INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz (D) Eurostoxx/FTSE/S&P/Brazil Qtrly Income Oct 2013 GBP
ISIN: XS0974080847
STRIKE DATE: 18/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503033.315891.95
FTSE 1006622.5810171.76
S&P 5001744.56969.01
iShares MSCI Brazil (EWZ)50.738.12

STRIKE DATE 18/10/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Maturity from year1, 50% Barrier (E)
P.A. RETURN
ISIN XS0974080847
NEXT POTENTIAL MATURITY DATE 18/10/2018

EXPAND CLOSE
Commerz 6yr Safe Haven Semi-Annual Autocall July 2014 USD
ISIN: XS1088662769
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
S&P/ASX 2005531.6648927.526
SMI8511.4313147.93
S&P/TSX 60879.211907.604
OMX Stockholm 301387.373031.392

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1088662769
NEXT POTENTIAL MATURITY DATE 18/07/2017

EXPAND CLOSE
Commerz BAE/Glencore/Glaxo 5yr Income Autocall USD July 2013
ISIN: XS0948395131
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BAE4301973.5
Glencore272.4507.9
Glaxo17151852

STRIKE DATE 19/07/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0948395131
NEXT POTENTIAL MATURITY DATE 19/07/2018

EXPAND CLOSE
Natixis HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS0947188644
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71270
Vodafone246.2544106.4
BP491.05462.65
Glaxo16451852

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947188644
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS1017430122
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71270
Vodafone246.2544106.4
BP491.05462.65
Glaxo16451852

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1017430122
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 USD
ISIN: XS1114435305
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95738.31
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435305
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 GBP
ISIN: XS1114435131
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95738.31
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435131
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz FTSE-Eurstoxx 6yr Semi-Annual Autocall July 2014 GBP
ISIN: XS1082960540
STRIKE DATE: 16/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006784.6710171.76
Eurostoxx 503202.945891.95

STRIKE DATE 16/07/2014
RETURN & BARRIERS
3.5% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1082960540
NEXT POTENTIAL MATURITY DATE 16/07/2015

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 EUR
ISIN: XS0642187941
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610171.76
HSCEI12266.329552.58
iShares MSCI Brazil (EWZ)69.638.12

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642187941
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 USD
ISIN: XS0642193758
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610171.76
HSCEI12266.329552.58
iShares MSCI Brazil (EWZ)69.638.12

STRIKE DATE 15/07/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642193758
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 GBP
ISIN: XS0642209422
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610171.76
HSCEI12266.329552.58
iShares MSCI Brazil (EWZ)69.638.12

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642209422
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
MS FTSE/Oil Jan 11 GBP
ISIN: XS0559143119
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006002.1010171.76
S&P GSCI CrudeOil Excess Return552.99146.572

STRIKE DATE 14/01/2011
RETURN & BARRIERS
5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0559143119
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Nomura China/Taiwan Jul 11 USD
ISIN: XS0635265415
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12756.329552.58

STRIKE DATE 08/07/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0635265415
NEXT POTENTIAL MATURITY DATE 10/07/2017

EXPAND CLOSE
Citi Commodity Jul 11 USD
ISIN: XS0632493432
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future642.25430.75
Cotton Future116.5863.48
Sugar #11 World Future29.3614.7

STRIKE DATE 08/07/2011
RETURN & BARRIERS
5% Quarterly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0632493432
NEXT POTENTIAL MATURITY DATE 08/07/2016

EXPAND CLOSE
BNP Global Giants High Performance Investment July 2014 GBP
ISIN: XS1029913974
STRIKE DATE: 07/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV84.3759.64
Apple Inc95.97258.28
Royal Dutch Shell (GBp)23992797.5
Toyota Motor Corp61703448

STRIKE DATE 07/07/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1029913974
NEXT POTENTIAL MATURITY DATE 09/01/2018

EXPAND CLOSE
UBS Taiwan-Aus-Canada-Sweden Pheonix AC July 14 USD
ISIN: XS1083216793
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9526.2332536.27
S&P/ASX 2005491.2458927.526
S&P/TSX 60869.061907.604
OMX Stockholm 301409.443031.392

STRIKE DATE 03/07/2014
RETURN & BARRIERS
4.3% Semi-annual if all above75%, Autocall 100%, 75% Barrier (E)
P.A. RETURN
ISIN XS1083216793
NEXT POTENTIAL MATURITY DATE 04/07/2017

EXPAND CLOSE
Natixis Intercontinental Income July 2014 GBP
ISIN: XS0998356645
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.755891.95
HSCEI10454.279552.58
Russell 20001208.152654.776
iShares MSCI Australia26.5228.42

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356645
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Intercontinental Income July 2014 USD
ISIN: XS0998356306
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.755891.95
HSCEI10454.279552.58
Russell 20001208.152654.776
iShares MSCI Australia26.5228.42

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356306
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Large Cap Fixed Income Autocall July 14 GBP
ISIN: XS0998354608
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays219.35479.6
Tesla Motors229.25
Vodafone196.55106.4

STRIKE DATE 03/07/2014
RETURN & BARRIERS
1.95% Qtrly Fixed Income, 100% Annual Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998354608
NEXT POTENTIAL MATURITY DATE 06/07/2015

EXPAND CLOSE
Nomura Int’l Titans Autocall + Index Protection Apr 2015 GBP
ISIN: XS1197336008
STRIKE DATE: 02/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AT&T33.1325.13
HSBC582.31270
Vodafone222.2106.4
Total SA45.84560.82
FTSE 1006833.4610171.76

STRIKE DATE 02/04/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1197336008
NEXT POTENTIAL MATURITY DATE 02/01/2018

EXPAND CLOSE