INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS FTSE/China/Brazil Sept 11 GBP
ISIN: XS0654167781
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310831.52
HSCEI10664.458385.24
iShares MSCI Brazil (EWZ)63.8638.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167781
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 USD
ISIN: XS0654167609
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310831.52
HSCEI10664.458385.24
iShares MSCI Brazil (EWZ)63.8638.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167609
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
MS FTSE/China/Brazil Sept 11 EUR
ISIN: XS0656732400
STRIKE DATE: 02/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005292.0310831.52
HSCEI10664.458385.24
iShares MSCI Brazil (EWZ)63.8638.13

STRIKE DATE 02/09/2011
RETURN & BARRIERS
13.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0656732400
NEXT POTENTIAL MATURITY DATE 02/09/2016

EXPAND CLOSE
Commerz Blue Chip Memory Autocall August 2014 GBP
ISIN: XS1102896856
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook74.82610.68
LinkedIn225.75195.96
Tesla Motors269.7

STRIKE DATE 29/08/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1102896856
NEXT POTENTIAL MATURITY DATE 29/05/2017

EXPAND CLOSE
RBC FTSE-Gold Semi-Annual Autocall August 2014 GBP
ISIN: XS1099710490
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.7510831.52
Gold (London PM)1285.751178

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1099710490
NEXT POTENTIAL MATURITY DATE 30/08/2016

    EXPAND CLOSE
    Commerz (D) FTSE/S&P/Eurostoxx/Brazil 5yr Income AC Nov 2013 GBP
    ISIN: XS0990657297
    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
    FTSE 1006650.5710831.52
    S&P 5001805.817747.71
    Eurostoxx 503086.646382.59
    iShares MSCI Brazil (EWZ)46.9538.13

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    1.8% Qtrly if above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0990657297
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Citi Commodity Aug 11 GBP
    ISIN: XS0652766071
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5515.25
    Cotton Future103.9283.36
    Sugar #11 World Future30.2218.07

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    5% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652766071
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Citi Commodity Aug 11 USD
    ISIN: XS0652769505
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5515.25
    Cotton Future103.9283.36
    Sugar #11 World Future30.2218.07

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    6% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652769505
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall August 2014 USD
    ISIN: XS1100013983
    STRIKE DATE: 27/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Facebook74.63610.68
    LinkedIn224.2195.96
    Tesla Motors263.25

    STRIKE DATE 27/08/2014
    RETURN & BARRIERS
    4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1100013983
    NEXT POTENTIAL MATURITY DATE 25/05/2017

    EXPAND CLOSE
    Natixis EuroStoxx/Taiwan/Russia 5yr Autocall Feb 2013 GBP
    ISIN: XS0894470383
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502630.056382.59
    MSCI Taiwan286.412058.76
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    5.4% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0894470383
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Natixis FTSE/Taiwan/Russia Income Autocall Feb 2013 GBP
    ISIN: XS0884064865
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006335.710831.52
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    2.1% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884064865
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Natixis FTSE/Taiwan/Russia Income Autocall Feb 2013 USD
    ISIN: XS0884070599
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006335.710831.52
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    2.3% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884070599
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    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 503519.586382.59
    S&P 5002109.667747.71
    Nikkei 22518466.9264214.48
    HSCEI12041.498385.24

    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
    SMI9026.4314394.77
    OMX Stockholm 301597.3323278.19
    S&P/ASX 2005545.2539020.093
    S&P/TSX 60857.662154.046

    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 Fund27.52110.13
    Eurostoxx 502764.916382.59

    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 Fund13.76110.13
    Eurostoxx 502764.296382.59

    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 1006915.210831.52
    United States Oil Fund149.20142.09

    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 502823.356382.59
    Taiwan TAIEX7900.2145857.66
    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 502823.356382.59
    Taiwan TAIEX7900.2145857.66
    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
    HSCEI12742.538385.24

    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