INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis China/Taiwan Autocall June 2012 USD
ISIN: XS0787653483
STRIKE DATE: 22/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9504.199182.65
iShares MSCI Taiwan256.83

STRIKE DATE 22/06/2012
RETURN & BARRIERS
7.25% semi, 100% at maturity, 50% barrier (E)
P.A. RETURN
ISIN XS0787653483
NEXT POTENTIAL MATURITY DATE 24/12/2012

EXPAND CLOSE
Commerz China/Taiwan/Eurostoxx Dec 11 EUR
ISIN: XS0705989902
STRIKE DATE: 15/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9678.869182.65
iShares MSCI Taiwan241.84
Eurostoxx 502224.895686.17

STRIKE DATE 15/12/2011
RETURN & BARRIERS
9% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705989902
NEXT POTENTIAL MATURITY DATE 17/12/2012

EXPAND CLOSE
MS FTSE/S&P Dec 11 GBP
ISIN: XS0704581361
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 1005427.869701.8
S&P 5001236.476829.37

STRIKE DATE 12/12/2011
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0704581361
NEXT POTENTIAL MATURITY DATE 12/12/2012

EXPAND CLOSE
Citi FTSE/S&P Dec 10 GBP
ISIN: XS0560202920
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10058139701.8
S&P 5001240.46829.37

STRIKE DATE 10/12/2010
RETURN & BARRIERS
8.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0560202920
NEXT POTENTIAL MATURITY DATE 10/12/2012

EXPAND CLOSE
Citi FTSE/S&P Dec 10 EUR
ISIN: XS0554697416
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 10058139701.8
S&P 5001240.46829.37

STRIKE DATE 10/12/2010
RETURN & BARRIERS
9% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0554697416
NEXT POTENTIAL MATURITY DATE 10/12/2012

EXPAND CLOSE
Natixis China/Taiwan Autocall May 2012 USD
ISIN: XS0775395816
STRIKE DATE: 18/05/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9577.189182.65
iShares MSCI Taiwan255.48

STRIKE DATE 18/05/2012
RETURN & BARRIERS
7.2% semi, 100% at maturity, 50% barrier (E)
P.A. RETURN
ISIN XS0775395816
NEXT POTENTIAL MATURITY DATE 19/11/2012

EXPAND CLOSE
Commerz FTSE/S&P Oct 11 GBP
ISIN: XS0683494438
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005702.29701.8
S&P 5001285.096829.37

STRIKE DATE 28/10/2011
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0683494438
NEXT POTENTIAL MATURITY DATE 01/11/2012

EXPAND CLOSE
MS FTSE/S&P/Eurostoxx Oct 11 EUR
ISIN: XS0690436588
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005702.29701.8
S&P 5001285.096829.37
Eurostoxx 502462.365686.17

STRIKE DATE 28/10/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0690436588
NEXT POTENTIAL MATURITY DATE 29/10/2012

EXPAND CLOSE
Commerz Metals Coupon Counter Oct 11 USD
ISIN: XS0679201714
STRIKE DATE: 21/10/2011
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)1642.54214.75
Silver (London Fix)30.857.44
Copper (LME)706211285

STRIKE DATE 21/10/2011
RETURN & BARRIERS
5.5% p.a. Per Index, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679201714
NEXT POTENTIAL MATURITY DATE 25/10/2012

EXPAND CLOSE
Commerz Metals Coupon Counter Oct 11 GBP
ISIN: XS0679133370
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Gold (London PM)1642.54214.75
Silver (London Fix)30.857.44
Copper (LME)706211285

STRIKE DATE 21/10/2011
RETURN & BARRIERS
5.5% p.a. Per Index, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679133370
NEXT POTENTIAL MATURITY DATE 25/10/2012

EXPAND CLOSE
MS FTSE/S&P Sept 11 GBP
ISIN: XS0664545760
STRIKE DATE: 16/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005368.419701.8
S&P 5001216.016829.37

STRIKE DATE 16/09/2011
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0664545760
NEXT POTENTIAL MATURITY DATE 17/09/2012

EXPAND CLOSE
Citi FTSE/S&P Sept 10 GBP
ISIN: XS0528409708
STRIKE DATE: 17/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005508.59701.8
S&P 5001125.596829.37

STRIKE DATE 17/09/2010
RETURN & BARRIERS
10.5 p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0528409708
NEXT POTENTIAL MATURITY DATE 17/09/2012

EXPAND CLOSE
Commerz China/Taiwan Dec 11 USD
ISIN: XS0705309531
STRIKE DATE: 15/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9678.869182.65
iShares MSCI Taiwan241.84

STRIKE DATE 15/12/2011
RETURN & BARRIERS
8% Semi-annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705309531
NEXT POTENTIAL MATURITY DATE 15/06/2012

EXPAND CLOSE
MS FTSE/Oil Oct 11 GBP
ISIN: XS0684497588
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005702.29701.8
S&P GSCI CrudeOil Excess Return515.34130.555

STRIKE DATE 28/10/2011
RETURN & BARRIERS
7.75% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0684497588
NEXT POTENTIAL MATURITY DATE 30/04/2012

EXPAND CLOSE
MS S&P/Oil Oct 11 USD
ISIN: XS0683840283
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001285.366829.37
S&P GSCI CrudeOil Excess Return515.34130.555

STRIKE DATE 28/10/2011
RETURN & BARRIERS
8% Semi-annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0683840283
NEXT POTENTIAL MATURITY DATE 30/04/2012

EXPAND CLOSE
Commerz China/Taiwan Oct 11 USD
ISIN: XS0675427115
STRIKE DATE: 14/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9584.839182.65
iShares MSCI Taiwan260.95

STRIKE DATE 14/10/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0675427115
NEXT POTENTIAL MATURITY DATE 19/04/2012

EXPAND CLOSE
MS FTSE/Oil Sep 11 GBP
ISIN: XS0662933869
STRIKE DATE: 16/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005368.419701.8
S&P GSCI CrudeOil Excess Return488.1026130.555

STRIKE DATE 16/09/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0662933869
NEXT POTENTIAL MATURITY DATE 16/03/2012

EXPAND CLOSE
MS FTSE/Oil Sep 11 USD
ISIN: XS0667410871
STRIKE DATE: 16/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005368.419701.8
S&P GSCI CrudeOil Excess Return488.1026130.555

STRIKE DATE 16/09/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0667410871
NEXT POTENTIAL MATURITY DATE 16/03/2012

EXPAND CLOSE
Citi FTSE/S&P Mar 11 GBP
ISIN: XS0591911523
STRIKE DATE: 11/03/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005828.679701.8
S&P 5001304.286829.37

STRIKE DATE 11/03/2011
RETURN & BARRIERS
7.25% p.a., 100% Maturity, 50% Barrier
P.A. RETURN
ISIN XS0591911523
NEXT POTENTIAL MATURITY DATE 12/03/2012

EXPAND CLOSE
Commerz China/Taiwan Aug 11 USD
ISIN: XS0650605313
STRIKE DATE: 26/08/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10299.589182.65
iShares MSCI Taiwan262.41

STRIKE DATE 26/08/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0650605313
NEXT POTENTIAL MATURITY DATE 27/02/2012

EXPAND CLOSE