INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS FTSE Oil 5 yr Autocall April 2013 GBP
ISIN: XS0908256406
STRIKE DATE: 19/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006286.5610363.93
S&P GSCI CrudeOil Excess Return454.79261.346

STRIKE DATE 19/04/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0908256406
NEXT POTENTIAL MATURITY DATE 21/10/2013

EXPAND CLOSE
Commerz FTSE/S&P September 2012 GBP
ISIN: XS0818043894
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210363.93
S&P 5001460.157200.75

STRIKE DATE 21/09/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0818043894
NEXT POTENTIAL MATURITY DATE 30/09/2013

EXPAND CLOSE
Commerz FTSE/S&P September 2012 GBP
ISIN: XS0830932850
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210363.93
S&P 5001460.157200.75

STRIKE DATE 21/09/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0830932850
NEXT POTENTIAL MATURITY DATE 30/09/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Sep 2012 GBP
ISIN: XS0817834384
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210363.93
S&P GSCI CrudeOil Excess Return495.58261.346

STRIKE DATE 21/09/2012
RETURN & BARRIERS
5.5% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0817834384
NEXT POTENTIAL MATURITY DATE 23/09/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Mar 2013 GBP
ISIN: XS0893370204
STRIKE DATE: 15/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006489.610363.93
S&P GSCI CrudeOil Excess Return485.05261.346

STRIKE DATE 15/03/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0893370204
NEXT POTENTIAL MATURITY DATE 16/09/2013

EXPAND CLOSE
MS World Indices Aug 10 EUR
ISIN: XS0524255063
STRIKE DATE: 20/08/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005195.2810363.93
S&P 5001071.697200.75
Eurostoxx 502643.985763.61

STRIKE DATE 20/08/2010
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0524255063
NEXT POTENTIAL MATURITY DATE 20/08/2013

EXPAND CLOSE
MS World Indices Aug 10 GBP
ISIN: XS0524254330
STRIKE DATE: 20/08/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005195.2810363.93
S&P 5001071.697200.75
Eurostoxx 502643.985763.61

STRIKE DATE 20/08/2010
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0524254330
NEXT POTENTIAL MATURITY DATE 20/08/2013

EXPAND CLOSE
MS FTSE/Oil Feb 11 GBP
ISIN: XS0585521197
STRIKE DATE: 18/02/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006082.9910363.93
S&P GSCI CrudeOil Excess Return516.1391261.346

STRIKE DATE 18/02/2011
RETURN & BARRIERS
5.4% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0585521197
NEXT POTENTIAL MATURITY DATE 19/08/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Feb 2013 GBP
ISIN: XS0879077591
STRIKE DATE: 15/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006328.2610363.93
S&P GSCI CrudeOil Excess Return500.77261.346

STRIKE DATE 15/02/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0879077591
NEXT POTENTIAL MATURITY DATE 15/08/2013

EXPAND CLOSE
Commerz FTSE/S&P Aug 2012 GBP
ISIN: XS0804354107
STRIKE DATE: 10/08/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005847.1110363.93
S&P 5001405.877200.75

STRIKE DATE 10/08/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0804354107
NEXT POTENTIAL MATURITY DATE 12/08/2013

EXPAND CLOSE
MS FTSE/Oil July 11 GBP
ISIN: XS0642680408
STRIKE DATE: 29/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005815.1910363.93
S&P GSCI CrudeOil Excess Return532.87261.346

STRIKE DATE 29/07/2011
RETURN & BARRIERS
5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642680408
NEXT POTENTIAL MATURITY DATE 29/07/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Jan 2013 GBP
ISIN: XS0867274390
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110363.93
S&P GSCI CrudeOil Excess Return501.71261.346

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4.75% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0867274390
NEXT POTENTIAL MATURITY DATE 18/07/2013

EXPAND CLOSE
MS FTSE Only July 11 GBP
ISIN: XS0635023590
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005990.5810363.93

STRIKE DATE 08/07/2011
RETURN & BARRIERS
7% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0635023590
NEXT POTENTIAL MATURITY DATE 08/07/2013

EXPAND CLOSE
Commerz FTSE/S&P June 2012 GBP
ISIN: XS0787640159
STRIKE DATE: 22/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005513.6910363.93
S&P 5001335.027200.75

STRIKE DATE 22/06/2012
RETURN & BARRIERS
8.5% p.a., 100% maturity, 50% barrier (A)
P.A. RETURN
ISIN XS0787640159
NEXT POTENTIAL MATURITY DATE 24/06/2013

EXPAND CLOSE
Nomura EEM 4yr 90% Capital Protected Growth Jun 09
ISIN: XS0433047478
STRIKE DATE: 02/06/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Nomura
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Emerging Markets (EEM)34.1464.1

STRIKE DATE 02/06/2009
RETURN & BARRIERS
Growth capped at 37%, 90% Cap Protected.
P.A. RETURN
ISIN XS0433047478
NEXT POTENTIAL MATURITY DATE 17/06/2013

    EXPAND CLOSE
    UBS FTSE/Oil 5y Autocall Dec 2012 GBP
    ISIN: XS0853139912
    STRIKE DATE: 07/12/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005914.410363.93
    S&P GSCI CrudeOil Excess Return453.91261.346

    STRIKE DATE 07/12/2012
    RETURN & BARRIERS
    5% Semi-annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0853139912
    NEXT POTENTIAL MATURITY DATE 07/06/2013

    EXPAND CLOSE
    MS FTSE Only May 11 GBP
    ISIN: XS0622322773
    STRIKE DATE: 28/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710363.93

    STRIKE DATE 28/05/2013
    RETURN & BARRIERS
    7% p.a., 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0622322773
    NEXT POTENTIAL MATURITY DATE 27/05/2011

    EXPAND CLOSE
    MS Protected Growth May 10 (PGP33) GBP
    ISIN: XS0492503478
    STRIKE DATE: 25/05/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1004940.710363.93

    STRIKE DATE 25/05/2010
    RETURN & BARRIERS
    FTSE Growth or Early Exit after 3 years if FTSE up 10% then 20% paid
    P.A. RETURN
    ISIN XS0492503478
    NEXT POTENTIAL MATURITY DATE 28/05/2013

    EXPAND CLOSE
    Natixis FTSE/Oil May 2012 GBP
    ISIN: XS0775392805
    STRIKE DATE: 18/05/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005267.6210363.93
    S&P GSCI CrudeOil Excess Return496.89261.346

    STRIKE DATE 18/05/2012
    RETURN & BARRIERS
    5.25% semi, 100% maturity, 50% barrier (A)
    P.A. RETURN
    ISIN XS0775392805
    NEXT POTENTIAL MATURITY DATE 20/05/2013

    EXPAND CLOSE
    Commerz FTSE/S&P May 2012 GBP
    ISIN: XS0775766818
    STRIKE DATE: 18/05/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005267.6210363.93
    S&P 5001295.227200.75

    STRIKE DATE 18/05/2012
    RETURN & BARRIERS
    8% p.a., 100% maturity, 50% barrier (A)
    P.A. RETURN
    ISIN XS0775766818
    NEXT POTENTIAL MATURITY DATE 20/05/2013

    EXPAND CLOSE