INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura FTSE-Eurostoxx Semi-Annual AC Oct 2014 EUR
ISIN: XS1126279790
STRIKE DATE: 31/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006546.4710364.79
Eurostoxx 503113.325732.71

STRIKE DATE 31/10/2014
RETURN & BARRIERS
3.3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1126279790
NEXT POTENTIAL MATURITY DATE 30/04/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 5 Yr Autocall April 2014 GBP
ISIN: XS1051614094
STRIKE DATE: 24/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100670310364.79
Nikkei 22514404.9953739.68

STRIKE DATE 24/04/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1051614094
NEXT POTENTIAL MATURITY DATE 24/04/2015

EXPAND CLOSE
UBS TWSE-SMI-TSX60-OMX SA Pheonix Autocall Apr 2014 CHF
ISIN: XS1060945604
STRIKE DATE: 23/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX8956.9233174.82
SMI8443.2612991.25
S&P/TSX 60829.281913.651
OMX Stockholm 301353.063006.37

STRIKE DATE 23/04/2014
RETURN & BARRIERS
4% Semi-Annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1060945604
NEXT POTENTIAL MATURITY DATE 23/04/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 6 Yr Autocall October 2014 GBP
ISIN: XS1116335099
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006310.2910364.79
Nikkei 22514532.5153739.68

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.5% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1116335099
NEXT POTENTIAL MATURITY DATE 17/04/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall with Back-Stop Oct 2014 GBP
ISIN: XS1111223001
STRIKE DATE: 10/10/2014
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 2005188.2538671.785
S&P/TSX 60822.931913.651
SMI8374.5912991.25
OMX Stockholm 301302.343006.37

STRIKE DATE 10/10/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 30% Final Coupon if all above 95%, 60% Barrier (E)
P.A. RETURN
ISIN XS1111223001
NEXT POTENTIAL MATURITY DATE 10/04/2015

EXPAND CLOSE
Commerz FTSE-IBEX-HSI 6yr Qtrly Autocall Oct 2014 GBP
ISIN: XS1120658064
STRIKE DATE: 07/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.610364.79
IBEX 3510430.717580.4
HSI23422.5225294.03

STRIKE DATE 07/10/2014
RETURN & BARRIERS
2.25% Qtrly, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1120658064
NEXT POTENTIAL MATURITY DATE 08/04/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Mar 12 GBP
ISIN: XS0733684210
STRIKE DATE: 29/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100574210364.79

STRIKE DATE 29/03/2012
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0733684210
NEXT POTENTIAL MATURITY DATE 30/03/2015

EXPAND CLOSE
UBS FTSE-Eurostoxx 6yr Semi-annual Autocall Sept 2014 GBP
ISIN: XS1107209808
STRIKE DATE: 26/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006649.3910364.79
Eurostoxx 503219.585732.71

STRIKE DATE 26/09/2014
RETURN & BARRIERS
3.75% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1107209808
NEXT POTENTIAL MATURITY DATE 26/03/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr Semi-Annual Autocall Sept 2014 GBP
ISIN: XS1108691699
STRIKE DATE: 26/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006649.3910364.79
Eurostoxx 503219.585732.71

STRIKE DATE 26/09/2014
RETURN & BARRIERS
3.75% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1108691699
NEXT POTENTIAL MATURITY DATE 26/03/2015

EXPAND CLOSE
Commerz ASX200-TSX60-Eurostoxx-Nikkei 6y Pheonix AC Sept 2014 USD
ISIN: XS1113412735
STRIKE DATE: 25/09/2014
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 2005382.1668671.785
S&P/TSX 60860.561913.651
Eurostoxx 503202.315732.71
Nikkei 22516374.1453739.68

STRIKE DATE 25/09/2014
RETURN & BARRIERS
3.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1113412735
NEXT POTENTIAL MATURITY DATE 25/03/2015

EXPAND CLOSE
MS Eurostoxx/Oil Mar 10 EUR
ISIN: XS0480579340
STRIKE DATE: 19/03/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502897.955732.71
S&P GSCI CrudeOil Excess Return556.573230.222

STRIKE DATE 19/03/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0480579340
NEXT POTENTIAL MATURITY DATE 19/03/2015

EXPAND CLOSE
RBC FTSE-Russell 2000-Eurostoxx-HSCEI SA Pheonix AC March 14 GBP
ISIN: XS1015512020
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006527.8910364.79
Russell 20001181.4132512.368
Eurostoxx 503004.645732.71
HSCEI9298.648504.81

STRIKE DATE 14/03/2014
RETURN & BARRIERS
4% Semi if all above 80%, Autocall 100% from yr1, 60% Barrier (E)
P.A. RETURN
ISIN XS1015512020
NEXT POTENTIAL MATURITY DATE 16/03/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 6 Yr Autocall August 2014 GBP
ISIN: XS1098735944
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.810364.79
Nikkei 22515476.653739.68

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3.4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1098735944
NEXT POTENTIAL MATURITY DATE 02/03/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Feb 12 GBP
ISIN: XS0708966303
STRIKE DATE: 07/02/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005890.310364.79

STRIKE DATE 07/02/2012
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0708966303
NEXT POTENTIAL MATURITY DATE 09/02/2015

EXPAND CLOSE
RBC FTSE-Eurostoxx-Russell 2000-Nikkei Qtrly Inc AC Jan 2014 GBP
ISIN: XS0994251568
STRIKE DATE: 31/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006510.4410364.79
Eurostoxx 503013.965732.71
Russell 20001130.882512.368
Nikkei 22514914.5353739.68

STRIKE DATE 31/01/2014
RETURN & BARRIERS
1.8% Qtrly if all above 80%, 100% Autocall from yr 1, 60% Barrier (E)
P.A. RETURN
ISIN XS0994251568
NEXT POTENTIAL MATURITY DATE 30/01/2015

EXPAND CLOSE
BNP Global Giants High Performance Investment Oct 2014 GBP
ISIN: XS1084180360
STRIKE DATE: 24/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV85.3560.74
Apple Inc105.22255.63
Royal Dutch Shell (GBp)21973443.5
Toyota Motor Corp61513311

STRIKE DATE 24/10/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1084180360
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Natixis Major Markets Income Autocall Jan 2014 GBP
ISIN: XS0947187240
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.25732.71
Nikkei 22515391.5653739.68
HSCEI10014.028504.81
Russell 20001144.132512.368

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947187240
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Natixis Major Markets Income Autocall Jan 2014 USD
ISIN: XS0947186861
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.25732.71
Nikkei 22515391.5653739.68
HSCEI10014.028504.81
Russell 20001144.132512.368

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947186861
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Nomura FTSE-USO Fixed Inc Jan 10 EUR
ISIN: XS0474123402
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100530010364.79
United States Oil Fund36.34124.09

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7% p.a. Fixed Income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123402
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE
Nomura FTSE/USO Jan 10 GBP Income
ISIN: XS0474123824
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100530010364.79
United States Oil Fund36.34124.09

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7.5% fixed income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123824
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE