INTERNATIONAL PRODUCTS

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

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

• FACTSHEET