INTERNATIONAL PRODUCTS

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 01/11/2010
RETURN & BARRIERS
6.75% p.a. 100% Maturity, 50% Barrier
P.A. RETURN
ISIN XS0536150153
NEXT POTENTIAL MATURITY DATE 15/11/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 04/11/2011
RETURN & BARRIERS
5% plus 50% capital back after 1 year then 75% participation in FTSE performance
P.A. RETURN
ISIN XS0691555964
NEXT POTENTIAL MATURITY DATE 04/11/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/09/2010
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0526911333
NEXT POTENTIAL MATURITY DATE 29/09/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 28/07/2010
RETURN & BARRIERS
7.5% p.a.
P.A. RETURN
ISIN XS0511993163
NEXT POTENTIAL MATURITY DATE 28/07/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 15/06/2012
RETURN & BARRIERS
11% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784150962
NEXT POTENTIAL MATURITY DATE 15/06/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 15/06/2012
RETURN & BARRIERS
8% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784142605
NEXT POTENTIAL MATURITY DATE 15/06/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/06/2012
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0784149360
NEXT POTENTIAL MATURITY DATE 15/06/2017

• FACTSHEET

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 07/06/2013
RETURN & BARRIERS
10.75% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0933295627
NEXT POTENTIAL MATURITY DATE 07/06/2018

• FACTSHEET

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 29/05/2015
RETURN & BARRIERS
6% Semi-Annual from yr1, 100% Autocall 60% Barrier (E)
P.A. RETURN
ISIN GB00BVYPJS80
NEXT POTENTIAL MATURITY DATE 29/11/2017

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 30/05/2014
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998347578
NEXT POTENTIAL MATURITY DATE 30/05/2019

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

STRIKE DATE 27/05/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0622390853
NEXT POTENTIAL MATURITY DATE 27/05/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/05/2011
RETURN & BARRIERS
14.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633601
NEXT POTENTIAL MATURITY DATE 27/05/2016

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 27/05/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0620633783
NEXT POTENTIAL MATURITY DATE 27/05/2016

• FACTSHEET

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 25/05/2012
RETURN & BARRIERS
10.5% p.a. if least performing above 80%, 50% Barrier (A)
P.A. RETURN
ISIN XS0776990581
NEXT POTENTIAL MATURITY DATE 25/05/2017

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/05/2012
RETURN & BARRIERS
4% p.a. fixed return; 5% p.a. so long as indices are above 75% of initial level: 50% European barrier
P.A. RETURN
ISIN XS0769914564
NEXT POTENTIAL MATURITY DATE 04/05/2017

• FACTSHEET

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 27/04/2012
RETURN & BARRIERS
4% p.a. fixed return; 5% p.a. so long as indices are above 75% of initial level: 50% European barrier
P.A. RETURN
ISIN XS0765317572
NEXT POTENTIAL MATURITY DATE 27/04/2017

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
8% p.a. paid Qtrly
P.A. RETURN
ISIN XS0599032926
NEXT POTENTIAL MATURITY DATE 26/04/2016

• FACTSHEET

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 19/04/2010
RETURN & BARRIERS
100% Particip capped at 42%
P.A. RETURN
ISIN NOMDEPID005
NEXT POTENTIAL MATURITY DATE 19/04/2016

• FACTSHEET

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 17/04/2014
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annually (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 9% Annual Coupon Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS0947193644
NEXT POTENTIAL MATURITY DATE 17/04/2019

• FACTSHEET

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 15/04/2011
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0604009380
NEXT POTENTIAL MATURITY DATE 15/04/2016

• FACTSHEET