INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Global Giants High Performance Investment Mar 2014 GBP
ISIN: XS0993383776
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV72.1659.64
Apple Inc74.953258.28
Royal Dutch Shell (GBp)21432797.5
Toyota Motor Corp55513448

STRIKE DATE 14/03/2014
RETURN & BARRIERS
2.25% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS0993383776
NEXT POTENTIAL MATURITY DATE 16/06/2014

EXPAND CLOSE
Natixis FTSE/S&P/China/Eurostoxx 95% Autocall Dec 2013 GBP
ISIN: XS0947179650
STRIKE DATE: 13/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006439.9610171.76
S&P 5001775.326969.01
HSCEI11025.829552.58
Eurostoxx 502921.925891.95

STRIKE DATE 13/12/2013
RETURN & BARRIERS
4% Semi-annual, 95% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947179650
NEXT POTENTIAL MATURITY DATE 13/06/2014

EXPAND CLOSE
MS FTSE/Oil Dec 11 GBP
ISIN: XS0704792570
STRIKE DATE: 12/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005427.8610171.76
S&P GSCI CrudeOil Excess Return540.5345146.572

STRIKE DATE 12/12/2011
RETURN & BARRIERS
8.3% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0704792570
NEXT POTENTIAL MATURITY DATE 12/06/2014

EXPAND CLOSE
MS FTSE/Oil Dec 10 GBP
ISIN: XS0554831320
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005812.9510171.76
S&P GSCI CrudeOil Excess Return534.2013146.572

STRIKE DATE 10/12/2010
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0554831320
NEXT POTENTIAL MATURITY DATE 10/06/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall June 13 GBP
ISIN: XS0932037632
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006411.9910171.76
S&P 5001643.386969.01

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0932037632
NEXT POTENTIAL MATURITY DATE 09/06/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall May 2013 USD
ISIN: XS0884335489
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7947.0113147.93
OMX Stockholm 301214.773031.392
S&P/TSX 60726.271907.604
S&P/ASX 2004926.5698927.526

STRIKE DATE 31/05/2013
RETURN & BARRIERS
5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884335489
NEXT POTENTIAL MATURITY DATE 02/06/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall May 2013 GBP
ISIN: XS0884335059
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7947.0113147.93
OMX Stockholm 301214.773031.392
S&P/TSX 60726.271907.604
S&P/ASX 2004926.5698927.526

STRIKE DATE 31/05/2013
RETURN & BARRIERS
4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884335059
NEXT POTENTIAL MATURITY DATE 02/06/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall May 2013 USD
ISIN: XS0884349787
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8168.7813147.93
OMX Stockholm 301217.063031.392
S&P/TSX 60727.281907.604
S&P/ASX 2004983.58927.526

STRIKE DATE 24/05/2013
RETURN & BARRIERS
8% Annually if above 80%; 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0884349787
NEXT POTENTIAL MATURITY DATE 27/05/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall May 2013 GBP
ISIN: XS0884347815
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8168.7813147.93
OMX Stockholm 301217.063031.392
S&P/TSX 60727.281907.604
S&P/ASX 2004983.58927.526

STRIKE DATE 24/05/2013
RETURN & BARRIERS
7% Annually if above 80%, 100% Autocall 50% Barrier (E)
P.A. RETURN
ISIN XS0884347815
NEXT POTENTIAL MATURITY DATE 27/05/2014

EXPAND CLOSE
MS Commodity May 11 GBP
ISIN: XS0611907592
STRIKE DATE: 06/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future686.25430.75
Cotton Future145.5663.48
Sugar #11 World Future20.4714.7

STRIKE DATE 06/05/2011
RETURN & BARRIERS
5% Semi, 95% cap protected,
P.A. RETURN
ISIN XS0611907592
NEXT POTENTIAL MATURITY DATE 06/05/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall November 2013 GBP
ISIN: XS0979093183
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006734.7410171.76
Nikkei 22514201.5753375.6

STRIKE DATE 01/11/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0979093183
NEXT POTENTIAL MATURITY DATE 01/05/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Apr 13 GBP
ISIN: XS0911987112
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006426.4210171.76
S&P 5001582.246969.01

STRIKE DATE 26/04/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0911987112
NEXT POTENTIAL MATURITY DATE 29/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 GBP
ISIN: XS0910944874
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213147.93
OMX Stockholm 301194.663031.392
S&P/TSX 60697.281907.604
S&P/ASX 2005097.5088927.526

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944874
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 EUR
ISIN: XS0910944015
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213147.93
OMX Stockholm 301194.663031.392
S&P/TSX 60697.281907.604
S&P/ASX 2005097.5088927.526

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944015
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 USD
ISIN: XS0910945921
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213147.93
OMX Stockholm 301194.663031.392
S&P/TSX 60697.281907.604
S&P/ASX 2005097.5088927.526

STRIKE DATE 26/04/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910945921
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 USD
ISIN: XS0497497320
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610171.76
S&P 5001192.136969.01
Eurostoxx 502949.655891.95

STRIKE DATE 16/04/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497497320
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 GBP
ISIN: XS0497770437
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610171.76
S&P 5001192.136969.01
Eurostoxx 502949.655891.95

STRIKE DATE 16/04/2010
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497770437
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Mar 13 GBP
ISIN: XS0899368962
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006392.7610171.76
S&P 5001556.896969.01

STRIKE DATE 22/03/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0899368962
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
MS Commodity Mar 11 3yr Autocall GBP
ISIN: XS0593524662
STRIKE DATE: 23/03/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future681430.75
Cotton Future201.8763.48
Sugar #11 World Future26.5814.7

STRIKE DATE 23/03/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 95% Capital Protected
P.A. RETURN
ISIN XS0593524662
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall GBP Feb 2013
ISIN: XS0896973442
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7947.6832536.27
S&P/ASX 2005055.7678927.526
S&P/TSX 60730.151907.604
OMX Stockholm 301205.13031.392

STRIKE DATE 22/02/2013
RETURN & BARRIERS
4.1% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0896973442
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE