INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura Deposit IV
ISIN: NOMDEPID004
STRIKE DATE: 29/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005188.5210364.79
Eurostoxx 502776.835732.71
iShares MSCI Emerging Markets (EEM)38.2557.23
iShares iBoxx $ Invest Grade Corp Bond105.45108.66

STRIKE DATE 29/01/2010
RETURN & BARRIERS
100% particip, cap at 48%
P.A. RETURN
ISIN NOMDEPID004
NEXT POTENTIAL MATURITY DATE 29/01/2016

EXPAND CLOSE
Citi FTSE/China/Brazil Jan 11 GBP
ISIN: XS0566851977
STRIKE DATE: 28/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005881.3710364.79
HSCEI12565.568504.81
iShares MSCI Brazil (EWZ)72.5538.37

STRIKE DATE 28/01/2011
RETURN & BARRIERS
16.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0566851977
NEXT POTENTIAL MATURITY DATE 28/01/2016

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Jan 2013 GBP
ISIN: XS0868354449
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110364.79
HSCEI12105.718504.81
S&P GSCI CrudeOil Excess Return501.71230.222

STRIKE DATE 18/01/2013
RETURN & BARRIERS
8.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868354449
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Semi-Annual Autocall Jan 2015 USD
ISIN: XS1173886208
STRIKE DATE: 16/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006550.2710364.79
S&P 5002019.426575.32
Eurostoxx 503202.245732.71

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173886208
NEXT POTENTIAL MATURITY DATE 17/01/2017

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Semi-Annual Autocall Jan 2015 GBP
ISIN: XS1173884500
STRIKE DATE: 16/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006550.2710364.79
S&P 5002019.426575.32
Eurostoxx 503202.245732.71

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173884500
NEXT POTENTIAL MATURITY DATE 17/01/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 USD
ISIN: XS0866279226
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8274.87
Copper (LME)805312270

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866279226
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 GBP
ISIN: XS0866408643
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8274.87
Copper (LME)805312270

STRIKE DATE 18/01/2013
RETURN & BARRIERS
3.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866408643
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Barclays (Merchant) 95% Cap Prot Commodity Note GBP
ISIN: XS0563657880
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future648.75454.25
Cotton Future141.4470.76
Soybean Future1406.51168.5
Sugar #11 World Future30.8915.29

STRIKE DATE 14/01/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0563657880
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil Dec 11 GBP
ISIN: XS0705048980
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005490.110364.79
HSCEI9957.158504.81
iShares MSCI Brazil (EWZ)57.6538.37

STRIKE DATE 13/12/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705048980
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz S&P/China/Brazil Dec 11 USD
ISIN: XS0705049525
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001225.756575.32
HSCEI9957.158504.81
iShares MSCI Brazil (EWZ)57.6538.37

STRIKE DATE 13/12/2011
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705049525
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz 5yr Comodity Low Hurdle Dec 2013 USD
ISIN: XS0995891321
STRIKE DATE: 12/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Silver (London Fix)19.874.87
Copper (LME)723012270
WTI Crude Oil97.5100.12

STRIKE DATE 12/12/2013
RETURN & BARRIERS
7% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
P.A. RETURN
ISIN XS0995891321
NEXT POTENTIAL MATURITY DATE 12/12/2018

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 GBP
ISIN: XS0947181391
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.865732.71
Nikkei 22515611.3153739.68
HSCEI11382.168504.81
Russell 20001119.692512.368

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181391
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 USD
ISIN: XS0947181557
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.865732.71
Nikkei 22515611.3153739.68
HSCEI11382.168504.81
Russell 20001119.692512.368

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181557
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
UBS International Recovery Autocall June 2013 USD
ISIN: XS0928562163
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10187.278504.81
iShares MSCI Brazil (EWZ)49.7338.37
Russian Depository Index1540.290
Gold (London PM)13864739

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Semi-Annual from year 1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0928562163
NEXT POTENTIAL MATURITY DATE 07/06/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 USD
ISIN: XS0854743324
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8574.87
Copper (LME)7965.512270

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0854743324
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 GBP
ISIN: XS0855169735
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8574.87
Copper (LME)7965.512270

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0855169735
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Nomura Deposit III
ISIN: NOMDEPID003
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005322.3610364.79
Eurostoxx 502910.335732.71
iShares MSCI Emerging Markets (EEM)41.8257.23
iShares iBoxx $ Invest Grade Corp Bond105.81108.66

STRIKE DATE 04/12/2009
RETURN & BARRIERS
100% Particip capped at 60%
P.A. RETURN
ISIN NOMDEPID003
NEXT POTENTIAL MATURITY DATE 04/12/2015

EXPAND CLOSE
Commerz Inditex 1r Reverse Convertible May 2015 USD
ISIN: XS1241523056
STRIKE DATE: 27/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.951.36

STRIKE DATE 27/05/2015
RETURN & BARRIERS
2.5% semi-annual fixed, 80% barrier (E)
P.A. RETURN
ISIN XS1241523056
NEXT POTENTIAL MATURITY DATE 03/06/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 USD
    ISIN: XS1135630959
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.7912991.25
    OMX Stockholm 301644.9913006.37
    S&P/ASX 2005777.168671.785
    S&P/TSX 60875.041913.651

    STRIKE DATE 29/05/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135630959
    NEXT POTENTIAL MATURITY DATE 29/11/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 GBP
    ISIN: DE000CZ43PB4
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13493344
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3216.05

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PB4
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE