INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 EUR
ISIN: DE000CZ43PH1
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915891.95
IBEX 359747.217589.7
FTSE MIB18961.745075.6

STRIKE DATE 08/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PH1
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Nov 2013 GBP
ISIN: XS0979910493
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton53.2333.39
BAE455.71973.5
Berkshire Hathaway115.27476.79
Royal Dutch Shell (EUR)24.7622.795

STRIKE DATE 01/11/2013
RETURN & BARRIERS
3.5% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0979910493
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 GBP
ISIN: XS0998345523
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7113147.93
OMX Stockholm 301360.193031.392
S&P/ASX 2005458.0578927.526
S&P/TSX 60842.811907.604

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345523
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 EUR
ISIN: XS0998345283
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7113147.93
OMX Stockholm 301360.193031.392
S&P/ASX 2005458.0578927.526
S&P/TSX 60842.811907.604

STRIKE DATE 02/05/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345283
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 USD
ISIN: XS0998346091
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7113147.93
OMX Stockholm 301360.193031.392
S&P/ASX 2005458.0578927.526
S&P/TSX 60842.811907.604

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998346091
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Sept 2013 GBP
ISIN: XS0966597410
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton48.1533.39
BAE454.41973.5
Berkshire Hathaway113.5476.79
Royal Dutch Shell (EUR)24.3822.795

STRIKE DATE 30/09/2013
RETURN & BARRIERS
3.75% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0966597410
NEXT POTENTIAL MATURITY DATE 30/09/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall September 2013 GBP
ISIN: XS0966754961
STRIKE DATE: 27/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006512.710171.76
Nikkei 22514760.0753375.6

STRIKE DATE 27/09/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0966754961
NEXT POTENTIAL MATURITY DATE 29/09/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Dec 2013 USD
ISIN: XS0995128492
STRIKE DATE: 23/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton50.333.39
BAE430.61973.5
Berkshire Hathaway117.04476.79
Royal Dutch Shell (EUR)25.722.795

STRIKE DATE 23/12/2013
RETURN & BARRIERS
3.75% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0995128492
NEXT POTENTIAL MATURITY DATE 23/09/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall September 2013 GBP
ISIN: XS0884339556
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502927.195891.95
Nikkei 22514742.4253375.6
S&P/TSX 60734.61907.604
S&P/ASX 2005276.698927.526

STRIKE DATE 20/09/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884339556
NEXT POTENTIAL MATURITY DATE 22/09/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall September 2013 USD
ISIN: XS0884339713
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502927.195891.95
Nikkei 22514742.4253375.6
S&P/TSX 60734.61907.604
S&P/ASX 2005276.698927.526

STRIKE DATE 20/09/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884339713
NEXT POTENTIAL MATURITY DATE 22/09/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall September 2013 USD
ISIN: XS0884343749
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502927.195891.95
Nikkei 22514742.4253375.6
S&P/TSX 60734.61907.604
S&P/ASX 2005276.698927.526

STRIKE DATE 20/09/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884343749
NEXT POTENTIAL MATURITY DATE 22/09/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall September 2013 GBP
ISIN: XS0884340133
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502927.195891.95
Nikkei 22514742.4253375.6
S&P/TSX 60734.61907.604
S&P/ASX 2005276.698927.526

STRIKE DATE 20/09/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884340133
NEXT POTENTIAL MATURITY DATE 22/09/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Sept 2013 USD
ISIN: XS0963173876
STRIKE DATE: 16/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton49.8233.39
BAE446.51973.5
Berkshire Hathaway114.84476.79
Royal Dutch Shell (EUR)24.62522.795

STRIKE DATE 16/09/2013
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0963173876
NEXT POTENTIAL MATURITY DATE 16/09/2014

EXPAND CLOSE
Commerz (D) FTSE/S&P/Eurostoxx 5yr Autocall Sept 2013 GBP
ISIN: XS0973535064
STRIKE DATE: 16/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006622.910171.76
S&P 5001697.66969.01
Eurostoxx 502894.645891.95

STRIKE DATE 16/09/2013
RETURN & BARRIERS
5% semi-annual from 1yr, 100% from 1 yr, 50% Barrier (A)
P.A. RETURN
ISIN XS0973535064
NEXT POTENTIAL MATURITY DATE 16/09/2014

EXPAND CLOSE
Natixis Taiwan-Aus-Canada-Sweden 6yr Pheonix SA AC USD March 2014
ISIN: XS0947193131
STRIKE DATE: 13/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX8747.7932536.27
S&P/ASX 2005412.6148927.526
S&P/TSX 60816.31907.604
OMX Stockholm 301337.233031.392

STRIKE DATE 13/03/2014
RETURN & BARRIERS
5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS0947193131
NEXT POTENTIAL MATURITY DATE 15/09/2014

EXPAND CLOSE
UBS Taiwan-Aus-Canada-Sweden Pheonix AC Mar 14 GBP
ISIN: XS1040799204
STRIKE DATE: 07/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX8713.9632536.27
S&P/ASX 2005462.3098927.526
S&P/TSX 60818.551907.604
OMX Stockholm 301358.363031.392

STRIKE DATE 07/03/2014
RETURN & BARRIERS
4.3% Semi-annual if all above75%, Autocall 100%, 75% Barrier (E)
P.A. RETURN
ISIN XS1040799204
NEXT POTENTIAL MATURITY DATE 09/09/2014

EXPAND CLOSE
BNP Global Giants High Performance Investment June 2014 GBP
ISIN: XS1029876163
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV81.0659.64
Apple Inc92.2243258.28
Royal Dutch Shell (GBp)2361.52797.5
Toyota Motor Corp58693448

STRIKE DATE 06/06/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS1029876163
NEXT POTENTIAL MATURITY DATE 08/09/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall March 2014 GBP
ISIN: XS1032915263
STRIKE DATE: 07/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006712.6710171.76
Nikkei 22515274.0753375.6

STRIKE DATE 07/03/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1032915263
NEXT POTENTIAL MATURITY DATE 08/09/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall August 2013 GBP
ISIN: XS0884345793
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3413147.93
OMX Stockholm 301253.793031.392
S&P/TSX 60717.531907.604
S&P/ASX 2005055.2118927.526

STRIKE DATE 09/08/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% Barrier (E)
P.A. RETURN
ISIN XS0884345793
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall August 2013 USD
ISIN: XS0884332387
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3413147.93
OMX Stockholm 301253.793031.392
S&P/TSX 60717.531907.604
S&P/ASX 2005055.2118927.526

STRIKE DATE 09/08/2013
RETURN & BARRIERS
9% Annually if above 80%, 50% Barrier (E)
P.A. RETURN
ISIN XS0884332387
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE