.50 9/26/2018 CHF 60.19 Notenstein La Roche Pr 6.50 9/26/2016 CHF 77.58 Notenstein La Roche Pr 5.00 9/26/2016 CHF 48.51 DZ Bank AG Deutsche Ze 5.60 3/30/2017 EUR 50.77 Bank Julius Baer & Co 5.20 9/25/2017 EUR 65.45 UniCredit Bank AG 4.00 10/14/2019 EUR 65.50 Notenstein La Roche Pr 8.00 10/3/2016 CHF 59.01 Notenstein La Roche Pr 7.50 10/3/2016 CHF 57.89 Notenstein La Roche Pr 7.00 10/3/2016 EUR 77.56 Credit Suisse AG/Nassa 6.25 10/6/2016 CHF 55.98 Notenstein La Roche Pr 7.00 10/10/2016 CHF 59.91 Credit Suisse AG/Nassa 6.25 10/14/2016 CHF 56.85 Notenstein La Roche Pr 6.00 10/17/2016 CHF 60.24 Zurcher Kantonalbank F 6.25 10/14/2016 CHF 62.19 Notenstein La Roche Pr 6.20 10/24/2016 CHF 60.19 Leonteq Securities AG 8.45 11/7/2016 CHF 36.98 Leonteq Securities AG 5.20 11/7/2016 CHF 45.49 Leonteq Securities AG/ 6.00 10/31/2018 CHF 66.41 Notenstein La Roche Pr 5.00 10/31/2018 CHF 62.32 Notenstein La Roche Pr 4.50 10/31/2018 CHF 58.01 Notenstein Finance Gue 7.30 10/28/2016 CHF 59.25 DekaBank Deutsche Giro 4.00 10/21/2016 EUR 72.63 Leonteq Securities AG 3.00 9/19/2019 CHF 40.47 DekaBank Deutsche Giro 8.50 10/27/2016 EUR 56.99 DekaBank Deutsche Giro 7.15 10/27/2017 EUR 60.40 Notenstein La Roche Pr 7.50 11/7/2016 EUR 75.80 Notenstein La Roche Pr 7.00 11/7/2016 CHF 77.08 Notenstein La Roche Pr 6.30 11/7/2016 CHF 75.09 DekaBank Deutsche Giro 3.50 10/28/2016 EUR 54.42 UBS AG/London 9.00 12/23/2016 EUR 70.14 UBS AG/London 11.50 12/23/2016 EUR 74.05 UBS AG/London 8.75 12/23/2016 EUR 48.06 UBS AG/London 9.50 12/23/2016 EUR 45.18 Notenstein La Roche Pr 5.30 11/14/2018 CHF 70.20 Notenstein La Roche Pr 6.00 11/14/2016 CHF 68.04 Notenstein La Roche Pr 4.80 11/14/2018 CHF 65.49 Credit Suisse AG/Nassa 6.00 11/17/2016 CHF 56.23 Leonteq Securities AG/ 5.00 11/14/2016 CHF 57.86 Banque Cantonale Vaudo 5.55 11/7/2016 CHF 59.57 Notenstein La Roche Pr 3.00 9/22/2020 CHF 50.70 Vontobel Financial Pro 5.00 11/21/2016 EUR 73.24 DekaBank Deutsche Giro 3.00 5/15/2018 EUR 69.80 Goldman Sachs & Co Wer 19.00 10/26/2016 EUR 74.52 Goldman Sachs & Co Wer 23.00 11/23/2016 EUR 71.18 Goldman Sachs & Co Wer 21.00 12/21/2016 EUR 72.23 Goldman Sachs & Co Wer 16.00 3/22/2017 EUR 76.51 Goldman Sachs & Co Wer 21.00 11/23/2016 EUR 74.56 HSBC Trinkaus & Burkha 14.90 9/23/2016 EUR 67.33 HSBC Trinkaus & Burkha 12.50 12/23/2016 EUR 70.11 HSBC Trinkaus & Burkha 8.60 1/27/2017 EUR 74.64 HSBC Trinkaus & Burkha 13.30 9/23/2016 EUR 74.72 HSBC Trinkaus & Burkha 17.80 9/23/2016 EUR 71.01 HSBC Trinkaus & Burkha 8.60 1/27/2017 EUR 57.96 HSBC Trinkaus & Burkha 10.80 9/23/2016 EUR 48.76 HSBC Trinkaus & Burkha 7.00 6/23/2017 EUR 55.17 HSBC Trinkaus & Burkha 7.90 1/27/2017 EUR 53.06 HSBC Trinkaus & Burkha 13.60 9/23/2016 EUR 66.48 HSBC Trinkaus & Burkha 14.50 12/23/2016 EUR 66.04 HSBC Trinkaus & Burkha 12.70 3/24/2017 EUR 68.43 HSBC Trinkaus & Burkha 10.50 3/24/2017 EUR 71.08 HSBC Trinkaus & Burkha 9.60 1/27/2017 EUR 72.18 Bank Julius Baer & Co 8.10 12/2/2016 CHF 75.55 Vontobel Financial Pro 20.50 9/23/2016 EUR 72.31 DZ Bank AG Deutsche Ze 6.50 9/19/2016 EUR 57.18 DZ Bank AG Deutsche Ze 6.30 12/19/2016 EUR 61.60 DZ Bank AG Deutsche Ze 6.50 3/20/2017 EUR 63.18 DZ Bank AG Deutsche Ze 7.30 3/20/2017 EUR 61.78 DZ Bank AG Deutsche Ze 8.40 3/20/2017 EUR 60.66 Vontobel Financial Pro 9.00 12/23/2016 EUR 54.86 Vontobel Financial Pro 8.00 12/23/2016 EUR 73.62 Zurcher Kantonalbank F 10.00 12/1/2016 EUR 70.67 DZ Bank AG Deutsche Ze 10.00 12/23/2016 EUR 74.95 DZ Bank AG Deutsche Ze 10.00 12/23/2016 EUR 66.68 DZ Bank AG Deutsche Ze 10.00 9/23/2016 EUR 47.99 DZ Bank AG Deutsche Ze 4.00 12/23/2016 EUR 53.07 DZ Bank AG Deutsche Ze 6.00 12/23/2016 EUR 51.89 EFG International Fina 5.00 8/15/2017 CHF 56.44 Raiffeisen Centrobank 7.00 8/22/2016 EUR 55.83 Leonteq Securities AG/ 8.00 8/8/2016 EUR 67.37 Zurcher Kantonalbank F 5.50 8/14/2017 CHF 76.90 Leonteq Securities AG/ 8.00 8/15/2016 CHF 72.03 UBS AG/London 5.75 12/23/2016 EUR 38.21 UBS AG/London 4.50 12/22/2017 EUR 59.48 UBS AG/London 7.50 12/23/2016 EUR 54.35 UBS AG/London 6.00 12/23/2016 EUR 49.66 UBS AG/London 7.00 12/22/2017 EUR 59.70 UBS AG/London 13.25 12/23/2016 EUR 76.15 UBS AG/London 7.00 12/22/2017 EUR 52.09 UBS AG/London 14.00 12/23/2016 EUR 43.73 UBS AG/London 11.00 12/23/2016 EUR 41.28 UBS AG/London 5.00 12/23/2016 EUR 53.38 UBS AG/London 4.00 12/22/2017 EUR 58.50 UBS AG/London 4.00 12/22/2017 EUR 75.07 UBS AG/London 5.50 12/23/2016 EUR 51.43 UBS AG/London 6.75 12/23/2016 EUR 66.15 UBS AG/London 12.25 12/23/2016 EUR 39.60 UBS AG/London 12.50 12/22/2017 EUR 71.69 UBS AG/London 9.50 12/22/2017 EUR 52.47 UBS AG/London 4.25 12/23/2016 EUR 55.41 UBS AG/London 9.00 12/22/2017 EUR 49.68 UBS AG/London 13.75 12/23/2016 EUR 68.50 UBS AG/London 5.00 12/23/2016 EUR 44.02 UBS AG/London 4.25 12/23/2016 EUR 49.56 UBS AG/London 8.25 12/23/2016 EUR 45.49 UBS AG/London 6.75 12/23/2016 EUR 48.14 UBS AG/London 5.75 12/22/2017 EUR 55.12 UBS AG/London 11.00 12/22/2017 EUR 74.20 UBS AG/London 5.00 12/22/2017 EUR 72.06 UBS AG/London 6.25 12/22/2017 EUR 54.18 UBS AG/London 6.75 12/23/2016 EUR 47.35 UBS AG/London 9.00 12/23/2016 EUR 50.48 UBS AG/London 5.00 12/22/2017 EUR 58.04 UBS AG/London 5.50 12/23/2016 EUR 76.62 UBS AG/London 7.75 12/22/2017 EUR 54.46 UBS AG/London 14.50 12/22/2017 EUR 72.21 UniCredit Bank AG 4.25 9/12/2017 EUR 72.32 Bayerische Landesbank 4.00 9/16/2016 EUR 53.41 Leonteq Securities AG/ 5.00 8/22/2016 CHF 44.40 EFG International Fina 5.00 8/15/2017 CHF 71.46 Vontobel Financial Pro 5.00 9/23/2016 EUR 48.27 Zurcher Kantonalbank F 8.00 9/1/2016 CHF 71.87 Zurcher Kantonalbank F 7.50 9/1/2016 CHF 53.62 Notenstein La Roche Pr 5.00 8/29/2018 CHF 56.77 Notenstein La Roche Pr 9.10 8/29/2016 CHF 21.99 Notenstein La Roche Pr 8.00 8/29/2016 CHF 76.89 Notenstein La Roche Pr 6.90 8/25/2016 CHF 54.58 Leonteq Securities AG/ 5.80 9/12/2016 CHF 68.01 Raiffeisen Centrobank 7.25 9/26/2016 EUR 53.26 Leonteq Securities AG/ 8.04 8/29/2016 EUR 74.96 Bank Julius Baer & Co 8.20 8/29/2016 CHF 46.25 Zurcher Kantonalbank F 7.50 9/12/2016 CHF 47.30 Notenstein La Roche Pr 5.04 8/28/2017 CHF 68.44 Notenstein La Roche Pr 5.00 9/5/2018 CHF 58.82 Notenstein La Roche Pr 7.00 9/5/2016 EUR 75.62 Notenstein La Roche Pr 7.00 9/5/2016 CHF 69.51 Leonteq Securities AG/ 4.68 8/29/2017 CHF 70.44 Leonteq Securities AG/ 9.50 9/8/2016 USD 47.91 Leonteq Securities AG/ 8.64 9/8/2016 CHF 48.67 Bank Julius Baer & Co 7.00 9/12/2016 CHF 50.65 Leonteq Securities AG/ 5.99 9/11/2017 EUR 64.52 Vontobel Financial Pro 4.45 9/5/2016 EUR 45.51 Notenstein La Roche Pr 7.50 9/12/2016 CHF 68.66 Notenstein La Roche Pr 7.50 9/12/2016 EUR 46.87 Credit Suisse AG/Nassa 5.75 9/19/2016 CHF 66.22 Zurcher Kantonalbank F 7.60 9/16/2016 CHF 72.83 Zurcher Kantonalbank F 7.15 9/16/2016 CHF 74.98 Vontobel Financial Pro 5.84 9/9/2016 EUR 30.62 Leonteq Securities AG 6.00 9/26/2016 CHF 53.49 Leonteq Securities AG 7.20 9/26/2016 EUR 68.49 Notenstein La Roche Pr 7.20 9/19/2016 CHF 54.93 Notenstein La Roche Pr 6.50 9/19/2016 CHF 57.85 Bank Julius Baer & Co 5.50 11/24/2016 CHF 67.35 Bank Julius Baer & Co 6.85 12/5/2016 CHF 50.40 Notenstein La Roche Pr 7.11 11/25/2016 EUR 50.50 Credit Suisse AG/Nassa 8.00 12/5/2016 EUR 74.32 DZ Bank AG Deutsche Ze 7.25 12/19/2016 EUR 51.10 DZ Bank AG Deutsche Ze 6.50 9/19/2016 EUR 75.83 DZ Bank AG Deutsche Ze 7.00 3/20/2017 EUR 73.52 DZ Bank AG Deutsche Ze 7.25 9/19/2016 EUR 70.07 DZ Bank AG Deutsche Ze 8.00 12/19/2016 EUR 72.14 DZ Bank AG Deutsche Ze 10.25 9/19/2016 EUR 52.74 DZ Bank AG Deutsche Ze 8.75 9/19/2016 EUR 52.57 DZ Bank AG Deutsche Ze 9.00 9/19/2016 EUR 49.49 DZ Bank AG Deutsche Ze 9.25 12/19/2016 EUR 51.82 DZ Bank AG Deutsche Ze 7.25 12/19/2016 EUR 54.20 Vontobel Financial Pro 15.55 9/23/2016 EUR 75.76 Vontobel Financial Pro 18.50 9/23/2016 EUR 72.76 Vontobel Financial Pro 15.00 12/23/2016 EUR 76.12 Vontobel Financial Pro 13.50 9/23/2016 EUR 75.90 Vontobel Financial Pro 15.00 9/23/2016 EUR 74.31 Vontobel Financial Pro 16.00 12/23/2016 EUR 73.65 UniCredit Bank AG 7.00 12/28/2016 EUR 58.36 Commerzbank AG 9.50 8/25/2016 EUR 50.24 Commerzbank AG 8.50 11/24/2016 EUR 52.32 Deutsche Bank AG 7.20 3/21/2017 EUR 67.30 Deutsche Bank AG 5.20 6/20/2017 EUR 65.60 Deutsche Bank AG 7.20 6/20/2017 EUR 67.30 Deutsche Bank AG 7.20 6/20/2017 EUR 64.20 Deutsche Bank AG 5.20 6/20/2017 EUR 62.40 Deutsche Bank AG 7.20 6/20/2017 EUR 61.20 Deutsche Bank AG 5.20 6/20/2017 EUR 59.50 Deutsche Bank AG 5.20 6/20/2017 EUR 56.80 Deutsche Bank AG 7.20 6/20/2017 EUR 58.60 Deutsche Bank AG 5.20 6/20/2017 EUR 54.40 Deutsche Bank AG 7.20 6/20/2017 EUR 56.20 Deutsche Bank AG 5.20 3/21/2017 EUR 62.10 Deutsche Bank AG 7.20 3/21/2017 EUR 63.30 Deutsche Bank AG 7.20 3/21/2017 EUR 60.60 Deutsche Bank AG 7.20 3/21/2017 EUR 58.10 Deutsche Bank AG 7.20 3/21/2017 EUR 55.80 Deutsche Bank AG 7.20 6/20/2017 EUR 64.70 Deutsche Bank AG 5.20 6/20/2017 EUR 60.30 Deutsche Bank AG 7.20 6/20/2017 EUR 62.40 Deutsche Bank AG 5.20 6/20/2017 EUR 57.80 Deutsche Bank AG 7.20 6/20/2017 EUR 59.60 Deutsche Bank AG 5.20 6/20/2017 EUR 55.60 Deutsche Bank AG 7.20 6/20/2017 EUR 57.30 Deutsche Bank AG 7.20 6/20/2017 EUR 55.20 Deutsche Bank AG 5.20 6/20/2017 EUR 53.50 Deutsche Bank AG 7.20 6/20/2017 EUR 53.30 Deutsche Bank AG 5.20 6/20/2017 EUR 51.60 Deutsche Bank AG 5.20 6/20/2017 EUR 75.40 DZ Bank AG Deutsche Ze 8.90 9/23/2016 EUR 54.79 DZ Bank AG Deutsche Ze 4.90 12/23/2016 EUR 77.64 DZ Bank AG Deutsche Ze 7.20 9/23/2016 EUR 75.08 DZ Bank AG Deutsche Ze 7.10 9/23/2016 EUR 71.67 DZ Bank AG Deutsche Ze 6.80 3/24/2017 EUR 74.60 DZ Bank AG Deutsche Ze 7.80 12/23/2016 EUR 56.59 DZ Bank AG Deutsche Ze 7.70 3/24/2017 EUR 58.45 Vontobel Financial Pro 7.60 12/23/2016 EUR 72.33 Vontobel Financial Pro 7.65 12/23/2016 EUR 72.40 Vontobel Financial Pro 8.10 12/23/2016 EUR 72.65 Commerzbank AG 4.50 11/24/2016 EUR 57.27 Commerzbank AG 5.00 11/24/2016 EUR 56.14 Commerzbank AG 5.75 11/24/2016 EUR 55.15 Commerzbank AG 6.25 11/24/2016 EUR 54.14 Commerzbank AG 7.00 11/24/2016 EUR 53.23 Commerzbank AG 7.75 11/24/2016 EUR 52.39 Commerzbank AG 8.50 11/24/2016 EUR 51.60 Commerzbank AG 9.25 11/24/2016 EUR 50.82 Commerzbank AG 12.25 11/24/2016 EUR 75.74 Commerzbank AG 8.00 11/24/2016 EUR 73.81 Commerzbank AG 9.75 11/24/2016 EUR 70.58 Commerzbank AG 11.75 11/24/2016 EUR 67.78 Commerzbank AG 9.50 11/24/2016 EUR 73.09 Vontobel Financial Pro 11.10 9/23/2016 EUR 76.14 Vontobel Financial Pro 13.05 9/23/2016 EUR 74.12 Vontobel Financial Pro 10.50 11/25/2016 EUR 76.72 Bank Julius Baer & Co 6.50 12/2/2016 EUR 51.15 UniCredit Bank AG 5.00 6/22/2017 EUR 53.51 UniCredit Bank AG 4.80 6/22/2017 EUR 54.90 UniCredit Bank AG 4.60 6/22/2017 EUR 56.37 UniCredit Bank AG 4.60 6/22/2017 EUR 56.94 UniCredit Bank AG 4.40 6/22/2017 EUR 57.93 UniCredit Bank AG 4.40 6/22/2017 EUR 59.16 UniCredit Bank AG 4.40 6/22/2017 EUR 59.79 UniCredit Bank AG 4.20 6/22/2017 EUR 60.24 UniCredit Bank AG 5.00 6/22/2017 EUR 54.02 UniCredit Bank AG 5.00 6/22/2017 EUR 54.54 UniCredit Bank AG 4.80 6/22/2017 EUR 55.44 UniCredit Bank AG 4.80 6/22/2017 EUR 55.98 UniCredit Bank AG 4.60 6/22/2017 EUR 57.52 UniCredit Bank AG 4.40 6/22/2017 EUR 58.54 UniCredit Bank AG 4.20 6/22/2017 EUR 60.89 Goldman Sachs & Co Wer 5.00 9/21/2016 EUR 55.53 Goldman Sachs & Co Wer 18.00 3/22/2017 EUR 75.72 Goldman Sachs & Co Wer 6.00 12/21/2016 EUR 57.10 Credit Suisse AG/Nassa 8.00 12/7/2016 CHF 71.26 Notenstein La Roche Pr 7.00 6/7/2017 CHF 70.91 Deutsche Bank AG 6.20 10/26/2016 EUR 75.10 Deutsche Bank AG 4.20 10/26/2016 EUR 74.60 Deutsche Bank AG 4.20 11/23/2016 EUR 74.90 Deutsche Bank AG 6.20 11/23/2016 EUR 75.50 Deutsche Bank AG 6.20 10/26/2016 EUR 61.20 Deutsche Bank AG 6.20 10/26/2016 EUR 50.40 Deutsche Bank AG 4.20 11/23/2016 EUR 61.10 Deutsche Bank AG 6.20 11/23/2016 EUR 61.70 Deutsche Bank AG 6.20 11/23/2016 EUR 50.80 Deutsche Bank AG 4.20 9/20/2016 EUR 74.90 Deutsche Bank AG 6.20 9/20/2016 EUR 75.10 Deutsche Bank AG 6.20 10/26/2016 EUR 75.70 Deutsche Bank AG 4.20 10/26/2016 EUR 75.30 Deutsche Bank AG 4.20 11/23/2016 EUR 75.60 Deutsche Bank AG 6.20 11/23/2016 EUR 76.20 Deutsche Bank AG 4.20 12/20/2016 EUR 75.80 Deutsche Bank AG 6.20 12/20/2016 EUR 76.60 Deutsche Bank AG 4.20 10/26/2016 EUR 57.10 Deutsche Bank AG 4.20 11/23/2016 EUR 57.40 Deutsche Bank AG 4.20 10/26/2016 EUR 76.20 Deutsche Bank AG 4.20 11/23/2016 EUR 76.20 Deutsche Bank AG 4.20 10/26/2016 EUR 75.80 Deutsche Bank AG 4.20 11/23/2016 EUR 76.10 Leonteq Securities AG 9.60 12/7/2016 CHF 69.43 Vontobel Financial Pro 10.50 12/23/2016 EUR 74.30 Vontobel Financial Pro 7.55 12/23/2016 EUR 72.69 Vontobel Financial Pro 7.60 12/23/2016 EUR 72.85 DZ Bank AG Deutsche Ze 7.80 3/20/2017 EUR 58.85 DZ Bank AG Deutsche Ze 6.30 3/20/2017 EUR 55.09 DZ Bank AG Deutsche Ze 7.00 3/20/2017 EUR 53.87 Vontobel Financial Pro 4.75 12/23/2016 EUR 70.63 DZ Bank AG Deutsche Ze 4.00 12/7/2016 EUR 59.16 Vontobel Financial Pro 9.00 12/23/2016 EUR 52.35 Zurcher Kantonalbank F 12.00 12/8/2016 CHF 61.01 Credit Suisse AG/Nassa 7.50 6/9/2017 EUR 68.43 Credit Suisse AG/Londo 7.25 12/7/2016 CHF 69.34 Deutsche Bank AG 9.20 8/24/2016 EUR 63.60 Deutsche Bank AG 7.20 8/24/2016 EUR 63.50 Deutsche Bank AG 7.20 8/24/2016 EUR 59.60 Deutsche Bank AG 9.20 8/24/2016 EUR 59.70 Deutsche Bank AG 5.20 8/24/2016 EUR 59.50 Deutsche Bank AG 9.20 11/23/2016 EUR 65.70 Deutsche Bank AG 7.20 11/23/2016 EUR 65.10 Deutsche Bank AG 5.20 11/23/2016 EUR 64.50 Deutsche Bank AG 5.20 11/23/2016 EUR 60.60 Deutsche Bank AG 9.20 11/23/2016 EUR 61.80 Deutsche Bank AG 7.20 11/23/2016 EUR 61.20 Deutsche Bank AG 7.20 7/26/2017 EUR 67.20 Deutsche Bank AG 9.20 7/26/2017 EUR 69.10 Deutsche Bank AG 5.20 7/26/2017 EUR 65.20 Deutsche Bank AG 5.20 7/26/2017 EUR 61.70 Deutsche Bank AG 7.20 7/26/2017 EUR 63.60 Deutsche Bank AG 9.20 7/26/2017 EUR 65.60 Bank Julius Baer & Co 5.60 12/8/2016 CHF 51.00 Bank Julius Baer & Co 5.90 12/8/2016 CHF 55.20 Vontobel Financial Pro 16.50 9/23/2016 EUR 72.93 Vontobel Financial Pro 17.05 9/23/2016 EUR 74.80 Vontobel Financial Pro 14.00 9/23/2016 EUR 52.97 Vontobel Financial Pro 6.50 12/23/2016 EUR 62.23 Vontobel Financial Pro 5.00 12/23/2016 EUR 65.13 Landesbank Baden-Wuert 3.85 8/25/2017 EUR 48.61 DekaBank Deutsche Giro 4.00 8/19/2016 EUR 33.06 Kaupthing ehf 5.00 1/4/2027 SKK 17.63 Landesbank Baden-Wuert 3.20 8/26/2016 EUR 55.34 Podkarpacki Bank Spold 5.74 2/23/2025 PLN 50.00 Commerzbank AG 20.00 5/28/2018 SEK 53.65 Landesbank Baden-Wuert 3.33 9/23/2016 EUR 53.50 Societe Generale Effek 4.00 6/26/2017 EUR 47.96 Landesbank Baden-Wuert 3.15 10/28/2016 EUR 52.52 DZ Bank AG Deutsche Ze 3.50 9/30/2016 EUR 69.29 Landesbank Baden-Wuert 3.30 12/23/2016 EUR 73.97 Notenstein La Roche Pr 7.40 10/31/2016 CHF 27.31 Zurcher Kantonalbank F 5.25 11/1/2016 CHF 22.57 Dayli Polska Sp zoo 8.50 9/5/2016 PLN 15.01 Notenstein La Roche Pr 10.00 5/23/2017 CHF 73.70 UBS AG/London 9.00 11/11/2016 CHF 56.99 Vontobel Financial Pro 13.00 12/23/2016 EUR 75.75 Credit Suisse AG/Nassa 7.20 5/12/2017 CHF 73.94 Vontobel Financial Pro 16.00 9/23/2016 EUR 72.75 Vontobel Financial Pro 19.00 9/23/2016 EUR 69.95 Vontobel Financial Pro 12.55 12/23/2016 EUR 76.32 Leonteq Securities AG 7.40 11/20/2017 EUR 70.23 Notenstein Finance Gue 8.12 5/16/2017 CHF 72.42 Property Lease Fund SA 9.00 12/23/2016 PLN 42.00 Credit Suisse AG/Nassa 8.00 11/24/2016 CHF 70.31 Vontobel Financial Pro 14.00 9/23/2016 EUR 74.53 Vontobel Financial Pro 16.50 9/23/2016 EUR 71.84 Vontobel Financial Pro 13.50 12/23/2016 EUR 74.91 Vontobel Financial Pro 3.00 9/23/2016 EUR 56.63 Vontobel Financial Pro 4.00 9/23/2016 EUR 55.44 Vontobel Financial Pro 4.50 9/23/2016 EUR 54.25 Vontobel Financial Pro 5.00 9/23/2016 EUR 53.12 Vontobel Financial Pro 6.00 9/23/2016 EUR 52.10 Vontobel Financial Pro 9.50 11/25/2016 EUR 74.35 Vontobel Financial Pro 6.50 9/23/2016 EUR 51.06 Vontobel Financial Pro 7.50 9/23/2016 EUR 50.14 Vontobel Financial Pro 8.50 9/23/2016 EUR 49.25 Vontobel Financial Pro 9.05 9/23/2016 EUR 48.35 Vontobel Financial Pro 10.00 9/23/2016 EUR 47.54 Vontobel Financial Pro 11.00 9/23/2016 EUR 46.77 Vontobel Financial Pro 12.00 9/23/2016 EUR 46.04 Vontobel Financial Pro 13.00 9/23/2016 EUR 45.33 Vontobel Financial Pro 15.00 9/23/2016 EUR 44.01 Vontobel Financial Pro 12.00 12/23/2016 EUR 46.69 Vontobel Financial Pro 10.50 12/23/2016 EUR 47.70 HSBC Trinkaus & Burkha 11.80 9/23/2016 EUR 72.18 HSBC Trinkaus & Burkha 11.90 12/23/2016 EUR 72.40 Vontobel Financial Pro 9.00 12/23/2016 EUR 48.55 Vontobel Financial Pro 7.40 11/25/2016 EUR 73.28 Vontobel Financial Pro 17.50 9/23/2016 EUR 74.95 Credit Suisse AG/Londo 7.25 11/23/2016 CHF 49.92 Vontobel Financial Pro 18.50 9/23/2016 EUR 66.71 Vontobel Financial Pro 15.05 9/23/2016 EUR 70.08 Vontobel Financial Pro 12.00 9/23/2016 EUR 73.97 Commerzbank AG 8.50 10/27/2016 EUR 76.03 Commerzbank AG 10.25 10/27/2016 EUR 72.51 Commerzbank AG 12.50 10/27/2016 EUR 69.49 DZ Bank AG Deutsche Ze 5.50 11/25/2016 EUR 75.22 DZ Bank AG Deutsche Ze 5.00 11/25/2016 EUR 66.98 Vontobel Financial Pro 3.05 10/28/2016 EUR 59.78 Vontobel Financial Pro 5.05 10/28/2016 EUR 54.84 Vontobel Financial Pro 4.00 12/23/2016 EUR 57.80 Vontobel Financial Pro 5.00 12/23/2016 EUR 55.61 Vontobel Financial Pro 6.05 12/23/2016 EUR 53.67 Vontobel Financial Pro 7.15 12/23/2016 EUR 51.93 Vontobel Financial Pro 8.50 12/23/2016 EUR 50.46 Vontobel Financial Pro 10.00 12/23/2016 EUR 49.20 Vontobel Financial Pro 10.00 11/25/2016 EUR 65.18 Bank Julius Baer & Co 6.00 11/24/2016 CHF 73.70 Bank Julius Baer & Co 6.30 11/24/2016 CHF 70.20 Landesbank Baden-Wuert 2.00 11/25/2016 EUR 59.26 Landesbank Baden-Wuert 3.00 11/25/2016 EUR 55.99 Landesbank Baden-Wuert 4.00 11/25/2016 EUR 54.04 Landesbank Baden-Wuert 2.50 11/25/2016 EUR 66.20 Landesbank Baden-Wuert 4.50 11/25/2016 EUR 60.38 Landesbank Baden-Wuert 5.00 11/25/2016 EUR 52.06 Credit Suisse AG/Londo 7.00 5/24/2017 CHF 74.86 Deutsche Bank AG 6.50 12/20/2016 EUR 51.24 Bank Julius Baer & Co 10.90 11/25/2016 CHF 74.10 DZ Bank AG Deutsche Ze 5.80 12/19/2016 EUR 59.81 DZ Bank AG Deutsche Ze 4.90 9/19/2016 EUR 54.39 DZ Bank AG Deutsche Ze 4.70 12/19/2016 EUR 55.54 Vontobel Financial Pro 15.00 9/23/2016 EUR 74.05 Vontobel Financial Pro 14.00 12/23/2016 EUR 75.05 Vontobel Financial Pro 13.50 9/23/2016 EUR 75.29 Landesbank Hessen-Thue 3.50 6/6/2018 EUR 70.94 Vontobel Financial Pro 10.00 9/23/2016 EUR 68.74 Vontobel Financial Pro 15.50 12/9/2016 EUR 76.24 UBS AG/London 8.90 12/9/2016 EUR 74.22 Vontobel Financial Pro 12.85 6/9/2017 EUR 75.63 Vontobel Financial Pro 12.40 12/9/2016 EUR 75.59 Vontobel Financial Pro 13.90 3/10/2017 EUR 75.02 Vontobel Financial Pro 15.45 6/9/2017 EUR 74.31 Vontobel Financial Pro 10.00 9/23/2016 EUR 72.01 Vontobel Financial Pro 10.00 9/23/2016 EUR 41.83 Goldman Sachs & Co Wer 5.00 9/20/2017 EUR 62.83 Goldman Sachs & Co Wer 9.00 8/24/2016 EUR 74.08 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 74.46 Goldman Sachs & Co Wer 11.00 8/24/2016 EUR 49.65 Goldman Sachs & Co Wer 4.00 11/23/2016 EUR 49.94 Goldman Sachs & Co Wer 10.00 11/23/2016 EUR 52.01 Goldman Sachs & Co Wer 5.00 9/20/2017 EUR 53.92 Goldman Sachs & Co Wer 23.00 9/21/2016 EUR 69.00 Goldman Sachs & Co Wer 20.00 10/26/2016 EUR 70.39 Goldman Sachs & Co Wer 19.00 11/23/2016 EUR 71.62 Goldman Sachs & Co Wer 16.00 6/21/2017 EUR 75.17 Goldman Sachs & Co Wer 14.00 11/23/2016 EUR 43.37 Goldman Sachs & Co Wer 14.00 10/26/2016 EUR 72.67 Goldman Sachs & Co Wer 13.00 11/23/2016 EUR 73.46 Goldman Sachs & Co Wer 24.00 9/21/2016 EUR 71.24 Goldman Sachs & Co Wer 18.00 10/26/2016 EUR 75.55 Bank Julius Baer & Co 9.80 11/7/2016 EUR 34.55 UBS AG/London 12.00 11/4/2016 CHF 33.84 UBS AG 5.50 12/23/2016 EUR 75.21 UBS AG 13.75 12/23/2016 EUR 69.21 UBS AG 6.00 12/23/2016 EUR 69.39 UBS AG 8.00 12/23/2016 EUR 66.26 UBS AG 4.50 12/23/2016 EUR 73.89 UBS AG 6.00 12/23/2016 EUR 69.68 UBS AG 8.00 12/23/2016 EUR 66.01 UBS AG 6.50 12/23/2016 EUR 68.59 UBS AG 9.00 9/23/2016 EUR 75.25 UBS AG 8.50 12/23/2016 EUR 76.33 UBS AG 11.00 12/23/2016 EUR 73.72 Vontobel Financial Pro 6.50 12/23/2016 EUR 52.23 Bank Julius Baer & Co 5.50 11/6/2017 CHF 48.35 Credit Suisse AG/Londo 7.00 5/16/2017 CHF 70.46 DZ Bank AG Deutsche Ze 5.75 9/23/2016 EUR 49.10 DZ Bank AG Deutsche Ze 6.00 12/23/2016 EUR 49.45 DZ Bank AG Deutsche Ze 5.25 3/24/2017 EUR 51.67 Deutsche Bank AG 6.20 8/24/2016 EUR 57.00 Deutsche Bank AG 4.20 8/24/2016 EUR 54.10 Deutsche Bank AG 6.20 8/24/2016 EUR 54.20 Deutsche Bank AG 6.20 8/24/2016 EUR 51.60 Deutsche Bank AG 6.20 9/20/2016 EUR 52.10 Deutsche Bank AG 6.20 10/26/2016 EUR 58.10 Deutsche Bank AG 6.20 10/26/2016 EUR 55.20 Deutsche Bank AG 4.20 10/26/2016 EUR 54.80 Deutsche Bank AG 6.20 10/26/2016 EUR 52.70 Deutsche Bank AG 6.20 11/23/2016 EUR 58.50 Deutsche Bank AG 4.20 11/23/2016 EUR 57.90 Deutsche Bank AG 4.20 11/23/2016 EUR 55.10 Deutsche Bank AG 6.20 11/23/2016 EUR 55.70 Deutsche Bank AG 6.20 11/23/2016 EUR 53.20 Deutsche Bank AG 4.20 8/24/2016 EUR 53.80 Deutsche Bank AG 6.20 8/24/2016 EUR 53.90 Deutsche Bank AG 6.20 8/24/2016 EUR 51.60 Deutsche Bank AG 6.20 8/24/2016 EUR 49.40 Deutsche Bank AG 6.20 8/24/2016 EUR 47.50 Deutsche Bank AG 4.20 10/26/2016 EUR 54.50 Deutsche Bank AG 6.20 10/26/2016 EUR 50.50 Deutsche Bank AG 6.20 10/26/2016 EUR 48.60 Deutsche Bank AG 6.20 10/26/2016 EUR 46.70 Deutsche Bank AG 4.20 11/23/2016 EUR 54.90 Deutsche Bank AG 4.20 11/23/2016 EUR 52.50 Deutsche Bank AG 6.20 11/23/2016 EUR 51.00 Deutsche Bank AG 4.20 11/23/2016 EUR 50.40 Deutsche Bank AG 6.20 11/23/2016 EUR 49.00 Deutsche Bank AG 6.20 11/23/2016 EUR 47.20 Deutsche Bank AG 3.20 8/24/2016 EUR 56.90 Deutsche Bank AG 3.20 10/26/2016 EUR 57.40 Deutsche Bank AG 3.20 11/23/2016 EUR 60.80 Deutsche Bank AG 3.20 11/23/2016 EUR 57.60 Deutsche Bank AG 3.20 11/23/2016 EUR 57.10 Deutsche Bank AG 3.20 11/23/2016 EUR 54.60 Deutsche Bank AG 3.20 11/23/2016 EUR 52.20 Deutsche Bank AG 7.20 8/24/2016 EUR 51.70 Deutsche Bank AG 7.20 9/20/2016 EUR 52.20 Deutsche Bank AG 7.20 10/26/2016 EUR 52.90 Deutsche Bank AG 7.20 11/23/2016 EUR 53.50 Deutsche Bank AG 7.20 12/20/2016 EUR 54.00 Deutsche Bank AG 7.20 3/21/2017 EUR 55.80 Deutsche Bank AG 7.20 8/24/2016 EUR 47.50 Deutsche Bank AG 7.20 10/26/2016 EUR 48.80 Deutsche Bank AG 7.20 11/23/2016 EUR 49.30 Deutsche Bank AG 9.20 8/24/2016 EUR 51.80 Deutsche Bank AG 9.20 9/20/2016 EUR 52.40 Deutsche Bank AG 9.20 10/26/2016 EUR 53.40 Deutsche Bank AG 9.20 11/23/2016 EUR 54.10 Deutsche Bank AG 9.20 12/20/2016 EUR 54.70 Deutsche Bank AG 9.20 3/21/2017 EUR 57.00 Deutsche Bank AG 9.20 8/24/2016 EUR 76.70 Deutsche Bank AG 9.20 8/24/2016 EUR 45.80 Deutsche Bank AG 9.20 10/26/2016 EUR 47.40 Deutsche Bank AG 9.20 11/23/2016 EUR 48.10 Deutsche Bank AG 9.20 3/21/2017 EUR 51.20 HSBC Trinkaus & Burkha 9.10 10/28/2016 EUR 75.65 HSBC Trinkaus & Burkha 13.00 9/23/2016 EUR 76.03 HSBC Trinkaus & Burkha 13.30 12/23/2016 EUR 75.87 HSBC Trinkaus & Burkha 14.00 12/23/2016 EUR 69.96 HSBC Trinkaus & Burkha 12.00 12/23/2016 EUR 72.26 HSBC Trinkaus & Burkha 10.90 10/28/2016 EUR 73.63 HSBC Trinkaus & Burkha 12.50 9/23/2016 EUR 68.49 Bank Julius Baer & Co 12.60 11/17/2016 CHF 39.80 Vontobel Financial Pro 4.05 9/23/2016 EUR 63.84 Vontobel Financial Pro 5.55 9/23/2016 EUR 60.50 Vontobel Financial Pro 7.15 9/23/2016 EUR 57.54 Vontobel Financial Pro 9.20 9/23/2016 EUR 54.95 Vontobel Financial Pro 11.55 9/23/2016 EUR 52.67 Vontobel Financial Pro 9.65 12/23/2016 EUR 54.89 Vontobel Financial Pro 8.05 12/23/2016 EUR 56.86 Vontobel Financial Pro 6.50 12/23/2016 EUR 59.10 UBS AG 9.45 11/8/2016 USD 18.20 DZ Bank AG Deutsche Ze 10.00 12/19/2016 EUR 76.60 DZ Bank AG Deutsche Ze 7.00 12/19/2016 EUR 52.50 Vontobel Financial Pro 8.50 9/23/2016 EUR 72.14 Vontobel Financial Pro 6.50 9/23/2016 EUR 75.64 Vontobel Financial Pro 6.65 12/23/2016 EUR 77.09 Vontobel Financial Pro 8.00 12/23/2016 EUR 74.00 Goldman Sachs & Co Wer 21.00 11/23/2016 EUR 69.96 Goldman Sachs & Co Wer 18.00 11/23/2016 EUR 49.86 Goldman Sachs & Co Wer 21.00 12/21/2016 EUR 48.92 Goldman Sachs & Co Wer 21.00 11/23/2016 EUR 42.93 Goldman Sachs & Co Wer 22.00 11/23/2016 EUR 67.81 Goldman Sachs & Co Wer 21.00 12/21/2016 EUR 69.16 Goldman Sachs & Co Wer 20.00 11/23/2016 EUR 74.27 Credit Suisse AG/Londo 7.00 11/18/2016 EUR 73.95 Zurcher Kantonalbank F 7.02 11/18/2016 CHF 73.26 Deutsche Bank AG 5.20 8/24/2016 EUR 60.10 Deutsche Bank AG 5.20 8/24/2016 EUR 57.00 Deutsche Bank AG 5.20 8/24/2016 EUR 51.60 Deutsche Bank AG 5.20 10/26/2016 EUR 61.00 Deutsche Bank AG 5.20 10/26/2016 EUR 57.90 Deutsche Bank AG 5.20 10/26/2016 EUR 52.50 Deutsche Bank AG 5.20 11/23/2016 EUR 61.40 Deutsche Bank AG 5.20 11/23/2016 EUR 58.20 Deutsche Bank AG 5.20 11/23/2016 EUR 52.90 Deutsche Bank AG 5.20 3/21/2017 EUR 54.50 Deutsche Bank AG 5.20 8/24/2016 EUR 56.40 Deutsche Bank AG 5.20 8/24/2016 EUR 53.90 Deutsche Bank AG 5.20 8/24/2016 EUR 51.50 Deutsche Bank AG 5.20 8/24/2016 EUR 49.40 Deutsche Bank AG 5.20 8/24/2016 EUR 47.40 Deutsche Bank AG 5.20 10/26/2016 EUR 50.30 Deutsche Bank AG 5.20 10/26/2016 EUR 48.30 Deutsche Bank AG 5.20 11/23/2016 EUR 50.70 Deutsche Bank AG 5.20 11/23/2016 EUR 48.70 Deutsche Bank AG 5.20 3/21/2017 EUR 59.30 Deutsche Bank AG 5.20 8/24/2016 EUR 75.20 Deutsche Bank AG 5.20 10/26/2016 EUR 76.10 Deutsche Bank AG 5.50 3/21/2017 EUR 74.70 Deutsche Bank AG 5.50 9/20/2016 EUR 75.10 Deutsche Bank AG 6.50 9/20/2016 EUR 75.20 Deutsche Bank AG 6.50 9/20/2016 EUR 71.50 Deutsche Bank AG 5.50 9/20/2016 EUR 71.40 Deutsche Bank AG 5.50 9/20/2016 EUR 68.00 Deutsche Bank AG 6.50 9/20/2016 EUR 68.10 Deutsche Bank AG 6.50 12/20/2016 EUR 76.60 Deutsche Bank AG 5.50 12/20/2016 EUR 76.20 Deutsche Bank AG 5.50 12/20/2016 EUR 72.60 Deutsche Bank AG 6.50 12/20/2016 EUR 73.00 Deutsche Bank AG 6.50 12/20/2016 EUR 69.70 Deutsche Bank AG 5.50 12/20/2016 EUR 69.30 Deutsche Bank AG 6.50 3/21/2017 EUR 74.20 Deutsche Bank AG 5.50 3/21/2017 EUR 73.60 Deutsche Bank AG 5.50 3/21/2017 EUR 70.50 Deutsche Bank AG 6.50 3/21/2017 EUR 71.10 Deutsche Bank AG 6.50 9/20/2016 EUR 73.90 Deutsche Bank AG 5.50 9/20/2016 EUR 73.80 Deutsche Bank AG 6.50 12/20/2016 EUR 74.30 Deutsche Bank AG 5.50 12/20/2016 EUR 73.90 Bank Julius Baer & Co 11.35 11/18/2016 CHF 42.60 Bank Julius Baer & Co 6.15 11/18/2016 CHF 69.90 Bank Julius Baer & Co 7.10 11/18/2016 EUR 53.60 DZ Bank AG Deutsche Ze 7.10 11/23/2016 EUR 48.09 UBS AG/London 7.50 2/10/2017 EUR 57.92 UBS AG/London 10.90 2/10/2017 EUR 74.34 UBS AG/London 4.70 2/10/2017 EUR 49.78 UBS AG/London 8.40 12/9/2016 EUR 56.91 Vontobel Financial Pro 17.35 3/10/2017 EUR 73.34 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 74.46 Goldman Sachs & Co Wer 11.00 8/24/2016 EUR 49.65 Goldman Sachs & Co Wer 4.00 10/26/2016 EUR 49.66 Goldman Sachs & Co Wer 10.00 11/23/2016 EUR 52.01 Goldman Sachs & Co Wer 21.00 10/26/2016 EUR 70.82 Goldman Sachs & Co Wer 20.00 11/23/2016 EUR 72.16 Goldman Sachs & Co Wer 14.00 10/26/2016 EUR 75.38 Goldman Sachs & Co Wer 14.00 11/23/2016 EUR 76.54 Goldman Sachs & Co Wer 21.00 11/23/2016 EUR 69.47 Goldman Sachs & Co Wer 17.00 11/23/2016 EUR 41.77 Goldman Sachs & Co Wer 25.00 8/24/2016 EUR 62.24 Goldman Sachs & Co Wer 20.00 11/23/2016 EUR 67.23 Goldman Sachs & Co Wer 19.00 12/21/2016 EUR 68.42 Goldman Sachs & Co Wer 13.00 9/20/2017 EUR 74.85 Goldman Sachs & Co Wer 19.00 11/23/2016 EUR 75.42 Goldman Sachs & Co Wer 22.00 10/26/2016 EUR 73.15 Bank Julius Baer & Co 9.90 11/11/2016 USD 66.10 Leonteq Securities AG 10.00 11/16/2016 CHF 69.62 UBS AG 8.50 9/23/2016 EUR 70.03 UBS AG 4.25 12/23/2016 EUR 73.39 UBS AG 7.50 12/23/2016 EUR 38.35 UBS AG 5.50 9/23/2016 EUR 73.92 UBS AG 7.50 12/23/2016 EUR 71.77 UBS AG 6.00 9/23/2016 EUR 68.70 UBS AG 7.50 12/23/2016 EUR 75.27 UBS AG 5.50 12/23/2016 EUR 41.09 UBS AG 8.50 9/23/2016 EUR 64.80 Vontobel Financial Pro 8.30 6/9/2017 EUR 72.93 Vontobel Financial Pro 7.70 6/9/2017 EUR 75.50 Vontobel Financial Pro 11.50 9/8/2017 EUR 72.93 Vontobel Financial Pro 8.50 9/8/2017 EUR 75.26 Vontobel Financial Pro 9.95 12/9/2016 EUR 74.53 Vontobel Financial Pro 7.05 3/10/2017 EUR 75.43 DZ Bank AG Deutsche Ze 7.30 12/19/2016 EUR 56.44 Bank Julius Baer & Co 6.00 11/16/2016 CHF 69.60 Credit Suisse AG/Londo 7.25 5/9/2017 CHF 70.24 Bank Julius Baer & Co 9.40 11/10/2016 CHF 35.90 DZ Bank AG Deutsche Ze 5.00 11/25/2016 EUR 69.44 DZ Bank AG Deutsche Ze 7.10 12/19/2016 EUR 46.70 DZ Bank AG Deutsche Ze 5.00 11/25/2016 EUR 70.21 DZ Bank AG Deutsche Ze 10.00 9/23/2016 EUR 51.21 DZ Bank AG Deutsche Ze 9.50 12/23/2016 EUR 70.51 DZ Bank AG Deutsche Ze 7.50 9/23/2016 EUR 74.07 Vontobel Financial Pro 6.90 12/9/2016 EUR 55.98 Vontobel Financial Pro 8.25 3/10/2017 EUR 58.72 DZ Bank AG Deutsche Ze 10.00 9/19/2016 EUR 74.16 BNP Paribas Emissions- 5.00 9/22/2016 EUR #N/A N/A BNP Paribas Emissions- 3.50 12/22/2016 EUR 57.67 BNP Paribas Emissions- 4.00 12/22/2016 EUR #N/A N/A BNP Paribas Emissions- 5.50 12/22/2016 EUR #N/A N/A Vontobel Financial Pro 9.00 12/23/2016 EUR 76.41 Vontobel Financial Pro 20.50 9/23/2016 EUR 64.28 DZ Bank AG Deutsche Ze 5.75 11/25/2016 EUR 74.46 DZ Bank AG Deutsche Ze 9.00 12/23/2016 EUR 66.31 DZ Bank AG Deutsche Ze 7.00 9/23/2016 EUR 75.17 DZ Bank AG Deutsche Ze 10.25 6/21/2017 EUR 76.85 Vontobel Financial Pro 8.65 3/10/2017 EUR 47.38 BNP Paribas Emissions- 3.00 9/22/2016 EUR #N/A N/A BNP Paribas Emissions- 5.50 9/22/2016 EUR #N/A N/A Vontobel Financial Pro 17.00 12/23/2016 EUR 67.47 Credit Suisse AG/Londo 2.75 1/29/2019 SEK 71.00 Landesbank Baden-Wuert 4.00 8/26/2016 EUR 62.66 Landesbank Baden-Wuert 2.55 7/26/2019 EUR 75.10 UBS AG 4.50 12/28/2016 EUR 69.97 DZ Bank AG Deutsche Ze 5.80 9/19/2016 EUR 53.43 DZ Bank AG Deutsche Ze 5.00 9/19/2016 EUR 49.91 UBS AG 10.00 12/22/2017 EUR 75.43 UBS AG 10.50 12/23/2016 EUR 73.72 UBS AG 16.75 12/23/2016 EUR 30.10 UBS AG 7.50 12/23/2016 EUR 48.02 UBS AG 7.75 12/22/2017 EUR 66.63 UBS AG 7.00 12/22/2017 EUR 72.86 UBS AG 14.50 12/23/2016 EUR 51.78 UBS AG 6.75 12/23/2016 EUR 73.42 UBS AG 10.25 12/22/2017 EUR 59.35 UBS AG 5.75 12/22/2017 EUR 74.83 UBS AG 5.00 12/22/2017 EUR 64.54 UBS AG 5.50 12/22/2017 EUR 59.99 UBS AG 12.25 12/23/2016 EUR 30.68 UBS AG 14.50 12/23/2016 EUR 72.32 UBS AG 5.25 12/23/2016 EUR 43.40 UBS AG 6.75 12/23/2016 EUR 51.81 UBS AG 16.00 12/23/2016 EUR 39.88 UBS AG 5.75 12/23/2016 EUR 70.78 UBS AG 4.00 12/23/2016 EUR 73.11 UBS AG 12.50 12/23/2016 EUR 56.10 UBS AG 4.00 12/22/2017 EUR 54.93 UBS AG 10.25 12/23/2016 EUR 61.60 UBS AG 11.75 12/23/2016 EUR 76.50 UBS AG 7.50 12/22/2017 EUR 43.28 UBS AG 9.50 12/22/2017 EUR 46.46 UBS AG 4.00 12/23/2016 EUR 68.89 UBS AG 5.75 12/22/2017 EUR 46.84 UBS AG 7.75 12/22/2017 EUR 60.10 UBS AG 5.75 12/23/2016 EUR 56.31 UBS AG 8.25 12/22/2017 EUR 42.72 UBS AG 4.50 12/23/2016 EUR 65.24 UBS AG 4.75 12/22/2017 EUR 71.68 Goldman Sachs & Co Wer 5.00 8/24/2016 EUR 71.38 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 74.02 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 71.86 Goldman Sachs & Co Wer 6.00 8/24/2016 EUR 50.17 Goldman Sachs & Co Wer 11.00 8/24/2016 EUR 50.65 Goldman Sachs & Co Wer 9.00 6/21/2017 EUR 56.54 Goldman Sachs & Co Wer 9.00 12/21/2016 EUR 73.46 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 74.98 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 42.54 Goldman Sachs & Co Wer 7.00 12/21/2016 EUR 49.76 Goldman Sachs & Co Wer 3.00 8/24/2016 EUR 53.17 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 56.44 Goldman Sachs & Co Wer 5.00 12/21/2016 EUR 54.90 UBS AG 11.50 9/23/2016 EUR 56.73 UBS AG 11.25 9/23/2016 EUR 65.76 UBS AG 12.50 9/23/2016 EUR 49.20 UBS AG 6.25 9/23/2016 EUR 67.02 UBS AG 4.25 9/23/2016 EUR 73.36 UBS AG 5.75 12/22/2017 EUR 55.57 UBS AG 7.50 9/23/2016 EUR 44.01 UBS AG 4.50 9/23/2016 EUR 63.92 UBS AG 7.50 9/23/2016 EUR 74.01 UBS AG 9.00 9/23/2016 EUR 67.16 UBS AG 6.00 9/23/2016 EUR 72.74 UBS AG 9.00 9/23/2016 EUR 68.06 UBS AG 7.00 9/23/2016 EUR 73.86 UBS AG 7.00 9/23/2016 EUR 64.04 UBS AG 10.00 9/23/2016 EUR 67.13 UBS AG 8.25 12/23/2016 EUR 30.31 UBS AG 10.50 12/23/2016 EUR 34.84 UBS AG 11.25 12/22/2017 EUR 74.30 Goldman Sachs & Co Wer 3.00 8/24/2016 EUR 67.13 Goldman Sachs & Co Wer 3.00 8/24/2016 EUR 59.39 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 48.86 Goldman Sachs & Co Wer 18.00 8/24/2016 EUR 38.51 Goldman Sachs & Co Wer 7.00 3/22/2017 EUR 53.03 Goldman Sachs & Co Wer 14.00 8/24/2016 EUR 66.56 Goldman Sachs & Co Wer 18.00 8/24/2016 EUR 61.42 Goldman Sachs & Co Wer 19.00 8/24/2016 EUR 35.04 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 42.34 Goldman Sachs & Co Wer 6.00 8/24/2016 EUR 47.25 UBS AG 6.00 12/23/2016 EUR 51.24 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 70.06 Goldman Sachs & Co Wer 19.00 8/24/2016 EUR 65.98 Goldman Sachs & Co Wer 16.00 12/21/2016 EUR 71.23 UBS AG 6.25 12/23/2016 EUR 33.31 UBS AG 7.75 12/22/2017 EUR 37.97 UBS AG 5.25 12/22/2017 EUR 47.80 UBS AG 10.50 12/22/2017 EUR 36.98 UBS AG 13.25 12/23/2016 EUR 65.10 UBS AG 9.50 12/22/2017 EUR 43.48 UBS AG 8.00 12/23/2016 EUR 38.84 UBS AG 11.75 12/23/2016 EUR 71.22 Landesbank Baden-Wuert 4.30 9/23/2016 EUR 56.70 Vontobel Financial Pro 6.50 8/26/2016 EUR 38.11 Landesbank Baden-Wuert 3.70 6/23/2017 EUR 69.62 Leonteq Securities AG/ 10.58 2/3/2017 USD 35.69 Vontobel Financial Pro 11.90 10/7/2016 EUR 69.79 Landesbank Baden-Wuert 2.90 7/27/2018 EUR 51.71 UniCredit Bank AG 4.40 9/19/2018 EUR 51.19 DZ Bank AG Deutsche Ze 7.50 9/19/2016 EUR 50.10 DZ Bank AG Deutsche Ze 4.70 9/19/2016 EUR 65.25 UBS AG 12.75 12/23/2016 EUR 73.53 UBS AG 5.25 12/22/2017 EUR 48.65 UBS AG 5.25 12/23/2016 EUR 58.94 UBS AG 11.75 12/22/2017 EUR 43.11 UBS AG 5.25 12/23/2016 EUR 74.46 UBS AG 8.00 12/23/2016 EUR 61.99 UBS AG 7.50 12/23/2016 EUR 64.72 UBS AG 10.25 12/22/2017 EUR 40.73 UBS AG 5.00 12/22/2017 EUR 51.24 UBS AG 13.00 12/23/2016 EUR 29.94 UBS AG 8.50 12/22/2017 EUR 41.60 UBS AG 5.00 12/23/2016 EUR 61.97 UBS AG 8.00 12/22/2017 EUR 70.42 UBS AG 8.75 12/22/2017 EUR 67.99 UBS AG 10.25 12/22/2017 EUR 64.14 UBS AG 11.75 12/22/2017 EUR 61.38 UBS AG 10.25 12/23/2016 EUR 40.03 UBS AG 13.00 12/22/2017 EUR 66.69 UBS AG 4.75 12/23/2016 EUR 46.14 UBS AG 10.50 12/22/2017 EUR 44.24 UBS AG 7.75 12/23/2016 EUR 68.81 Goldman Sachs & Co Wer 6.00 8/24/2016 EUR 73.94 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 50.36 Goldman Sachs & Co Wer 4.00 8/24/2016 EUR 70.11 Goldman Sachs & Co Wer 6.00 8/24/2016 EUR 72.72 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 47.82 Landesbank Baden-Wuert 4.50 8/26/2016 EUR 36.25 Goldman Sachs & Co Wer 4.00 8/24/2016 EUR 56.27 Bayerische Landesbank 2.70 8/10/2018 EUR 74.11 UBS AG 5.50 9/23/2016 EUR 66.95 UBS AG 12.00 9/23/2016 EUR 76.71 UBS AG 11.50 9/23/2016 EUR 65.27 UBS AG 5.50 9/23/2016 EUR 68.24 UBS AG 7.75 12/23/2016 EUR 41.44 UBS AG 5.25 12/23/2016 EUR 72.25 UBS AG 6.50 9/23/2016 EUR 49.90 UBS AG 9.50 9/23/2016 EUR 46.23 UBS AG 5.00 9/23/2016 EUR 47.96 UBS AG 7.25 9/23/2016 EUR 74.86 UBS AG 7.00 9/23/2016 EUR 74.58 UBS AG 13.00 9/23/2016 EUR 60.99 UBS AG 5.50 9/23/2016 EUR 67.14 UBS AG 6.25 12/22/2017 EUR 44.10 UBS AG 5.00 12/23/2016 EUR 42.45 UBS AG 11.50 12/23/2016 EUR 73.34 UBS AG 5.50 12/23/2016 EUR 37.44 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 74.02 Goldman Sachs & Co Wer 17.00 8/24/2016 EUR 64.53 UBS AG 13.00 12/23/2016 EUR 68.08 Goldman Sachs & Co Wer 14.00 8/24/2016 EUR 70.77 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 76.32 UBS AG 9.00 12/22/2017 EUR 68.77 Goldman Sachs & Co Wer 3.00 8/24/2016 EUR 56.15 Goldman Sachs & Co Wer 3.00 8/24/2016 EUR 59.12 Goldman Sachs & Co Wer 5.00 8/24/2016 EUR 51.33 Goldman Sachs & Co Wer 5.00 8/24/2016 EUR 49.18 Goldman Sachs & Co Wer 13.00 8/24/2016 EUR 39.69 Goldman Sachs & Co Wer 5.00 6/21/2017 EUR 53.59 Goldman Sachs & Co Wer 5.00 6/21/2017 EUR 55.79 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 73.82 UBS AG 8.25 12/22/2017 EUR 53.78 UBS AG 10.50 12/22/2017 EUR 41.16 UBS AG 7.00 12/23/2016 EUR 47.39 UBS AG 5.00 12/22/2017 EUR 48.14 UBS AG 9.50 12/23/2016 EUR 48.52 UBS AG 10.50 12/22/2017 EUR 59.41 Notenstein La Roche Pr 4.20 7/17/2019 CHF 64.92 UBS AG 14.50 12/23/2016 EUR 61.03 UBS AG 6.75 12/23/2016 EUR 44.00 UBS AG 8.50 12/23/2016 EUR 41.74 UBS AG 6.50 12/22/2017 EUR 52.81 UBS AG 6.50 12/22/2017 EUR 44.46 Landesbank Baden-Wuert 4.00 9/23/2016 EUR 44.96 Vontobel Financial Pro 6.00 8/26/2016 EUR 62.27 Vontobel Financial Pro 7.00 8/26/2016 EUR 38.43 Bank Julius Baer & Co 9.60 1/20/2017 CHF 70.10 Kaupthing ehf 3.75 2/15/2024 ISK 17.63 Leonteq Securities AG 11.00 1/9/2017 EUR 61.19 JP Morgan Structured P 3.60 7/17/2017 USD 55.46 DZ Bank AG Deutsche Ze 6.50 9/19/2016 EUR 49.99 DZ Bank AG Deutsche Ze 8.50 9/23/2016 EUR 50.22 UBS AG 9.50 12/22/2017 EUR 65.91 UBS AG 14.00 12/23/2016 EUR 69.38 UBS AG 12.00 12/23/2016 EUR 36.49 UBS AG 8.25 12/22/2017 EUR 49.34 UBS AG 4.25 12/22/2017 EUR 69.58 UBS AG 11.75 12/22/2017 EUR 39.28 UBS AG 4.50 12/23/2016 EUR 70.20 UBS AG 5.25 12/22/2017 EUR 62.18 UBS AG 6.00 12/23/2016 EUR 41.11 UBS AG 6.75 12/22/2017 EUR 44.98 UBS AG 8.50 12/23/2016 EUR 35.99 UBS AG 7.25 12/23/2016 EUR 38.29 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 71.67 Goldman Sachs & Co Wer 5.00 8/24/2016 EUR 50.07 Goldman Sachs & Co Wer 8.00 8/24/2016 EUR 50.36 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 70.69 Goldman Sachs & Co Wer 9.00 12/21/2016 EUR 73.46 Goldman Sachs & Co Wer 8.00 3/22/2017 EUR 74.98 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 47.82 Goldman Sachs & Co Wer 7.00 12/21/2016 EUR 49.76 Landesbank Baden-Wuert 4.00 8/26/2016 EUR 69.39 Goldman Sachs & Co Wer 7.00 8/24/2016 EUR 56.39 Goldman Sachs & Co Wer 10.00 8/24/2016 EUR 53.84 UBS AG 8.00 9/23/2016 EUR 55.37 UBS AG 4.25 9/23/2016 EUR 54.49 UBS AG 9.25 9/23/2016 EUR 33.75 UBS AG 7.00 9/23/2016 EUR 36.39 UBS AG 7.50 9/23/2016 EUR 62.82 UBS AG 8.50 9/23/2016 EUR 71.06 UBS AG 5.00 9/23/2016 EUR 39.65 UBS AG 8.00 9/23/2016 EUR 62.38 UBS AG 9.50 9/23/2016 EUR 70.02 UBS AG 4.25 9/23/2016 EUR 74.06 UBS AG 8.50 9/23/2016 EUR 74.85 UBS AG 4.75 12/23/2016 EUR 43.04 UBS AG 12.00 12/23/2016 EUR 72.29 HSBC Trinkaus & Burkha 5.50 1/31/2017 EUR 66.57 UBS AG 9.25 12/23/2016 EUR 39.13 UBS AG 7.75 12/23/2016 EUR 44.42 Goldman Sachs & Co Wer 18.00 8/24/2016 EUR 72.94 ********* Monday's edition of the TCR delivers a list of indicative prices for bond issues that reportedly trade well below par. Prices are obtained by TCR editors from a variety of outside sources during the prior week we think are reliable. Those sources may not, however, be complete or accurate. The Monday Bond Pricing table is compiled on the Friday prior to publication. Prices reported are not intended to reflect actual trades. Prices for actual trades are probably different. Our objective is to share information, not make markets in publicly traded securities. Nothing in the TCR constitutes an offer or solicitation to buy or sell any security of any kind. It is likely that some entity affiliated with a TCR editor holds some position in the issuers' public debt and equity securities about which we report. Each Tuesday edition of the TCR contains a list of companies with insolvent balance sheets whose shares trade higher than US$3 per share in public markets. At first glance, this list may look like the definitive compilation of stocks that are ideal to sell short. Don't be fooled. Assets, for example, reported at historical cost net of depreciation may understate the true value of a firm's assets. A company may establish reserves on its balance sheet for liabilities that may never materialize. The prices at which equity securities trade in public market are determined by more than a balance sheet solvency test. Each Friday's edition of the TCR includes a review about a book of interest to troubled company professionals. All titles are available at your local bookstore or through Amazon.com. Go to http://www.bankrupt.com/booksto order any title today. ********* S U B S C R I P T I O N I N F O R M A T I O N Troubled Company Reporter-Europe is a daily newsletter co- published by Bankruptcy Creditors' Service, Inc., Fairless Hills, Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA. Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez, Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman, Editors. Copyright 2016. All rights reserved. ISSN 1529-2754. This material is copyrighted and any commercial use, resale or publication in any form (including e-mail forwarding, electronic re-mailing and photocopying) is strictly prohibited without prior written permission of the publishers. Information contained herein is obtained from sources believed to be reliable, but is not guaranteed. The TCR Europe subscription rate is US$775 per half-year, delivered via e-mail. Additional e-mail subscriptions for members of the same firm for the term of the initial subscription or balance thereof are US$25 each. For subscription information, contact Peter Chapman at 215-945-7000 or Nina Novak at 202-362-8552. * * * End of Transmission * * *