INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi Commodity Oct 11 GBP
ISIN: XS0680250528
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future655435.25
Cotton Future104.3763.3
Sugar #11 World Future26.1514.52

STRIKE DATE 28/10/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0680250528
NEXT POTENTIAL MATURITY DATE 28/10/2016

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Oct 2013 USD
ISIN: XS0979348439
STRIKE DATE: 25/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton51.6926.93
BAE451.71792
Berkshire Hathaway117.03502.4
Royal Dutch Shell (EUR)24.94522.795

STRIKE DATE 25/10/2013
RETURN & BARRIERS
4.1% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0979348439
NEXT POTENTIAL MATURITY DATE 25/01/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 USD
ISIN: XS0800817313
STRIKE DATE: 27/07/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005627.219911.42
HSCEI9398.859538.99
iShares MSCI Brazil (EWZ)53.5633.22

STRIKE DATE 27/07/2012
RETURN & BARRIERS
13.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0800817313
NEXT POTENTIAL MATURITY DATE 27/07/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 GBP
ISIN: XS0800824525
STRIKE DATE: 27/07/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005627.219911.42
HSCEI9398.859538.99
iShares MSCI Brazil (EWZ)53.5633.22

STRIKE DATE 27/07/2012
RETURN & BARRIERS
11.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0800824525
NEXT POTENTIAL MATURITY DATE 27/07/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall July 2014 GBP
ISIN: XS1084279220
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.559911.42
Eurostoxx 503174.995787.31
iShares MSCI Brazil (EWZ)51.0633.22

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084279220
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall July 2014 USD
ISIN: XS1084294963
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.559911.42
Eurostoxx 503174.995787.31
iShares MSCI Brazil (EWZ)51.0633.22

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084294963
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Natixis Qtrly Intercontinental Income July 2014 GBP
ISIN: XS0998361991
STRIKE DATE: 24/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503220.075787.31
HSCEI10936.69538.99
Russell 20001156.262450.797
iShares MSCI Australia27.0226.58

STRIKE DATE 24/07/2014
RETURN & BARRIERS
1.75% Qtrly if all above 80%, 100% Autocall from 6m, 60% Barrier (E)
P.A. RETURN
ISIN XS0998361991
NEXT POTENTIAL MATURITY DATE 24/07/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 GBP
ISIN: XS1009477818
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13402892
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.912.48

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009477818
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 USD
ISIN: XS1009476174
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13402892
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.912.48

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009476174
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
CS Commodity Jul 11 GBP
ISIN: XS0644108499
STRIKE DATE: 22/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future690435.25
Cotton Future99.1463.3
Sugar #11 World Future31.3414.52

STRIKE DATE 22/07/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0644108499
NEXT POTENTIAL MATURITY DATE 22/07/2016

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 USD
ISIN: XS0974175043
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.839194.88
Rio Tinto32425410
BAE453.91792

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974175043
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 GBP
ISIN: XS0974178658
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.839194.88
Rio Tinto32425410
BAE453.91792

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974178658
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
Nomura UK-Europe-Japan-Taiwan 6yr Semi-Annual AC July 2014 USD
ISIN: XS1087902299
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.459911.42
Eurostoxx 503164.215787.31
Nikkei 22515215.7151063.31
MSCI Taiwan339.451210.16

STRIKE DATE 18/07/2014
RETURN & BARRIERS
5.5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1087902299
NEXT POTENTIAL MATURITY DATE 18/01/2017

EXPAND CLOSE
BNP FTSE-Eurostoxx-IBEX-WTI 6yr Semi-Annual AC July 2014 USD
ISIN: XS1061555006
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.459911.42
Eurostoxx 503164.215787.31
IBEX 351052716615.8
WTI Crude Oil103.1358.49

STRIKE DATE 18/07/2014
RETURN & BARRIERS
7.5% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1061555006
NEXT POTENTIAL MATURITY DATE 20/07/2020

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Jan 2015 GBP
ISIN: XS1152090608
STRIKE DATE: 19/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC596.31117.4
Glaxo14391823.5
Royal Dutch Shell 'B'21672909

STRIKE DATE 19/01/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1152090608
NEXT POTENTIAL MATURITY DATE 19/01/2017

EXPAND CLOSE
Commerz (D) Eurostoxx/FTSE/S&P/Brazil Qtrly Income Oct 2013 GBP
ISIN: XS0974080847
STRIKE DATE: 18/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503033.315787.31
FTSE 1006622.589911.42
S&P 5001744.56850.92
iShares MSCI Brazil (EWZ)50.733.22

STRIKE DATE 18/10/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Maturity from year1, 50% Barrier (E)
P.A. RETURN
ISIN XS0974080847
NEXT POTENTIAL MATURITY DATE 18/10/2018

EXPAND CLOSE
Commerz 6yr Safe Haven Semi-Annual Autocall July 2014 USD
ISIN: XS1088662769
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005531.6648799.531
SMI8511.4312793.74
S&P/TSX 60879.211815.21
OMX Stockholm 301387.372806.047

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1088662769
NEXT POTENTIAL MATURITY DATE 18/07/2017

EXPAND CLOSE
Commerz BAE/Glencore/Glaxo 5yr Income Autocall USD July 2013
ISIN: XS0948395131
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BAE4301792
Glencore272.4371.65
Glaxo17151823.5

STRIKE DATE 19/07/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0948395131
NEXT POTENTIAL MATURITY DATE 19/07/2018

EXPAND CLOSE
Natixis HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS0947188644
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71117.4
Vodafone246.254494.88
BP491.05467.85
Glaxo16451823.5

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947188644
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS1017430122
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71117.4
Vodafone246.254494.88
BP491.05467.85
Glaxo16451823.5

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1017430122
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE