INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
MS FTSE/China/Brazil Podium Oct 11 GBP
ISIN: XS0679288737
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.6510782.66
HSCEI9219.738369.08
iShares MSCI Brazil (EWZ)57.5531.76

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288737
NEXT POTENTIAL MATURITY DATE 21/10/2016

EXPAND CLOSE
MS FTSE/China/Brazil Podium Oct 11 USD
ISIN: XS0679288570
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005488.610782.66
HSCEI9219.738369.08
iShares MSCI Brazil (EWZ)57.5531.76

STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288570
NEXT POTENTIAL MATURITY DATE 21/10/2016

EXPAND CLOSE
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 GBP
ISIN: XS0975410944
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.210782.66
S&P 5001744.667353.73
Eurostoxx 503028.656231.54
Nikkei 22514693.5761077.9

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975410944
NEXT POTENTIAL MATURITY DATE 20/10/2016

EXPAND CLOSE
Commerz (D) Kick Starter 5yr Annual Autocall Oct 2013 USD
ISIN: XS0975406249
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.210782.66
S&P 5001744.667353.73
Eurostoxx 503028.656231.54
Nikkei 22514693.5761077.9

STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975406249
NEXT POTENTIAL MATURITY DATE 20/10/2016

EXPAND CLOSE
UBS S&P 500-WTI Oil Semi-Annual Autocall Oct 2014 USD
ISIN: XS1111698020
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001886.767353.73
WTI Crude Oil82.7590.52

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.1% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1111698020
NEXT POTENTIAL MATURITY DATE 17/10/2019

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 USD
ISIN: XS1114178905
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
Expedia74.57272.48
Facebook75.95605.08
Netflix51.01365.56
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114178905
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Commrz 3yr Fixed Income Autocall Oct 2014 GBP
ISIN: XS1114163626
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
Expedia74.57272.48
Facebook75.95605.08
Netflix51.01365.56
Yahoo! Inc38.4515.85

STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114163626
NEXT POTENTIAL MATURITY DATE 17/10/2016

EXPAND CLOSE
Investec 6yr Capital Protected Investment GBP July 2015
ISIN: GB00BWK1RF02
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
EVEN 302155.090

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Capital protection plus growth Capital Protected: 90% of initial investment Capital Risk: Limited to 10% of initial investment Growth Participation: 100% x performance of Investec EVEN 30™ Index
P.A. RETURN
ISIN GB00BWK1RF02
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Investec 6yr Fixed Income Investment GBP July 2015
ISIN: GB00BWK1RD87
STRIKE DATE: 10/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006673.3810782.66
HSCEI11858.558369.08
Eurostoxx 503528.816231.54

STRIKE DATE 10/07/2015
RETURN & BARRIERS
Investment Structure: Classic Fixed Income Coupon Rate: 5% annually paid quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% final level (European style)
P.A. RETURN
ISIN GB00BWK1RD87
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection USD July 2015
ISIN: XS1247508655
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.4119.4
Royal Dutch Shell 'B'1829.53784
HSBC580.21307.4
Glaxo13711890
FTSE 1006775.0810782.66

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247508655
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Commerzbank 6yr UK Titans plus FTSE 100 Protection GBP July 2015
ISIN: XS1247512335
STRIKE DATE: 17/07/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone237.4119.4
Royal Dutch Shell (GBp)1829.53784
HSBC580.21307.4
Glaxo13711890
FTSE 1006775.0810782.66

STRIKE DATE 17/07/2015
RETURN & BARRIERS
Autocall opportunities: Quarterly Autocall Trigger: 100% of initial level Coupon Rate: 2.75% quarterly (11% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) on FTSE 100 (UKX)
P.A. RETURN
ISIN XS1247512335
NEXT POTENTIAL MATURITY DATE 19/07/2021

EXPAND CLOSE
Nomura Deposit II
ISIN: NOMDEPID002
STRIKE DATE: 15/10/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005222.9510782.66
Eurostoxx 502939.096231.54
iShares MSCI Emerging Markets (EEM)41.3258.05
iShares iBoxx $ Invest Grade Corp Bond104.01104.66

STRIKE DATE 15/10/2009
RETURN & BARRIERS
100% Particp capped at 60%
P.A. RETURN
ISIN NOMDEPID002
NEXT POTENTIAL MATURITY DATE 15/10/2015

EXPAND CLOSE
MS FTSE/Oil GBP April 2012
ISIN: XS0763741633
STRIKE DATE: 13/04/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005651.7910782.66
S&P GSCI CrudeOil Excess Return561.28251.469

STRIKE DATE 13/04/2012
RETURN & BARRIERS
5.5% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0763741633
NEXT POTENTIAL MATURITY DATE 13/04/2017

EXPAND CLOSE
UBS 6yr FTSE-Eurostoxx Autocall Apr 2015 GBP
ISIN: XS1214496330
STRIKE DATE: 10/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007089.7710782.66
Eurostoxx 503816.766231.54

STRIKE DATE 10/04/2015
RETURN & BARRIERS
3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1214496330
NEXT POTENTIAL MATURITY DATE 12/04/2021

EXPAND CLOSE
Commerz FTSE-S&P-Eurostoxx 6yr SA Autocall Oct 2014 GBP
ISIN: XS1121919846
STRIKE DATE: 08/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006482.2410782.66
S&P 5001968.897353.73
Eurostoxx 503053.316231.54

STRIKE DATE 08/10/2014
RETURN & BARRIERS
4.5% Semi-Annual from yr1, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1121919846
NEXT POTENTIAL MATURITY DATE 10/04/2017

    EXPAND CLOSE
    MS Eurostoxx/India/Brazil Apr 11 USD
    ISIN: XS0605215903
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502955.846231.54
    Wisdomtree India Earnings Fund25.5142.81
    iShares MSCI Brazil (EWZ)79.7831.76

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0605215903
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Citi China/Taiwan Apr 11 USD
    ISIN: XS0597555100
    STRIKE DATE: 04/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI13657.68369.08
    Taiwan TAIEX8851.9841574.72

    STRIKE DATE 04/04/2011
    RETURN & BARRIERS
    6.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0597555100
    NEXT POTENTIAL MATURITY DATE 04/04/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Apr 2015 USD
    ISIN: XS1127282280
    STRIKE DATE: 02/04/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2005898.589065.067
    S&P/TSX 60876.32118.223
    Eurostoxx 503715.276231.54
    Nikkei 22519312.7961077.9

    STRIKE DATE 02/04/2015
    RETURN & BARRIERS
    4.4% semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
    P.A. RETURN
    ISIN XS1127282280
    NEXT POTENTIAL MATURITY DATE 06/04/2021

    EXPAND CLOSE
    Citi S&P/Brazil Sept 10 USD
    ISIN: XS0534386874
    STRIKE DATE: 29/09/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5001144.737353.73
    iShares MSCI Brazil (EWZ)76.1531.76

    STRIKE DATE 29/09/2010
    RETURN & BARRIERS
    12.5% p.a, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0534386874
    NEXT POTENTIAL MATURITY DATE 29/09/2015

    EXPAND CLOSE
    UBS 5yr FTSE-Oil Semi-Annual Autocall Mar 2015 GBP
    ISIN: XS1196385428
    STRIKE DATE: 27/03/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006855.0210782.66
    United States Oil Fund17.14148.21

    STRIKE DATE 27/03/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1196385428
    NEXT POTENTIAL MATURITY DATE 27/03/2020

    EXPAND CLOSE