INCOME ADVANTAGE MARKET-LINKED CDs LINKED TO COMMODITY BASKETS

Estimated Monthly Performance Update

April 29, 2016Data as of:

ILLUSTRATIVE PURPOSES ONLY

Market Linked Certificates of Deposit

Hypothetical

Coupon

Indicative

valuation*

Initial Basket of

Reference AssetsCusip

Maximum

Interest Rate

Minimum

Interest

Issue

Date

0.75% 95.94%Cocoa, Coffee, Lead, Natural Gas, Wheat06426XHH6 8.00%0.75%Jul-13

1.00% 96.89%Cocoa, Coffee, Lead, Natural Gas, Wheat06426XHP8 5.75%1.00%Aug-13

1.00% 96.73%Cocoa, Coffee, Lead, Natural Gas, Wheat06426XHU7 7.00%1.00%Sep-13

1.00% 96.51%Cocoa, Coffee, Lead, Natural Gas, Wheat06426XJB7 7.75%1.00%Oct-13

1.00% 96.34%Cocoa, Coffee, Lead, Natural Gas, Wheat06426XJH4 7.75%1.00%Nov-13

1.00% 96.16%Cocoa, Coffee, Corn, Lead, Natural Gas06426XJP6 8.25%1.00%Dec-13

1.00% 95.93%Cocoa, Coffee, Corn, Lead, Natural Gas06426XJV3 7.75%1.00%Jan-14

1.25% 96.80%Cocoa, Coffee, Corn, Lead, Natural Gas06426XKB5 5.50%1.25%Feb-14

1.00% 95.40%Cocoa, Coffee, Corn, Lead, Natural Gas06426XKG4 7.25%1.00%Mar-14

1.00% 95.17%Cocoa, Coffee, Corn, Lead, Natural Gas06426XKL3 7.25%1.00%Apr-14

1.00% 95.98%Cocoa, Coffee, Corn, Lead, Natural Gas06426XKR0 7.25%1.00%May-14

1.00% 95.55%Cocoa, Coffee, Corn, Lead, Natural Gas06426XKV1 7.25%1.00%Jun-14

1.00% 95.36%Cocoa, Coffee, Corn, Lead, Natural Gas06426XLB4 7.25%1.00%Jul-14

1.00% 95.31%Cocca, Coffee, Corn, Lead, Natural Gas06426XLH1 7.25%1.00%Aug-14

1.00% 94.93%Cocca, Coffee, Corn, Lead, Natural Gas06426XLN8 7.50%1.00%Sep-14

1.00% 94.75%Cocca, Coffee, Corn, Lead, Natural Gas06426XLT5 7.25%1.00%Oct-14

1.00% 94.52%Cocoa, Coffee, Corn, Lead, Natural Gas06426XLY4 7.25%1.00%Nov-14

1.00% 94.44%Cocoa, Coffee, Corn, Lead, Natural Gas06426XMD9 7.00%1.00%Dec-14

1.00% 94.34%Cocoa, Coffee, Corn, Lead, Natural Gas06426XMJ6 7.00%1.00%Jan-15

1.00% 94.24%Cocoa, Coffee, Corn, Lead, Natural Gas06426XMP2 6.50%1.00%Feb-15

1.00% 94.06%Cocoa, Coffee, Corn, Lead, Natural Gas06426XMU1 6.00%1.00%Mar-15

1.00% 93.92%Cocoa, Coffee, Corn, Lead, Natural Gas06426XMY3 6.50%1.00%Apr-15

0.75% 93.19%Cocoa, Coffee, Corn, Lead, Natural Gas06426XNE6 6.75%0.75%May-15

* Indicative valuations are provided from the perspective of the Investor.The valuations set out above are provided to you by BNP PARIBAS on a strictly confidential basis and constitute a non-binding indication of the value of the transactions. Please note that the valuations have been made in accordance with BNP PARIBAS own internal models and calculation methods. Accordingly, the valuations reflect BNP PARIBASs own view of the economic value and risk of the transactions. This view may not correspond with any valuation of the transactions given by another market participant, nor with the quotation that BNP PARIBAS may give to enter into the same or an equivalent transaction. Further, the valuations given above may not correspond with the value of the transactions as they appear in the books of account of BNP PARIBAS. BNP PARIBAS shall have no liability in respect of any error or omission arising from the valuations given above or from any use made of the valuations or reliance placed on them by the recipient. In particular, the valuations do not necessarily reflect the cash settlement amount which would be due on early termination of a transaction, whether following a default or otherwise

** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of the Reference Assets as of the applicable Coupon Valuation Date.

The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its calculations are accurate or complete.The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own advisors about the relevance, accuracy, completeness and appropriateness of these valuations.

FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS

BANK OF THE WEST COMMODITY INCOME ADVANTAGE MARKET-LINKED CD

Series 175 - Monthly Performance Update

Initial Fixing: July 25, 2013

April 29, 2016Data as of:

ILLUSTRATIVE PURPOSES ONLY

Currency: USD

8.00%Maximum Interest Rate:

Jul 25, 2013Issue Date:

Bank of the West,

San Francisco, California

06426XHH6CUSIP:

Issuer:

COUPON HISTORY

Coupon AmountInterest Payment DateValuation Date

0.75% 1 July 30, 2014July 25, 2014

0.75% 2 July 30, 2015July 27, 2015

- 3 July 29, 2016July 26, 2016

- 4 July 31, 2017July 26, 2017

- 5 July 30, 2018July 25, 2018

- 6 July 30, 2019July 25, 2019

- 7 July 30, 2020July 27, 2020

Term:

TERMS

7 yrs

Minimum Interest Rate: 0.75%

BNP Paribas Internal Ref.: OP3745TR

REFERENCE ASSETS PERFORMANCE

Is above Initial Price ?% ChangeCurrent PriceInitial Index Level*TickerReference Asset

Yes 38.24%$93.71$67.79SPDYCCP S&P Gsci Cocoa Dynamic Roll Index Er

No-23.05%$23.59$30.65SPDYKCP S&P Gsci Coffee Dynamic Roll Index Er

No-17.89%$346.34$421.81SPDYILP S&P Gsci Lead Dynamic Roll Index Er

No-37.36%$74.25$118.54SPDYNGP S&P Gsci Natural Gas Dynamic Roll Index Er

No-38.31%$28.97$46.96SPDYWHP S&P Gsci Wheat Dynamic Roll Index Er

0.75%Hypothetical Coupon Computation **

* Initial Index Level may have been adjusted following any corporate actions.

** Hypothetical Coupon Computation shows a hypothetical coupon computation based on the returns of the Reference Assets in respective baskets as of April 29, 2016. If all of

the Reference Assets are equal to or above their respective Initial Prices, then Maximum Interest Rate would be applicable. Otherwise, if any of the Reference Assets are below

their respective Initial Prices, then Minimum Interest Rate would be applicable. Coupons will only be paid on the applicable Interest Payment Date based upon the performance of

the Reference Assets as of the applicable Coupon Valuation Date.

CURRENT PERFORMANCE GRAPH

-40%

-30%

-20%

-10%

0%

10%

20%

30%

40%

Cocoa Coffee Lead Natural Gas Wheat

The valuation of the relevant financial instruments provided herein is for information purposes only. There is no assurance that a transaction will be entered into on any such

indicative terms. This is neither an offer to sell nor a solicitation to buy securities or other financial instruments. The information contained herein has been prepared in good faith

by the BNP Paribas Group, in accordance with its own internal models and calculation methods and is derived from sources generally believed to be reliable. BNP Paribas Group

expressly disclaims any responsibility for calculations, figures and other information contained herein have been prepared in good faith by the BNP Paribas Group, in accordance

with its own models and calculation methods and are derived from sources generally believed to be reliable. BNP Paribas Group expressly disclaims any responsibility for errors

or omissions in the computation or dissemination of this information, and makes no express or implied representation or warranty that such information sources used in its

calculations are accurate or complete.

The information provided herein is not intended to provided, and should not be relied on, for tax, legal, accounting, regulatory, or financial advice. You should consult your own

advisors about the relevance, accuracy, completeness and appropriateness of these valuations.

FOR BROKER DEALER USE ONLY DO NOT FORWARD TO INVESTORS

BANK OF THE WEST COMMODITY INCOME ADVANTAGE MARKET-LINKED CD

Series 181 - Monthly Performance Update

Initial Fixing: August 23, 2013

April 29, 2016Data as of:

ILLUSTRATIVE PURPOSES ONLY

Currency: USD

5.75%Maximum Interest Rate:

Aug 23, 2013Issue Date:

Bank of the West,

San Francisco, California

06426XHP8CUSIP:

Issuer:

COUPON HISTORY

Coupon AmountInterest Payment DateValuation Date

1.00% 1 August 29, 2014August 26, 2014

1.00% 2 August 31, 2015August 26, 2015

- 3 Augu