INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 5yr Fixed Income Autocall Oct 2013 USD
ISIN: XS0947176805
STRIKE DATE: 25/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
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
2.35% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947176805
NEXT POTENTIAL MATURITY DATE 25/10/2018

EXPAND CLOSE
MS FTSE/China/Brazil Podium Oct 11 GBP
ISIN: XS0679288737
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.659911.42
HSCEI9219.739538.99
iShares MSCI Brazil (EWZ)57.5533.22

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288737
NEXT POTENTIAL MATURITY DATE 21/10/2016

EXPAND CLOSE
MS FTSE/China/Brazil Podium Oct 11 USD
ISIN: XS0679288570
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.69911.42
HSCEI9219.739538.99
iShares MSCI Brazil (EWZ)57.5533.22

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288570
NEXT POTENTIAL MATURITY DATE 21/10/2016

EXPAND CLOSE
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 GBP
ISIN: XS0975410944
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.29911.42
S&P 5001744.666850.92
Eurostoxx 503028.655787.31
Nikkei 22514693.5751063.31

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975410944
NEXT POTENTIAL MATURITY DATE 20/10/2016

EXPAND CLOSE
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 USD
ISIN: XS0975406249
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.29911.42
S&P 5001744.666850.92
Eurostoxx 503028.655787.31
Nikkei 22514693.5751063.31

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975406249
NEXT POTENTIAL MATURITY DATE 20/10/2016

EXPAND CLOSE
UBS S&P 500-WTI Oil Semi-Annual Autocall Oct 2014 USD
ISIN: XS1111698020
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001886.766850.92
WTI Crude Oil82.7558.49

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.1% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1111698020
NEXT POTENTIAL MATURITY DATE 17/10/2019

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 USD
ISIN: XS1114178905
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Expedia74.57273.65
Facebook75.95609.01
Netflix51.0131157.5
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114178905
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 GBP
ISIN: XS1114163626
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Expedia74.57273.65
Facebook75.95609.01
Netflix51.0131157.5
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114163626
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP July 2015
ISIN: GB00BWK1RF02
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302155.092353.61

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN 30™ Index
P.A. RETURN
ISIN GB00BWK1RF02
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP July 2015
ISIN: GB00BWK1RD87
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006673.389911.42
HSCEI11858.559538.99
Eurostoxx 503528.815787.31

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% final level (European style)
P.A. RETURN
ISIN GB00BWK1RD87
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection USD July 2015
ISIN: XS1247508655
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.494.88
Royal Dutch Shell 'B'1829.52909
HSBC580.21117.4
Glaxo13711823.5
FTSE 1006775.089911.42

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247508655
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection GBP July 2015
ISIN: XS1247512335
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.494.88
Royal Dutch Shell (GBp)1829.52909
HSBC580.21117.4
Glaxo13711823.5
FTSE 1006775.089911.42

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247512335
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Nomura Deposit II
ISIN: NOMDEPID002
STRIKE DATE: 15/10/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005222.959911.42
Eurostoxx 502939.095787.31
iShares MSCI Emerging Markets (EEM)41.3255.58
iShares iBoxx $ Invest Grade Corp Bond104.01111.1

STRIKE DATE 15/10/2009
RETURN & BARRIERS
100% Particp capped at 60%
P.A. RETURN
ISIN NOMDEPID002
NEXT POTENTIAL MATURITY DATE 15/10/2015

EXPAND CLOSE
MS FTSE/Oil GBP April 2012
ISIN: XS0763741633
STRIKE DATE: 13/04/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005651.799911.42
S&P GSCI CrudeOil Excess Return561.28130.199

STRIKE DATE 13/04/2012
RETURN & BARRIERS
5.5% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0763741633
NEXT POTENTIAL MATURITY DATE 13/04/2017

EXPAND CLOSE
UBS 6yr FTSE-Eurostoxx Autocall Apr 2015 GBP
ISIN: XS1214496330
STRIKE DATE: 10/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007089.779911.42
Eurostoxx 503816.765787.31

STRIKE DATE 10/04/2015
RETURN & BARRIERS
3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1214496330
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Commerz FTSE-S&P-Eurostoxx 6yr SA Autocall Oct 2014 GBP
ISIN: XS1121919846
STRIKE DATE: 08/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006482.249911.42
S&P 5001968.896850.92
Eurostoxx 503053.315787.31

STRIKE DATE 08/10/2014
RETURN & BARRIERS
4.5% Semi-Annual from yr1, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1121919846
NEXT POTENTIAL MATURITY DATE 10/04/2017

    EXPAND CLOSE
    MS Eurostoxx/India/Brazil Apr 11 USD
    ISIN: XS0605215903
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502955.845787.31
    Wisdomtree India Earnings Fund25.5146.47
    iShares MSCI Brazil (EWZ)79.7833.22

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0605215903
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Citi China/Taiwan Apr 11 USD
    ISIN: XS0597555100
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI13657.69538.99
    Taiwan TAIEX8851.9827947.09

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0597555100
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Apr 2015 USD
    ISIN: XS1127282280
    STRIKE DATE: 02/04/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005898.588799.531
    S&P/TSX 60876.31815.21
    Eurostoxx 503715.275787.31
    Nikkei 22519312.7951063.31

    STRIKE DATE 02/04/2015
    RETURN & BARRIERS
    4.4% semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1127282280
    NEXT POTENTIAL MATURITY DATE 06/04/2021

    EXPAND CLOSE
    Citi S&P/Brazil Sept 10 USD
    ISIN: XS0534386874
    STRIKE DATE: 29/09/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5001144.736850.92
    iShares MSCI Brazil (EWZ)76.1533.22

    STRIKE DATE 29/09/2010
    RETURN & BARRIERS
    12.5% p.a, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0534386874
    NEXT POTENTIAL MATURITY DATE 29/09/2015

    EXPAND CLOSE