INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
RBC FTSE-Gold Semi-Annual Autocall August 2014 GBP
ISIN: XS1099710490
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.7510840.35
Gold (London PM)1285.751178

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1099710490
NEXT POTENTIAL MATURITY DATE 30/08/2016

    EXPAND CLOSE
    Commerz (D) FTSE/S&P/Eurostoxx/Brazil 5yr Income AC Nov 2013 GBP
    ISIN: XS0990657297
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006650.5710840.35
    S&P 5001805.817744.06
    Eurostoxx 503086.646168.26
    iShares MSCI Brazil (EWZ)46.9541.58

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    1.8% Qtrly if above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0990657297
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Citi Commodity Aug 11 GBP
    ISIN: XS0652766071
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5478
    Cotton Future103.9280.06
    Sugar #11 World Future30.2221.13

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    5% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652766071
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Citi Commodity Aug 11 USD
    ISIN: XS0652769505
    STRIKE DATE: 26/08/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future752.5478
    Cotton Future103.9280.06
    Sugar #11 World Future30.2221.13

    STRIKE DATE 26/08/2011
    RETURN & BARRIERS
    6% Quarterly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0652769505
    NEXT POTENTIAL MATURITY DATE 26/08/2016

    EXPAND CLOSE
    Commerz Blue Chip Memory Autocall August 2014 USD
    ISIN: XS1100013983
    STRIKE DATE: 27/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Facebook74.63736.72
    LinkedIn224.2195.96
    Tesla Motors263.25

    STRIKE DATE 27/08/2014
    RETURN & BARRIERS
    4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1100013983
    NEXT POTENTIAL MATURITY DATE 25/05/2017

    EXPAND CLOSE
    Natixis EuroStoxx/Taiwan/Russia 5yr Autocall Feb 2013 GBP
    ISIN: XS0894470383
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502630.056168.26
    MSCI Taiwan286.412094.999
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    5.4% Semi-Annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0894470383
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Natixis FTSE/Taiwan/Russia Income Autocall Feb 2013 GBP
    ISIN: XS0884064865
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006335.710840.35
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    2.1% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884064865
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Natixis FTSE/Taiwan/Russia Income Autocall Feb 2013 USD
    ISIN: XS0884070599
    STRIKE DATE: 22/02/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006335.710840.35
    Russian Depository Index1737.080

    STRIKE DATE 22/02/2013
    RETURN & BARRIERS
    2.3% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884070599
    NEXT POTENTIAL MATURITY DATE 22/02/2018

    EXPAND CLOSE
    Nomura 5ry Global Defensive Autocall Feb 2015 GBP
    ISIN: XS1173944767
    STRIKE DATE: 23/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503519.586168.26
    S&P 5002109.667744.06
    Nikkei 22518466.9264425.95
    HSCEI12041.498103.27

    STRIKE DATE 23/02/2015
    RETURN & BARRIERS
    4.5% Semi-Annual, Reducing Autocall (5% per year), 60% Barrier (E)
    P.A. RETURN
    ISIN XS1173944767
    NEXT POTENTIAL MATURITY DATE 23/08/2017

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall June 2015 USD
    ISIN: XS1135650049
    STRIKE DATE: 12/06/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9026.4314349.51
    OMX Stockholm 301597.3323256.08
    S&P/ASX 2005545.2538719.719
    S&P/TSX 60857.662138.906

    STRIKE DATE 12/06/2015
    RETURN & BARRIERS
    4.5% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135650049
    NEXT POTENTIAL MATURITY DATE 12/12/2017

    EXPAND CLOSE
    RBC Cross Continental Income May 2013 USD
    ISIN: XS0887883543
    STRIKE DATE: 24/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY RBC
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russian Depository Index1621.640
    iShares MSCI Taiwan Fund27.52109.14
    Eurostoxx 502764.916168.26

    STRIKE DATE 24/05/2013
    RETURN & BARRIERS
    2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
    P.A. RETURN
    ISIN XS0887883543
    NEXT POTENTIAL MATURITY DATE 24/05/2018

    EXPAND CLOSE
    RBC Cross Continental Income May 2013 GBP
    ISIN: XS0887883972
    STRIKE DATE: 24/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY RBC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russian Depository Index1621.640
    iShares MSCI Taiwan Fund13.76109.14
    Eurostoxx 502764.296168.26

    STRIKE DATE 24/05/2013
    RETURN & BARRIERS
    1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
    P.A. RETURN
    ISIN XS0887883972
    NEXT POTENTIAL MATURITY DATE 26/05/2018

    EXPAND CLOSE
    Nomura 6yr FTSE-Oil Semi-Annual Autocall Feb 2015 GBP
    ISIN: XS1172827591
    STRIKE DATE: 20/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006915.210840.35
    United States Oil Fund149.20157.31

    STRIKE DATE 20/02/2015
    RETURN & BARRIERS
    5.15% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1172827591
    NEXT POTENTIAL MATURITY DATE 19/02/2021

    EXPAND CLOSE
    Commerz Eurostoxx/Taiwan/Russia 5yr Pheonix August 2013 GBP
    ISIN: XS0955625073
    STRIKE DATE: 19/08/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502823.356168.26
    Taiwan TAIEX7900.2146969.87
    Russian Depository Index1554.630

    STRIKE DATE 19/08/2013
    RETURN & BARRIERS
    1.75% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0955625073
    NEXT POTENTIAL MATURITY DATE 20/08/2018

    EXPAND CLOSE
    Commerz Eurostoxx/Taiwan/Russia 5yr Pheonix August 2013 USD
    ISIN: XS0955627525
    STRIKE DATE: 19/08/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 502823.356168.26
    Taiwan TAIEX7900.2146969.87
    Russian Depository Index1554.630

    STRIKE DATE 19/08/2013
    RETURN & BARRIERS
    2% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0955627525
    NEXT POTENTIAL MATURITY DATE 20/08/2018

    EXPAND CLOSE
    Citi China/Taiwan Feb 11 USD
    ISIN: XS0579850115
    STRIKE DATE: 18/02/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI12742.538103.27

    STRIKE DATE 18/02/2011
    RETURN & BARRIERS
    7% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0579850115
    NEXT POTENTIAL MATURITY DATE 18/02/2016

    EXPAND CLOSE
    UBS 5yr FTSE-Eurostoxx Semi-Annual Autocall Feb 2015 GBP
    ISIN: XS1172430107
    STRIKE DATE: 16/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006857.0510840.35
    Eurostoxx 503433.36168.26

    STRIKE DATE 16/02/2015
    RETURN & BARRIERS
    3.25% semi annual, 100% Autocall, 50% Barrier (A)
    P.A. RETURN
    ISIN XS1172430107
    NEXT POTENTIAL MATURITY DATE 16/08/2017

    EXPAND CLOSE
    Nomura UK Titans Stock Linked AC + Index Protection Feb 2015 GBP
    ISIN: XS1184088299
    STRIKE DATE: 16/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Vodafone230120.2
    Glaxo15421868.5
    Royal Dutch Shell 'B'22283908
    BP451.9610.5
    FTSE 1006857.0510840.35

    STRIKE DATE 16/02/2015
    RETURN & BARRIERS
    2.5% Quarterly Autocall; 60% Barrier (E)
    P.A. RETURN
    ISIN XS1184088299
    NEXT POTENTIAL MATURITY DATE 17/02/2020

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall Bespoke Aug 2012 USD
    ISIN: XS0817839003
    STRIKE DATE: 13/08/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005831.8810840.35
    HSCEI9814.598103.27
    iShares MSCI Brazil (EWZ)55.0941.58

    STRIKE DATE 13/08/2012
    RETURN & BARRIERS
    12.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0817839003
    NEXT POTENTIAL MATURITY DATE 14/08/2017

      EXPAND CLOSE
      BNP Global Giants High Performance Investment August 2014 GBP
      ISIN: XS1061379787
      STRIKE DATE: 08/08/2014
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      AnheuserBusch InBev NV79.2672.92
      Apple Inc94.74342
      Royal Dutch Shell (GBp)2380.53908
      Toyota Motor Corp59053029

      STRIKE DATE 08/08/2014
      RETURN & BARRIERS
      2.4% Qtrly, Autocall 100%, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1061379787
      NEXT POTENTIAL MATURITY DATE 08/11/2017

      EXPAND CLOSE