INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS FTSE-Gold 6yr Semi-Annual Autocall August 2014 GBP
ISIN: XS1090891687
STRIKE DATE: 08/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006567.3610840.35
Gold (London PM)1309.751178

STRIKE DATE 08/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1090891687
NEXT POTENTIAL MATURITY DATE 08/08/2016

EXPAND CLOSE
Natixis 2yr Autocall 3 index/1 stock August 2014 Bespoke EUR
ISIN: XS1072328773
STRIKE DATE: 08/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8274.6514349.51
OMX Stockholm 301331.563256.08
S&P/TSX 60873.122138.906
Johnson & Johnson101.08253.28

STRIKE DATE 08/08/2014
RETURN & BARRIERS
1% quarterly,95% autocall, first call year 1; 5% European barrier
P.A. RETURN
ISIN XS1072328773
NEXT POTENTIAL MATURITY DATE 10/08/2015

    EXPAND CLOSE
    Natixis 6yr Worldwide Classic Autocall Feb 2015 GBP
    ISIN: XS1035505210
    STRIKE DATE: 06/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8587.9914349.51
    OMX Stockholm 301599.5513256.08
    S&P/ASX 2005820.1718719.719
    S&P/TSX 60881.482138.906

    STRIKE DATE 06/02/2015
    RETURN & BARRIERS
    5% Semi-Annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1035505210
    NEXT POTENTIAL MATURITY DATE 07/08/2018

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall Feb 2015 GBP
    ISIN: XS1035508669
    STRIKE DATE: 06/02/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8587.9914349.51
    OMX Stockholm 301599.5513256.08
    S&P/ASX 2005820.1718719.719
    S&P/TSX 60881.482138.906

    STRIKE DATE 06/02/2015
    RETURN & BARRIERS
    4.25% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1035508669
    NEXT POTENTIAL MATURITY DATE 07/08/2018

    EXPAND CLOSE
    UBS Eurostoxx/Russia/Nikkei Autocall July 2013 GBP
    ISIN: XS0947922075
    STRIKE DATE: 02/08/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 5028116168.26
    Russian Depository Index1561.960
    Nikkei 22514466.1664425.95

    STRIKE DATE 02/08/2013
    RETURN & BARRIERS
    13.75% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0947922075
    NEXT POTENTIAL MATURITY DATE 02/08/2018

    EXPAND CLOSE
    Nomura UK Titans Stock Linked AC + Index Protection May 2015 GBP
    ISIN: XS1215436483
    STRIKE DATE: 01/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSBC646.31421.2
    Glaxo1511.51868.5
    Vodafone230120.2
    Royal Dutch Shell 'B'20983908
    FTSE 1006985.9510840.35

    STRIKE DATE 01/05/2015
    RETURN & BARRIERS
    2.5% Quarterly Autocall; 60% Barrier (E)
    P.A. RETURN
    ISIN XS1215436483
    NEXT POTENTIAL MATURITY DATE 04/05/2021

    EXPAND CLOSE
    Nomura UK Titans Stock Linked AC + Index Protection May 2015 USD
    ISIN: XS1215859106
    STRIKE DATE: 01/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSBC646.31421.2
    Glaxo1511.51868.5
    Vodafone230120.2
    Royal Dutch Shell 'B'20983908
    FTSE 1006985.9510840.35

    STRIKE DATE 01/05/2015
    RETURN & BARRIERS
    2.5% Quarterly Autocall; 60% Barrier (E)
    P.A. RETURN
    ISIN XS1215859106
    NEXT POTENTIAL MATURITY DATE 04/05/2021

    EXPAND CLOSE
    Nomura Deposit 1
    ISIN: NOMDEPID001
    STRIKE DATE: 30/07/2009
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Deposit
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1004631.6110840.35
    iShares MSCI Emerging Markets (EEM)35.6163.96
    iShares iBoxx $ Invest Grade Corp Bond103.1103.5
    S&P Global Infrastructure Index1752.13588.45

    STRIKE DATE 30/07/2009
    RETURN & BARRIERS
    100% particip capped at 45%
    P.A. RETURN
    ISIN NOMDEPID001
    NEXT POTENTIAL MATURITY DATE 30/07/2015

    EXPAND CLOSE
    Commerz FTSE/ Oil Jan 2012 GBP
    ISIN: XS0722611943
    STRIKE DATE: 27/01/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005733.510840.35
    S&P GSCI CrudeOil Excess Return548.13268.082

    STRIKE DATE 27/01/2012
    RETURN & BARRIERS
    7% semi-annual 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0722611943
    NEXT POTENTIAL MATURITY DATE 27/01/2017

    EXPAND CLOSE
    Citi Commodity Oct 11 GBP
    ISIN: XS0680250528
    STRIKE DATE: 28/10/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future655478
    Cotton Future104.3780.06
    Sugar #11 World Future26.1521.13

    STRIKE DATE 28/10/2011
    RETURN & BARRIERS
    4.5% Qtrly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0680250528
    NEXT POTENTIAL MATURITY DATE 28/10/2016

    EXPAND CLOSE
    UBS 4 Stock Quarterly Autocall Oct 2013 USD
    ISIN: XS0979348439
    STRIKE DATE: 25/10/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Halliburton51.6932.89
    BAE451.71933.5
    Berkshire Hathaway117.03525.68
    Royal Dutch Shell (EUR)24.94522.795

    STRIKE DATE 25/10/2013
    RETURN & BARRIERS
    4.1% Qtrly, 100% Maturity, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0979348439
    NEXT POTENTIAL MATURITY DATE 25/01/2017

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 USD
    ISIN: XS0800817313
    STRIKE DATE: 27/07/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005627.2110840.35
    HSCEI9398.858103.27
    iShares MSCI Brazil (EWZ)53.5641.58

    STRIKE DATE 27/07/2012
    RETURN & BARRIERS
    13.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0800817313
    NEXT POTENTIAL MATURITY DATE 27/07/2017

    EXPAND CLOSE
    Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 GBP
    ISIN: XS0800824525
    STRIKE DATE: 27/07/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005627.2110840.35
    HSCEI9398.858103.27
    iShares MSCI Brazil (EWZ)53.5641.58

    STRIKE DATE 27/07/2012
    RETURN & BARRIERS
    11.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
    P.A. RETURN
    ISIN XS0800824525
    NEXT POTENTIAL MATURITY DATE 27/07/2017

    EXPAND CLOSE
    Commerz 5yr Triple Market Autocall July 2014 GBP
    ISIN: XS1084279220
    STRIKE DATE: 25/07/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006791.5510840.35
    Eurostoxx 503174.996168.26
    iShares MSCI Brazil (EWZ)51.0641.58

    STRIKE DATE 25/07/2014
    RETURN & BARRIERS
    4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1084279220
    NEXT POTENTIAL MATURITY DATE 25/07/2019

    EXPAND CLOSE
    Commerz 5yr Triple Market Autocall July 2014 USD
    ISIN: XS1084294963
    STRIKE DATE: 25/07/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006791.5510840.35
    Eurostoxx 503174.996168.26
    iShares MSCI Brazil (EWZ)51.0641.58

    STRIKE DATE 25/07/2014
    RETURN & BARRIERS
    4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1084294963
    NEXT POTENTIAL MATURITY DATE 25/07/2019

    EXPAND CLOSE
    Natixis Qtrly Intercontinental Income July 2014 GBP
    ISIN: XS0998361991
    STRIKE DATE: 24/07/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503220.076168.26
    HSCEI10936.68103.27
    Russell 20001156.262767.269
    iShares MSCI Australia27.0228.81

    STRIKE DATE 24/07/2014
    RETURN & BARRIERS
    1.75% Qtrly if all above 80%, 100% Autocall from 6m, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0998361991
    NEXT POTENTIAL MATURITY DATE 24/07/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Jan 2014 GBP
    ISIN: XS1009477818
    STRIKE DATE: 24/01/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13404060
    Barrick Gold Corp19.03
    Randgold Resources Ltd (ADR)70.1171.28
    Vale SA12.913.02

    STRIKE DATE 24/01/2014
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1009477818
    NEXT POTENTIAL MATURITY DATE 24/01/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Jan 2014 USD
    ISIN: XS1009476174
    STRIKE DATE: 24/01/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13404060
    Barrick Gold Corp19.03
    Randgold Resources Ltd (ADR)70.1171.28
    Vale SA12.913.02

    STRIKE DATE 24/01/2014
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS1009476174
    NEXT POTENTIAL MATURITY DATE 24/01/2019

    EXPAND CLOSE
    CS Commodity Jul 11 GBP
    ISIN: XS0644108499
    STRIKE DATE: 22/07/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future690478
    Cotton Future99.1480.06
    Sugar #11 World Future31.3421.13

    STRIKE DATE 22/07/2011
    RETURN & BARRIERS
    4.5% Qtrly, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0644108499
    NEXT POTENTIAL MATURITY DATE 22/07/2016

    EXPAND CLOSE
    UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 USD
    ISIN: XS0974175043
    STRIKE DATE: 21/10/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Vodafone233.8391120.2
    Rio Tinto32426776
    BAE453.91933.5

    STRIKE DATE 21/10/2013
    RETURN & BARRIERS
    3.05% Qtrly if all above 75%, 100% Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0974175043
    NEXT POTENTIAL MATURITY DATE 22/10/2018

    EXPAND CLOSE