INTERNATIONAL PRODUCTS
COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6527.89 | 10171.76 |
| Russell 2000 | 1181.413 | 2654.776 |
| Eurostoxx 50 | 3004.64 | 5891.95 |
| HSCEI | 9298.64 | 9552.58 |
STRIKE DATE 14/03/2014
RETURN & BARRIERS
4% Semi if all above 80%, Autocall 100% from yr1, 60% Barrier (E)
P.A. RETURN
ISIN XS1015512020
NEXT POTENTIAL MATURITY DATE 16/03/2015
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6819.8 | 10171.76 |
| Nikkei 225 | 15476.6 | 53375.6 |
STRIKE DATE 29/08/2014
RETURN & BARRIERS
3.4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1098735944
NEXT POTENTIAL MATURITY DATE 02/03/2015
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5890.3 | 10171.76 |
STRIKE DATE 07/02/2012
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0708966303
NEXT POTENTIAL MATURITY DATE 09/02/2015
COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6510.44 | 10171.76 |
| Eurostoxx 50 | 3013.96 | 5891.95 |
| Russell 2000 | 1130.88 | 2654.776 |
| Nikkei 225 | 14914.53 | 53375.6 |
STRIKE DATE 31/01/2014
RETURN & BARRIERS
1.8% Qtrly if all above 80%, 100% Autocall from yr 1, 60% Barrier (E)
P.A. RETURN
ISIN XS0994251568
NEXT POTENTIAL MATURITY DATE 30/01/2015
COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AnheuserBusch InBev NV | 85.35 | 59.64 |
| Apple Inc | 105.22 | 258.28 |
| Royal Dutch Shell (GBp) | 2197 | 2797.5 |
| Toyota Motor Corp | 6151 | 3448 |
STRIKE DATE 24/10/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1084180360
NEXT POTENTIAL MATURITY DATE 26/01/2015
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3028.2 | 5891.95 |
| Nikkei 225 | 15391.56 | 53375.6 |
| HSCEI | 10014.02 | 9552.58 |
| Russell 2000 | 1144.13 | 2654.776 |
STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947187240
NEXT POTENTIAL MATURITY DATE 26/01/2015
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3028.2 | 5891.95 |
| Nikkei 225 | 15391.56 | 53375.6 |
| HSCEI | 10014.02 | 9552.58 |
| Russell 2000 | 1144.13 | 2654.776 |
STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947186861
NEXT POTENTIAL MATURITY DATE 26/01/2015
COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5300 | 10171.76 |
| United States Oil Fund | 36.34 | 79.14 |
STRIKE DATE 22/01/2010
RETURN & BARRIERS
7% p.a. Fixed Income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123402
NEXT POTENTIAL MATURITY DATE 22/01/2015
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5300 | 10171.76 |
| United States Oil Fund | 36.34 | 79.14 |
STRIKE DATE 22/01/2010
RETURN & BARRIERS
7.5% fixed income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123824
NEXT POTENTIAL MATURITY DATE 22/01/2015
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Vodafone | 195.25 | 106.4 |
| 159.99 | 195.96 | |
| Tesla Motors | 220.04 |
STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514397
NEXT POTENTIAL MATURITY DATE 20/01/2015
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Vodafone | 195.25 | 106.4 |
| 159.99 | 195.96 | |
| Tesla Motors | 220.04 |
STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514801
NEXT POTENTIAL MATURITY DATE 20/01/2015
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5366.8 | 10171.76 |
STRIKE DATE 14/12/2011
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0686179796
NEXT POTENTIAL MATURITY DATE 15/12/2014
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6551.99 | 10171.76 |
| Nikkei 225 | 15299.86 | 53375.6 |
STRIKE DATE 06/12/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0990546623
NEXT POTENTIAL MATURITY DATE 08/12/2014
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSCEI | 13461.55 | 9552.58 |
| iShares MSCI Emerging Markets (EEM) | 41.84 | 60.44 |
STRIKE DATE 04/12/2009
RETURN & BARRIERS
15% Autocall
P.A. RETURN
ISIN XS0460991176
NEXT POTENTIAL MATURITY DATE 04/12/2014
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SABMiller | 3117 | 3319.5 |
| Anglo American | 1293 | 3500 |
| Lloyds | 78.58 | 105.45 |
STRIKE DATE 02/12/2013
RETURN & BARRIERS
3% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0989141378
NEXT POTENTIAL MATURITY DATE 02/12/2014
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3054.53 | 5891.95 |
| IBEX 35 | 9695.9 | 17589.7 |
| FTSE MIB | 18687.2 | 45075.6 |
STRIKE DATE 15/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PJ7
NEXT POTENTIAL MATURITY DATE 17/11/2014
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3034.91 | 5891.95 |
| Nikkei 225 | 14086.8 | 53375.6 |
| S&P/TSX 60 | 771.41 | 1907.604 |
| S&P/ASX 200 | 5400.665 | 8927.526 |
STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177449
NEXT POTENTIAL MATURITY DATE 10/11/2014
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3034.91 | 5891.95 |
| Nikkei 225 | 14086.8 | 53375.6 |
| S&P/TSX 60 | 771.41 | 1907.604 |
| S&P/ASX 200 | 5400.665 | 8927.526 |
STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177100
NEXT POTENTIAL MATURITY DATE 10/11/2014
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3034.91 | 5891.95 |
| Nikkei 225 | 14086.8 | 53375.6 |
| S&P/TSX 60 | 771.41 | 1907.604 |
| S&P/ASX 200 | 5400.665 | 8927.526 |
STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177522
NEXT POTENTIAL MATURITY DATE 10/11/2014
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3034.91 | 5891.95 |
| Nikkei 225 | 14086.8 | 53375.6 |
| S&P/TSX 60 | 771.41 | 1907.604 |
| S&P/ASX 200 | 5400.665 | 8927.526 |
STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177019
NEXT POTENTIAL MATURITY DATE 10/11/2014