INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 Fund27.5285.88
Eurostoxx 502764.916231.54

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 Fund13.7685.88
Eurostoxx 502764.296231.54

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 1006915.210782.66
United States Oil Fund149.20148.21

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 502823.356231.54
Taiwan TAIEX7900.2141574.72
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 502823.356231.54
Taiwan TAIEX7900.2141574.72
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
HSCEI12742.538369.08

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 1006857.0510782.66
Eurostoxx 503433.36231.54

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
Vodafone230119.4
Glaxo15421890
Royal Dutch Shell 'B'22283784
BP451.9567.4
FTSE 1006857.0510782.66

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 1005831.8810782.66
HSCEI9814.598369.08
iShares MSCI Brazil (EWZ)55.0931.76

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 NV79.2675.66
    Apple Inc94.74344.17
    Royal Dutch Shell (GBp)2380.53784
    Toyota Motor Corp59053533

    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
    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 1006567.3610782.66
    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
    SMI8274.6514967.73
    OMX Stockholm 301331.563301.091
    S&P/TSX 60873.122118.223
    Johnson & Johnson101.08272.32

    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
      SMI8587.9914967.73
      OMX Stockholm 301599.5513301.091
      S&P/ASX 2005820.1719065.067
      S&P/TSX 60881.482118.223

      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
      SMI8587.9914967.73
      OMX Stockholm 301599.5513301.091
      S&P/ASX 2005820.1719065.067
      S&P/TSX 60881.482118.223

      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 5028116231.54
      Russian Depository Index1561.960
      Nikkei 22514466.1661077.9

      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
      HSBC646.31307.4
      Glaxo1511.51890
      Vodafone230119.4
      Royal Dutch Shell 'B'20983784
      FTSE 1006985.9510782.66

      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
      HSBC646.31307.4
      Glaxo1511.51890
      Vodafone230119.4
      Royal Dutch Shell 'B'20983784
      FTSE 1006985.9510782.66

      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 1004631.6110782.66
      iShares MSCI Emerging Markets (EEM)35.6158.05
      iShares iBoxx $ Invest Grade Corp Bond103.1104.66
      S&P Global Infrastructure Index1752.13745.7

      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 1005733.510782.66
      S&P GSCI CrudeOil Excess Return548.13251.469

      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 Future655440
      Cotton Future104.3778.71
      Sugar #11 World Future26.1518.56

      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