INTERNATIONAL PRODUCTS

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/03/2012
RETURN & BARRIERS
11% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0749837075
NEXT POTENTIAL MATURITY DATE 28/03/2017

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/03/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0590135561
NEXT POTENTIAL MATURITY DATE 18/03/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191275
NEXT POTENTIAL MATURITY DATE 07/03/2019

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191192
NEXT POTENTIAL MATURITY DATE 07/03/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.25% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883501974
NEXT POTENTIAL MATURITY DATE 02/03/2018

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.75% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883509019
NEXT POTENTIAL MATURITY DATE 02/03/2018

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 22/02/2013
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883611302
NEXT POTENTIAL MATURITY DATE 22/02/2018

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 22/02/2013
RETURN & BARRIERS
12.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975999
NEXT POTENTIAL MATURITY DATE 22/02/2018

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 22/02/2013
RETURN & BARRIERS
10.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975726
NEXT POTENTIAL MATURITY DATE 22/02/2018

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 22/02/2013
RETURN & BARRIERS
9% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0882560856
NEXT POTENTIAL MATURITY DATE 22/02/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 04/02/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0581078838
NEXT POTENTIAL MATURITY DATE 18/02/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/02/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0578163254
NEXT POTENTIAL MATURITY DATE 18/02/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% Barrier (E)
P.A. RETURN
ISIN XS0731405873
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barier
P.A. RETURN
ISIN XS0731405790
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0731405956
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/02/2013
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868357624
NEXT POTENTIAL MATURITY DATE 01/02/2018

• FACTSHEET

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 29/01/2010
RETURN & BARRIERS
100% particip, cap at 48%
P.A. RETURN
ISIN NOMDEPID004
NEXT POTENTIAL MATURITY DATE 29/01/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/01/2011
RETURN & BARRIERS
16.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0566851977
NEXT POTENTIAL MATURITY DATE 28/01/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/01/2013
RETURN & BARRIERS
8.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868354449
NEXT POTENTIAL MATURITY DATE 18/01/2018

• FACTSHEET

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173886208
NEXT POTENTIAL MATURITY DATE 17/01/2017

• FACTSHEET