INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commez Fixed Income Autocall Nov 2013 USD
ISIN: DE000CZ43PC2
STRIKE DATE: 29/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
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 DE000CZ43PC2
NEXT POTENTIAL MATURITY DATE 29/11/2018

EXPAND CLOSE
Commerz 6yr FTSE-Oil Semi-Annual Autocall May 2015 USD
ISIN: XS1225618526
STRIKE DATE: 22/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007031.7210364.79
United States Oil Fund162124.09

STRIKE DATE 22/05/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS1225618526
NEXT POTENTIAL MATURITY DATE 24/05/2021

EXPAND CLOSE
UBS China/Russia/Brazil 5yr Low Hurdle Autocall Nov 2013 USD
ISIN: XS0982259862
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10390.738504.81
Russian Depository Index1699.210
iShares MSCI Brazil (EWZ)47.0238.37

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
P.A. RETURN
ISIN XS0982259862
NEXT POTENTIAL MATURITY DATE 08/11/2018

EXPAND CLOSE
Natixis 5 Yr Gold / Oil Autocall Nov 12 USD
ISIN: XS0841409377
STRIKE DATE: 09/11/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P GSCI Gold index146.83287.8684
S&P GSCI CrudeOil Excess Return457.19230.222

STRIKE DATE 09/11/2012
RETURN & BARRIERS
5.5%semi-annual;first observation end of Yr 1;50% barrier (E)
P.A. RETURN
ISIN XS0841409377
NEXT POTENTIAL MATURITY DATE 09/11/2017

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall May 2015 GBP
ISIN: XS1127282876
STRIKE DATE: 08/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9093.3312991.25
OMX Stockholm 301616.4553006.37
S&P/ASX 2005634.5578671.785
S&P/TSX 60884.091913.651

STRIKE DATE 08/05/2015
RETURN & BARRIERS
4.55% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1127282876
NEXT POTENTIAL MATURITY DATE 08/11/2017

EXPAND CLOSE
Commerz TSX60-SMI-OMX-TWSE Income Autocall May 2015 USD
ISIN: XS1232243615
STRIKE DATE: 06/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60875.061913.651
SMI8888.9212991.25
OMX Stockholm 301584.1753006.37
Taiwan TAIEX9818.233174.82

STRIKE DATE 06/05/2015
RETURN & BARRIERS
4.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1232243615
NEXT POTENTIAL MATURITY DATE 08/05/2017

EXPAND CLOSE
Citi FTSE/China/Brazil Nov 10 GBP
ISIN: XS0544256513
STRIKE DATE: 05/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005875.3510364.79
HSCEI14107.38504.81
iShares MSCI Brazil (EWZ)81.1638.37

STRIKE DATE 05/11/2010
RETURN & BARRIERS
15.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544256513
NEXT POTENTIAL MATURITY DATE 07/11/2016

EXPAND CLOSE
Citi FTSE/China/Brazil Nov 10 USD
ISIN: XS0544253924
STRIKE DATE: 05/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005875.3510364.79
HSCEI14107.38504.81
iShares MSCI Brazil (EWZ)81.1638.37

STRIKE DATE 05/11/2010
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544253924
NEXT POTENTIAL MATURITY DATE 07/11/2016

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall Bespoke Oct 2012 USD
ISIN: XS0851559384
STRIKE DATE: 30/10/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Wisdomtree India Earnings Fund18.140.77
iShares MSCI Taiwan Fund12.671.72
Market Vectors Indonesia Fund29.1213.81

STRIKE DATE 30/10/2012
RETURN & BARRIERS
9.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0851559384
NEXT POTENTIAL MATURITY DATE 31/10/2017

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall April 2015 GBP
ISIN: XS1135631338
STRIKE DATE: 30/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9077.1212991.25
OMX Stockholm 301628.0393006.37
S&P/ASX 2005789.9838671.785
S&P/TSX 60886.561913.651

STRIKE DATE 30/04/2015
RETURN & BARRIERS
4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1135631338
NEXT POTENTIAL MATURITY DATE 30/10/2017

EXPAND CLOSE
MS Eurostoxx/China/Brazil Oct 11 EUR
ISIN: XS0690041727
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502462.365732.71
HSCEI10625.168504.81
iShares MSCI Brazil (EWZ)64.5138.37

STRIKE DATE 28/10/2011
RETURN & BARRIERS
10% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0690041727
NEXT POTENTIAL MATURITY DATE 30/10/2017

EXPAND CLOSE
MS Nikkei/Oil Apr 11 GBP
ISIN: XS0614379674
STRIKE DATE: 27/04/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 2259691.8453739.68
S&P GSCI CrudeOil Excess Return637.8464230.222

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

EXPAND CLOSE
MS Nikkei/Oil Apr 11 USD
ISIN: XS0614379591
STRIKE DATE: 27/04/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 2259691.8453739.68
S&P GSCI CrudeOil Excess Return637.8464230.222

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

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Oct 2012 USD
ISIN: XS0834625823
STRIKE DATE: 26/10/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005806.7110364.79
HSCEI10449.538504.81
iShares MSCI Brazil (EWZ)53.6238.37

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

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Oct 2012 GBP
ISIN: XS0834625740
STRIKE DATE: 26/10/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005806.7110364.79
HSCEI10449.538504.81
iShares MSCI Brazil (EWZ)53.6238.37

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

EXPAND CLOSE
Natixis 5yr Fixed Income Autocall Oct 2013 GBP
ISIN: XS0947176987
STRIKE DATE: 25/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto3222.57118
Vale SA16.0816.05
Anglo American15083344
Barrick Gold Corp20.14
Randgold Resources Ltd (ADR)76.7371.28

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

EXPAND CLOSE
Natixis 5yr Fixed Income Autocall Oct 2013 USD
ISIN: XS0947176805
STRIKE DATE: 25/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto3222.57118
Vale SA16.0816.05
Anglo American15083344
Barrick Gold Corp20.14
Randgold Resources Ltd (ADR)76.7371.28

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

EXPAND CLOSE
MS FTSE/China/Brazil Podium Oct 11 GBP
ISIN: XS0679288737
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.6510364.79
HSCEI9219.738504.81
iShares MSCI Brazil (EWZ)57.5538.37

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

EXPAND CLOSE
MS FTSE/China/Brazil Podium Oct 11 USD
ISIN: XS0679288570
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.610364.79
HSCEI9219.738504.81
iShares MSCI Brazil (EWZ)57.5538.37

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

EXPAND CLOSE
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 GBP
ISIN: XS0975410944
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.210364.79
S&P 5001744.666575.32
Eurostoxx 503028.655732.71
Nikkei 22514693.5753739.68

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

EXPAND CLOSE