INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz Blue Chip Memory Autocall July 2014 USD
ISIN: XS1081514397
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone195.25113.65
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514397
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall July 2014 GBP
ISIN: XS1081514801
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone195.25113.65
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514801
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Dec 11 GBP
ISIN: XS0686179796
STRIKE DATE: 14/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005366.810364.79

STRIKE DATE 14/12/2011
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0686179796
NEXT POTENTIAL MATURITY DATE 15/12/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall December 2013 GBP
ISIN: XS0990546623
STRIKE DATE: 06/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006551.9910364.79
Nikkei 22515299.8653739.68

STRIKE DATE 06/12/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0990546623
NEXT POTENTIAL MATURITY DATE 08/12/2014

EXPAND CLOSE
Nomura China-EEM Autocall Dec 09 GBP
ISIN: XS0460991176
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI13461.558504.81
iShares MSCI Emerging Markets (EEM)41.8457.23

STRIKE DATE 04/12/2009
RETURN & BARRIERS
15% Autocall
P.A. RETURN
ISIN XS0460991176
NEXT POTENTIAL MATURITY DATE 04/12/2014

EXPAND CLOSE
UBS SAB-AAL-LLOY 5yr Qtrly Pheonix AC Dec 2013 GBP
ISIN: XS0989141378
STRIKE DATE: 02/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SABMiller31173319.5
Anglo American12933344
Lloyds78.5897.7

STRIKE DATE 02/12/2013
RETURN & BARRIERS
3% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0989141378
NEXT POTENTIAL MATURITY DATE 02/12/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 GBP
ISIN: DE000CZ43PJ7
STRIKE DATE: 15/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503054.535732.71
IBEX 359695.917580.4
FTSE MIB18687.245714.95

STRIKE DATE 15/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PJ7
NEXT POTENTIAL MATURITY DATE 17/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 USD
ISIN: XS0947177449
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915732.71
Nikkei 22514086.853739.68
S&P/TSX 60771.411913.651
S&P/ASX 2005400.6658671.785

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177449
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 GBP
ISIN: XS0947177100
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915732.71
Nikkei 22514086.853739.68
S&P/TSX 60771.411913.651
S&P/ASX 2005400.6658671.785

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177100
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 GBP
ISIN: XS0947177522
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915732.71
Nikkei 22514086.853739.68
S&P/TSX 60771.411913.651
S&P/ASX 2005400.6658671.785

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177522
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 USD
ISIN: XS0947177019
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915732.71
Nikkei 22514086.853739.68
S&P/TSX 60771.411913.651
S&P/ASX 2005400.6658671.785

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177019
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 EUR
ISIN: DE000CZ43PH1
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.915732.71
IBEX 359747.217580.4
FTSE MIB18961.745714.95

STRIKE DATE 08/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PH1
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Nov 2013 GBP
ISIN: XS0979910493
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton53.2338
BAE455.72295
Berkshire Hathaway115.27478.5
Royal Dutch Shell (EUR)24.7622.795

STRIKE DATE 01/11/2013
RETURN & BARRIERS
3.5% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0979910493
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 GBP
ISIN: XS0998345523
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112991.25
OMX Stockholm 301360.193006.37
S&P/ASX 2005458.0578671.785
S&P/TSX 60842.811913.651

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345523
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 EUR
ISIN: XS0998345283
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112991.25
OMX Stockholm 301360.193006.37
S&P/ASX 2005458.0578671.785
S&P/TSX 60842.811913.651

STRIKE DATE 02/05/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998345283
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 6yr Autocall May 2014 USD
ISIN: XS0998346091
STRIKE DATE: 02/05/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8442.7112991.25
OMX Stockholm 301360.193006.37
S&P/ASX 2005458.0578671.785
S&P/TSX 60842.811913.651

STRIKE DATE 02/05/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998346091
NEXT POTENTIAL MATURITY DATE 03/11/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Sept 2013 GBP
ISIN: XS0966597410
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton48.1538
BAE454.42295
Berkshire Hathaway113.5478.5
Royal Dutch Shell (EUR)24.3822.795

STRIKE DATE 30/09/2013
RETURN & BARRIERS
3.75% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0966597410
NEXT POTENTIAL MATURITY DATE 30/09/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall September 2013 GBP
ISIN: XS0966754961
STRIKE DATE: 27/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006512.710364.79
Nikkei 22514760.0753739.68

STRIKE DATE 27/09/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0966754961
NEXT POTENTIAL MATURITY DATE 29/09/2014

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Dec 2013 USD
ISIN: XS0995128492
STRIKE DATE: 23/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton50.338
BAE430.62295
Berkshire Hathaway117.04478.5
Royal Dutch Shell (EUR)25.722.795

STRIKE DATE 23/12/2013
RETURN & BARRIERS
3.75% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0995128492
NEXT POTENTIAL MATURITY DATE 23/09/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall September 2013 GBP
ISIN: XS0884339556
STRIKE DATE: 20/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502927.195732.71
Nikkei 22514742.4253739.68
S&P/TSX 60734.61913.651
S&P/ASX 2005276.698671.785

STRIKE DATE 20/09/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884339556
NEXT POTENTIAL MATURITY DATE 22/09/2014

EXPAND CLOSE