INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Intercontinental Income March 2014 GBP
ISIN: XS0947191192
STRIKE DATE: 07/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503095.316168.26
HSCEI9709.498103.27
Russell 20001203.31562767.269
iShares MSCI Australia25.4928.81

STRIKE DATE 07/03/2014
RETURN & BARRIERS
9.75% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947191192
NEXT POTENTIAL MATURITY DATE 07/03/2019

EXPAND CLOSE
Commerz Oil/Silver/Copper Coupon Counter Mar 2013 GBP
ISIN: XS0883501974
STRIKE DATE: 01/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.110.4
Silver (London Fix)28.0115.98
Copper (LME)7620.514539

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.25% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883501974
NEXT POTENTIAL MATURITY DATE 02/03/2018

EXPAND CLOSE
Commerz Oil/Silver/Copper Coupon Counter Mar 2013 USD
ISIN: XS0883509019
STRIKE DATE: 01/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.110.4
Silver (London Fix)28.0115.98
Copper (LME)7620.514539

STRIKE DATE 01/03/2013
RETURN & BARRIERS
3.75% p.a. per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0883509019
NEXT POTENTIAL MATURITY DATE 02/03/2018

EXPAND CLOSE
UBS FTSE/Gold 5yr Autocall Feb 2013 GBP
ISIN: XS0883611302
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710840.35
Market Vector Gold Index37.9287.02

STRIKE DATE 22/02/2013
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883611302
NEXT POTENTIAL MATURITY DATE 22/02/2018

EXPAND CLOSE
UBS FTSE/Russia/Taiwan 5yr Autocall USD Feb 2013
ISIN: XS0880975999
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710840.35
Russian Depository Index1737.080
Taiwan TAIEX7947.7246969.87

STRIKE DATE 22/02/2013
RETURN & BARRIERS
12.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975999
NEXT POTENTIAL MATURITY DATE 22/02/2018

EXPAND CLOSE
UBS FTSE/Russia/Taiwan 5yr Autocall GBP Feb 2013
ISIN: XS0880975726
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710840.35
Russian Depository Index1737.080
Taiwan TAIEX7947.7246969.87

STRIKE DATE 22/02/2013
RETURN & BARRIERS
10.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0880975726
NEXT POTENTIAL MATURITY DATE 22/02/2018

EXPAND CLOSE
UBS FTSE/Russia/Taiwan 5yr Autocall EUR Feb 2013
ISIN: XS0882560856
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710840.35
Russian Depository Index1737.080
Taiwan TAIEX7947.7246969.87

STRIKE DATE 22/02/2013
RETURN & BARRIERS
9% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0882560856
NEXT POTENTIAL MATURITY DATE 22/02/2018

EXPAND CLOSE
MS 95% Protected Commodity Tracker Feb 11 GBP
ISIN: XS0581078838
STRIKE DATE: 04/02/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future678.5478
Cotton Future175.2980.06
Soybean Future1433.51263
Sugar #11 World Future32.6421.13

STRIKE DATE 04/02/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0581078838
NEXT POTENTIAL MATURITY DATE 18/02/2016

EXPAND CLOSE
Citi FTSE/China/Brazil Feb 11 USD
ISIN: XS0578163254
STRIKE DATE: 18/02/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006082.9910840.35
HSCEI12742.538103.27
iShares MSCI Brazil (EWZ)74.841.58

STRIKE DATE 18/02/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0578163254
NEXT POTENTIAL MATURITY DATE 18/02/2016

EXPAND CLOSE
MS Eurostoxx/Gold Income Autocall Feb 2012 Euro
ISIN: XS0731405873
STRIKE DATE: 10/02/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502480.766168.26
S&P GSCI Gold index147.2394244.0013

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% Barrier (E)
P.A. RETURN
ISIN XS0731405873
NEXT POTENTIAL MATURITY DATE 12/02/2018

EXPAND CLOSE
MS S&P/Gold Income Autocall Feb 2012 USD
ISIN: XS0731405790
STRIKE DATE: 10/02/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001342.647744.06
S&P GSCI Gold index147.2394244.0013

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barier
P.A. RETURN
ISIN XS0731405790
NEXT POTENTIAL MATURITY DATE 12/02/2018

EXPAND CLOSE
MS FTSE/Gold Income Autocall Feb 2012 GBP
ISIN: XS0731405956
STRIKE DATE: 10/02/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.3910840.35
S&P GSCI Gold index147.2394244.0013

STRIKE DATE 10/02/2012
RETURN & BARRIERS
14% annual income paid subject to both indices at least 80% of initial levels; 100% maturity; 50% European barrier
P.A. RETURN
ISIN XS0731405956
NEXT POTENTIAL MATURITY DATE 12/02/2018

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Feb 2013 USD
ISIN: XS0868357624
STRIKE DATE: 01/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006347.2410840.35
HSCEI12215.038103.27
S&P GSCI CrudeOil Excess Return510.74268.082

STRIKE DATE 01/02/2013
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868357624
NEXT POTENTIAL MATURITY DATE 01/02/2018

EXPAND CLOSE
Nomura Deposit IV
ISIN: NOMDEPID004
STRIKE DATE: 29/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005188.5210840.35
Eurostoxx 502776.836168.26
iShares MSCI Emerging Markets (EEM)38.2563.96
iShares iBoxx $ Invest Grade Corp Bond105.45103.5

STRIKE DATE 29/01/2010
RETURN & BARRIERS
100% particip, cap at 48%
P.A. RETURN
ISIN NOMDEPID004
NEXT POTENTIAL MATURITY DATE 29/01/2016

EXPAND CLOSE
Citi FTSE/China/Brazil Jan 11 GBP
ISIN: XS0566851977
STRIKE DATE: 28/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005881.3710840.35
HSCEI12565.568103.27
iShares MSCI Brazil (EWZ)72.5541.58

STRIKE DATE 28/01/2011
RETURN & BARRIERS
16.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0566851977
NEXT POTENTIAL MATURITY DATE 28/01/2016

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Jan 2013 GBP
ISIN: XS0868354449
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110840.35
HSCEI12105.718103.27
S&P GSCI CrudeOil Excess Return501.71268.082

STRIKE DATE 18/01/2013
RETURN & BARRIERS
8.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0868354449
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Semi-Annual Autocall Jan 2015 USD
ISIN: XS1173886208
STRIKE DATE: 16/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006550.2710840.35
S&P 5002019.427744.06
Eurostoxx 503202.246168.26

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5.25% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173886208
NEXT POTENTIAL MATURITY DATE 17/01/2017

EXPAND CLOSE
Nomura FTSE-S&P-Eurostoxx Semi-Annual Autocall Jan 2015 GBP
ISIN: XS1173884500
STRIKE DATE: 16/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006550.2710840.35
S&P 5002019.427744.06
Eurostoxx 503202.246168.26

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173884500
NEXT POTENTIAL MATURITY DATE 17/01/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 USD
ISIN: XS0866279226
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8215.98
Copper (LME)805314539

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866279226
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 GBP
ISIN: XS0866408643
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8215.98
Copper (LME)805314539

STRIKE DATE 18/01/2013
RETURN & BARRIERS
3.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866408643
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE