INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS Vodafone/Rio Tinto/BAE 5yr Pheonix Autocall Oct 2013 GBP
ISIN: XS0974178658
STRIKE DATE: 21/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
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 XS0974178658
NEXT POTENTIAL MATURITY DATE 22/10/2018

EXPAND CLOSE
Nomura UK-Europe-Japan-Taiwan 6yr Semi-Annual AC July 2014 USD
ISIN: XS1087902299
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510840.35
Eurostoxx 503164.216168.26
Nikkei 22515215.7164425.95
MSCI Taiwan339.452094.999

STRIKE DATE 18/07/2014
RETURN & BARRIERS
5.5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1087902299
NEXT POTENTIAL MATURITY DATE 18/01/2017

EXPAND CLOSE
BNP FTSE-Eurostoxx-IBEX-WTI 6yr Semi-Annual AC July 2014 USD
ISIN: XS1061555006
STRIKE DATE: 18/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006749.4510840.35
Eurostoxx 503164.216168.26
IBEX 351052719177.7
WTI Crude Oil103.1397.97

STRIKE DATE 18/07/2014
RETURN & BARRIERS
7.5% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1061555006
NEXT POTENTIAL MATURITY DATE 20/07/2020

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Jan 2015 GBP
ISIN: XS1152090608
STRIKE DATE: 19/01/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC596.31421.2
Glaxo14391868.5
Royal Dutch Shell 'B'21673908

STRIKE DATE 19/01/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1152090608
NEXT POTENTIAL MATURITY DATE 19/01/2017

EXPAND CLOSE
Commerz (D) Eurostoxx/FTSE/S&P/Brazil Qtrly Income Oct 2013 GBP
ISIN: XS0974080847
STRIKE DATE: 18/10/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503033.316168.26
FTSE 1006622.5810840.35
S&P 5001744.57744.06
iShares MSCI Brazil (EWZ)50.741.58

STRIKE DATE 18/10/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Maturity from year1, 50% Barrier (E)
P.A. RETURN
ISIN XS0974080847
NEXT POTENTIAL MATURITY DATE 18/10/2018

EXPAND CLOSE
Commerz 6yr Safe Haven Semi-Annual Autocall July 2014 USD
ISIN: XS1088662769
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
S&P/ASX 2005531.6648719.719
SMI8511.4314349.51
S&P/TSX 60879.212138.906
OMX Stockholm 301387.373256.08

STRIKE DATE 18/07/2014
RETURN & BARRIERS
4% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1088662769
NEXT POTENTIAL MATURITY DATE 18/07/2017

EXPAND CLOSE
Commerz BAE/Glencore/Glaxo 5yr Income Autocall USD July 2013
ISIN: XS0948395131
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BAE4301933.5
Glencore272.4574.1
Glaxo17151868.5

STRIKE DATE 19/07/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0948395131
NEXT POTENTIAL MATURITY DATE 19/07/2018

EXPAND CLOSE
Natixis HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS0947188644
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71421.2
Vodafone246.2544120.2
BP491.05610.5
Glaxo16451868.5

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947188644
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz HSBC-Vodafone-BP-Glaxo SA AC Jan 2014 GBP
ISIN: XS1017430122
STRIKE DATE: 17/01/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSBC677.71421.2
Vodafone246.2544120.2
BP491.05610.5
Glaxo16451868.5

STRIKE DATE 17/01/2014
RETURN & BARRIERS
8% Semi-annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1017430122
NEXT POTENTIAL MATURITY DATE 17/01/2019

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 USD
ISIN: XS1114435305
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95736.72
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435305
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Oct 2014 GBP
ISIN: XS1114435131
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook75.95736.72
LinkedIn195.96195.96
Tesla Motors227.48

STRIKE DATE 17/10/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1114435131
NEXT POTENTIAL MATURITY DATE 17/07/2015

EXPAND CLOSE
Commerz FTSE-Eurstoxx 6yr Semi-Annual Autocall July 2014 GBP
ISIN: XS1082960540
STRIKE DATE: 16/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006784.6710840.35
Eurostoxx 503202.946168.26

STRIKE DATE 16/07/2014
RETURN & BARRIERS
3.5% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1082960540
NEXT POTENTIAL MATURITY DATE 16/07/2015

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 EUR
ISIN: XS0642187941
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610840.35
HSCEI12266.328103.27
iShares MSCI Brazil (EWZ)69.641.58

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642187941
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 USD
ISIN: XS0642193758
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610840.35
HSCEI12266.328103.27
iShares MSCI Brazil (EWZ)69.641.58

STRIKE DATE 15/07/2011
RETURN & BARRIERS
16% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642193758
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil July 11 GBP
ISIN: XS0642209422
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005843.6610840.35
HSCEI12266.328103.27
iShares MSCI Brazil (EWZ)69.641.58

STRIKE DATE 15/07/2011
RETURN & BARRIERS
14% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642209422
NEXT POTENTIAL MATURITY DATE 20/07/2016

EXPAND CLOSE
MS FTSE/Oil Jan 11 GBP
ISIN: XS0559143119
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 1006002.1010840.35
S&P GSCI CrudeOil Excess Return552.99268.082

STRIKE DATE 14/01/2011
RETURN & BARRIERS
5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0559143119
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Nomura China/Taiwan Jul 11 USD
ISIN: XS0635265415
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12756.328103.27

STRIKE DATE 08/07/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0635265415
NEXT POTENTIAL MATURITY DATE 10/07/2017

EXPAND CLOSE
Citi Commodity Jul 11 USD
ISIN: XS0632493432
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future642.25478
Cotton Future116.5880.06
Sugar #11 World Future29.3621.13

STRIKE DATE 08/07/2011
RETURN & BARRIERS
5% Quarterly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0632493432
NEXT POTENTIAL MATURITY DATE 08/07/2016

EXPAND CLOSE
BNP Global Giants High Performance Investment July 2014 GBP
ISIN: XS1029913974
STRIKE DATE: 07/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV84.3772.92
Apple Inc95.97342
Royal Dutch Shell (GBp)23993908
Toyota Motor Corp61703029

STRIKE DATE 07/07/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 60% Barrier (E)
P.A. RETURN
ISIN XS1029913974
NEXT POTENTIAL MATURITY DATE 09/01/2018

EXPAND CLOSE
UBS Taiwan-Aus-Canada-Sweden Pheonix AC July 14 USD
ISIN: XS1083216793
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX9526.2346969.87
S&P/ASX 2005491.2458719.719
S&P/TSX 60869.062138.906
OMX Stockholm 301409.443256.08

STRIKE DATE 03/07/2014
RETURN & BARRIERS
4.3% Semi-annual if all above75%, Autocall 100%, 75% Barrier (E)
P.A. RETURN
ISIN XS1083216793
NEXT POTENTIAL MATURITY DATE 04/07/2017

EXPAND CLOSE