INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS FTSE Supertracker Jan 2014 GBP
ISIN: GB00BJ0WYS42
STRIKE DATE: 10/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006402.9410171.76

STRIKE DATE 10/01/2014
RETURN & BARRIERS
215% of FTSE 100 growth (95% of initial) capped at 118.5%, 60% Barrier (e)
P.A. RETURN
ISIN GB00BJ0WYS42
NEXT POTENTIAL MATURITY DATE 31/01/2020

    EXPAND CLOSE
    Commerz Air France Credit Linked note Sept 2013 GBP
    ISIN: XS0969649358
    STRIKE DATE: 20/09/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

    STRIKE DATE 20/09/2013
    RETURN & BARRIERS
    4.5% p.a fixed, 2% Bonus at Maturity if Air France above start level, Capital linked to credit default.
    P.A. RETURN
    ISIN XS0969649358
    NEXT POTENTIAL MATURITY DATE 20/09/2016

    EXPAND CLOSE
    Nomura S&P 500-USO Autocall Feb 2015 USD
    ISIN: XS1184087309
    STRIKE DATE: 06/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5002055.476969.01
    United States Oil Fund155.7679.14

    STRIKE DATE 06/02/2015
    RETURN & BARRIERS
    7% Semi-Annual, 1st Call end of yr3, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1184087309
    NEXT POTENTIAL MATURITY DATE 08/02/2021

    EXPAND CLOSE
    Natixis 6yr ASX200-SMI-OMX Autocall Dec 14 USD
    ISIN: XS1035507182
    STRIKE DATE: 12/12/2014
    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 2005219.5698927.526
    SMI8895.3513147.93
    OMX Stockholm 301425.8593031.392

    STRIKE DATE 12/12/2014
    RETURN & BARRIERS
    7.25% Semi-Annual from yr3, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1035507182
    NEXT POTENTIAL MATURITY DATE 12/12/2017

    EXPAND CLOSE
    Natixis 5 Yr Income FTSE/China/Brazil Oct 2012 USD
    ISIN: XS0826042607
    STRIKE DATE: 05/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005871.0210171.76
    HSCEI9965.189552.58
    iShares MSCI Brazil (EWZ)54.2238.12

    STRIKE DATE 05/10/2012
    RETURN & BARRIERS
    7.0% p.a., 50% barrier (E)
    P.A. RETURN
    ISIN XS0826042607
    NEXT POTENTIAL MATURITY DATE 05/10/2017

    EXPAND CLOSE
    Commerz Lloyds Bank 5 Yr Super Sprinter FTSE 100 July 2012 GBP
    ISIN: XS0791584377
    STRIKE DATE: 16/07/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005662.410171.76

    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

    EXPAND CLOSE
    MS FTSE 100 Income Note Nov 10
    ISIN: XS0536150153
    STRIKE DATE: 01/11/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005694.610171.76

    STRIKE DATE 01/11/2010
    RETURN & BARRIERS
    6.75% p.a. 100% Maturity, 50% Barrier
    P.A. RETURN
    ISIN XS0536150153
    NEXT POTENTIAL MATURITY DATE 15/11/2016

    EXPAND CLOSE
    MS FTSE 100 50/50 Split Nov 11 GBP
    ISIN: XS0691555964
    STRIKE DATE: 04/11/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005527.1610171.76

    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

    EXPAND CLOSE
    MS FTSE 100 Income Note Sept 10 GBP
    ISIN: XS0526911333
    STRIKE DATE: 15/09/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005555.5610171.76

    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

    EXPAND CLOSE
    MS FTSE 100 Income Note Jul 10 GBP
    ISIN: XS0511993163
    STRIKE DATE: 28/07/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005319.710171.76

    STRIKE DATE 28/07/2010
    RETURN & BARRIERS
    7.5% p.a.
    P.A. RETURN
    ISIN XS0511993163
    NEXT POTENTIAL MATURITY DATE 28/07/2016

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 USD
    ISIN: XS0784150962
    STRIKE DATE: 15/06/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005478.8110171.76
    HSCEI9744.559552.58
    iShares MSCI Brazil (EWZ)52.4438.12

    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

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 EUR
    ISIN: XS0784142605
    STRIKE DATE: 15/06/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005478.8110171.76
    HSCEI9744.559552.58
    iShares MSCI Brazil (EWZ)52.4438.12

    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

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 GBP
    ISIN: XS0784149360
    STRIKE DATE: 15/06/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005478.8110171.76
    HSCEI9744.559552.58
    iShares MSCI Brazil (EWZ)52.4438.12

    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

    EXPAND CLOSE
    UBS Eurostoxx/Gold/Oil Autocall June 2013 USD
    ISIN: XS0933295627
    STRIKE DATE: 07/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502724.085891.95
    Gold (London PM)13865405
    S&P GSCI CrudeOil Excess Return493.51146.572

    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

    EXPAND CLOSE
    Investec 6yr Triple Index Semi-Annual Autocall May 2015 GBP
    ISIN: GB00BVYPJS80
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006984.4310171.76
    Eurostoxx 503570.785891.95
    Nikkei 22520563.1553375.6

    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

    EXPAND CLOSE
    Natixis Intercontinental Income May 2014 GBP
    ISIN: XS0998347578
    STRIKE DATE: 30/05/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503244.65891.95
    HSCEI10249.699552.58
    Russell 20001134.52654.776
    iShares MSCI Australia26.5628.42

    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

    EXPAND CLOSE
    MS FTSE/China/Brazil May 11 EUR
    ISIN: XS0622390853
    STRIKE DATE: 27/05/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710171.76
    HSCEI12960.89552.58
    iShares MSCI Brazil (EWZ)74.3438.12

    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

    EXPAND CLOSE
    MS FTSE/China/Brazil May 11 GBP
    ISIN: XS0620633601
    STRIKE DATE: 27/05/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710171.76
    HSCEI12960.89552.58
    iShares MSCI Brazil (EWZ)74.3438.12

    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

    EXPAND CLOSE
    MS FTSE/China/Brazil May 11 USD
    ISIN: XS0620633783
    STRIKE DATE: 27/05/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710171.76
    HSCEI12960.89552.58
    iShares MSCI Brazil (EWZ)74.3438.12

    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

    EXPAND CLOSE
    Commerzbank Phoenix Gold/Oil Autocall USD May 2012
    ISIN: XS0776990581
    STRIKE DATE: 25/05/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Gold (London PM)1569.55405
    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

    EXPAND CLOSE