INTERNATIONAL PRODUCTS
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5662.4 | 9911.42 |
STRIKE DATE 16/07/2012
RETURN & BARRIERS
5 Year fixed term investment with return equal to 10 x the index performance capped at 70%; 50% American barrier
P.A. RETURN
ISIN XS0791584377
NEXT POTENTIAL MATURITY DATE 29/06/2017
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5527.16 | 9911.42 |
STRIKE DATE 04/11/2011
RETURN & BARRIERS
5% plus 50% capital back after 1 year then 75% participation in FTSE performance
P.A. RETURN
ISIN XS0691555964
NEXT POTENTIAL MATURITY DATE 04/11/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5555.56 | 9911.42 |
STRIKE DATE 15/09/2010
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0526911333
NEXT POTENTIAL MATURITY DATE 29/09/2016
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5478.81 | 9911.42 |
| HSCEI | 9744.55 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 52.44 | 33.22 |
STRIKE DATE 15/06/2012
RETURN & BARRIERS
11% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784150962
NEXT POTENTIAL MATURITY DATE 15/06/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5478.81 | 9911.42 |
| HSCEI | 9744.55 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 52.44 | 33.22 |
STRIKE DATE 15/06/2012
RETURN & BARRIERS
8% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784142605
NEXT POTENTIAL MATURITY DATE 15/06/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5478.81 | 9911.42 |
| HSCEI | 9744.55 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 52.44 | 33.22 |
STRIKE DATE 15/06/2012
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784149360
NEXT POTENTIAL MATURITY DATE 15/06/2017
COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2724.08 | 5787.31 |
| Gold (London PM) | 1386 | 4136.75 |
| S&P GSCI CrudeOil Excess Return | 493.51 | 130.199 |
STRIKE DATE 07/06/2013
RETURN & BARRIERS
10.75% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0933295627
NEXT POTENTIAL MATURITY DATE 07/06/2018
COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6984.43 | 9911.42 |
| Eurostoxx 50 | 3570.78 | 5787.31 |
| Nikkei 225 | 20563.15 | 51063.31 |
STRIKE DATE 29/05/2015
RETURN & BARRIERS
6% Semi-Annual from yr1, 100% Autocall 60% Barrier (E)
P.A. RETURN
ISIN GB00BVYPJS80
NEXT POTENTIAL MATURITY DATE 29/11/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3244.6 | 5787.31 |
| HSCEI | 10249.69 | 9538.99 |
| Russell 2000 | 1134.5 | 2450.797 |
| iShares MSCI Australia | 26.56 | 26.58 |
STRIKE DATE 30/05/2014
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998347578
NEXT POTENTIAL MATURITY DATE 30/05/2019
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5938.87 | 9911.42 |
| HSCEI | 12960.8 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 74.34 | 33.22 |
STRIKE DATE 27/05/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0622390853
NEXT POTENTIAL MATURITY DATE 27/05/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5938.87 | 9911.42 |
| HSCEI | 12960.8 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 74.34 | 33.22 |
STRIKE DATE 27/05/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633601
NEXT POTENTIAL MATURITY DATE 27/05/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5938.87 | 9911.42 |
| HSCEI | 12960.8 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 74.34 | 33.22 |
STRIKE DATE 27/05/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633783
NEXT POTENTIAL MATURITY DATE 27/05/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Gold (London PM) | 1569.5 | 4136.75 |
| Brent Crude Oil. | 106.83 |
STRIKE DATE 25/05/2012
RETURN & BARRIERS
10.5% p.a. if least performing above 80%, 50% Barrier (A)
P.A. RETURN
ISIN XS0776990581
NEXT POTENTIAL MATURITY DATE 25/05/2017
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5655.1 | 9911.42 |
| HSCEI | 10882.18 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 58.59 | 33.22 |
| Eurostoxx 50 | 2248.34 | 5787.31 |
STRIKE DATE 04/05/2012
RETURN & BARRIERS
4% p.a. fixed return; 5% p.a. so long as indices are above 75% of initial level: 50% European barrier
P.A. RETURN
ISIN XS0769914564
NEXT POTENTIAL MATURITY DATE 04/05/2017
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5655.1 | 9911.42 |
| HSCEI | 10882.18 | 9538.99 |
| iShares MSCI Brazil (EWZ) | 58.59 | 33.22 |
| Eurostoxx 50 | 2248.34 | 5787.31 |
STRIKE DATE 27/04/2012
RETURN & BARRIERS
4% p.a. fixed return; 5% p.a. so long as indices are above 75% of initial level: 50% European barrier
P.A. RETURN
ISIN XS0765317572
NEXT POTENTIAL MATURITY DATE 27/04/2017
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5996.04 | 9911.42 |
| S&P GSCI CrudeOil Excess Return | 623.48 | 130.199 |
STRIKE DATE 15/04/2011
RETURN & BARRIERS
8% p.a. paid Qtrly
P.A. RETURN
ISIN XS0599032926
NEXT POTENTIAL MATURITY DATE 26/04/2016
COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5727.91 | 9911.42 |
| Eurostoxx 50 | 2940.19 | 5787.31 |
| iShares MSCI Emerging Markets (EEM) | 42.29 | 55.58 |
| iShares iBoxx $ Invest Grade Corp Bond | 105.96 | 111.1 |
STRIKE DATE 19/04/2010
RETURN & BARRIERS
100% Particip capped at 42%
P.A. RETURN
ISIN NOMDEPID005
NEXT POTENTIAL MATURITY DATE 19/04/2016
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3155.81 | 5787.31 |
| HSCEI | 10080.2 | 9538.99 |
| Russell 2000 | 1137.899 | 2450.797 |
| iShares MSCI Australia | 26.45 | 26.58 |
STRIKE DATE 17/04/2014
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 9% Annual Coupon
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS0947193644
NEXT POTENTIAL MATURITY DATE 17/04/2019