INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura UK Titans Stock Linked AC + Index Protection May 2015 GBP
ISIN: XS1215436483
STRIKE DATE: 01/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC646.31527
Glaxo1511.51905.5
Vodafone230116.15
Royal Dutch Shell 'B'20983344
FTSE 1006985.9510639.17

STRIKE DATE 01/05/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1215436483
NEXT POTENTIAL MATURITY DATE 04/05/2021

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection May 2015 USD
ISIN: XS1215859106
STRIKE DATE: 01/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC646.31527
Glaxo1511.51905.5
Vodafone230116.15
Royal Dutch Shell 'B'20983344
FTSE 1006985.9510639.17

STRIKE DATE 01/05/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1215859106
NEXT POTENTIAL MATURITY DATE 04/05/2021

EXPAND CLOSE
Nomura Deposit 1
ISIN: NOMDEPID001
STRIKE DATE: 30/07/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1004631.6110639.17
iShares MSCI Emerging Markets (EEM)35.6164.6
iShares iBoxx $ Invest Grade Corp Bond103.1106.26
S&P Global Infrastructure Index1752.13853.2

STRIKE DATE 30/07/2009
RETURN & BARRIERS
100% particip capped at 45%
P.A. RETURN
ISIN NOMDEPID001
NEXT POTENTIAL MATURITY DATE 30/07/2015

EXPAND CLOSE
Commerz FTSE/ Oil Jan 2012 GBP
ISIN: XS0722611943
STRIKE DATE: 27/01/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005733.510639.17
S&P GSCI CrudeOil Excess Return548.13241.217

STRIKE DATE 27/01/2012
RETURN & BARRIERS
7% semi-annual 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0722611943
NEXT POTENTIAL MATURITY DATE 27/01/2017

EXPAND CLOSE
Citi Commodity Oct 11 GBP
ISIN: XS0680250528
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future655464
Cotton Future104.3779.84
Sugar #11 World Future26.1514.69

STRIKE DATE 28/10/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0680250528
NEXT POTENTIAL MATURITY DATE 28/10/2016

EXPAND CLOSE
UBS 4 Stock Quarterly Autocall Oct 2013 USD
ISIN: XS0979348439
STRIKE DATE: 25/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Halliburton51.6932.71
BAE451.71965
Berkshire Hathaway117.03490.85
Royal Dutch Shell (EUR)24.94522.795

STRIKE DATE 25/10/2013
RETURN & BARRIERS
4.1% Qtrly, 100% Maturity, 60% Barrier (E)
P.A. RETURN
ISIN XS0979348439
NEXT POTENTIAL MATURITY DATE 25/01/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 USD
ISIN: XS0800817313
STRIKE DATE: 27/07/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005627.2110639.17
HSCEI9398.858352.67
iShares MSCI Brazil (EWZ)53.5636.17

STRIKE DATE 27/07/2012
RETURN & BARRIERS
13.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0800817313
NEXT POTENTIAL MATURITY DATE 27/07/2017

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 GBP
ISIN: XS0800824525
STRIKE DATE: 27/07/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005627.2110639.17
HSCEI9398.858352.67
iShares MSCI Brazil (EWZ)53.5636.17

STRIKE DATE 27/07/2012
RETURN & BARRIERS
11.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0800824525
NEXT POTENTIAL MATURITY DATE 27/07/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall July 2014 GBP
ISIN: XS1084279220
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.5510639.17
Eurostoxx 503174.996210.17
iShares MSCI Brazil (EWZ)51.0636.17

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084279220
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall July 2014 USD
ISIN: XS1084294963
STRIKE DATE: 25/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006791.5510639.17
Eurostoxx 503174.996210.17
iShares MSCI Brazil (EWZ)51.0636.17

STRIKE DATE 25/07/2014
RETURN & BARRIERS
4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1084294963
NEXT POTENTIAL MATURITY DATE 25/07/2019

EXPAND CLOSE
Natixis Qtrly Intercontinental Income July 2014 GBP
ISIN: XS0998361991
STRIKE DATE: 24/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503220.076210.17
HSCEI10936.68352.67
Russell 20001156.262940.163
iShares MSCI Australia27.0228.49

STRIKE DATE 24/07/2014
RETURN & BARRIERS
1.75% Qtrly if all above 80%, 100% Autocall from 6m, 60% Barrier (E)
P.A. RETURN
ISIN XS0998361991
NEXT POTENTIAL MATURITY DATE 24/07/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 GBP
ISIN: XS1009477818
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13403630
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.914.83

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009477818
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
Commez Fixed Income Autocall Jan 2014 USD
ISIN: XS1009476174
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American13403630
Barrick Gold Corp19.03
Randgold Resources Ltd (ADR)70.1171.28
Vale SA12.914.83

STRIKE DATE 24/01/2014
RETURN & BARRIERS
2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1009476174
NEXT POTENTIAL MATURITY DATE 24/01/2019

EXPAND CLOSE
CS Commodity Jul 11 GBP
ISIN: XS0644108499
STRIKE DATE: 22/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future690464
Cotton Future99.1479.84
Sugar #11 World Future31.3414.69

STRIKE DATE 22/07/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0644108499
NEXT POTENTIAL MATURITY DATE 22/07/2016

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 USD
ISIN: XS0974175043
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.8391116.15
Rio Tinto32426856
BAE453.91965

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974175043
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 GBP
ISIN: XS0974178658
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone233.8391116.15
Rio Tinto32426856
BAE453.91965

STRIKE DATE 21/10/2013
RETURN & BARRIERS
3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0974178658
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
Nomura UK-Europe-Japan-Taiwan 6yr Semi-Annual AC July 2014 USD
ISIN: XS1087902299
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510639.17
Eurostoxx 503164.216210.17
Nikkei 22515215.7166422.6
MSCI Taiwan339.452024.52

STRIKE DATE 18/07/2014
RETURN & BARRIERS
5.5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1087902299
NEXT POTENTIAL MATURITY DATE 18/01/2017

EXPAND CLOSE
BNP FTSE-Eurostoxx-IBEX-WTI 6yr Semi-Annual AC July 2014 USD
ISIN: XS1061555006
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510639.17
Eurostoxx 503164.216210.17
IBEX 351052719267
WTI Crude Oil103.1392.19

STRIKE DATE 18/07/2014
RETURN & BARRIERS
7.5% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1061555006
NEXT POTENTIAL MATURITY DATE 20/07/2020

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Jan 2015 GBP
ISIN: XS1152090608
STRIKE DATE: 19/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC596.31527
Glaxo14391905.5
Royal Dutch Shell 'B'21673344

STRIKE DATE 19/01/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1152090608
NEXT POTENTIAL MATURITY DATE 19/01/2017

EXPAND CLOSE
Commerz (D) Eurostoxx/FTSE/S&P/Brazil Qtrly Income Oct 2013 GBP
ISIN: XS0974080847
STRIKE DATE: 18/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503033.316210.17
FTSE 1006622.5810639.17
S&P 5001744.57408.3
iShares MSCI Brazil (EWZ)50.736.17

STRIKE DATE 18/10/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Maturity from year1, 50% Barrier (E)
P.A. RETURN
ISIN XS0974080847
NEXT POTENTIAL MATURITY DATE 18/10/2018

EXPAND CLOSE