INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura 5ry Global Defensive Autocall Feb 2015 GBP
ISIN: XS1173944767
STRIKE DATE: 23/02/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503519.586545.47
S&P 5002109.667798.99
Nikkei 22518466.9268308.59
HSCEI12041.498426.49

STRIKE DATE 23/02/2015
RETURN & BARRIERS
4.5% Semi-Annual, Reducing Autocall (5% per year), 60% Barrier (E)
P.A. RETURN
ISIN XS1173944767
NEXT POTENTIAL MATURITY DATE 23/08/2017

EXPAND CLOSE
Natixis 6yr World Markets Income Autocall June 2015 USD
ISIN: XS1135650049
STRIKE DATE: 12/06/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9026.4314475.13
OMX Stockholm 301597.3323281.461
S&P/ASX 2005545.2539188.494
S&P/TSX 60857.662168.34

STRIKE DATE 12/06/2015
RETURN & BARRIERS
4.5% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1135650049
NEXT POTENTIAL MATURITY DATE 12/12/2017

EXPAND CLOSE
RBC Cross Continental Income May 2013 USD
ISIN: XS0887883543
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1621.640
iShares MSCI Taiwan Fund27.52107.5
Eurostoxx 502764.916545.47

STRIKE DATE 24/05/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0887883543
NEXT POTENTIAL MATURITY DATE 24/05/2018

EXPAND CLOSE
RBC Cross Continental Income May 2013 GBP
ISIN: XS0887883972
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1621.640
iShares MSCI Taiwan Fund13.76107.5
Eurostoxx 502764.296545.47

STRIKE DATE 24/05/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0887883972
NEXT POTENTIAL MATURITY DATE 26/05/2018

EXPAND CLOSE
Nomura 6yr FTSE-Oil Semi-Annual Autocall Feb 2015 GBP
ISIN: XS1172827591
STRIKE DATE: 20/02/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006915.210772.67
United States Oil Fund149.20125.03

STRIKE DATE 20/02/2015
RETURN & BARRIERS
5.15% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1172827591
NEXT POTENTIAL MATURITY DATE 19/02/2021

EXPAND CLOSE
Commerz Eurostoxx/Taiwan/Russia 5yr Pheonix August 2013 GBP
ISIN: XS0955625073
STRIKE DATE: 19/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502823.356545.47
Taiwan TAIEX7900.2146021.48
Russian Depository Index1554.630

STRIKE DATE 19/08/2013
RETURN & BARRIERS
1.75% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
P.A. RETURN
ISIN XS0955625073
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
Commerz Eurostoxx/Taiwan/Russia 5yr Pheonix August 2013 USD
ISIN: XS0955627525
STRIKE DATE: 19/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502823.356545.47
Taiwan TAIEX7900.2146021.48
Russian Depository Index1554.630

STRIKE DATE 19/08/2013
RETURN & BARRIERS
2% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
P.A. RETURN
ISIN XS0955627525
NEXT POTENTIAL MATURITY DATE 20/08/2018

EXPAND CLOSE
Citi China/Taiwan Feb 11 USD
ISIN: XS0579850115
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
HSCEI12742.538426.49

STRIKE DATE 18/02/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0579850115
NEXT POTENTIAL MATURITY DATE 18/02/2016

EXPAND CLOSE
UBS 5yr FTSE-Eurostoxx Semi-Annual Autocall Feb 2015 GBP
ISIN: XS1172430107
STRIKE DATE: 16/02/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006857.0510772.67
Eurostoxx 503433.36545.47

STRIKE DATE 16/02/2015
RETURN & BARRIERS
3.25% semi annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1172430107
NEXT POTENTIAL MATURITY DATE 16/08/2017

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Feb 2015 GBP
ISIN: XS1184088299
STRIKE DATE: 16/02/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone230120.15
Glaxo15421856.5
Royal Dutch Shell 'B'22283288
BP451.9522.4
FTSE 1006857.0510772.67

STRIKE DATE 16/02/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1184088299
NEXT POTENTIAL MATURITY DATE 17/02/2020

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall Bespoke Aug 2012 USD
ISIN: XS0817839003
STRIKE DATE: 13/08/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005831.8810772.67
HSCEI9814.598426.49
iShares MSCI Brazil (EWZ)55.0933.77

STRIKE DATE 13/08/2012
RETURN & BARRIERS
12.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0817839003
NEXT POTENTIAL MATURITY DATE 14/08/2017

    EXPAND CLOSE
    BNP Global Giants High Performance Investment August 2014 GBP
    ISIN: XS1061379787
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    AnheuserBusch InBev NV79.2669.64
    Apple Inc94.74305.26
    Royal Dutch Shell (GBp)2380.53288
    Toyota Motor Corp59052985

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    2.4% Qtrly, Autocall 100%, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1061379787
    NEXT POTENTIAL MATURITY DATE 08/11/2017

    EXPAND CLOSE
    UBS FTSE-Gold 6yr Semi-Annual Autocall August 2014 GBP
    ISIN: XS1090891687
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006567.3610772.67
    Gold (London PM)1309.751178

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    3% Semi-annual, 100% Autocall, 50% Barrier (A)
    P.A. RETURN
    ISIN XS1090891687
    NEXT POTENTIAL MATURITY DATE 08/08/2016

    EXPAND CLOSE
    Natixis 2yr Autocall 3 index/1 stock August 2014 Bespoke EUR
    ISIN: XS1072328773
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8274.6514475.13
    OMX Stockholm 301331.563281.461
    S&P/TSX 60873.122168.34
    Johnson & Johnson101.08262.08

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    1% quarterly,95% autocall, first call year 1; 5% European barrier
    P.A. RETURN
    ISIN XS1072328773
    NEXT POTENTIAL MATURITY DATE 10/08/2015

      EXPAND CLOSE
      Natixis 6yr Worldwide Classic Autocall Feb 2015 GBP
      ISIN: XS1035505210
      STRIKE DATE: 06/02/2015
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI8587.9914475.13
      OMX Stockholm 301599.5513281.461
      S&P/ASX 2005820.1719188.494
      S&P/TSX 60881.482168.34

      STRIKE DATE 06/02/2015
      RETURN & BARRIERS
      5% Semi-Annual, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1035505210
      NEXT POTENTIAL MATURITY DATE 07/08/2018

      EXPAND CLOSE
      Natixis 6yr World Markets Income Autocall Feb 2015 GBP
      ISIN: XS1035508669
      STRIKE DATE: 06/02/2015
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI8587.9914475.13
      OMX Stockholm 301599.5513281.461
      S&P/ASX 2005820.1719188.494
      S&P/TSX 60881.482168.34

      STRIKE DATE 06/02/2015
      RETURN & BARRIERS
      4.25% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1035508669
      NEXT POTENTIAL MATURITY DATE 07/08/2018

      EXPAND CLOSE
      UBS Eurostoxx/Russia/Nikkei Autocall July 2013 GBP
      ISIN: XS0947922075
      STRIKE DATE: 02/08/2013
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 5028116545.47
      Russian Depository Index1561.960
      Nikkei 22514466.1668308.59

      STRIKE DATE 02/08/2013
      RETURN & BARRIERS
      13.75% p.a., 100% Maturity, 50% Barrier (E)
      P.A. RETURN
      ISIN XS0947922075
      NEXT POTENTIAL MATURITY DATE 02/08/2018

      EXPAND CLOSE
      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
      HSBC646.31525.8
      Glaxo1511.51856.5
      Vodafone230120.15
      Royal Dutch Shell 'B'20983288
      FTSE 1006985.9510772.67

      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
      HSBC646.31525.8
      Glaxo1511.51856.5
      Vodafone230120.15
      Royal Dutch Shell 'B'20983288
      FTSE 1006985.9510772.67

      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 1004631.6110772.67
      iShares MSCI Emerging Markets (EEM)35.6166.68
      iShares iBoxx $ Invest Grade Corp Bond103.1106.55
      S&P Global Infrastructure Index1752.13771.68

      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