INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays (Merchant) 95% Cap Prot Commodity Note GBP
ISIN: XS0563657880
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future648.75478
Cotton Future141.4480.06
Soybean Future1406.51263
Sugar #11 World Future30.8921.13

STRIKE DATE 14/01/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0563657880
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil Dec 11 GBP
ISIN: XS0705048980
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005490.110840.35
HSCEI9957.158103.27
iShares MSCI Brazil (EWZ)57.6541.58

STRIKE DATE 13/12/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705048980
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz S&P/China/Brazil Dec 11 USD
ISIN: XS0705049525
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001225.757744.06
HSCEI9957.158103.27
iShares MSCI Brazil (EWZ)57.6541.58

STRIKE DATE 13/12/2011
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705049525
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz 5yr Comodity Low Hurdle Dec 2013 USD
ISIN: XS0995891321
STRIKE DATE: 12/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Silver (London Fix)19.815.98
Copper (LME)723014539
WTI Crude Oil97.597.97

STRIKE DATE 12/12/2013
RETURN & BARRIERS
7% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
P.A. RETURN
ISIN XS0995891321
NEXT POTENTIAL MATURITY DATE 12/12/2018

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 GBP
ISIN: XS0947181391
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.866168.26
Nikkei 22515611.3164425.95
HSCEI11382.168103.27
Russell 20001119.692767.269

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181391
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 USD
ISIN: XS0947181557
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.866168.26
Nikkei 22515611.3164425.95
HSCEI11382.168103.27
Russell 20001119.692767.269

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181557
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
UBS International Recovery Autocall June 2013 USD
ISIN: XS0928562163
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10187.278103.27
iShares MSCI Brazil (EWZ)49.7341.58
Russian Depository Index1540.290
Gold (London PM)13861178

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Semi-Annual from year 1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0928562163
NEXT POTENTIAL MATURITY DATE 07/06/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 USD
ISIN: XS0854743324
STRIKE DATE: 07/12/2012
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.107.02
Silver (London Fix)32.8515.98
Copper (LME)7965.514539

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0854743324
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 GBP
ISIN: XS0855169735
STRIKE DATE: 07/12/2012
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.107.02
Silver (London Fix)32.8515.98
Copper (LME)7965.514539

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0855169735
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Nomura Deposit III
ISIN: NOMDEPID003
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005322.3610840.35
Eurostoxx 502910.336168.26
iShares MSCI Emerging Markets (EEM)41.8263.96
iShares iBoxx $ Invest Grade Corp Bond105.81103.5

STRIKE DATE 04/12/2009
RETURN & BARRIERS
100% Particip capped at 60%
P.A. RETURN
ISIN NOMDEPID003
NEXT POTENTIAL MATURITY DATE 04/12/2015

EXPAND CLOSE
Commerz Inditex 1r Reverse Convertible May 2015 USD
ISIN: XS1241523056
STRIKE DATE: 27/05/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.955.44

STRIKE DATE 27/05/2015
RETURN & BARRIERS
2.5% semi-annual fixed, 80% barrier (E)
P.A. RETURN
ISIN XS1241523056
NEXT POTENTIAL MATURITY DATE 03/06/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 USD
    ISIN: XS1135630959
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.7914349.51
    OMX Stockholm 301644.9913256.08
    S&P/ASX 2005777.168719.719
    S&P/TSX 60875.042138.906

    STRIKE DATE 29/05/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135630959
    NEXT POTENTIAL MATURITY DATE 29/11/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 GBP
    ISIN: DE000CZ43PB4
    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
    Anglo American13494060
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3213.02

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PB4
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 USD
    ISIN: DE000CZ43PC2
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13494060
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3213.02

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PC2
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commerz 6yr FTSE-Oil Semi-Annual Autocall May 2015 USD
    ISIN: XS1225618526
    STRIKE DATE: 22/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007031.7210840.35
    United States Oil Fund162157.31

    STRIKE DATE 22/05/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1225618526
    NEXT POTENTIAL MATURITY DATE 24/05/2021

    EXPAND CLOSE
    UBS China/Russia/Brazil 5yr Low Hurdle Autocall Nov 2013 USD
    ISIN: XS0982259862
    STRIKE DATE: 08/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10390.738103.27
    Russian Depository Index1699.210
    iShares MSCI Brazil (EWZ)47.0241.58

    STRIKE DATE 08/11/2013
    RETURN & BARRIERS
    8% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
    P.A. RETURN
    ISIN XS0982259862
    NEXT POTENTIAL MATURITY DATE 08/11/2018

    EXPAND CLOSE
    Natixis 5 Yr Gold / Oil Autocall Nov 12 USD
    ISIN: XS0841409377
    STRIKE DATE: 09/11/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P GSCI Gold index146.83244.0013
    S&P GSCI CrudeOil Excess Return457.19268.082

    STRIKE DATE 09/11/2012
    RETURN & BARRIERS
    5.5%semi-annual;first observation end of Yr 1;50% barrier (E)
    P.A. RETURN
    ISIN XS0841409377
    NEXT POTENTIAL MATURITY DATE 09/11/2017

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 GBP
    ISIN: XS1127282876
    STRIKE DATE: 08/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9093.3314349.51
    OMX Stockholm 301616.4553256.08
    S&P/ASX 2005634.5578719.719
    S&P/TSX 60884.092138.906

    STRIKE DATE 08/05/2015
    RETURN & BARRIERS
    4.55% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1127282876
    NEXT POTENTIAL MATURITY DATE 08/11/2017

    EXPAND CLOSE
    Commerz TSX60-SMI-OMX-TWSE Income Autocall May 2015 USD
    ISIN: XS1232243615
    STRIKE DATE: 06/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/TSX 60875.062138.906
    SMI8888.9214349.51
    OMX Stockholm 301584.1753256.08
    Taiwan TAIEX9818.246969.87

    STRIKE DATE 06/05/2015
    RETURN & BARRIERS
    4.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1232243615
    NEXT POTENTIAL MATURITY DATE 08/05/2017

    EXPAND CLOSE
    Citi FTSE/China/Brazil Nov 10 GBP
    ISIN: XS0544256513
    STRIKE DATE: 05/11/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005875.3510840.35
    HSCEI14107.38103.27
    iShares MSCI Brazil (EWZ)81.1641.58

    STRIKE DATE 05/11/2010
    RETURN & BARRIERS
    15.5% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0544256513
    NEXT POTENTIAL MATURITY DATE 07/11/2016

    EXPAND CLOSE