INTERNATIONAL PRODUCTS

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
8% p.a. paid Qtrly
P.A. RETURN
ISIN XS0599032926
NEXT POTENTIAL MATURITY DATE 26/04/2016

• FACTSHEET

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/04/2010
RETURN & BARRIERS
100% Particip capped at 42%
P.A. RETURN
ISIN NOMDEPID005
NEXT POTENTIAL MATURITY DATE 19/04/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0604009380
NEXT POTENTIAL MATURITY DATE 15/04/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
14.25% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0599275319
NEXT POTENTIAL MATURITY DATE 15/04/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
12% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0599277794
NEXT POTENTIAL MATURITY DATE 15/04/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 06/04/2010
RETURN & BARRIERS
FTSE Growth or Early Exit after 3 years if FTSE up 15% then 18% paid
P.A. RETURN
ISIN XS0480082246
NEXT POTENTIAL MATURITY DATE 06/04/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/04/2013
RETURN & BARRIERS
3.3% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0905628276
NEXT POTENTIAL MATURITY DATE 05/04/2018

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/04/2013
RETURN & BARRIERS
2.8% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0905628862
NEXT POTENTIAL MATURITY DATE 05/04/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/03/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0591546568
NEXT POTENTIAL MATURITY DATE 01/04/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/03/2012
RETURN & BARRIERS
11% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0749828249
NEXT POTENTIAL MATURITY DATE 28/03/2017

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/03/2012
RETURN & BARRIERS
11% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0749837075
NEXT POTENTIAL MATURITY DATE 28/03/2017

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/03/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0590135561
NEXT POTENTIAL MATURITY DATE 18/03/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191275
NEXT POTENTIAL MATURITY DATE 07/03/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191192
NEXT POTENTIAL MATURITY DATE 07/03/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.25% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883501974
NEXT POTENTIAL MATURITY DATE 02/03/2018

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.75% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883509019
NEXT POTENTIAL MATURITY DATE 02/03/2018

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 22/02/2013
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883611302
NEXT POTENTIAL MATURITY DATE 22/02/2018

• FACTSHEET