INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 USD
ISIN: XS0975406249
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
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 XS0975406249
NEXT POTENTIAL MATURITY DATE 20/10/2016

EXPAND CLOSE
UBS S&P 500-WTI Oil Semi-Annual Autocall Oct 2014 USD
ISIN: XS1111698020
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001886.766575.32
WTI Crude Oil82.75100.12

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.1% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1111698020
NEXT POTENTIAL MATURITY DATE 17/10/2019

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 USD
ISIN: XS1114178905
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
Expedia74.57227.67
Facebook75.95579.23
Netflix51.01395.55
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114178905
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 GBP
ISIN: XS1114163626
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
Expedia74.57227.67
Facebook75.95579.23
Netflix51.01395.55
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114163626
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP July 2015
ISIN: GB00BWK1RF02
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302155.092353.61

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN 30™ Index
P.A. RETURN
ISIN GB00BWK1RF02
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP July 2015
ISIN: GB00BWK1RD87
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006673.3810364.79
HSCEI11858.558504.81
Eurostoxx 503528.815732.71

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% final level (European style)
P.A. RETURN
ISIN GB00BWK1RD87
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection USD July 2015
ISIN: XS1247508655
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.4113.65
Royal Dutch Shell 'B'1829.53443.5
HSBC580.21286.6
Glaxo13712107
FTSE 1006775.0810364.79

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247508655
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection GBP July 2015
ISIN: XS1247512335
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.4113.65
Royal Dutch Shell (GBp)1829.53443.5
HSBC580.21286.6
Glaxo13712107
FTSE 1006775.0810364.79

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247512335
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Nomura Deposit II
ISIN: NOMDEPID002
STRIKE DATE: 15/10/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005222.9510364.79
Eurostoxx 502939.095732.71
iShares MSCI Emerging Markets (EEM)41.3257.23
iShares iBoxx $ Invest Grade Corp Bond104.01108.66

STRIKE DATE 15/10/2009
RETURN & BARRIERS
100% Particp capped at 60%
P.A. RETURN
ISIN NOMDEPID002
NEXT POTENTIAL MATURITY DATE 15/10/2015

EXPAND CLOSE
MS FTSE/Oil GBP April 2012
ISIN: XS0763741633
STRIKE DATE: 13/04/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005651.7910364.79
S&P GSCI CrudeOil Excess Return561.28230.222

STRIKE DATE 13/04/2012
RETURN & BARRIERS
5.5% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0763741633
NEXT POTENTIAL MATURITY DATE 13/04/2017

EXPAND CLOSE
UBS 6yr FTSE-Eurostoxx Autocall Apr 2015 GBP
ISIN: XS1214496330
STRIKE DATE: 10/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007089.7710364.79
Eurostoxx 503816.765732.71

STRIKE DATE 10/04/2015
RETURN & BARRIERS
3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1214496330
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Commerz FTSE-S&P-Eurostoxx 6yr SA Autocall Oct 2014 GBP
ISIN: XS1121919846
STRIKE DATE: 08/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006482.2410364.79
S&P 5001968.896575.32
Eurostoxx 503053.315732.71

STRIKE DATE 08/10/2014
RETURN & BARRIERS
4.5% Semi-Annual from yr1, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1121919846
NEXT POTENTIAL MATURITY DATE 10/04/2017

    EXPAND CLOSE
    MS Eurostoxx/India/Brazil Apr 11 USD
    ISIN: XS0605215903
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502955.845732.71
    Wisdomtree India Earnings Fund25.5140.77
    iShares MSCI Brazil (EWZ)79.7838.37

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0605215903
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Citi China/Taiwan Apr 11 USD
    ISIN: XS0597555100
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI13657.68504.81
    Taiwan TAIEX8851.9833174.82

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0597555100
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Apr 2015 USD
    ISIN: XS1127282280
    STRIKE DATE: 02/04/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005898.588671.785
    S&P/TSX 60876.31913.651
    Eurostoxx 503715.275732.71
    Nikkei 22519312.7953739.68

    STRIKE DATE 02/04/2015
    RETURN & BARRIERS
    4.4% semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1127282280
    NEXT POTENTIAL MATURITY DATE 06/04/2021

    EXPAND CLOSE
    Citi S&P/Brazil Sept 10 USD
    ISIN: XS0534386874
    STRIKE DATE: 29/09/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5001144.736575.32
    iShares MSCI Brazil (EWZ)76.1538.37

    STRIKE DATE 29/09/2010
    RETURN & BARRIERS
    12.5% p.a, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0534386874
    NEXT POTENTIAL MATURITY DATE 29/09/2015

    EXPAND CLOSE
    UBS 5yr FTSE-Oil Semi-Annual Autocall Mar 2015 GBP
    ISIN: XS1196385428
    STRIKE DATE: 27/03/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006855.0210364.79
    United States Oil Fund17.14124.09

    STRIKE DATE 27/03/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1196385428
    NEXT POTENTIAL MATURITY DATE 27/03/2020

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 EUR
    ISIN: XS0899992605
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025732.71
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    5.7% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899992605
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 GBP
    ISIN: XS0899982390
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025732.71
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    6.1% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982390
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 USD
    ISIN: XS0899982044
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.025732.71
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    7.5% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982044
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE