INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS Commodity Dec 2011 GBP
ISIN: XS0707685698
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P GSCI ER Corn14.00256.186271
S&P GSCI ER Sugar29.722610.97987
S&P GSCI ER Cotton47.040841.34837

STRIKE DATE 13/12/2011
RETURN & BARRIERS
5% quarterly, 100% maturity, 50% (E)
P.A. RETURN
ISIN XS0707685698
NEXT POTENTIAL MATURITY DATE 13/12/2016

EXPAND CLOSE
Natixis Intercontinental Income September 2014 GBP
ISIN: XS0998373574
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.256210.17
S&P/TSX 60896.242073.413
Russell 20001170.132940.163
iShares MSCI Australia27.228.49

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373574
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Natixis Intercontinental Income September 2014 USD
ISIN: XS0998373814
STRIKE DATE: 05/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503275.256210.17
S&P/TSX 60896.242073.413
Russell 20001170.132940.163
iShares MSCI Australia27.228.49

STRIKE DATE 05/09/2014
RETURN & BARRIERS
7.5% p.a. if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998373814
NEXT POTENTIAL MATURITY DATE 05/09/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 USD
ISIN: XS1065464791
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8923.67
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065464791
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall June 2014 GBP
ISIN: XS1065467620
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Kinross Gold3.8923.67
LinkedIn156.8195.96
Tesla Motors208.28

STRIKE DATE 06/06/2014
RETURN & BARRIERS
5.5% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1065467620
NEXT POTENTIAL MATURITY DATE 06/06/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 GBP
ISIN: XS1183528584
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9116.15
Microsoft82.8758381.58
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183528584
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Mar 2015 USD
ISIN: XS1183520508
STRIKE DATE: 06/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.9116.15
Microsoft82.8758381.58
Tesla Motors193.88

STRIKE DATE 06/03/2015
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1183520508
NEXT POTENTIAL MATURITY DATE 06/03/2018

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Dec 2014 GBP
ISIN: XS1132637841
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC643.11527
Glaxo1470.51905.5
Vodafone230.6116.15

STRIKE DATE 05/12/2014
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1132637841
NEXT POTENTIAL MATURITY DATE 05/12/2019

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 GBP
ISIN: XS0524609210
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510639.17
HSCEI11767.48352.67
iShares MSCI Brazil (EWZ)70.6336.17

STRIKE DATE 03/09/2010
RETURN & BARRIERS
18.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609210
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
MS Brazil/China/FSTE Sept 10 USD
ISIN: XS0524609137
STRIKE DATE: 03/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005428.1510639.17
HSCEI11767.48352.67
iShares MSCI Brazil (EWZ)70.6336.17

STRIKE DATE 03/09/2010
RETURN & BARRIERS
22.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0524609137
NEXT POTENTIAL MATURITY DATE 03/09/2015

EXPAND CLOSE
Commerz World Market Income Autocall Mar 2015 USD
ISIN: XS1191276960
STRIKE DATE: 02/03/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9055.6914214.95
OMX Stockholm 301686.6383167.097
S&P/ASX 2005958.8828838.994
S&P/TSX 60892.572073.413

STRIKE DATE 02/03/2015
RETURN & BARRIERS
4% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1191276960
NEXT POTENTIAL MATURITY DATE 02/09/2020

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 GBP
ISIN: XS0654167781
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310639.17
HSCEI10664.458352.67
iShares MSCI Brazil (EWZ)63.8636.17

STRIKE DATE 02/09/2011
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167781
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 USD
ISIN: XS0654167609
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310639.17
HSCEI10664.458352.67
iShares MSCI Brazil (EWZ)63.8636.17

STRIKE DATE 02/09/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167609
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 EUR
ISIN: XS0656732400
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310639.17
HSCEI10664.458352.67
iShares MSCI Brazil (EWZ)63.8636.17

STRIKE DATE 02/09/2011
RETURN & BARRIERS
13.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0656732400
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall August 2014 GBP
ISIN: XS1102896856
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook74.82606.1
LinkedIn225.75195.96
Tesla Motors269.7

STRIKE DATE 29/08/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1102896856
NEXT POTENTIAL MATURITY DATE 29/05/2017

EXPAND CLOSE
RBC FTSE-Gold Semi-Annual Autocall August 2014 GBP
ISIN: XS1099710490
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.7510639.17
Gold (London PM)1285.751178

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1099710490
NEXT POTENTIAL MATURITY DATE 30/08/2016

    EXPAND CLOSE
    Commerz (D) FTSE/S&P/Eurostoxx/Brazil 5yr Income AC Nov 2013 GBP
    ISIN: XS0990657297
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006650.5710639.17
    S&P 5001805.817408.3
    Eurostoxx 503086.646210.17
    iShares MSCI Brazil (EWZ)46.9536.17

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    1.8% Qtrly if above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0990657297
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Citi Commodity Aug 11 GBP
    ISIN: XS0652766071
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5464
    Cotton Future103.9279.84
    Sugar #11 World Future30.2214.69

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    5% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652766071
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Citi Commodity Aug 11 USD
    ISIN: XS0652769505
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5464
    Cotton Future103.9279.84
    Sugar #11 World Future30.2214.69

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    6% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652769505
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall August 2014 USD
    ISIN: XS1100013983
    STRIKE DATE: 27/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Facebook74.63606.1
    LinkedIn224.2195.96
    Tesla Motors263.25

    STRIKE DATE 27/08/2014
    RETURN & BARRIERS
    4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1100013983
    NEXT POTENTIAL MATURITY DATE 25/05/2017

    EXPAND CLOSE