INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS1017430122
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71525.8
Vodafone246.2544120.15
BP491.05522.4
Glaxo16451856.5

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1017430122
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 USD
ISIN: XS1114435305
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95594.97
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435305
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 GBP
ISIN: XS1114435131
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95594.97
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435131
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz FTSE-Eurstoxx 6yr Semi-Annual Autocall July 2014 GBP
ISIN: XS1082960540
STRIKE DATE: 16/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006784.6710772.67
Eurostoxx 503202.946545.47

STRIKE DATE 16/07/2014
RETURN & BARRIERS
3.5% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1082960540
NEXT POTENTIAL MATURITY DATE 16/07/2015

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 EUR
ISIN: XS0642187941
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610772.67
HSCEI12266.328426.49
iShares MSCI Brazil (EWZ)69.633.77

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642187941
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 USD
ISIN: XS0642193758
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610772.67
HSCEI12266.328426.49
iShares MSCI Brazil (EWZ)69.633.77

STRIKE DATE 15/07/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642193758
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 GBP
ISIN: XS0642209422
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610772.67
HSCEI12266.328426.49
iShares MSCI Brazil (EWZ)69.633.77

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642209422
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
MS FTSE/Oil Jan 11 GBP
ISIN: XS0559143119
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 1006002.1010772.67
S&P GSCI CrudeOil Excess Return552.99213.166

STRIKE DATE 14/01/2011
RETURN & BARRIERS
5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0559143119
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Nomura China/Taiwan Jul 11 USD
ISIN: XS0635265415
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12756.328426.49

STRIKE DATE 08/07/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0635265415
NEXT POTENTIAL MATURITY DATE 10/07/2017

EXPAND CLOSE
Citi Commodity Jul 11 USD
ISIN: XS0632493432
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future642.25448
Cotton Future116.5882.36
Sugar #11 World Future29.3616.82

STRIKE DATE 08/07/2011
RETURN & BARRIERS
5% Quarterly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0632493432
NEXT POTENTIAL MATURITY DATE 08/07/2016

EXPAND CLOSE
BNP Global Giants High Performance Investment July 2014 GBP
ISIN: XS1029913974
STRIKE DATE: 07/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV84.3769.64
Apple Inc95.97305.26
Royal Dutch Shell (GBp)23993288
Toyota Motor Corp61702985

STRIKE DATE 07/07/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1029913974
NEXT POTENTIAL MATURITY DATE 09/01/2018

EXPAND CLOSE
UBS Taiwan-Aus-Canada-Sweden Pheonix AC July 14 USD
ISIN: XS1083216793
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9526.2346021.48
S&P/ASX 2005491.2459188.494
S&P/TSX 60869.062168.34
OMX Stockholm 301409.443281.461

STRIKE DATE 03/07/2014
RETURN & BARRIERS
4.3% Semi-annual if all above75%, Autocall 100%, 75% Barrier (E)
P.A. RETURN
ISIN XS1083216793
NEXT POTENTIAL MATURITY DATE 04/07/2017

EXPAND CLOSE
Natixis Intercontinental Income July 2014 GBP
ISIN: XS0998356645
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.756545.47
HSCEI10454.278426.49
Russell 20001208.153052.847
iShares MSCI Australia26.5229.74

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356645
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Intercontinental Income July 2014 USD
ISIN: XS0998356306
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.756545.47
HSCEI10454.278426.49
Russell 20001208.153052.847
iShares MSCI Australia26.5229.74

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356306
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Large Cap Fixed Income Autocall July 14 GBP
ISIN: XS0998354608
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays219.35519
Tesla Motors229.25
Vodafone196.55120.15

STRIKE DATE 03/07/2014
RETURN & BARRIERS
1.95% Qtrly Fixed Income, 100% Annual Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998354608
NEXT POTENTIAL MATURITY DATE 06/07/2015

EXPAND CLOSE
Nomura Int’l Titans Autocall + Index Protection Apr 2015 GBP
ISIN: XS1197336008
STRIKE DATE: 02/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AT&T33.1324.58
HSBC582.31525.8
Vodafone222.2120.15
Total SA45.84575.41
FTSE 1006833.4610772.67

STRIKE DATE 02/04/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1197336008
NEXT POTENTIAL MATURITY DATE 02/01/2018

EXPAND CLOSE
CommerzBank Global Market Income September 2013 USD
ISIN: XS0966171604
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502893.156545.47
Nikkei 22514455.868308.59
iShares MSCI Brazil (EWZ)47.9133.77

STRIKE DATE 30/09/2013
RETURN & BARRIERS
1.7% Qtrly if above 80%(1st call end year 1) 50% Barrier (E)
P.A. RETURN
ISIN XS0966171604
NEXT POTENTIAL MATURITY DATE 01/10/2018

EXPAND CLOSE
CommerzBank Global Market Income September 2013 GBP
ISIN: XS0966171513
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502893.156545.47
Nikkei 22514455.868308.59
iShares MSCI Brazil (EWZ)47.9133.77

STRIKE DATE 30/09/2013
RETURN & BARRIERS
1.5% Qtrly if above 80%(1st call end year 1) 50% Barrier (E)
P.A. RETURN
ISIN XS0966171513
NEXT POTENTIAL MATURITY DATE 01/10/2018

EXPAND CLOSE
Citi Commodity June 2011 GBP
ISIN: XS0629175471
STRIKE DATE: 24/06/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future670448
Cotton Future165.2282.36
Sugar #11 World Future27.5416.82

STRIKE DATE 24/06/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0629175471
NEXT POTENTIAL MATURITY DATE 27/06/2016

EXPAND CLOSE
CS Brazil/Russia/China Jun 11 USD
ISIN: XS0628632779
STRIKE DATE: 24/06/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)69.5733.77
Russian Depository Index2054.040
HSCEI12436.78426.49

STRIKE DATE 24/06/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0628632779
NEXT POTENTIAL MATURITY DATE 24/06/2016

EXPAND CLOSE