INTERNATIONAL PRODUCTS

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/02/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0578163254
NEXT POTENTIAL MATURITY DATE 18/02/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% Barrier (E)
P.A. RETURN
ISIN XS0731405873
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barier
P.A. RETURN
ISIN XS0731405790
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0731405956
NEXT POTENTIAL MATURITY DATE 12/02/2018

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 01/02/2013
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868357624
NEXT POTENTIAL MATURITY DATE 01/02/2018

• FACTSHEET

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 29/01/2010
RETURN & BARRIERS
100% particip, cap at 48%
P.A. RETURN
ISIN NOMDEPID004
NEXT POTENTIAL MATURITY DATE 29/01/2016

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/01/2011
RETURN & BARRIERS
16.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0566851977
NEXT POTENTIAL MATURITY DATE 28/01/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/01/2013
RETURN & BARRIERS
8.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868354449
NEXT POTENTIAL MATURITY DATE 18/01/2018

• FACTSHEET

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173886208
NEXT POTENTIAL MATURITY DATE 17/01/2017

• FACTSHEET

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173884500
NEXT POTENTIAL MATURITY DATE 17/01/2017

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866279226
NEXT POTENTIAL MATURITY DATE 18/01/2018

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/01/2013
RETURN & BARRIERS
3.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866408643
NEXT POTENTIAL MATURITY DATE 18/01/2018

• FACTSHEET

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/01/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0563657880
NEXT POTENTIAL MATURITY DATE 14/01/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 13/12/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705048980
NEXT POTENTIAL MATURITY DATE 16/12/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 13/12/2011
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705049525
NEXT POTENTIAL MATURITY DATE 16/12/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 12/12/2013
RETURN & BARRIERS
7% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
P.A. RETURN
ISIN XS0995891321
NEXT POTENTIAL MATURITY DATE 12/12/2018

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181391
NEXT POTENTIAL MATURITY DATE 11/12/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181557
NEXT POTENTIAL MATURITY DATE 11/12/2017

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Semi-Annual from year 1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0928562163
NEXT POTENTIAL MATURITY DATE 07/06/2018

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0854743324
NEXT POTENTIAL MATURITY DATE 07/12/2017

• FACTSHEET