INTERNATIONAL PRODUCTS

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 08/05/2015
RETURN & BARRIERS
4.55% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1127282876
NEXT POTENTIAL MATURITY DATE 08/11/2017

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 06/05/2015
RETURN & BARRIERS
4.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1232243615
NEXT POTENTIAL MATURITY DATE 08/05/2017

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 05/11/2010
RETURN & BARRIERS
15.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544256513
NEXT POTENTIAL MATURITY DATE 07/11/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 05/11/2010
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544253924
NEXT POTENTIAL MATURITY DATE 07/11/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 30/10/2012
RETURN & BARRIERS
9.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0851559384
NEXT POTENTIAL MATURITY DATE 31/10/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/04/2015
RETURN & BARRIERS
4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1135631338
NEXT POTENTIAL MATURITY DATE 30/10/2017

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 28/10/2011
RETURN & BARRIERS
10% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0690041727
NEXT POTENTIAL MATURITY DATE 30/10/2017

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/04/2011
RETURN & BARRIERS
5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0614379674
NEXT POTENTIAL MATURITY DATE 27/04/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/04/2011
RETURN & BARRIERS
5.4% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0614379591
NEXT POTENTIAL MATURITY DATE 27/04/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 26/10/2012
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0834625823
NEXT POTENTIAL MATURITY DATE 26/10/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 26/10/2012
RETURN & BARRIERS
9% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0834625740
NEXT POTENTIAL MATURITY DATE 26/10/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 25/10/2013
RETURN & BARRIERS
2.3% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947176987
NEXT POTENTIAL MATURITY DATE 25/10/2018

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/10/2013
RETURN & BARRIERS
2.35% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947176805
NEXT POTENTIAL MATURITY DATE 25/10/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288737
NEXT POTENTIAL MATURITY DATE 21/10/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288570
NEXT POTENTIAL MATURITY DATE 21/10/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975410944
NEXT POTENTIAL MATURITY DATE 20/10/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975406249
NEXT POTENTIAL MATURITY DATE 20/10/2016

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.1% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1111698020
NEXT POTENTIAL MATURITY DATE 17/10/2019

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114178905
NEXT POTENTIAL MATURITY DATE 17/10/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114163626
NEXT POTENTIAL MATURITY DATE 17/10/2016

• FACTSHEET