INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
CS Brazil/Russia/China Jun 11 USD
ISIN: XS0628632779
STRIKE DATE: 24/06/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)69.5737.13
Russian Depository Index2054.040
HSCEI12436.78858.63

STRIKE DATE 24/06/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0628632779
NEXT POTENTIAL MATURITY DATE 24/06/2016

EXPAND CLOSE
Natixis Eurostoxx/Taiwan/Russia 5yr Income Autocall Mar 13 GBP
ISIN: XS0899703267
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502681.675934.96
Russian Depository Index1666.480

STRIKE DATE 22/03/2013
RETURN & BARRIERS
2.25% Qtrly if above 80%, 100% Maturity from year 1, 50% Barrier (E)
P.A. RETURN
ISIN XS0899703267
NEXT POTENTIAL MATURITY DATE 22/03/2018

EXPAND CLOSE
Commerz Barclays/Tesco/Vodafone 5yr Income Autocall USD June 2013
ISIN: XS0946786844
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays260.127434.7
Tesco330.7450.7
Vodafone180.433116

STRIKE DATE 21/06/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0946786844
NEXT POTENTIAL MATURITY DATE 21/06/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall March 2014 GBP
ISIN: XS1039696114
STRIKE DATE: 21/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Telekom11.527.82
Barrick Gold Corp19.4
Yahoo! Inc37.9415.85

STRIKE DATE 21/03/2014
RETURN & BARRIERS
3% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1039696114
NEXT POTENTIAL MATURITY DATE 21/03/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 GBP
ISIN: XS1070069155
STRIKE DATE: 20/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006825.210372.93
Eurostoxx 503302.365934.96
iShares MSCI Brazil (EWZ)49.5637.13

STRIKE DATE 20/06/2014
RETURN & BARRIERS
5.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1070069155
NEXT POTENTIAL MATURITY DATE 20/06/2019

EXPAND CLOSE
Commerz Barclays/Tesco/Vodafone 5yr Income Autocall GBP June 2013
ISIN: XS0946756698
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays260.127434.7
Tesco330.7450.7
Vodafone180.433116

STRIKE DATE 21/06/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0946756698
NEXT POTENTIAL MATURITY DATE 21/06/2018

EXPAND CLOSE
BNP Global Giants High Performance Investment Sept 2014 GBP
ISIN: XS1061865538
STRIKE DATE: 19/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV88.2869.68
Apple Inc100.96298.21
Royal Dutch Shell (GBp)2401.53148.5
Toyota Motor Corp64923008

STRIKE DATE 19/09/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS1061865538
NEXT POTENTIAL MATURITY DATE 19/12/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 EUR
ISIN: DE000CB0CQE8
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index (EUR)1323.130
HSCEI10395.58858.63
iShares MSCI Brazil (EWZ)49.4637.13

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CB0CQE8
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 USD
ISIN: XS1076774378
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503314.85934.96
HSCEI10395.58858.63
iShares MSCI Brazil (EWZ)49.4637.13

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1076774378
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 GBP
ISIN: XS1149776590
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35518.42
RWE26.2556.5
EDF22.70512
BP413540.7

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149776590
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 USD
ISIN: XS1149736453
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35518.42
RWE26.2556.5
EDF22.70512
BP413540.7

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149736453
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Natixis 6yr Safe Haven Pheonix AC Dec 2014 USD
ISIN: XS1035508404
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.775934.96
SMI9013.1113212.96
S&P/ASX 2005210.7768640.714
S&P/TSX 60838.041986.704

STRIKE DATE 18/12/2014
RETURN & BARRIERS
semi-annual 4.5% if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1035508404
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura FTSE-Nikkei 5yr Autocall Dec 2014 GBP
ISIN: XS1144479513
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610372.93
Nikkei 22517210.0562654.05

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.3% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1144479513
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr Semi-Annual AC Dec 2014 GBP
ISIN: XS1144496012
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610372.93
Eurostoxx 503153.775934.96

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.25% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1144496012
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Mar 2015 GBP
ISIN: XS1193299812
STRIKE DATE: 17/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone221.55116
Glaxo1591.51872.5
Royal Dutch Shell 'B'2068.53148.5
HSBC570.21350
FTSE 1006837.6110372.93

STRIKE DATE 17/03/2015
RETURN & BARRIERS
2.75% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1193299812
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura China/Taiwan Dec 10 USD
ISIN: XS0552382516
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12661.018858.63
iShares MSCI Taiwan310.53

STRIKE DATE 10/12/2010
RETURN & BARRIERS
7.5% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0552382516
NEXT POTENTIAL MATURITY DATE 10/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 GBP
ISIN: XS1134499000
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36618.43
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134499000
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 USD
ISIN: XS1134498531
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36618.43
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134498531
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
UBS Italy/Spain/China 5y Autocall November 2013 USD
ISIN: XS0990492430
STRIKE DATE: 29/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB19021.550050.27
IBEX 359837.617809.2
HSCEI11441.38858.63

STRIKE DATE 29/11/2013
RETURN & BARRIERS
7% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0990492430
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Nomura 3 Stock Pheonix Autocall Dec 2014 GBP
ISIN: XS1135310453
STRIKE DATE: 16/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.45116
Glaxo13481872.5
Barclays230.15434.7

STRIKE DATE 16/12/2014
RETURN & BARRIERS
6.1% Semi-Annual if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1135310453
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE