INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1006482.2410171.76
S&P 5001968.896969.01
Eurostoxx 503053.315891.95

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 502955.845891.95
    Wisdomtree India Earnings Fund25.5144.8
    iShares MSCI Brazil (EWZ)79.7838.12

    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
    HSCEI13657.69552.58
    Taiwan TAIEX8851.9832536.27

    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 2005898.588927.526
    S&P/TSX 60876.31907.604
    Eurostoxx 503715.275891.95
    Nikkei 22519312.7953375.6

    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 5001144.736969.01
    iShares MSCI Brazil (EWZ)76.1538.12

    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
    UBS 5yr FTSE-Oil Semi-Annual Autocall Mar 2015 GBP
    ISIN: XS1196385428
    STRIKE DATE: 27/03/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006855.0210171.76
    United States Oil Fund17.1479.14

    STRIKE DATE 27/03/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1196385428
    NEXT POTENTIAL MATURITY DATE 27/03/2020

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 EUR
    ISIN: XS0899992605
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025891.95
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    5.7% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899992605
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 GBP
    ISIN: XS0899982390
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025891.95
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    6.1% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982390
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 USD
    ISIN: XS0899982044
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025891.95
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    7.5% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982044
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    MS FTSE/Oil Mar 11 GBP
    ISIN: XS0595499525
    STRIKE DATE: 25/03/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005900.7610171.76
    S&P GSCI CrudeOil Excess Return599.634146.572

    STRIKE DATE 25/03/2011
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0595499525
    NEXT POTENTIAL MATURITY DATE 29/03/2016

    EXPAND CLOSE
    Commerz China/Taiwan / Brazil March 12 USD
    ISIN: XS0748662391
    STRIKE DATE: 23/03/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10658.079552.58
    Taiwan TAIEX8076.6132536.27
    iShares MSCI Brazil (EWZ)65.8338.12

    STRIKE DATE 23/03/2012
    RETURN & BARRIERS
    7.0% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0748662391
    NEXT POTENTIAL MATURITY DATE 23/03/2017

    EXPAND CLOSE
    Commerz ASX200-TSX60-SMI-Eurostoxx Semi-Annual AC Sept 2014 USD
    ISIN: XS1111818537
    STRIKE DATE: 18/09/2014
    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 2005415.8278927.526
    S&P/TSX 60895.261907.604
    SMI8830.4913147.93
    Eurostoxx 503271.375891.95

    STRIKE DATE 18/09/2014
    RETURN & BARRIERS
    5.9% Semi-Annual, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1111818537
    NEXT POTENTIAL MATURITY DATE 18/09/2017

    EXPAND CLOSE
    Commerz ASX200-TSX60-SMI-OMX Semi-Annual AC Sept 2014 USD
    ISIN: XS1111817646
    STRIKE DATE: 18/09/2014
    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 2005415.8278927.526
    S&P/TSX 60895.261907.604
    SMI8830.4913147.93
    OMX Stockholm 301416.793031.392

    STRIKE DATE 18/09/2014
    RETURN & BARRIERS
    5.3% Semi-Annual, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1111817646
    NEXT POTENTIAL MATURITY DATE 19/09/2017

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Mar 2015 GBP
    ISIN: XS1127278338
    STRIKE DATE: 16/03/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.0813147.93
    OMX Stockholm 301689.6673031.392
    S&P/ASX 2005797.6588927.526
    S&P/TSX 60871.71907.604

    STRIKE DATE 16/03/2015
    RETURN & BARRIERS
    4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1127278338
    NEXT POTENTIAL MATURITY DATE 16/09/2020

    EXPAND CLOSE
    MS FTSE/ Oil March 2012 GBP
    ISIN: XS0742376659
    STRIKE DATE: 16/03/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005965.610171.76
    S&P GSCI CrudeOil Excess Return587.26146.572

    STRIKE DATE 16/03/2012
    RETURN & BARRIERS
    6% semi-annual 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0742376659
    NEXT POTENTIAL MATURITY DATE 16/03/2017

    EXPAND CLOSE
    UBS FTSE-Oil 5yr Semi-Annual Autocall March 2014 GBP
    ISIN: XS1034999687
    STRIKE DATE: 14/03/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006527.8910171.76
    WTI Crude Oil98.8965.42

    STRIKE DATE 14/03/2014
    RETURN & BARRIERS
    4.25% Semi-Annual, 100% Autocall, 50% Barrier (A)
    P.A. RETURN
    ISIN XS1034999687
    NEXT POTENTIAL MATURITY DATE 14/03/2019

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 GBP
    ISIN: XS0815944904
    STRIKE DATE: 14/09/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005915.510171.76
    HSCEI9829.439552.58
    iShares MSCI Brazil (EWZ)57.0638.12

    STRIKE DATE 14/09/2012
    RETURN & BARRIERS
    9.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0815944904
    NEXT POTENTIAL MATURITY DATE 14/09/2017

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 USD
    ISIN: XS0815944813
    STRIKE DATE: 14/09/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005915.510171.76
    HSCEI9829.439552.58
    iShares MSCI Brazil (EWZ)57.0638.12

    STRIKE DATE 14/09/2012
    RETURN & BARRIERS
    10.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0815944813
    NEXT POTENTIAL MATURITY DATE 14/09/2017

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall March 2014 USD
    ISIN: XS1046227630
    STRIKE DATE: 14/03/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Deutsche Telekom11.24527.47
    Barrick Gold Corp20.91
    Yahoo! Inc37.615.85

    STRIKE DATE 14/03/2014
    RETURN & BARRIERS
    3% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1046227630
    NEXT POTENTIAL MATURITY DATE 14/03/2017

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall Sept 2014 USD
    ISIN: XS1094681779
    STRIKE DATE: 12/09/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Facebook77.48738.31
    LinkedIn224.83195.96
    Tesla Motors279.2

    STRIKE DATE 12/09/2014
    RETURN & BARRIERS
    4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1094681779
    NEXT POTENTIAL MATURITY DATE 12/06/2017

    EXPAND CLOSE