INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS Eurostoxx/India/Brazil Apr 11 USD
ISIN: XS0605215903
STRIKE DATE: 04/04/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502955.846210.17
Wisdomtree India Earnings Fund25.5141.35
iShares MSCI Brazil (EWZ)79.7836.17

STRIKE DATE 04/04/2011
RETURN & BARRIERS
6.5% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0605215903
NEXT POTENTIAL MATURITY DATE 04/04/2016

EXPAND CLOSE
Citi China/Taiwan Apr 11 USD
ISIN: XS0597555100
STRIKE DATE: 04/04/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI13657.68352.67
Taiwan TAIEX8851.9844850.81

STRIKE DATE 04/04/2011
RETURN & BARRIERS
6.5% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0597555100
NEXT POTENTIAL MATURITY DATE 04/04/2016

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall Apr 2015 USD
ISIN: XS1127282280
STRIKE DATE: 02/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005898.588838.994
S&P/TSX 60876.32073.413
Eurostoxx 503715.276210.17
Nikkei 22519312.7966422.6

STRIKE DATE 02/04/2015
RETURN & BARRIERS
4.4% semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1127282280
NEXT POTENTIAL MATURITY DATE 06/04/2021

EXPAND CLOSE
Citi S&P/Brazil Sept 10 USD
ISIN: XS0534386874
STRIKE DATE: 29/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001144.737408.3
iShares MSCI Brazil (EWZ)76.1536.17

STRIKE DATE 29/09/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0534386874
NEXT POTENTIAL MATURITY DATE 29/09/2015

EXPAND CLOSE
UBS 5yr FTSE-Oil Semi-Annual Autocall Mar 2015 GBP
ISIN: XS1196385428
STRIKE DATE: 27/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006855.0210639.17
United States Oil Fund17.14139.49

STRIKE DATE 27/03/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1196385428
NEXT POTENTIAL MATURITY DATE 27/03/2020

EXPAND CLOSE
UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 EUR
ISIN: XS0899992605
STRIKE DATE: 28/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502624.026210.17
Russian Depository Index1651.880

STRIKE DATE 28/03/2013
RETURN & BARRIERS
5.7% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0899992605
NEXT POTENTIAL MATURITY DATE 28/03/2018

EXPAND CLOSE
UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 GBP
ISIN: XS0899982390
STRIKE DATE: 28/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502624.026210.17
Russian Depository Index1651.880

STRIKE DATE 28/03/2013
RETURN & BARRIERS
6.1% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0899982390
NEXT POTENTIAL MATURITY DATE 28/03/2018

EXPAND CLOSE
UBS Eurostoxx/Taiwan/Russia 5yr Autocall Mar 2013 USD
ISIN: XS0899982044
STRIKE DATE: 28/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502624.026210.17
Russian Depository Index1651.880

STRIKE DATE 28/03/2013
RETURN & BARRIERS
7.5% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0899982044
NEXT POTENTIAL MATURITY DATE 28/03/2018

EXPAND CLOSE
MS FTSE/Oil Mar 11 GBP
ISIN: XS0595499525
STRIKE DATE: 25/03/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005900.7610639.17
S&P GSCI CrudeOil Excess Return599.634241.217

STRIKE DATE 25/03/2011
RETURN & BARRIERS
5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0595499525
NEXT POTENTIAL MATURITY DATE 29/03/2016

EXPAND CLOSE
Commerz China/Taiwan / Brazil March 12 USD
ISIN: XS0748662391
STRIKE DATE: 23/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10658.078352.67
Taiwan TAIEX8076.6144850.81
iShares MSCI Brazil (EWZ)65.8336.17

STRIKE DATE 23/03/2012
RETURN & BARRIERS
7.0% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0748662391
NEXT POTENTIAL MATURITY DATE 23/03/2017

EXPAND CLOSE
Commerz ASX200-TSX60-SMI-Eurostoxx Semi-Annual AC Sept 2014 USD
ISIN: XS1111818537
STRIKE DATE: 18/09/2014
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 2005415.8278838.994
S&P/TSX 60895.262073.413
SMI8830.4914214.95
Eurostoxx 503271.376210.17

STRIKE DATE 18/09/2014
RETURN & BARRIERS
5.9% Semi-Annual, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1111818537
NEXT POTENTIAL MATURITY DATE 18/09/2017

EXPAND CLOSE
Commerz ASX200-TSX60-SMI-OMX Semi-Annual AC Sept 2014 USD
ISIN: XS1111817646
STRIKE DATE: 18/09/2014
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 2005415.8278838.994
S&P/TSX 60895.262073.413
SMI8830.4914214.95
OMX Stockholm 301416.793167.097

STRIKE DATE 18/09/2014
RETURN & BARRIERS
5.3% Semi-Annual, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1111817646
NEXT POTENTIAL MATURITY DATE 19/09/2017

EXPAND CLOSE
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
SMI9237.0814214.95
OMX Stockholm 301689.6673167.097
S&P/ASX 2005797.6588838.994
S&P/TSX 60871.72073.413

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 1005965.610639.17
S&P GSCI CrudeOil Excess Return587.26241.217

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 1006527.8910639.17
WTI Crude Oil98.8992.19

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 1005915.510639.17
HSCEI9829.438352.67
iShares MSCI Brazil (EWZ)57.0636.17

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 1005915.510639.17
HSCEI9829.438352.67
iShares MSCI Brazil (EWZ)57.0636.17

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 Telekom11.24526.13
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
Facebook77.48606.1
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
Facebook77.48606.1
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