INTERNATIONAL PRODUCTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3155.81 | 6545.47 |
| HSCEI | 10080.2 | 8426.49 |
| Russell 2000 | 1137.899 | 3052.847 |
| iShares MSCI Australia | 26.45 | 29.74 |
STRIKE DATE 17/04/2014
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 9% Annual Coupon
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS0947193644
NEXT POTENTIAL MATURITY DATE 17/04/2019
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5996.01 | 10772.67 |
| S&P GSCI Gold index | 127.49 | 258.6468 |
STRIKE DATE 15/04/2011
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0604009380
NEXT POTENTIAL MATURITY DATE 15/04/2016
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5996.01 | 10772.67 |
| HSCEI | 13533.58 | 8426.49 |
| iShares MSCI Brazil (EWZ) | 77.06 | 33.77 |
STRIKE DATE 15/04/2011
RETURN & BARRIERS
14.25% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0599275319
NEXT POTENTIAL MATURITY DATE 15/04/2016
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5996.01 | 10772.67 |
| HSCEI | 13533.58 | 8426.49 |
| iShares MSCI Brazil (EWZ) | 77.06 | 33.77 |
STRIKE DATE 15/04/2011
RETURN & BARRIERS
12% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0599277794
NEXT POTENTIAL MATURITY DATE 15/04/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5780.4 | 10772.67 |
STRIKE DATE 06/04/2010
RETURN & BARRIERS
FTSE Growth or Early Exit after 3 years if FTSE up 15% then 18% paid
P.A. RETURN
ISIN XS0480082246
NEXT POTENTIAL MATURITY DATE 06/04/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Brent Crude Oil. | 104.12 | |
| Silver (London Fix) | 26.97 | 15.98 |
| Copper (LME) | 7376 | 14285 |
STRIKE DATE 05/04/2013
RETURN & BARRIERS
3.3% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0905628276
NEXT POTENTIAL MATURITY DATE 05/04/2018
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Brent Crude Oil. | 104.12 | |
| Silver (London Fix) | 26.97 | 15.98 |
| Copper (LME) | 7376 | 14285 |
STRIKE DATE 05/04/2013
RETURN & BARRIERS
2.8% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0905628862
NEXT POTENTIAL MATURITY DATE 05/04/2018
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Corn #2 Future | 683.5 | 448 |
| Cotton Future | 198.96 | 82.36 |
| Sugar #11 World Future | 27.71 | 16.82 |
| Soybean Future | 1362.5 | 1168.25 |
STRIKE DATE 18/03/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0591546568
NEXT POTENTIAL MATURITY DATE 01/04/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Gold (London PM) | 1662.5 | 1178 |
| Silver (London Fix) | 32.43 | 15.98 |
STRIKE DATE 30/03/2012
RETURN & BARRIERS
11% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0749828249
NEXT POTENTIAL MATURITY DATE 28/03/2017
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Gold (London PM) | 1662.5 | 1178 |
| Silver (London Fix) | 32.43 | 15.98 |
STRIKE DATE 30/03/2012
RETURN & BARRIERS
11% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0749837075
NEXT POTENTIAL MATURITY DATE 28/03/2017
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5996.01 | 10772.67 |
| HSCEI | 13533.58 | 8426.49 |
| iShares MSCI Brazil (EWZ) | 77.06 | 33.77 |
STRIKE DATE 18/03/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0590135561
NEXT POTENTIAL MATURITY DATE 18/03/2016
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3095.31 | 6545.47 |
| HSCEI | 9709.49 | 8426.49 |
| Russell 2000 | 1203.3156 | 3052.847 |
| iShares MSCI Australia | 25.49 | 29.74 |
STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191275
NEXT POTENTIAL MATURITY DATE 07/03/2019
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3095.31 | 6545.47 |
| HSCEI | 9709.49 | 8426.49 |
| Russell 2000 | 1203.3156 | 3052.847 |
| iShares MSCI Australia | 25.49 | 29.74 |
STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191192
NEXT POTENTIAL MATURITY DATE 07/03/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Brent Crude Oil. | 110.4 | |
| Silver (London Fix) | 28.01 | 15.98 |
| Copper (LME) | 7620.5 | 14285 |
STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.25% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883501974
NEXT POTENTIAL MATURITY DATE 02/03/2018
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Brent Crude Oil. | 110.4 | |
| Silver (London Fix) | 28.01 | 15.98 |
| Copper (LME) | 7620.5 | 14285 |
STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.75% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883509019
NEXT POTENTIAL MATURITY DATE 02/03/2018
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10772.67 |
| Market Vector Gold Index | 37.92 | 88.27 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883611302
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10772.67 |
| Russian Depository Index | 1737.08 | 0 |
| Taiwan TAIEX | 7947.72 | 46021.48 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
12.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975999
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10772.67 |
| Russian Depository Index | 1737.08 | 0 |
| Taiwan TAIEX | 7947.72 | 46021.48 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
10.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975726
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10772.67 |
| Russian Depository Index | 1737.08 | 0 |
| Taiwan TAIEX | 7947.72 | 46021.48 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
9% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0882560856
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Corn #2 Future | 678.5 | 448 |
| Cotton Future | 175.29 | 82.36 |
| Soybean Future | 1433.5 | 1168.25 |
| Sugar #11 World Future | 32.64 | 16.82 |
STRIKE DATE 04/02/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0581078838
NEXT POTENTIAL MATURITY DATE 18/02/2016