INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 USD
ISIN: XS0854743324
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8586.785
Copper (LME)7965.513986

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0854743324
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 GBP
ISIN: XS0855169735
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8586.785
Copper (LME)7965.513986

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0855169735
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Nomura Deposit III
ISIN: NOMDEPID003
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005322.3610372.93
Eurostoxx 502910.335934.96
iShares MSCI Emerging Markets (EEM)41.8267.38
iShares iBoxx $ Invest Grade Corp Bond105.81108.55

STRIKE DATE 04/12/2009
RETURN & BARRIERS
100% Particip capped at 60%
P.A. RETURN
ISIN NOMDEPID003
NEXT POTENTIAL MATURITY DATE 04/12/2015

EXPAND CLOSE
Commerz Inditex 1r Reverse Convertible May 2015 USD
ISIN: XS1241523056
STRIKE DATE: 27/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.949.26

STRIKE DATE 27/05/2015
RETURN & BARRIERS
2.5% semi-annual fixed, 80% barrier (E)
P.A. RETURN
ISIN XS1241523056
NEXT POTENTIAL MATURITY DATE 03/06/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 USD
    ISIN: XS1135630959
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.7913212.96
    OMX Stockholm 301644.9913048.114
    S&P/ASX 2005777.168640.714
    S&P/TSX 60875.041986.704

    STRIKE DATE 29/05/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135630959
    NEXT POTENTIAL MATURITY DATE 29/11/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 GBP
    ISIN: DE000CZ43PB4
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13494063
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3216.58

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PB4
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    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 American13494063
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3216.58

    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 1007031.7210372.93
    United States Oil Fund162143

    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
    HSCEI10390.738858.63
    Russian Depository Index1699.210
    iShares MSCI Brazil (EWZ)47.0237.13

    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 index146.83280.1798
    S&P GSCI CrudeOil Excess Return457.19247.372

    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
    SMI9093.3313212.96
    OMX Stockholm 301616.4553048.114
    S&P/ASX 2005634.5578640.714
    S&P/TSX 60884.091986.704

    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 60875.061986.704
    SMI8888.9213212.96
    OMX Stockholm 301584.1753048.114
    Taiwan TAIEX9818.241751.75

    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 1005875.3510372.93
    HSCEI14107.38858.63
    iShares MSCI Brazil (EWZ)81.1637.13

    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 1005875.3510372.93
    HSCEI14107.38858.63
    iShares MSCI Brazil (EWZ)81.1637.13

    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 Fund18.142.49
    iShares MSCI Taiwan Fund12.695.48
    Market Vectors Indonesia Fund29.1212.38

    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
    SMI9077.1213212.96
    OMX Stockholm 301628.0393048.114
    S&P/ASX 2005789.9838640.714
    S&P/TSX 60886.561986.704

    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 502462.365934.96
    HSCEI10625.168858.63
    iShares MSCI Brazil (EWZ)64.5137.13

    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 2259691.8462654.05
    S&P GSCI CrudeOil Excess Return637.8464247.372

    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 2259691.8462654.05
    S&P GSCI CrudeOil Excess Return637.8464247.372

    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 1005806.7110372.93
    HSCEI10449.538858.63
    iShares MSCI Brazil (EWZ)53.6237.13

    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