INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz 5yr Triple Market Autocall July 2014 GBP
ISIN: XS1084279220
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.5510471.72
Eurostoxx 503174.996187.63
iShares MSCI Brazil (EWZ)51.0635.1

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084279220
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall July 2014 USD
ISIN: XS1084294963
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.5510471.72
Eurostoxx 503174.996187.63
iShares MSCI Brazil (EWZ)51.0635.1

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084294963
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Natixis Qtrly Intercontinental Income July 2014 GBP
ISIN: XS0998361991
STRIKE DATE: 24/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503220.076187.63
HSCEI10936.68374.43
Russell 20001156.262943.992
iShares MSCI Australia27.0229.22

STRIKE DATE 24/07/2014
RETURN & BARRIERS
1.75% Qtrly if all above 80%, 100% Autocall from 6m, 60% Barrier (E)
P.A. RETURN
ISIN XS0998361991
NEXT POTENTIAL MATURITY DATE 24/07/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 GBP
ISIN: XS1009477818
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13404002
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.915.71

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009477818
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 USD
ISIN: XS1009476174
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13404002
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.915.71

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009476174
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
CS Commodity Jul 11 GBP
ISIN: XS0644108499
STRIKE DATE: 22/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future690412.75
Cotton Future99.1472.94
Sugar #11 World Future31.3413.7

STRIKE DATE 22/07/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0644108499
NEXT POTENTIAL MATURITY DATE 22/07/2016

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 USD
ISIN: XS0974175043
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.8391115.75
Rio Tinto32427814
BAE453.91911

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974175043
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 GBP
ISIN: XS0974178658
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.8391115.75
Rio Tinto32427814
BAE453.91911

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974178658
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
Nomura UK-Europe-Japan-Taiwan 6yr Semi-Annual AC July 2014 USD
ISIN: XS1087902299
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510471.72
Eurostoxx 503164.216187.63
Nikkei 22515215.7166020.04
MSCI Taiwan339.451983.51

STRIKE DATE 18/07/2014
RETURN & BARRIERS
5.5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1087902299
NEXT POTENTIAL MATURITY DATE 18/01/2017

EXPAND CLOSE
BNP FTSE-Eurostoxx-IBEX-WTI 6yr Semi-Annual AC July 2014 USD
ISIN: XS1061555006
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510471.72
Eurostoxx 503164.216187.63
IBEX 351052718764.4
WTI Crude Oil103.1384.88

STRIKE DATE 18/07/2014
RETURN & BARRIERS
7.5% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1061555006
NEXT POTENTIAL MATURITY DATE 20/07/2020

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Jan 2015 GBP
ISIN: XS1152090608
STRIKE DATE: 19/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC596.31372.8
Glaxo14391984
Royal Dutch Shell 'B'21673220.5

STRIKE DATE 19/01/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1152090608
NEXT POTENTIAL MATURITY DATE 19/01/2017

EXPAND CLOSE
Commerz (D) Eurostoxx/FTSE/S&P/Brazil Qtrly Income Oct 2013 GBP
ISIN: XS0974080847
STRIKE DATE: 18/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503033.316187.63
FTSE 1006622.5810471.72
S&P 5001744.57431.46
iShares MSCI Brazil (EWZ)50.735.1

STRIKE DATE 18/10/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Maturity from year1, 50% Barrier (E)
P.A. RETURN
ISIN XS0974080847
NEXT POTENTIAL MATURITY DATE 18/10/2018

EXPAND CLOSE
Commerz 6yr Safe Haven Semi-Annual Autocall July 2014 USD
ISIN: XS1088662769
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
S&P/ASX 2005531.6648804.037
SMI8511.4313708.02
S&P/TSX 60879.212050.451
OMX Stockholm 301387.373113.57

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1088662769
NEXT POTENTIAL MATURITY DATE 18/07/2017

EXPAND CLOSE
Commerz BAE/Glencore/Glaxo 5yr Income Autocall USD July 2013
ISIN: XS0948395131
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BAE4301911
Glencore272.4588.9
Glaxo17151984

STRIKE DATE 19/07/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0948395131
NEXT POTENTIAL MATURITY DATE 19/07/2018

EXPAND CLOSE
Natixis HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS0947188644
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71372.8
Vodafone246.2544115.75
BP491.05534.5
Glaxo16451984

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947188644
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS1017430122
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71372.8
Vodafone246.2544115.75
BP491.05534.5
Glaxo16451984

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1017430122
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 USD
ISIN: XS1114435305
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95566.98
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435305
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 GBP
ISIN: XS1114435131
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95566.98
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435131
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz FTSE-Eurstoxx 6yr Semi-Annual Autocall July 2014 GBP
ISIN: XS1082960540
STRIKE DATE: 16/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006784.6710471.72
Eurostoxx 503202.946187.63

STRIKE DATE 16/07/2014
RETURN & BARRIERS
3.5% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1082960540
NEXT POTENTIAL MATURITY DATE 16/07/2015

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 EUR
ISIN: XS0642187941
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610471.72
HSCEI12266.328374.43
iShares MSCI Brazil (EWZ)69.635.1

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642187941
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE