INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis World-Wide Classic 5yr Autocall August 2013 GBP
ISIN: XS0884345280
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
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884345280
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall August 2013 USD
ISIN: XS0884331736
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
5.75% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884331736
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
UBS China-Taiwan-Spain 5yr Semi Annual Autocall Feb 14 USD
ISIN: XS1014188806
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9645.399552.58
iShares MSCI Taiwan293.19
IBEX 3510072.417589.7

STRIKE DATE 07/02/2014
RETURN & BARRIERS
6% Semi-Annual, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1014188806
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
UBS China-Taiwan-Spain 5yr Semi Annual Autocall Feb 14 GBP
ISIN: XS1014189010
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9645.399552.58
iShares MSCI Taiwan293.19
IBEX 3510072.417589.7

STRIKE DATE 07/02/2014
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1014189010
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall Feb 2014 GBP
ISIN: XS1015234468
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006571.6810171.76
Nikkei 22514462.4153375.6

STRIKE DATE 07/02/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1015234468
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall July 2013 GBP
ISIN: XS0950979798
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006554.7910171.76
S&P GSCI CrudeOil Excess Return539.01146.572

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0950979798
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 EUR
ISIN: XS0884341883
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7796.8413147.93
OMX Stockholm 301227.863031.392
S&P/TSX 60727.591907.604
S&P/ASX 2005042.0268927.526

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884341883
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 GBP
ISIN: XS1050800850
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1050800850
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 USD
ISIN: XS1055479353
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1055479353
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
BNP Global Giants High Performance Investment Apr 2014 GBP
ISIN: XS0993306355
STRIKE DATE: 17/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV78.5259.64
Apple Inc74.991258.28
Royal Dutch Shell (GBp)22442797.5
Toyota Motor Corp55123448

STRIKE DATE 17/04/2014
RETURN & BARRIERS
2.3% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS0993306355
NEXT POTENTIAL MATURITY DATE 17/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 USD
ISIN: XS0884344473
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9813147.93
OMX Stockholm 301167.523031.392
S&P/TSX 60694.421907.604
S&P/ASX 2004841.7488927.526

STRIKE DATE 05/07/2013
RETURN & BARRIERS
8.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884344473
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 GBP
ISIN: XS0884340992
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9813147.93
OMX Stockholm 301167.523031.392
S&P/TSX 60694.421907.604
S&P/ASX 2004841.7488927.526

STRIKE DATE 05/07/2013
RETURN & BARRIERS
4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884340992
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 USD
ISIN: XS0884345108
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9813147.93
OMX Stockholm 301167.523031.392
S&P/TSX 60694.421907.604
S&P/ASX 2004841.7488927.526

STRIKE DATE 05/07/2013
RETURN & BARRIERS
5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884345108
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 GBP
ISIN: XS0884342006
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9813147.93
OMX Stockholm 301167.523031.392
S&P/TSX 60694.421907.604
S&P/ASX 2004841.7488927.526

STRIKE DATE 05/07/2013
RETURN & BARRIERS
7.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884342006
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 GBP
ISIN: XS0891937962
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3569.83
Eurostoxx 502596.015891.95

STRIKE DATE 05/07/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937962
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 USD
ISIN: XS0891937616
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3569.83
Eurostoxx 502596.015891.95

STRIKE DATE 05/07/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937616
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
UBS FTSE-SMI-OMX-TSX6 Yr Semi-Annual Autocall Dec 2013 USD
ISIN: XS1009476414
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
FTSE 1006678.6110171.76
SMI8107.113147.93
OMX Stockholm 301320.563031.392
S&P/TSX 60773.991907.604

STRIKE DATE 23/12/2013
RETURN & BARRIERS
5% semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1009476414
NEXT POTENTIAL MATURITY DATE 23/06/2014

EXPAND CLOSE
Natixis Taiwan-Aus-Sweden-Canada 6yr Pheonix AC Dec 2013 CHF
ISIN: XS0947188057
STRIKE DATE: 20/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Taiwan295.32
S&P/ASX 2005265.2178927.526
OMX Stockholm 301309.923031.392
S&P/TSX 60770.581907.604

STRIKE DATE 20/12/2013
RETURN & BARRIERS
4% Semi-annual if all above 75%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947188057
NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall June 2013 EUR
    ISIN: XS0884341701
    STRIKE DATE: 21/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7421.0613147.93
    OMX Stockholm 301138.63031.392
    S&P/TSX 60689.381907.604
    S&P/ASX 2004738.88927.526

    STRIKE DATE 21/06/2013
    RETURN & BARRIERS
    3.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884341701
    NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    MS FTSE/Oil June 2011 GBP
    ISIN: XS0626574643
    STRIKE DATE: 17/06/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005714.9410171.76
    S&P GSCI CrudeOil Excess Return522.4882146.572

    STRIKE DATE 17/06/2011
    RETURN & BARRIERS
    5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0626574643
    NEXT POTENTIAL MATURITY DATE 17/06/2014

    EXPAND CLOSE