INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS FTSE/Oil Mar 11 GBP
ISIN: XS0595499525
STRIKE DATE: 25/03/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005900.7610364.79
S&P GSCI CrudeOil Excess Return599.634230.222

STRIKE DATE 25/03/2011
RETURN & BARRIERS
5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0595499525
NEXT POTENTIAL MATURITY DATE 29/03/2016

EXPAND CLOSE
Commerz China/Taiwan / Brazil March 12 USD
ISIN: XS0748662391
STRIKE DATE: 23/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10658.078504.81
Taiwan TAIEX8076.6133174.82
iShares MSCI Brazil (EWZ)65.8338.37

STRIKE DATE 23/03/2012
RETURN & BARRIERS
7.0% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0748662391
NEXT POTENTIAL MATURITY DATE 23/03/2017

EXPAND CLOSE
Commerz ASX200-TSX60-SMI-Eurostoxx Semi-Annual AC Sept 2014 USD
ISIN: XS1111818537
STRIKE DATE: 18/09/2014
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 2005415.8278671.785
S&P/TSX 60895.261913.651
SMI8830.4912991.25
Eurostoxx 503271.375732.71

STRIKE DATE 18/09/2014
RETURN & BARRIERS
5.9% Semi-Annual, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1111818537
NEXT POTENTIAL MATURITY DATE 18/09/2017

EXPAND CLOSE
Commerz ASX200-TSX60-SMI-OMX Semi-Annual AC Sept 2014 USD
ISIN: XS1111817646
STRIKE DATE: 18/09/2014
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 2005415.8278671.785
S&P/TSX 60895.261913.651
SMI8830.4912991.25
OMX Stockholm 301416.793006.37

STRIKE DATE 18/09/2014
RETURN & BARRIERS
5.3% Semi-Annual, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1111817646
NEXT POTENTIAL MATURITY DATE 19/09/2017

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall Mar 2015 GBP
ISIN: XS1127278338
STRIKE DATE: 16/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.0812991.25
OMX Stockholm 301689.6673006.37
S&P/ASX 2005797.6588671.785
S&P/TSX 60871.71913.651

STRIKE DATE 16/03/2015
RETURN & BARRIERS
4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1127278338
NEXT POTENTIAL MATURITY DATE 16/09/2020

EXPAND CLOSE
MS FTSE/ Oil March 2012 GBP
ISIN: XS0742376659
STRIKE DATE: 16/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005965.610364.79
S&P GSCI CrudeOil Excess Return587.26230.222

STRIKE DATE 16/03/2012
RETURN & BARRIERS
6% semi-annual 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0742376659
NEXT POTENTIAL MATURITY DATE 16/03/2017

EXPAND CLOSE
UBS FTSE-Oil 5yr Semi-Annual Autocall March 2014 GBP
ISIN: XS1034999687
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006527.8910364.79
WTI Crude Oil98.89100.12

STRIKE DATE 14/03/2014
RETURN & BARRIERS
4.25% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1034999687
NEXT POTENTIAL MATURITY DATE 14/03/2019

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 GBP
ISIN: XS0815944904
STRIKE DATE: 14/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005915.510364.79
HSCEI9829.438504.81
iShares MSCI Brazil (EWZ)57.0638.37

STRIKE DATE 14/09/2012
RETURN & BARRIERS
9.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0815944904
NEXT POTENTIAL MATURITY DATE 14/09/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 USD
ISIN: XS0815944813
STRIKE DATE: 14/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005915.510364.79
HSCEI9829.438504.81
iShares MSCI Brazil (EWZ)57.0638.37

STRIKE DATE 14/09/2012
RETURN & BARRIERS
10.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0815944813
NEXT POTENTIAL MATURITY DATE 14/09/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall March 2014 USD
ISIN: XS1046227630
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Telekom11.24531.84
Barrick Gold Corp20.91
Yahoo! Inc37.615.85

STRIKE DATE 14/03/2014
RETURN & BARRIERS
3% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1046227630
NEXT POTENTIAL MATURITY DATE 14/03/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Sept 2014 USD
ISIN: XS1094681779
STRIKE DATE: 12/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook77.48579.23
LinkedIn224.83195.96
Tesla Motors279.2

STRIKE DATE 12/09/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1094681779
NEXT POTENTIAL MATURITY DATE 12/06/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Sept 2014 GBP
ISIN: XS1094682314
STRIKE DATE: 12/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook77.48579.23
LinkedIn224.83195.96
Tesla Motors279.2

STRIKE DATE 12/09/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1094682314
NEXT POTENTIAL MATURITY DATE 12/06/2017

EXPAND CLOSE
MS Commodity Dec 2011 GBP
ISIN: XS0707685698
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P GSCI ER Corn14.00256.327713
S&P GSCI ER Sugar29.722611.99283
S&P GSCI ER Cotton47.040839.09649

STRIKE DATE 13/12/2011
RETURN & BARRIERS
5% quarterly, 100% maturity, 50% (E)
P.A. RETURN
ISIN XS0707685698
NEXT POTENTIAL MATURITY DATE 13/12/2016

EXPAND CLOSE
Natixis Intercontinental Income September 2014 GBP
ISIN: XS0998373574
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.255732.71
S&P/TSX 60896.241913.651
Russell 20001170.132512.368
iShares MSCI Australia27.228.09

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373574
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Natixis Intercontinental Income September 2014 USD
ISIN: XS0998373814
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.255732.71
S&P/TSX 60896.241913.651
Russell 20001170.132512.368
iShares MSCI Australia27.228.09

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373814
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 USD
ISIN: XS1065464791
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8932.02
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065464791
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 GBP
ISIN: XS1065467620
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8932.02
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065467620
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 GBP
ISIN: XS1183528584
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9113.65
Microsoft82.8758369.37
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183528584
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 USD
ISIN: XS1183520508
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9113.65
Microsoft82.8758369.37
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183520508
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Dec 2014 GBP
ISIN: XS1132637841
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC643.11286.6
Glaxo1470.52107
Vodafone230.6113.65

STRIKE DATE 05/12/2014
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1132637841
NEXT POTENTIAL MATURITY DATE 05/12/2019

EXPAND CLOSE