INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS FTSE Oil 5 yr Autocall July 2013 GBP
ISIN: XS0950979798
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006554.799911.42
S&P GSCI CrudeOil Excess Return539.01130.199

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0950979798
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 EUR
ISIN: XS0884341883
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7796.8412793.74
OMX Stockholm 301227.862806.047
S&P/TSX 60727.591815.21
S&P/ASX 2005042.0268799.531

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884341883
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 GBP
ISIN: XS1050800850
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1050800850
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 USD
ISIN: XS1055479353
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1055479353
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
BNP Global Giants High Performance Investment Apr 2014 GBP
ISIN: XS0993306355
STRIKE DATE: 17/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV78.5256.14
Apple Inc74.991273.47
Royal Dutch Shell (GBp)22442909
Toyota Motor Corp55123190

STRIKE DATE 17/04/2014
RETURN & BARRIERS
2.3% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS0993306355
NEXT POTENTIAL MATURITY DATE 17/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 USD
ISIN: XS0884344473
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9812793.74
OMX Stockholm 301167.522806.047
S&P/TSX 60694.421815.21
S&P/ASX 2004841.7488799.531

STRIKE DATE 05/07/2013
RETURN & BARRIERS
8.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884344473
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 GBP
ISIN: XS0884340992
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9812793.74
OMX Stockholm 301167.522806.047
S&P/TSX 60694.421815.21
S&P/ASX 2004841.7488799.531

STRIKE DATE 05/07/2013
RETURN & BARRIERS
4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884340992
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 USD
ISIN: XS0884345108
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9812793.74
OMX Stockholm 301167.522806.047
S&P/TSX 60694.421815.21
S&P/ASX 2004841.7488799.531

STRIKE DATE 05/07/2013
RETURN & BARRIERS
5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884345108
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 GBP
ISIN: XS0884342006
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9812793.74
OMX Stockholm 301167.522806.047
S&P/TSX 60694.421815.21
S&P/ASX 2004841.7488799.531

STRIKE DATE 05/07/2013
RETURN & BARRIERS
7.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884342006
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 GBP
ISIN: XS0891937962
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3565.41
Eurostoxx 502596.015787.31

STRIKE DATE 05/07/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937962
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 USD
ISIN: XS0891937616
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3565.41
Eurostoxx 502596.015787.31

STRIKE DATE 05/07/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937616
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
UBS FTSE-SMI-OMX-TSX6 Yr Semi-Annual Autocall Dec 2013 USD
ISIN: XS1009476414
STRIKE DATE: 23/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006678.619911.42
SMI8107.112793.74
OMX Stockholm 301320.562806.047
S&P/TSX 60773.991815.21

STRIKE DATE 23/12/2013
RETURN & BARRIERS
5% semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1009476414
NEXT POTENTIAL MATURITY DATE 23/06/2014

EXPAND CLOSE
Natixis Taiwan-Aus-Sweden-Canada 6yr Pheonix AC Dec 2013 CHF
ISIN: XS0947188057
STRIKE DATE: 20/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Taiwan295.32
S&P/ASX 2005265.2178799.531
OMX Stockholm 301309.922806.047
S&P/TSX 60770.581815.21

STRIKE DATE 20/12/2013
RETURN & BARRIERS
4% Semi-annual if all above 75%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947188057
NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall June 2013 EUR
    ISIN: XS0884341701
    STRIKE DATE: 21/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7421.0612793.74
    OMX Stockholm 301138.62806.047
    S&P/TSX 60689.381815.21
    S&P/ASX 2004738.88799.531

    STRIKE DATE 21/06/2013
    RETURN & BARRIERS
    3.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884341701
    NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    MS FTSE/Oil June 2011 GBP
    ISIN: XS0626574643
    STRIKE DATE: 17/06/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005714.949911.42
    S&P GSCI CrudeOil Excess Return522.4882130.199

    STRIKE DATE 17/06/2011
    RETURN & BARRIERS
    5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0626574643
    NEXT POTENTIAL MATURITY DATE 17/06/2014

    EXPAND CLOSE
    BNP Global Giants High Performance Investment Mar 2014 GBP
    ISIN: XS0993383776
    STRIKE DATE: 14/03/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    AnheuserBusch InBev NV72.1656.14
    Apple Inc74.953273.47
    Royal Dutch Shell (GBp)21432909
    Toyota Motor Corp55513190

    STRIKE DATE 14/03/2014
    RETURN & BARRIERS
    2.25% Qtrly, Autocall 100%, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0993383776
    NEXT POTENTIAL MATURITY DATE 16/06/2014

    EXPAND CLOSE
    Natixis FTSE/S&P/China/Eurostoxx 95% Autocall Dec 2013 GBP
    ISIN: XS0947179650
    STRIKE DATE: 13/12/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006439.969911.42
    S&P 5001775.326850.92
    HSCEI11025.829538.99
    Eurostoxx 502921.925787.31

    STRIKE DATE 13/12/2013
    RETURN & BARRIERS
    4% Semi-annual, 95% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0947179650
    NEXT POTENTIAL MATURITY DATE 13/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 11 GBP
    ISIN: XS0704792570
    STRIKE DATE: 12/12/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005427.869911.42
    S&P GSCI CrudeOil Excess Return540.5345130.199

    STRIKE DATE 12/12/2011
    RETURN & BARRIERS
    8.3% Semi, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0704792570
    NEXT POTENTIAL MATURITY DATE 12/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 10 GBP
    ISIN: XS0554831320
    STRIKE DATE: 10/12/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005812.959911.42
    S&P GSCI CrudeOil Excess Return534.2013130.199

    STRIKE DATE 10/12/2010
    RETURN & BARRIERS
    6% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0554831320
    NEXT POTENTIAL MATURITY DATE 10/06/2014

    EXPAND CLOSE
    Commerz FTSE/S&P 5yr Autocall June 13 GBP
    ISIN: XS0932037632
    STRIKE DATE: 07/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006411.999911.42
    S&P 5001643.386850.92

    STRIKE DATE 07/06/2013
    RETURN & BARRIERS
    7% Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0932037632
    NEXT POTENTIAL MATURITY DATE 09/06/2014

    EXPAND CLOSE