INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Investec 6yr Capital Protected Investment GBP July 2015
ISIN: GB00BWK1RF02
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302155.090

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN 30™ Index
P.A. RETURN
ISIN GB00BWK1RF02
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP July 2015
ISIN: GB00BWK1RD87
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006673.3810679.03
HSCEI11858.557699.76
Eurostoxx 503528.816412.68

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% final level (European style)
P.A. RETURN
ISIN GB00BWK1RD87
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection USD July 2015
ISIN: XS1247508655
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.498.7
Royal Dutch Shell 'B'1829.52891.5
HSBC580.21451
Glaxo13712015
FTSE 1006775.0810679.03

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247508655
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection GBP July 2015
ISIN: XS1247512335
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.498.7
Royal Dutch Shell (GBp)1829.52891.5
HSBC580.21451
Glaxo13712015
FTSE 1006775.0810679.03

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247512335
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Nomura Deposit II
ISIN: NOMDEPID002
STRIKE DATE: 15/10/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005222.9510679.03
Eurostoxx 502939.096412.68
iShares MSCI Emerging Markets (EEM)41.3265.7
iShares iBoxx $ Invest Grade Corp Bond104.01108.64

STRIKE DATE 15/10/2009
RETURN & BARRIERS
100% Particp capped at 60%
P.A. RETURN
ISIN NOMDEPID002
NEXT POTENTIAL MATURITY DATE 15/10/2015

EXPAND CLOSE
MS FTSE/Oil GBP April 2012
ISIN: XS0763741633
STRIKE DATE: 13/04/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005651.7910679.03
S&P GSCI CrudeOil Excess Return561.28179.089

STRIKE DATE 13/04/2012
RETURN & BARRIERS
5.5% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0763741633
NEXT POTENTIAL MATURITY DATE 13/04/2017

EXPAND CLOSE
UBS 6yr FTSE-Eurostoxx Autocall Apr 2015 GBP
ISIN: XS1214496330
STRIKE DATE: 10/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007089.7710679.03
Eurostoxx 503816.766412.68

STRIKE DATE 10/04/2015
RETURN & BARRIERS
3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1214496330
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Commerz FTSE-S&P-Eurostoxx 6yr SA Autocall Oct 2014 GBP
ISIN: XS1121919846
STRIKE DATE: 08/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006482.2410679.03
S&P 5001968.897483.24
Eurostoxx 503053.316412.68

STRIKE DATE 08/10/2014
RETURN & BARRIERS
4.5% Semi-Annual from yr1, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1121919846
NEXT POTENTIAL MATURITY DATE 10/04/2017

    EXPAND CLOSE
    MS Eurostoxx/India/Brazil Apr 11 USD
    ISIN: XS0605215903
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502955.846412.68
    Wisdomtree India Earnings Fund25.5142.92
    iShares MSCI Brazil (EWZ)79.7834.43

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0605215903
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Citi China/Taiwan Apr 11 USD
    ISIN: XS0597555100
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI13657.67699.76
    Taiwan TAIEX8851.9846780.62

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0597555100
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Apr 2015 USD
    ISIN: XS1127282280
    STRIKE DATE: 02/04/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005898.588844.412
    S&P/TSX 60876.32068.89
    Eurostoxx 503715.276412.68
    Nikkei 22519312.7969744.07

    STRIKE DATE 02/04/2015
    RETURN & BARRIERS
    4.4% semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1127282280
    NEXT POTENTIAL MATURITY DATE 06/04/2021

    EXPAND CLOSE
    Citi S&P/Brazil Sept 10 USD
    ISIN: XS0534386874
    STRIKE DATE: 29/09/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5001144.737483.24
    iShares MSCI Brazil (EWZ)76.1534.43

    STRIKE DATE 29/09/2010
    RETURN & BARRIERS
    12.5% p.a, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0534386874
    NEXT POTENTIAL MATURITY DATE 29/09/2015

    EXPAND CLOSE
    UBS 5yr FTSE-Oil Semi-Annual Autocall Mar 2015 GBP
    ISIN: XS1196385428
    STRIKE DATE: 27/03/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006855.0210679.03
    United States Oil Fund17.14103.98

    STRIKE DATE 27/03/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1196385428
    NEXT POTENTIAL MATURITY DATE 27/03/2020

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 EUR
    ISIN: XS0899992605
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.026412.68
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    5.7% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899992605
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 GBP
    ISIN: XS0899982390
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.026412.68
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    6.1% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982390
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 USD
    ISIN: XS0899982044
    STRIKE DATE: 28/03/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502624.026412.68
    Russian Depository Index1651.880

    STRIKE DATE 28/03/2013
    RETURN & BARRIERS
    7.5% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0899982044
    NEXT POTENTIAL MATURITY DATE 28/03/2018

    EXPAND CLOSE
    MS FTSE/Oil Mar 11 GBP
    ISIN: XS0595499525
    STRIKE DATE: 25/03/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005900.7610679.03
    S&P GSCI CrudeOil Excess Return599.634179.089

    STRIKE DATE 25/03/2011
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0595499525
    NEXT POTENTIAL MATURITY DATE 29/03/2016

    EXPAND CLOSE
    Commerz China/Taiwan / Brazil March 12 USD
    ISIN: XS0748662391
    STRIKE DATE: 23/03/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10658.077699.76
    Taiwan TAIEX8076.6146780.62
    iShares MSCI Brazil (EWZ)65.8334.43

    STRIKE DATE 23/03/2012
    RETURN & BARRIERS
    7.0% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0748662391
    NEXT POTENTIAL MATURITY DATE 23/03/2017

    EXPAND CLOSE
    Commerz ASX200-TSX60-SMI-Eurostoxx Semi-Annual AC Sept 2014 USD
    ISIN: XS1111818537
    STRIKE DATE: 18/09/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005415.8278844.412
    S&P/TSX 60895.262068.89
    SMI8830.4914424.24
    Eurostoxx 503271.376412.68

    STRIKE DATE 18/09/2014
    RETURN & BARRIERS
    5.9% Semi-Annual, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1111818537
    NEXT POTENTIAL MATURITY DATE 18/09/2017

    EXPAND CLOSE
    Commerz ASX200-TSX60-SMI-OMX Semi-Annual AC Sept 2014 USD
    ISIN: XS1111817646
    STRIKE DATE: 18/09/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005415.8278844.412
    S&P/TSX 60895.262068.89
    SMI8830.4914424.24
    OMX Stockholm 301416.793247.031

    STRIKE DATE 18/09/2014
    RETURN & BARRIERS
    5.3% Semi-Annual, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1111817646
    NEXT POTENTIAL MATURITY DATE 19/09/2017

    EXPAND CLOSE