INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Major Markets Income Autocall Jan 2014 GBP
ISIN: XS0947187240
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.25787.31
Nikkei 22515391.5651063.31
HSCEI10014.029538.99
Russell 20001144.132450.797

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947187240
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Natixis Major Markets Income Autocall Jan 2014 USD
ISIN: XS0947186861
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.25787.31
Nikkei 22515391.5651063.31
HSCEI10014.029538.99
Russell 20001144.132450.797

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947186861
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Nomura FTSE-USO Fixed Inc Jan 10 EUR
ISIN: XS0474123402
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10053009911.42
United States Oil Fund36.3469.79

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7% p.a. Fixed Income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123402
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE
Nomura FTSE/USO Jan 10 GBP Income
ISIN: XS0474123824
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10053009911.42
United States Oil Fund36.3469.79

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7.5% fixed income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123824
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall July 2014 USD
ISIN: XS1081514397
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
Vodafone195.2594.88
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514397
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall July 2014 GBP
ISIN: XS1081514801
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone195.2594.88
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514801
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Dec 11 GBP
ISIN: XS0686179796
STRIKE DATE: 14/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005366.89911.42

STRIKE DATE 14/12/2011
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0686179796
NEXT POTENTIAL MATURITY DATE 15/12/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall December 2013 GBP
ISIN: XS0990546623
STRIKE DATE: 06/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006551.999911.42
Nikkei 22515299.8651063.31

STRIKE DATE 06/12/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0990546623
NEXT POTENTIAL MATURITY DATE 08/12/2014

EXPAND CLOSE
Nomura China-EEM Autocall Dec 09 GBP
ISIN: XS0460991176
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI13461.559538.99
iShares MSCI Emerging Markets (EEM)41.8455.58

STRIKE DATE 04/12/2009
RETURN & BARRIERS
15% Autocall
P.A. RETURN
ISIN XS0460991176
NEXT POTENTIAL MATURITY DATE 04/12/2014

EXPAND CLOSE
UBS SAB-AAL-LLOY 5yr Qtrly Pheonix AC Dec 2013 GBP
ISIN: XS0989141378
STRIKE DATE: 02/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SABMiller31173319.5
Anglo American12932892
Lloyds78.5895.16

STRIKE DATE 02/12/2013
RETURN & BARRIERS
3% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0989141378
NEXT POTENTIAL MATURITY DATE 02/12/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 GBP
ISIN: DE000CZ43PJ7
STRIKE DATE: 15/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503054.535787.31
IBEX 359695.916615.8
FTSE MIB18687.244792.64

STRIKE DATE 15/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PJ7
NEXT POTENTIAL MATURITY DATE 17/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 USD
ISIN: XS0947177449
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915787.31
Nikkei 22514086.851063.31
S&P/TSX 60771.411815.21
S&P/ASX 2005400.6658799.531

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177449
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 GBP
ISIN: XS0947177100
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915787.31
Nikkei 22514086.851063.31
S&P/TSX 60771.411815.21
S&P/ASX 2005400.6658799.531

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177100
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 GBP
ISIN: XS0947177522
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915787.31
Nikkei 22514086.851063.31
S&P/TSX 60771.411815.21
S&P/ASX 2005400.6658799.531

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177522
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 USD
ISIN: XS0947177019
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915787.31
Nikkei 22514086.851063.31
S&P/TSX 60771.411815.21
S&P/ASX 2005400.6658799.531

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177019
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 EUR
ISIN: DE000CZ43PH1
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915787.31
IBEX 359747.216615.8
FTSE MIB18961.744792.64

STRIKE DATE 08/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PH1
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Nov 2013 GBP
ISIN: XS0979910493
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton53.2326.93
BAE455.71792
Berkshire Hathaway115.27502.4
Royal Dutch Shell (EUR)24.7622.795

STRIKE DATE 01/11/2013
RETURN & BARRIERS
3.5% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0979910493
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 GBP
ISIN: XS0998345523
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112793.74
OMX Stockholm 301360.192806.047
S&P/ASX 2005458.0578799.531
S&P/TSX 60842.811815.21

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345523
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 EUR
ISIN: XS0998345283
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112793.74
OMX Stockholm 301360.192806.047
S&P/ASX 2005458.0578799.531
S&P/TSX 60842.811815.21

STRIKE DATE 02/05/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345283
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 USD
ISIN: XS0998346091
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112793.74
OMX Stockholm 301360.192806.047
S&P/ASX 2005458.0578799.531
S&P/TSX 60842.811815.21

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998346091
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE