INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz Air France Credit Linked note Sept 2013 GBP
ISIN: XS0969649358
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 20/09/2013
RETURN & BARRIERS
4.5% p.a fixed, 2% Bonus at Maturity if Air France above start level, Capital linked to credit default.
P.A. RETURN
ISIN XS0969649358
NEXT POTENTIAL MATURITY DATE 20/09/2016

EXPAND CLOSE
Nomura S&P 500-USO Autocall Feb 2015 USD
ISIN: XS1184087309
STRIKE DATE: 06/02/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5002055.477408.3
United States Oil Fund155.76139.49

STRIKE DATE 06/02/2015
RETURN & BARRIERS
7% Semi-Annual, 1st Call end of yr3, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1184087309
NEXT POTENTIAL MATURITY DATE 08/02/2021

EXPAND CLOSE
Natixis 6yr ASX200-SMI-OMX Autocall Dec 14 USD
ISIN: XS1035507182
STRIKE DATE: 12/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005219.5698838.994
SMI8895.3514214.95
OMX Stockholm 301425.8593167.097

STRIKE DATE 12/12/2014
RETURN & BARRIERS
7.25% Semi-Annual from yr3, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1035507182
NEXT POTENTIAL MATURITY DATE 12/12/2017

EXPAND CLOSE
Natixis 5 Yr Income FTSE/China/Brazil Oct 2012 USD
ISIN: XS0826042607
STRIKE DATE: 05/10/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005871.0210639.17
HSCEI9965.188352.67
iShares MSCI Brazil (EWZ)54.2236.17

STRIKE DATE 05/10/2012
RETURN & BARRIERS
7.0% p.a., 50% barrier (E)
P.A. RETURN
ISIN XS0826042607
NEXT POTENTIAL MATURITY DATE 05/10/2017

EXPAND CLOSE
Commerz Lloyds Bank 5 Yr Super Sprinter FTSE 100 July 2012 GBP
ISIN: XS0791584377
STRIKE DATE: 16/07/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005662.410639.17

STRIKE DATE 16/07/2012
RETURN & BARRIERS
5 Year fixed term investment with return equal to 10 x the index performance capped at 70%; 50% American barrier
P.A. RETURN
ISIN XS0791584377
NEXT POTENTIAL MATURITY DATE 29/06/2017

EXPAND CLOSE
MS FTSE 100 Income Note Nov 10
ISIN: XS0536150153
STRIKE DATE: 01/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005694.610639.17

STRIKE DATE 01/11/2010
RETURN & BARRIERS
6.75% p.a. 100% Maturity, 50% Barrier
P.A. RETURN
ISIN XS0536150153
NEXT POTENTIAL MATURITY DATE 15/11/2016

EXPAND CLOSE
MS FTSE 100 50/50 Split Nov 11 GBP
ISIN: XS0691555964
STRIKE DATE: 04/11/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005527.1610639.17

STRIKE DATE 04/11/2011
RETURN & BARRIERS
5% plus 50% capital back after 1 year then 75% participation in FTSE performance
P.A. RETURN
ISIN XS0691555964
NEXT POTENTIAL MATURITY DATE 04/11/2016

EXPAND CLOSE
MS FTSE 100 Income Note Sept 10 GBP
ISIN: XS0526911333
STRIKE DATE: 15/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005555.5610639.17

STRIKE DATE 15/09/2010
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0526911333
NEXT POTENTIAL MATURITY DATE 29/09/2016

EXPAND CLOSE
MS FTSE 100 Income Note Jul 10 GBP
ISIN: XS0511993163
STRIKE DATE: 28/07/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005319.710639.17

STRIKE DATE 28/07/2010
RETURN & BARRIERS
7.5% p.a.
P.A. RETURN
ISIN XS0511993163
NEXT POTENTIAL MATURITY DATE 28/07/2016

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 USD
ISIN: XS0784150962
STRIKE DATE: 15/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005478.8110639.17
HSCEI9744.558352.67
iShares MSCI Brazil (EWZ)52.4436.17

STRIKE DATE 15/06/2012
RETURN & BARRIERS
11% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784150962
NEXT POTENTIAL MATURITY DATE 15/06/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 EUR
ISIN: XS0784142605
STRIKE DATE: 15/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005478.8110639.17
HSCEI9744.558352.67
iShares MSCI Brazil (EWZ)52.4436.17

STRIKE DATE 15/06/2012
RETURN & BARRIERS
8% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784142605
NEXT POTENTIAL MATURITY DATE 15/06/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil June 2012 GBP
ISIN: XS0784149360
STRIKE DATE: 15/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005478.8110639.17
HSCEI9744.558352.67
iShares MSCI Brazil (EWZ)52.4436.17

STRIKE DATE 15/06/2012
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784149360
NEXT POTENTIAL MATURITY DATE 15/06/2017

EXPAND CLOSE
UBS Eurostoxx/Gold/Oil Autocall June 2013 USD
ISIN: XS0933295627
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502724.086210.17
Gold (London PM)13861178
S&P GSCI CrudeOil Excess Return493.51241.217

STRIKE DATE 07/06/2013
RETURN & BARRIERS
10.75% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0933295627
NEXT POTENTIAL MATURITY DATE 07/06/2018

EXPAND CLOSE
Investec 6yr Triple Index Semi-Annual Autocall May 2015 GBP
ISIN: GB00BVYPJS80
STRIKE DATE: 29/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006984.4310639.17
Eurostoxx 503570.786210.17
Nikkei 22520563.1566422.6

STRIKE DATE 29/05/2015
RETURN & BARRIERS
6% Semi-Annual from yr1, 100% Autocall 60% Barrier (E)
P.A. RETURN
ISIN GB00BVYPJS80
NEXT POTENTIAL MATURITY DATE 29/11/2017

EXPAND CLOSE
Natixis Intercontinental Income May 2014 GBP
ISIN: XS0998347578
STRIKE DATE: 30/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503244.66210.17
HSCEI10249.698352.67
Russell 20001134.52940.163
iShares MSCI Australia26.5628.49

STRIKE DATE 30/05/2014
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998347578
NEXT POTENTIAL MATURITY DATE 30/05/2019

EXPAND CLOSE
MS FTSE/China/Brazil May 11 EUR
ISIN: XS0622390853
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005938.8710639.17
HSCEI12960.88352.67
iShares MSCI Brazil (EWZ)74.3436.17

STRIKE DATE 27/05/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0622390853
NEXT POTENTIAL MATURITY DATE 27/05/2016

EXPAND CLOSE
MS FTSE/China/Brazil May 11 GBP
ISIN: XS0620633601
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005938.8710639.17
HSCEI12960.88352.67
iShares MSCI Brazil (EWZ)74.3436.17

STRIKE DATE 27/05/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633601
NEXT POTENTIAL MATURITY DATE 27/05/2016

EXPAND CLOSE
MS FTSE/China/Brazil May 11 USD
ISIN: XS0620633783
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005938.8710639.17
HSCEI12960.88352.67
iShares MSCI Brazil (EWZ)74.3436.17

STRIKE DATE 27/05/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633783
NEXT POTENTIAL MATURITY DATE 27/05/2016

EXPAND CLOSE
Commerzbank Phoenix Gold/Oil Autocall USD May 2012
ISIN: XS0776990581
STRIKE DATE: 25/05/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Gold (London PM)1569.51178
Brent Crude Oil.106.83

STRIKE DATE 25/05/2012
RETURN & BARRIERS
10.5% p.a. if least performing above 80%, 50% Barrier (A)
P.A. RETURN
ISIN XS0776990581
NEXT POTENTIAL MATURITY DATE 25/05/2017

EXPAND CLOSE
Citi 5 Year Global Income USD
ISIN: XS0769914564
STRIKE DATE: 04/05/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005655.110639.17
HSCEI10882.188352.67
iShares MSCI Brazil (EWZ)58.5936.17
Eurostoxx 502248.346210.17

STRIKE DATE 04/05/2012
RETURN & BARRIERS
4% p.a. fixed return; 5% p.a. so long as indices are above 75% of initial level: 50% European barrier
P.A. RETURN
ISIN XS0769914564
NEXT POTENTIAL MATURITY DATE 04/05/2017

EXPAND CLOSE