INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Global Giants High Performance Investment Sept 2014 GBP
ISIN: XS1061865538
STRIKE DATE: 19/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV88.2860.74
Apple Inc100.96255.63
Royal Dutch Shell (GBp)2401.53443.5
Toyota Motor Corp64923311

STRIKE DATE 19/09/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS1061865538
NEXT POTENTIAL MATURITY DATE 19/12/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 EUR
ISIN: DE000CB0CQE8
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index (EUR)1323.130
HSCEI10395.58504.81
iShares MSCI Brazil (EWZ)49.4638.37

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CB0CQE8
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 USD
ISIN: XS1076774378
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503314.85732.71
HSCEI10395.58504.81
iShares MSCI Brazil (EWZ)49.4638.37

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1076774378
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 GBP
ISIN: XS1149776590
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35519.28
RWE26.2558.72
EDF22.70512
BP413576

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149776590
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 USD
ISIN: XS1149736453
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35519.28
RWE26.2558.72
EDF22.70512
BP413576

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149736453
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Natixis 6yr Safe Haven Pheonix AC Dec 2014 USD
ISIN: XS1035508404
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.775732.71
SMI9013.1112991.25
S&P/ASX 2005210.7768671.785
S&P/TSX 60838.041913.651

STRIKE DATE 18/12/2014
RETURN & BARRIERS
semi-annual 4.5% if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1035508404
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura FTSE-Nikkei 5yr Autocall Dec 2014 GBP
ISIN: XS1144479513
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610364.79
Nikkei 22517210.0553739.68

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.3% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1144479513
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr Semi-Annual AC Dec 2014 GBP
ISIN: XS1144496012
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610364.79
Eurostoxx 503153.775732.71

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.25% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1144496012
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Mar 2015 GBP
ISIN: XS1193299812
STRIKE DATE: 17/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone221.55113.65
Glaxo1591.52107
Royal Dutch Shell 'B'2068.53443.5
HSBC570.21286.6
FTSE 1006837.6110364.79

STRIKE DATE 17/03/2015
RETURN & BARRIERS
2.75% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1193299812
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura China/Taiwan Dec 10 USD
ISIN: XS0552382516
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12661.018504.81
iShares MSCI Taiwan310.53

STRIKE DATE 10/12/2010
RETURN & BARRIERS
7.5% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0552382516
NEXT POTENTIAL MATURITY DATE 10/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 GBP
ISIN: XS1134499000
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36579.23
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134499000
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 USD
ISIN: XS1134498531
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36579.23
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134498531
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
UBS Italy/Spain/China 5y Autocall November 2013 USD
ISIN: XS0990492430
STRIKE DATE: 29/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB19021.545714.95
IBEX 359837.617580.4
HSCEI11441.38504.81

STRIKE DATE 29/11/2013
RETURN & BARRIERS
7% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0990492430
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Nomura 3 Stock Pheonix Autocall Dec 2014 GBP
ISIN: XS1135310453
STRIKE DATE: 16/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.45113.65
Glaxo13482107
Barclays230.15409.1

STRIKE DATE 16/12/2014
RETURN & BARRIERS
6.1% Semi-Annual if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1135310453
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Citi China/Taiwan May 11 USD
ISIN: XS0616933437
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12960.88504.81
Taiwan TAIEX881033174.82

STRIKE DATE 27/05/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0616933437
NEXT POTENTIAL MATURITY DATE 27/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 EUR
ISIN: XS1035504320
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5512991.25
OMX Stockholm 301447.533006.37
S&P/ASX 2005304.3058671.785
S&P/TSX 60878.691913.651

STRIKE DATE 21/11/2014
RETURN & BARRIERS
4.45% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504320
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 USD
ISIN: XS1035504593
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5512991.25
OMX Stockholm 301447.533006.37
S&P/ASX 2005304.3058671.785
S&P/TSX 60878.691913.651

STRIKE DATE 21/11/2014
RETURN & BARRIERS
5.6% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504593
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall Nov 2014 GBP
ISIN: XS1125538600
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005454.3428671.785
S&P/TSX 60863.071913.651
SMI8915.3112991.25
OMX Stockholm 301415.63006.37

STRIKE DATE 14/11/2014
RETURN & BARRIERS
5.15% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1125538600
NEXT POTENTIAL MATURITY DATE 15/05/2015

EXPAND CLOSE
RBC 5yr 3 Stock Phoenix Autocall GBP Feb 2014
ISIN: XS0988248984
STRIKE DATE: 14/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone224.09113.65
Intl Consolidated Airline446.4369.8
RBS342.6347.6

STRIKE DATE 14/02/2014
RETURN & BARRIERS
2.25% Qtrly if all above 75%, 100% Autocall from 6mth, 50% Barrier (E)
P.A. RETURN
ISIN XS0988248984
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 5yr Semi-Annual AC Nov 2014 GBP
ISIN: XS1130249417
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.3710364.79
Eurostoxx 503059.995732.71

STRIKE DATE 14/11/2014
RETURN & BARRIERS
3.5% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1130249417
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE