INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura FTSE-Nikkei 6 Yr Autocall August 2014 GBP
ISIN: XS1098735944
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.810639.17
Nikkei 22515476.666422.6

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3.4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1098735944
NEXT POTENTIAL MATURITY DATE 02/03/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Feb 12 GBP
ISIN: XS0708966303
STRIKE DATE: 07/02/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005890.310639.17

STRIKE DATE 07/02/2012
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0708966303
NEXT POTENTIAL MATURITY DATE 09/02/2015

EXPAND CLOSE
RBC FTSE-Eurostoxx-Russell 2000-Nikkei Qtrly Inc AC Jan 2014 GBP
ISIN: XS0994251568
STRIKE DATE: 31/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006510.4410639.17
Eurostoxx 503013.966210.17
Russell 20001130.882940.163
Nikkei 22514914.5366422.6

STRIKE DATE 31/01/2014
RETURN & BARRIERS
1.8% Qtrly if all above 80%, 100% Autocall from yr 1, 60% Barrier (E)
P.A. RETURN
ISIN XS0994251568
NEXT POTENTIAL MATURITY DATE 30/01/2015

EXPAND CLOSE
BNP Global Giants High Performance Investment Oct 2014 GBP
ISIN: XS1084180360
STRIKE DATE: 24/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV85.3570.82
Apple Inc105.22321.66
Royal Dutch Shell (GBp)21973344
Toyota Motor Corp61512950

STRIKE DATE 24/10/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1084180360
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Natixis Major Markets Income Autocall Jan 2014 GBP
ISIN: XS0947187240
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.26210.17
Nikkei 22515391.5666422.6
HSCEI10014.028352.67
Russell 20001144.132940.163

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947187240
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Natixis Major Markets Income Autocall Jan 2014 USD
ISIN: XS0947186861
STRIKE DATE: 24/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503028.26210.17
Nikkei 22515391.5666422.6
HSCEI10014.028352.67
Russell 20001144.132940.163

STRIKE DATE 24/01/2014
RETURN & BARRIERS
9% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947186861
NEXT POTENTIAL MATURITY DATE 26/01/2015

EXPAND CLOSE
Nomura FTSE-USO Fixed Inc Jan 10 EUR
ISIN: XS0474123402
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100530010639.17
United States Oil Fund36.34139.49

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7% p.a. Fixed Income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123402
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE
Nomura FTSE/USO Jan 10 GBP Income
ISIN: XS0474123824
STRIKE DATE: 22/01/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100530010639.17
United States Oil Fund36.34139.49

STRIKE DATE 22/01/2010
RETURN & BARRIERS
7.5% fixed income, 50% Barrier (A)
P.A. RETURN
ISIN XS0474123824
NEXT POTENTIAL MATURITY DATE 22/01/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall July 2014 USD
ISIN: XS1081514397
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone195.25116.15
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514397
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall July 2014 GBP
ISIN: XS1081514801
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone195.25116.15
LinkedIn159.99195.96
Tesla Motors220.04

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1081514801
NEXT POTENTIAL MATURITY DATE 20/01/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Dec 11 GBP
ISIN: XS0686179796
STRIKE DATE: 14/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005366.810639.17

STRIKE DATE 14/12/2011
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0686179796
NEXT POTENTIAL MATURITY DATE 15/12/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall December 2013 GBP
ISIN: XS0990546623
STRIKE DATE: 06/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006551.9910639.17
Nikkei 22515299.8666422.6

STRIKE DATE 06/12/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0990546623
NEXT POTENTIAL MATURITY DATE 08/12/2014

EXPAND CLOSE
Nomura China-EEM Autocall Dec 09 GBP
ISIN: XS0460991176
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI13461.558352.67
iShares MSCI Emerging Markets (EEM)41.8464.6

STRIKE DATE 04/12/2009
RETURN & BARRIERS
15% Autocall
P.A. RETURN
ISIN XS0460991176
NEXT POTENTIAL MATURITY DATE 04/12/2014

EXPAND CLOSE
UBS SAB-AAL-LLOY 5yr Qtrly Pheonix AC Dec 2013 GBP
ISIN: XS0989141378
STRIKE DATE: 02/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SABMiller31173319.5
Anglo American12933630
Lloyds78.58112.45

STRIKE DATE 02/12/2013
RETURN & BARRIERS
3% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0989141378
NEXT POTENTIAL MATURITY DATE 02/12/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 GBP
ISIN: DE000CZ43PJ7
STRIKE DATE: 15/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503054.536210.17
IBEX 359695.919267
FTSE MIB18687.251315.84

STRIKE DATE 15/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PJ7
NEXT POTENTIAL MATURITY DATE 17/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 USD
ISIN: XS0947177449
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.916210.17
Nikkei 22514086.866422.6
S&P/TSX 60771.412073.413
S&P/ASX 2005400.6658838.994

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177449
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 GBP
ISIN: XS0947177100
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.916210.17
Nikkei 22514086.866422.6
S&P/TSX 60771.412073.413
S&P/ASX 2005400.6658838.994

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177100
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall November 2013 GBP
ISIN: XS0947177522
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.916210.17
Nikkei 22514086.866422.6
S&P/TSX 60771.412073.413
S&P/ASX 2005400.6658838.994

STRIKE DATE 08/11/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0947177522
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall November 2013 USD
ISIN: XS0947177019
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.916210.17
Nikkei 22514086.866422.6
S&P/TSX 60771.412073.413
S&P/ASX 2005400.6658838.994

STRIKE DATE 08/11/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0947177019
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE
Commerz Eurostoxx /Spain/Italy 5yr Autocall November 2013 EUR
ISIN: DE000CZ43PH1
STRIKE DATE: 08/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503034.916210.17
IBEX 359747.219267
FTSE MIB18961.751315.84

STRIKE DATE 08/11/2013
RETURN & BARRIERS
4.6% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CZ43PH1
NEXT POTENTIAL MATURITY DATE 10/11/2014

EXPAND CLOSE