INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Worldwide Phoenix 5 Yr Autocall May 2013 GBP
ISIN: XS0884347815
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8168.7813067.63
OMX Stockholm 301217.063128.387
S&P/TSX 60727.281976.729
S&P/ASX 2004983.58843.557

STRIKE DATE 24/05/2013
RETURN & BARRIERS
7% Annually if above 80%, 100% Autocall 50% Barrier (E)
P.A. RETURN
ISIN XS0884347815
NEXT POTENTIAL MATURITY DATE 27/05/2014

EXPAND CLOSE
MS Commodity May 11 GBP
ISIN: XS0611907592
STRIKE DATE: 06/05/2011
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 Future686.25454.25
Cotton Future145.5676.33
Sugar #11 World Future20.4713.57

STRIKE DATE 06/05/2011
RETURN & BARRIERS
5% Semi, 95% cap protected,
P.A. RETURN
ISIN XS0611907592
NEXT POTENTIAL MATURITY DATE 06/05/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall November 2013 GBP
ISIN: XS0979093183
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006734.7410476.46
Nikkei 22514201.5759585.86

STRIKE DATE 01/11/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0979093183
NEXT POTENTIAL MATURITY DATE 01/05/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Apr 13 GBP
ISIN: XS0911987112
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006426.4210476.46
S&P 5001582.247137.9

STRIKE DATE 26/04/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0911987112
NEXT POTENTIAL MATURITY DATE 29/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 GBP
ISIN: XS0910944874
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213067.63
OMX Stockholm 301194.663128.387
S&P/TSX 60697.281976.729
S&P/ASX 2005097.5088843.557

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944874
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 EUR
ISIN: XS0910944015
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213067.63
OMX Stockholm 301194.663128.387
S&P/TSX 60697.281976.729
S&P/ASX 2005097.5088843.557

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944015
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 USD
ISIN: XS0910945921
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3213067.63
OMX Stockholm 301194.663128.387
S&P/TSX 60697.281976.729
S&P/ASX 2005097.5088843.557

STRIKE DATE 26/04/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910945921
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 USD
ISIN: XS0497497320
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610476.46
S&P 5001192.137137.9
Eurostoxx 502949.655906.22

STRIKE DATE 16/04/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497497320
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 GBP
ISIN: XS0497770437
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610476.46
S&P 5001192.137137.9
Eurostoxx 502949.655906.22

STRIKE DATE 16/04/2010
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497770437
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Mar 13 GBP
ISIN: XS0899368962
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006392.7610476.46
S&P 5001556.897137.9

STRIKE DATE 22/03/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0899368962
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
MS Commodity Mar 11 3yr Autocall GBP
ISIN: XS0593524662
STRIKE DATE: 23/03/2011
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 Future681454.25
Cotton Future201.8776.33
Sugar #11 World Future26.5813.57

STRIKE DATE 23/03/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 95% Capital Protected
P.A. RETURN
ISIN XS0593524662
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall GBP Feb 2013
ISIN: XS0896973442
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
Taiwan TAIEX7947.6837878.47
S&P/ASX 2005055.7678843.557
S&P/TSX 60730.151976.729
OMX Stockholm 301205.13128.387

STRIKE DATE 22/02/2013
RETURN & BARRIERS
4.1% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0896973442
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall August 2013 GBP
ISIN: XS0955028815
STRIKE DATE: 23/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.110476.46
Nikkei 22513660.5559585.86

STRIKE DATE 23/08/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0955028815
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Commerz FTSE/S&P Feb 2013 GBP
ISIN: XS0883538034
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710476.46
S&P 5001515.67137.9

STRIKE DATE 22/02/2013
RETURN & BARRIERS
7% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883538034
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall USD Jan 2013
ISIN: XS0882562126
STRIKE DATE: 25/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7672.5837878.47
S&P/ASX 2004835.178843.557
S&P/TSX 60737.351976.729
OMX Stockholm 301158.53128.387

STRIKE DATE 25/01/2013
RETURN & BARRIERS
4% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0882562126
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
Commerz FTSE/S&P Jan 2013 GBP
ISIN: XS0868437491
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
FTSE 1006154.4110476.46
S&P 5001485.987137.9

STRIKE DATE 18/01/2013
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0868437491
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall July 2013 GBP
ISIN: XS0947767918
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006630.6710476.46
Nikkei 22514589.9159585.86

STRIKE DATE 19/07/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0947767918
NEXT POTENTIAL MATURITY DATE 20/01/2014

EXPAND CLOSE
MS World Indices Jan 11 GBP
ISIN: XS0562509215
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006002.110476.46
S&P 5001293.247137.9
Eurostoxx 502920.45906.22

STRIKE DATE 14/01/2011
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0562509215
NEXT POTENTIAL MATURITY DATE 14/01/2014

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall June 2013 GBP
ISIN: XS0941625641
STRIKE DATE: 28/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006215.4710476.46
S&P GSCI CrudeOil Excess Return495.06228.291

STRIKE DATE 28/06/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0941625641
NEXT POTENTIAL MATURITY DATE 30/12/2013

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall June 2013 GBP
ISIN: XS0938221883
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006116.1710476.46
Nikkei 22513230.1359585.86

STRIKE DATE 21/06/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0938221883
NEXT POTENTIAL MATURITY DATE 24/12/2013

EXPAND CLOSE