INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura Deposit III
ISIN: NOMDEPID003
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005322.369911.42
Eurostoxx 502910.335787.31
iShares MSCI Emerging Markets (EEM)41.8255.58
iShares iBoxx $ Invest Grade Corp Bond105.81111.1

STRIKE DATE 04/12/2009
RETURN & BARRIERS
100% Particip capped at 60%
P.A. RETURN
ISIN NOMDEPID003
NEXT POTENTIAL MATURITY DATE 04/12/2015

EXPAND CLOSE
Commerz Inditex 1r Reverse Convertible May 2015 USD
ISIN: XS1241523056
STRIKE DATE: 27/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.949.86

STRIKE DATE 27/05/2015
RETURN & BARRIERS
2.5% semi-annual fixed, 80% barrier (E)
P.A. RETURN
ISIN XS1241523056
NEXT POTENTIAL MATURITY DATE 03/06/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 USD
    ISIN: XS1135630959
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.7912793.74
    OMX Stockholm 301644.9912806.047
    S&P/ASX 2005777.168799.531
    S&P/TSX 60875.041815.21

    STRIKE DATE 29/05/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135630959
    NEXT POTENTIAL MATURITY DATE 29/11/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 GBP
    ISIN: DE000CZ43PB4
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13492892
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3212.48

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PB4
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 USD
    ISIN: DE000CZ43PC2
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13492892
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3212.48

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PC2
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commerz 6yr FTSE-Oil Semi-Annual Autocall May 2015 USD
    ISIN: XS1225618526
    STRIKE DATE: 22/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007031.729911.42
    United States Oil Fund16269.79

    STRIKE DATE 22/05/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1225618526
    NEXT POTENTIAL MATURITY DATE 24/05/2021

    EXPAND CLOSE
    UBS China/Russia/Brazil 5yr Low Hurdle Autocall Nov 2013 USD
    ISIN: XS0982259862
    STRIKE DATE: 08/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10390.739538.99
    Russian Depository Index1699.210
    iShares MSCI Brazil (EWZ)47.0233.22

    STRIKE DATE 08/11/2013
    RETURN & BARRIERS
    8% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
    P.A. RETURN
    ISIN XS0982259862
    NEXT POTENTIAL MATURITY DATE 08/11/2018

    EXPAND CLOSE
    Natixis 5 Yr Gold / Oil Autocall Nov 12 USD
    ISIN: XS0841409377
    STRIKE DATE: 09/11/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P GSCI Gold index146.83257.9613
    S&P GSCI CrudeOil Excess Return457.19130.199

    STRIKE DATE 09/11/2012
    RETURN & BARRIERS
    5.5%semi-annual;first observation end of Yr 1;50% barrier (E)
    P.A. RETURN
    ISIN XS0841409377
    NEXT POTENTIAL MATURITY DATE 09/11/2017

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 GBP
    ISIN: XS1127282876
    STRIKE DATE: 08/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9093.3312793.74
    OMX Stockholm 301616.4552806.047
    S&P/ASX 2005634.5578799.531
    S&P/TSX 60884.091815.21

    STRIKE DATE 08/05/2015
    RETURN & BARRIERS
    4.55% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1127282876
    NEXT POTENTIAL MATURITY DATE 08/11/2017

    EXPAND CLOSE
    Commerz TSX60-SMI-OMX-TWSE Income Autocall May 2015 USD
    ISIN: XS1232243615
    STRIKE DATE: 06/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 60875.061815.21
    SMI8888.9212793.74
    OMX Stockholm 301584.1752806.047
    Taiwan TAIEX9818.227947.09

    STRIKE DATE 06/05/2015
    RETURN & BARRIERS
    4.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1232243615
    NEXT POTENTIAL MATURITY DATE 08/05/2017

    EXPAND CLOSE
    Citi FTSE/China/Brazil Nov 10 GBP
    ISIN: XS0544256513
    STRIKE DATE: 05/11/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005875.359911.42
    HSCEI14107.39538.99
    iShares MSCI Brazil (EWZ)81.1633.22

    STRIKE DATE 05/11/2010
    RETURN & BARRIERS
    15.5% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0544256513
    NEXT POTENTIAL MATURITY DATE 07/11/2016

    EXPAND CLOSE
    Citi FTSE/China/Brazil Nov 10 USD
    ISIN: XS0544253924
    STRIKE DATE: 05/11/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005875.359911.42
    HSCEI14107.39538.99
    iShares MSCI Brazil (EWZ)81.1633.22

    STRIKE DATE 05/11/2010
    RETURN & BARRIERS
    19% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0544253924
    NEXT POTENTIAL MATURITY DATE 07/11/2016

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall Bespoke Oct 2012 USD
    ISIN: XS0851559384
    STRIKE DATE: 30/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wisdomtree India Earnings Fund18.146.47
    iShares MSCI Taiwan Fund12.665.41
    Market Vectors Indonesia Fund29.1216.67

    STRIKE DATE 30/10/2012
    RETURN & BARRIERS
    9.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0851559384
    NEXT POTENTIAL MATURITY DATE 31/10/2017

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall April 2015 GBP
    ISIN: XS1135631338
    STRIKE DATE: 30/04/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9077.1212793.74
    OMX Stockholm 301628.0392806.047
    S&P/ASX 2005789.9838799.531
    S&P/TSX 60886.561815.21

    STRIKE DATE 30/04/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135631338
    NEXT POTENTIAL MATURITY DATE 30/10/2017

    EXPAND CLOSE
    MS Eurostoxx/China/Brazil Oct 11 EUR
    ISIN: XS0690041727
    STRIKE DATE: 28/10/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502462.365787.31
    HSCEI10625.169538.99
    iShares MSCI Brazil (EWZ)64.5133.22

    STRIKE DATE 28/10/2011
    RETURN & BARRIERS
    10% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0690041727
    NEXT POTENTIAL MATURITY DATE 30/10/2017

    EXPAND CLOSE
    MS Nikkei/Oil Apr 11 GBP
    ISIN: XS0614379674
    STRIKE DATE: 27/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 2259691.8451063.31
    S&P GSCI CrudeOil Excess Return637.8464130.199

    STRIKE DATE 27/04/2011
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0614379674
    NEXT POTENTIAL MATURITY DATE 27/04/2016

    EXPAND CLOSE
    MS Nikkei/Oil Apr 11 USD
    ISIN: XS0614379591
    STRIKE DATE: 27/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 2259691.8451063.31
    S&P GSCI CrudeOil Excess Return637.8464130.199

    STRIKE DATE 27/04/2011
    RETURN & BARRIERS
    5.4% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0614379591
    NEXT POTENTIAL MATURITY DATE 27/04/2016

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Oct 2012 USD
    ISIN: XS0834625823
    STRIKE DATE: 26/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005806.719911.42
    HSCEI10449.539538.99
    iShares MSCI Brazil (EWZ)53.6233.22

    STRIKE DATE 26/10/2012
    RETURN & BARRIERS
    10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0834625823
    NEXT POTENTIAL MATURITY DATE 26/10/2017

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Oct 2012 GBP
    ISIN: XS0834625740
    STRIKE DATE: 26/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005806.719911.42
    HSCEI10449.539538.99
    iShares MSCI Brazil (EWZ)53.6233.22

    STRIKE DATE 26/10/2012
    RETURN & BARRIERS
    9% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0834625740
    NEXT POTENTIAL MATURITY DATE 26/10/2017

    EXPAND CLOSE
    Natixis 5yr Fixed Income Autocall Oct 2013 GBP
    ISIN: XS0947176987
    STRIKE DATE: 25/10/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Rio Tinto3222.55410
    Vale SA16.0812.48
    Anglo American15082892
    Barrick Gold Corp20.14
    Randgold Resources Ltd (ADR)76.7371.28

    STRIKE DATE 25/10/2013
    RETURN & BARRIERS
    2.3% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0947176987
    NEXT POTENTIAL MATURITY DATE 25/10/2018

    EXPAND CLOSE