INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 6yr World Markets Income Autocall Mar 2015 GBP
ISIN: XS1127278338
STRIKE DATE: 16/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9237.0814424.24
OMX Stockholm 301689.6673247.031
S&P/ASX 2005797.6588844.412
S&P/TSX 60871.72068.89

STRIKE DATE 16/03/2015
RETURN & BARRIERS
4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1127278338
NEXT POTENTIAL MATURITY DATE 16/09/2020

EXPAND CLOSE
MS FTSE/ Oil March 2012 GBP
ISIN: XS0742376659
STRIKE DATE: 16/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005965.610679.03
S&P GSCI CrudeOil Excess Return587.26179.089

STRIKE DATE 16/03/2012
RETURN & BARRIERS
6% semi-annual 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0742376659
NEXT POTENTIAL MATURITY DATE 16/03/2017

EXPAND CLOSE
UBS FTSE-Oil 5yr Semi-Annual Autocall March 2014 GBP
ISIN: XS1034999687
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006527.8910679.03
WTI Crude Oil98.8968.69

STRIKE DATE 14/03/2014
RETURN & BARRIERS
4.25% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1034999687
NEXT POTENTIAL MATURITY DATE 14/03/2019

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 GBP
ISIN: XS0815944904
STRIKE DATE: 14/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005915.510679.03
HSCEI9829.437699.76
iShares MSCI Brazil (EWZ)57.0634.43

STRIKE DATE 14/09/2012
RETURN & BARRIERS
9.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0815944904
NEXT POTENTIAL MATURITY DATE 14/09/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil Sept 2012 USD
ISIN: XS0815944813
STRIKE DATE: 14/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005915.510679.03
HSCEI9829.437699.76
iShares MSCI Brazil (EWZ)57.0634.43

STRIKE DATE 14/09/2012
RETURN & BARRIERS
10.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0815944813
NEXT POTENTIAL MATURITY DATE 14/09/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall March 2014 USD
ISIN: XS1046227630
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Telekom11.24525.14
Barrick Gold Corp20.91
Yahoo! Inc37.615.85

STRIKE DATE 14/03/2014
RETURN & BARRIERS
3% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1046227630
NEXT POTENTIAL MATURITY DATE 14/03/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Sept 2014 USD
ISIN: XS1094681779
STRIKE DATE: 12/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook77.48582.9
LinkedIn224.83195.96
Tesla Motors279.2

STRIKE DATE 12/09/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1094681779
NEXT POTENTIAL MATURITY DATE 12/06/2017

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Sept 2014 GBP
ISIN: XS1094682314
STRIKE DATE: 12/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook77.48582.9
LinkedIn224.83195.96
Tesla Motors279.2

STRIKE DATE 12/09/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1094682314
NEXT POTENTIAL MATURITY DATE 12/06/2017

EXPAND CLOSE
MS Commodity Dec 2011 GBP
ISIN: XS0707685698
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P GSCI ER Corn14.00255.639639
S&P GSCI ER Sugar29.722611.09944
S&P GSCI ER Cotton47.040839.26594

STRIKE DATE 13/12/2011
RETURN & BARRIERS
5% quarterly, 100% maturity, 50% (E)
P.A. RETURN
ISIN XS0707685698
NEXT POTENTIAL MATURITY DATE 13/12/2016

EXPAND CLOSE
Natixis Intercontinental Income September 2014 GBP
ISIN: XS0998373574
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.256412.68
S&P/TSX 60896.242068.89
Russell 20001170.132996.11
iShares MSCI Australia27.228.09

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373574
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Natixis Intercontinental Income September 2014 USD
ISIN: XS0998373814
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.256412.68
S&P/TSX 60896.242068.89
Russell 20001170.132996.11
iShares MSCI Australia27.228.09

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373814
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 USD
ISIN: XS1065464791
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8924.71
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065464791
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 GBP
ISIN: XS1065467620
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8924.71
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065467620
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 GBP
ISIN: XS1183528584
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.998.7
Microsoft82.8758390.49
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183528584
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 USD
ISIN: XS1183520508
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.998.7
Microsoft82.8758390.49
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183520508
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Dec 2014 GBP
ISIN: XS1132637841
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC643.11451
Glaxo1470.52015
Vodafone230.698.7

STRIKE DATE 05/12/2014
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1132637841
NEXT POTENTIAL MATURITY DATE 05/12/2019

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 GBP
ISIN: XS0524609210
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510679.03
HSCEI11767.47699.76
iShares MSCI Brazil (EWZ)70.6334.43

STRIKE DATE 03/09/2010
RETURN & BARRIERS
18.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609210
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 USD
ISIN: XS0524609137
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510679.03
HSCEI11767.47699.76
iShares MSCI Brazil (EWZ)70.6334.43

STRIKE DATE 03/09/2010
RETURN & BARRIERS
22.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609137
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
Commerz World Market Income Autocall Mar 2015 USD
ISIN: XS1191276960
STRIKE DATE: 02/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9055.6914424.24
OMX Stockholm 301686.6383247.031
S&P/ASX 2005958.8828844.412
S&P/TSX 60892.572068.89

STRIKE DATE 02/03/2015
RETURN & BARRIERS
4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1191276960
NEXT POTENTIAL MATURITY DATE 02/09/2020

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 GBP
ISIN: XS0654167781
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310679.03
HSCEI10664.457699.76
iShares MSCI Brazil (EWZ)63.8634.43

STRIKE DATE 02/09/2011
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167781
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE