INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Citi China/Taiwan May 11 USD
ISIN: XS0616933437
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12960.88858.63
Taiwan TAIEX881041751.75

STRIKE DATE 27/05/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0616933437
NEXT POTENTIAL MATURITY DATE 27/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 EUR
ISIN: XS1035504320
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513212.96
OMX Stockholm 301447.533048.114
S&P/ASX 2005304.3058640.714
S&P/TSX 60878.691986.704

STRIKE DATE 21/11/2014
RETURN & BARRIERS
4.45% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504320
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 USD
ISIN: XS1035504593
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513212.96
OMX Stockholm 301447.533048.114
S&P/ASX 2005304.3058640.714
S&P/TSX 60878.691986.704

STRIKE DATE 21/11/2014
RETURN & BARRIERS
5.6% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504593
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall Nov 2014 GBP
ISIN: XS1125538600
STRIKE DATE: 14/11/2014
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 2005454.3428640.714
S&P/TSX 60863.071986.704
SMI8915.3113212.96
OMX Stockholm 301415.63048.114

STRIKE DATE 14/11/2014
RETURN & BARRIERS
5.15% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1125538600
NEXT POTENTIAL MATURITY DATE 15/05/2015

EXPAND CLOSE
RBC 5yr 3 Stock Phoenix Autocall GBP Feb 2014
ISIN: XS0988248984
STRIKE DATE: 14/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone224.09116
Intl Consolidated Airline446.4384.4
RBS342.6347.6

STRIKE DATE 14/02/2014
RETURN & BARRIERS
2.25% Qtrly if all above 75%, 100% Autocall from 6mth, 50% Barrier (E)
P.A. RETURN
ISIN XS0988248984
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 5yr Semi-Annual AC Nov 2014 GBP
ISIN: XS1130249417
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.3710372.93
Eurostoxx 503059.995934.96

STRIKE DATE 14/11/2014
RETURN & BARRIERS
3.5% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1130249417
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
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 1006546.4710372.93
Eurostoxx 503113.325934.96

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 100670310372.93
Nikkei 22514404.9962654.05

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 TAIEX8956.9241751.75
SMI8443.2613212.96
S&P/TSX 60829.281986.704
OMX Stockholm 301353.063048.114

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 1006310.2910372.93
Nikkei 22514532.5162654.05

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 2005188.2538640.714
S&P/TSX 60822.931986.704
SMI8374.5913212.96
OMX Stockholm 301302.343048.114

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 1006495.610372.93
IBEX 3510430.717809.2
HSI23422.5226389.04

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 100574210372.93

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 1006649.3910372.93
Eurostoxx 503219.585934.96

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 1006649.3910372.93
Eurostoxx 503219.585934.96

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 2005382.1668640.714
S&P/TSX 60860.561986.704
Eurostoxx 503202.315934.96
Nikkei 22516374.1462654.05

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 502897.955934.96
S&P GSCI CrudeOil Excess Return556.573247.372

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 1006527.8910372.93
Russell 20001181.4132863.086
Eurostoxx 503004.645934.96
HSCEI9298.648858.63

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 1006819.810372.93
Nikkei 22515476.662654.05

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 1005890.310372.93

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