INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 GBP
ISIN: XS0884342006
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9813446.43
OMX Stockholm 301167.523115.979
S&P/TSX 60694.422012.292
S&P/ASX 2004841.7488621.745

STRIKE DATE 05/07/2013
RETURN & BARRIERS
7.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884342006
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 GBP
ISIN: XS0891937962
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3594.47
Eurostoxx 502596.015960.32

STRIKE DATE 05/07/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937962
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 USD
ISIN: XS0891937616
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.3594.47
Eurostoxx 502596.015960.32

STRIKE DATE 05/07/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937616
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
UBS FTSE-SMI-OMX-TSX6 Yr Semi-Annual Autocall Dec 2013 USD
ISIN: XS1009476414
STRIKE DATE: 23/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006678.6110443.47
SMI8107.113446.43
OMX Stockholm 301320.563115.979
S&P/TSX 60773.992012.292

STRIKE DATE 23/12/2013
RETURN & BARRIERS
5% semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1009476414
NEXT POTENTIAL MATURITY DATE 23/06/2014

EXPAND CLOSE
Natixis Taiwan-Aus-Sweden-Canada 6yr Pheonix AC Dec 2013 CHF
ISIN: XS0947188057
STRIKE DATE: 20/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Taiwan295.32
S&P/ASX 2005265.2178621.745
OMX Stockholm 301309.923115.979
S&P/TSX 60770.582012.292

STRIKE DATE 20/12/2013
RETURN & BARRIERS
4% Semi-annual if all above 75%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947188057
NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall June 2013 EUR
    ISIN: XS0884341701
    STRIKE DATE: 21/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7421.0613446.43
    OMX Stockholm 301138.63115.979
    S&P/TSX 60689.382012.292
    S&P/ASX 2004738.88621.745

    STRIKE DATE 21/06/2013
    RETURN & BARRIERS
    3.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884341701
    NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    MS FTSE/Oil June 2011 GBP
    ISIN: XS0626574643
    STRIKE DATE: 17/06/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005714.9410443.47
    S&P GSCI CrudeOil Excess Return522.4882245.917

    STRIKE DATE 17/06/2011
    RETURN & BARRIERS
    5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0626574643
    NEXT POTENTIAL MATURITY DATE 17/06/2014

    EXPAND CLOSE
    BNP Global Giants High Performance Investment Mar 2014 GBP
    ISIN: XS0993383776
    STRIKE DATE: 14/03/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    AnheuserBusch InBev NV72.1671.42
    Apple Inc74.953304.99
    Royal Dutch Shell (GBp)21433239
    Toyota Motor Corp55512978

    STRIKE DATE 14/03/2014
    RETURN & BARRIERS
    2.25% Qtrly, Autocall 100%, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0993383776
    NEXT POTENTIAL MATURITY DATE 16/06/2014

    EXPAND CLOSE
    Natixis FTSE/S&P/China/Eurostoxx 95% Autocall Dec 2013 GBP
    ISIN: XS0947179650
    STRIKE DATE: 13/12/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006439.9610443.47
    S&P 5001775.327445.72
    HSCEI11025.828475.32
    Eurostoxx 502921.925960.32

    STRIKE DATE 13/12/2013
    RETURN & BARRIERS
    4% Semi-annual, 95% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0947179650
    NEXT POTENTIAL MATURITY DATE 13/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 11 GBP
    ISIN: XS0704792570
    STRIKE DATE: 12/12/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005427.8610443.47
    S&P GSCI CrudeOil Excess Return540.5345245.917

    STRIKE DATE 12/12/2011
    RETURN & BARRIERS
    8.3% Semi, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0704792570
    NEXT POTENTIAL MATURITY DATE 12/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 10 GBP
    ISIN: XS0554831320
    STRIKE DATE: 10/12/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005812.9510443.47
    S&P GSCI CrudeOil Excess Return534.2013245.917

    STRIKE DATE 10/12/2010
    RETURN & BARRIERS
    6% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0554831320
    NEXT POTENTIAL MATURITY DATE 10/06/2014

    EXPAND CLOSE
    Commerz FTSE/S&P 5yr Autocall June 13 GBP
    ISIN: XS0932037632
    STRIKE DATE: 07/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006411.9910443.47
    S&P 5001643.387445.72

    STRIKE DATE 07/06/2013
    RETURN & BARRIERS
    7% Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0932037632
    NEXT POTENTIAL MATURITY DATE 09/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall May 2013 USD
    ISIN: XS0884335489
    STRIKE DATE: 31/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7947.0113446.43
    OMX Stockholm 301214.773115.979
    S&P/TSX 60726.272012.292
    S&P/ASX 2004926.5698621.745

    STRIKE DATE 31/05/2013
    RETURN & BARRIERS
    5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884335489
    NEXT POTENTIAL MATURITY DATE 02/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall May 2013 GBP
    ISIN: XS0884335059
    STRIKE DATE: 31/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7947.0113446.43
    OMX Stockholm 301214.773115.979
    S&P/TSX 60726.272012.292
    S&P/ASX 2004926.5698621.745

    STRIKE DATE 31/05/2013
    RETURN & BARRIERS
    4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884335059
    NEXT POTENTIAL MATURITY DATE 02/06/2014

    EXPAND CLOSE
    Natixis Worldwide Phoenix 5 Yr Autocall May 2013 USD
    ISIN: XS0884349787
    STRIKE DATE: 24/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8168.7813446.43
    OMX Stockholm 301217.063115.979
    S&P/TSX 60727.282012.292
    S&P/ASX 2004983.58621.745

    STRIKE DATE 24/05/2013
    RETURN & BARRIERS
    8% Annually if above 80%; 100% Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884349787
    NEXT POTENTIAL MATURITY DATE 27/05/2014

    EXPAND CLOSE
    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
    SMI8168.7813446.43
    OMX Stockholm 301217.063115.979
    S&P/TSX 60727.282012.292
    S&P/ASX 2004983.58621.745

    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 Future686.25462.25
    Cotton Future145.5677.98
    Sugar #11 World Future20.4714.9

    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 1006734.7410443.47
    Nikkei 22514201.5761684.14

    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 1006426.4210443.47
    S&P 5001582.247445.72

    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
    SMI7856.3213446.43
    OMX Stockholm 301194.663115.979
    S&P/TSX 60697.282012.292
    S&P/ASX 2005097.5088621.745

    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