INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis World-Wide Classic 5yr Autocall April 2013 EUR
ISIN: XS0910944015
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3214424.24
OMX Stockholm 301194.663247.031
S&P/TSX 60697.282068.89
S&P/ASX 2005097.5088844.412

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944015
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 USD
ISIN: XS0910945921
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3214424.24
OMX Stockholm 301194.663247.031
S&P/TSX 60697.282068.89
S&P/ASX 2005097.5088844.412

STRIKE DATE 26/04/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910945921
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 USD
ISIN: XS0497497320
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610679.03
S&P 5001192.137483.24
Eurostoxx 502949.656412.68

STRIKE DATE 16/04/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497497320
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 GBP
ISIN: XS0497770437
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610679.03
S&P 5001192.137483.24
Eurostoxx 502949.656412.68

STRIKE DATE 16/04/2010
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497770437
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Mar 13 GBP
ISIN: XS0899368962
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006392.7610679.03
S&P 5001556.897483.24

STRIKE DATE 22/03/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0899368962
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
MS Commodity Mar 11 3yr Autocall GBP
ISIN: XS0593524662
STRIKE DATE: 23/03/2011
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 Future681425
Cotton Future201.8772.57
Sugar #11 World Future26.5814.85

STRIKE DATE 23/03/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 95% Capital Protected
P.A. RETURN
ISIN XS0593524662
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall GBP Feb 2013
ISIN: XS0896973442
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7947.6846780.62
S&P/ASX 2005055.7678844.412
S&P/TSX 60730.152068.89
OMX Stockholm 301205.13247.031

STRIKE DATE 22/02/2013
RETURN & BARRIERS
4.1% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0896973442
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall August 2013 GBP
ISIN: XS0955028815
STRIKE DATE: 23/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.110679.03
Nikkei 22513660.5569744.07

STRIKE DATE 23/08/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0955028815
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Commerz FTSE/S&P Feb 2013 GBP
ISIN: XS0883538034
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710679.03
S&P 5001515.67483.24

STRIKE DATE 22/02/2013
RETURN & BARRIERS
7% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883538034
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall USD Jan 2013
ISIN: XS0882562126
STRIKE DATE: 25/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7672.5846780.62
S&P/ASX 2004835.178844.412
S&P/TSX 60737.352068.89
OMX Stockholm 301158.53247.031

STRIKE DATE 25/01/2013
RETURN & BARRIERS
4% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0882562126
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
Commerz FTSE/S&P Jan 2013 GBP
ISIN: XS0868437491
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110679.03
S&P 5001485.987483.24

STRIKE DATE 18/01/2013
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0868437491
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall July 2013 GBP
ISIN: XS0947767918
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006630.6710679.03
Nikkei 22514589.9169744.07

STRIKE DATE 19/07/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0947767918
NEXT POTENTIAL MATURITY DATE 20/01/2014

EXPAND CLOSE
MS World Indices Jan 11 GBP
ISIN: XS0562509215
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006002.110679.03
S&P 5001293.247483.24
Eurostoxx 502920.46412.68

STRIKE DATE 14/01/2011
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0562509215
NEXT POTENTIAL MATURITY DATE 14/01/2014

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall June 2013 GBP
ISIN: XS0941625641
STRIKE DATE: 28/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006215.4710679.03
S&P GSCI CrudeOil Excess Return495.06179.089

STRIKE DATE 28/06/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0941625641
NEXT POTENTIAL MATURITY DATE 30/12/2013

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall June 2013 GBP
ISIN: XS0938221883
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006116.1710679.03
Nikkei 22513230.1369744.07

STRIKE DATE 21/06/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0938221883
NEXT POTENTIAL MATURITY DATE 24/12/2013

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Dec 2012 USD
ISIN: XS0852987394
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410679.03
HSCEI10919.247699.76
S&P GSCI CrudeOil Excess Return453.91179.089

STRIKE DATE 07/12/2012
RETURN & BARRIERS
10.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0852987394
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Dec 2012 GBP
ISIN: XS0852983641
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410679.03
HSCEI10919.247699.76
S&P GSCI CrudeOil Excess Return453.91179.089

STRIKE DATE 07/12/2012
RETURN & BARRIERS
9% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0852983641
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
Commerz FTSE/S&P December 2012 GBP
ISIN: XS0854703377
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410679.03
S&P 5001418.077483.24

STRIKE DATE 07/12/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0854703377
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall May 2013 GBP
ISIN: XS0923115116
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006583.0910679.03
S&P GSCI CrudeOil Excess Return472.6452179.089

STRIKE DATE 31/05/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0923115116
NEXT POTENTIAL MATURITY DATE 02/12/2013

EXPAND CLOSE
MS World Indices Nov 10 GBP
ISIN: XS0545664921
STRIKE DATE: 05/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005875.3510679.03
S&P 5001225.857483.24
Eurostoxx 502875.946412.68

STRIKE DATE 05/11/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0545664921
NEXT POTENTIAL MATURITY DATE 05/11/2013

EXPAND CLOSE