INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Intercontinental Income September 2014 USD
ISIN: XS0998373814
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.255934.96
S&P/TSX 60896.241986.704
Russell 20001170.132863.086
iShares MSCI Australia27.229.28

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373814
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 USD
ISIN: XS1065464791
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8930.89
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065464791
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 GBP
ISIN: XS1065467620
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8930.89
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065467620
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 GBP
ISIN: XS1183528584
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9116
Microsoft82.8758409.43
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183528584
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 USD
ISIN: XS1183520508
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9116
Microsoft82.8758409.43
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183520508
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Dec 2014 GBP
ISIN: XS1132637841
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC643.11350
Glaxo1470.51872.5
Vodafone230.6116

STRIKE DATE 05/12/2014
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1132637841
NEXT POTENTIAL MATURITY DATE 05/12/2019

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 GBP
ISIN: XS0524609210
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510372.93
HSCEI11767.48858.63
iShares MSCI Brazil (EWZ)70.6337.13

STRIKE DATE 03/09/2010
RETURN & BARRIERS
18.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609210
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 USD
ISIN: XS0524609137
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510372.93
HSCEI11767.48858.63
iShares MSCI Brazil (EWZ)70.6337.13

STRIKE DATE 03/09/2010
RETURN & BARRIERS
22.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609137
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
Commerz World Market Income Autocall Mar 2015 USD
ISIN: XS1191276960
STRIKE DATE: 02/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9055.6913212.96
OMX Stockholm 301686.6383048.114
S&P/ASX 2005958.8828640.714
S&P/TSX 60892.571986.704

STRIKE DATE 02/03/2015
RETURN & BARRIERS
4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1191276960
NEXT POTENTIAL MATURITY DATE 02/09/2020

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 GBP
ISIN: XS0654167781
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310372.93
HSCEI10664.458858.63
iShares MSCI Brazil (EWZ)63.8637.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167781
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 USD
ISIN: XS0654167609
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310372.93
HSCEI10664.458858.63
iShares MSCI Brazil (EWZ)63.8637.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167609
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 EUR
ISIN: XS0656732400
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310372.93
HSCEI10664.458858.63
iShares MSCI Brazil (EWZ)63.8637.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
13.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0656732400
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall August 2014 GBP
ISIN: XS1102896856
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook74.82618.43
LinkedIn225.75195.96
Tesla Motors269.7

STRIKE DATE 29/08/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1102896856
NEXT POTENTIAL MATURITY DATE 29/05/2017

EXPAND CLOSE
RBC FTSE-Gold Semi-Annual Autocall August 2014 GBP
ISIN: XS1099710490
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.7510372.93
Gold (London PM)1285.754683.05

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1099710490
NEXT POTENTIAL MATURITY DATE 30/08/2016

    EXPAND CLOSE
    Commerz (D) FTSE/S&P/Eurostoxx/Brazil 5yr Income AC Nov 2013 GBP
    ISIN: XS0990657297
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006650.5710372.93
    S&P 5001805.817501.24
    Eurostoxx 503086.645934.96
    iShares MSCI Brazil (EWZ)46.9537.13

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    1.8% Qtrly if above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0990657297
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Citi Commodity Aug 11 GBP
    ISIN: XS0652766071
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5467.5
    Cotton Future103.9283.94
    Sugar #11 World Future30.2214.99

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    5% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652766071
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Citi Commodity Aug 11 USD
    ISIN: XS0652769505
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5467.5
    Cotton Future103.9283.94
    Sugar #11 World Future30.2214.99

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    6% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652769505
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall August 2014 USD
    ISIN: XS1100013983
    STRIKE DATE: 27/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Facebook74.63618.43
    LinkedIn224.2195.96
    Tesla Motors263.25

    STRIKE DATE 27/08/2014
    RETURN & BARRIERS
    4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1100013983
    NEXT POTENTIAL MATURITY DATE 25/05/2017

    EXPAND CLOSE
    Natixis EuroStoxx/Taiwan/Russia 5yr Autocall Feb 2013 GBP
    ISIN: XS0894470383
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502630.055934.96
    MSCI Taiwan286.411881.54
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    5.4% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0894470383
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Natixis FTSE/Taiwan/Russia Income Autocall Feb 2013 GBP
    ISIN: XS0884064865
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006335.710372.93
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    2.1% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884064865
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE