INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz FTSE/S&P June 2012 GBP
ISIN: XS0787640159
STRIKE DATE: 22/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005513.6910471.72
S&P 5001335.027431.46

STRIKE DATE 22/06/2012
RETURN & BARRIERS
8.5% p.a., 100% maturity, 50% barrier (A)
P.A. RETURN
ISIN XS0787640159
NEXT POTENTIAL MATURITY DATE 24/06/2013

EXPAND CLOSE
Nomura EEM 4yr 90% Capital Protected Growth Jun 09
ISIN: XS0433047478
STRIKE DATE: 02/06/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Nomura
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Emerging Markets (EEM)34.1467.88

STRIKE DATE 02/06/2009
RETURN & BARRIERS
Growth capped at 37%, 90% Cap Protected.
P.A. RETURN
ISIN XS0433047478
NEXT POTENTIAL MATURITY DATE 17/06/2013

    EXPAND CLOSE
    UBS FTSE/Oil 5y Autocall Dec 2012 GBP
    ISIN: XS0853139912
    STRIKE DATE: 07/12/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005914.410471.72
    S&P GSCI CrudeOil Excess Return453.91217.311

    STRIKE DATE 07/12/2012
    RETURN & BARRIERS
    5% Semi-annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0853139912
    NEXT POTENTIAL MATURITY DATE 07/06/2013

    EXPAND CLOSE
    MS FTSE Only May 11 GBP
    ISIN: XS0622322773
    STRIKE DATE: 28/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710471.72

    STRIKE DATE 28/05/2013
    RETURN & BARRIERS
    7% p.a., 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0622322773
    NEXT POTENTIAL MATURITY DATE 27/05/2011

    EXPAND CLOSE
    MS Protected Growth May 10 (PGP33) GBP
    ISIN: XS0492503478
    STRIKE DATE: 25/05/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1004940.710471.72

    STRIKE DATE 25/05/2010
    RETURN & BARRIERS
    FTSE Growth or Early Exit after 3 years if FTSE up 10% then 20% paid
    P.A. RETURN
    ISIN XS0492503478
    NEXT POTENTIAL MATURITY DATE 28/05/2013

    EXPAND CLOSE
    Natixis FTSE/Oil May 2012 GBP
    ISIN: XS0775392805
    STRIKE DATE: 18/05/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005267.6210471.72
    S&P GSCI CrudeOil Excess Return496.89217.311

    STRIKE DATE 18/05/2012
    RETURN & BARRIERS
    5.25% semi, 100% maturity, 50% barrier (A)
    P.A. RETURN
    ISIN XS0775392805
    NEXT POTENTIAL MATURITY DATE 20/05/2013

    EXPAND CLOSE
    Commerz FTSE/S&P May 2012 GBP
    ISIN: XS0775766818
    STRIKE DATE: 18/05/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005267.6210471.72
    S&P 5001295.227431.46

    STRIKE DATE 18/05/2012
    RETURN & BARRIERS
    8% p.a., 100% maturity, 50% barrier (A)
    P.A. RETURN
    ISIN XS0775766818
    NEXT POTENTIAL MATURITY DATE 20/05/2013

    EXPAND CLOSE
    UBS FTSE/Oil 5y Autocall Nov 2012 GBP
    ISIN: XS0836490465
    STRIKE DATE: 02/11/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005868.5510471.72
    S&P GSCI CrudeOil Excess Return450.7553217.311

    STRIKE DATE 02/11/2012
    RETURN & BARRIERS
    5% Semi-annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0836490465
    NEXT POTENTIAL MATURITY DATE 02/05/2013

    EXPAND CLOSE
    Natixis 5 Yr Autocall Note Eurostoxx/FTSE/US Oil Oct 2012 EUR
    ISIN: XS0849668198
    STRIKE DATE: 30/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005849.910471.72
    Eurostoxx 502515.996187.63
    United States Oil Fund31.78125.43

    STRIKE DATE 30/10/2012
    RETURN & BARRIERS
    6.3% semi-annual, 100% Maturity, 50% barrier (E)
    P.A. RETURN
    ISIN XS0849668198
    NEXT POTENTIAL MATURITY DATE 30/04/2013

    EXPAND CLOSE
    Commerz FTSE S&P April 2012 GBP
    ISIN: XS0761321602
    STRIKE DATE: 13/04/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005651.7910471.72
    S&P 5001370.267431.46

    STRIKE DATE 13/04/2012
    RETURN & BARRIERS
    8% p.a, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0761321602
    NEXT POTENTIAL MATURITY DATE 25/04/2013

    EXPAND CLOSE
    Nomura FTSE/S&P Apr 11 GBP
    ISIN: XS0606803293
    STRIKE DATE: 15/04/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005996.0110471.72
    S&P 5001319.687431.46

    STRIKE DATE 15/04/2011
    RETURN & BARRIERS
    7.25% p.a., 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0606803293
    NEXT POTENTIAL MATURITY DATE 15/04/2013

    EXPAND CLOSE
    Natixis China/Taiwan Autocall Oct 2012 USD
    ISIN: XS0818727835
    STRIKE DATE: 05/10/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI9965.188374.43
    iShares MSCI Taiwan274.19

    STRIKE DATE 05/10/2012
    RETURN & BARRIERS
    5.5% semi, 100% at maturity, 50% barrier (E)
    P.A. RETURN
    ISIN XS0818727835
    NEXT POTENTIAL MATURITY DATE 08/04/2013

    EXPAND CLOSE
    Commerz FTSE/S&P March 2012 GBP
    ISIN: XS0742362865
    STRIKE DATE: 16/03/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005965.610471.72
    S&P 5001404.177431.46

    STRIKE DATE 16/03/2012
    RETURN & BARRIERS
    9% p.a, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0742362865
    NEXT POTENTIAL MATURITY DATE 18/03/2013

    EXPAND CLOSE
    MS FTSE/Gold Mar 11 GBP
    ISIN: XS0588919083
    STRIKE DATE: 04/03/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005990.9310471.72
    S&P GSCI Gold index122.6982251.6211

    STRIKE DATE 04/03/2011
    RETURN & BARRIERS
    11% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0588919083
    NEXT POTENTIAL MATURITY DATE 04/03/2013

    EXPAND CLOSE
    Commerz China/Taiwan Feb 12 USD
    ISIN: XS0729850957
    STRIKE DATE: 10/02/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI11405.228374.43
    Taiwan TAIEX7862.2744169.04

    STRIKE DATE 10/02/2012
    RETURN & BARRIERS
    7.5% Semi, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0729850957
    NEXT POTENTIAL MATURITY DATE 18/02/2013

    EXPAND CLOSE
    UBS FTSE/Oil 5y Autocall Aug 2012 GBP
    ISIN: XS0805882080
    STRIKE DATE: 10/08/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005847.1110471.72
    S&P GSCI CrudeOil Excess Return498.6672217.311

    STRIKE DATE 10/08/2012
    RETURN & BARRIERS
    5.5% Semi-annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0805882080
    NEXT POTENTIAL MATURITY DATE 11/02/2013

    EXPAND CLOSE
    Commerz FTSE/S&P Jan 2012 GBP
    ISIN: XS0722478848
    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 1005733.510471.72
    S&P 5001316.337431.46

    STRIKE DATE 27/01/2012
    RETURN & BARRIERS
    11% p.a, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0722478848
    NEXT POTENTIAL MATURITY DATE 30/01/2013

    EXPAND CLOSE
    Natixis China/Taiwan Autocall July 2012 USD
    ISIN: XS0801433201
    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
    HSCEI9398.858374.43
    iShares MSCI Taiwan252.03

    STRIKE DATE 27/07/2012
    RETURN & BARRIERS
    7% Semi-annual, 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0801433201
    NEXT POTENTIAL MATURITY DATE 28/01/2013

    EXPAND CLOSE
    MS FTSE/Gold Jan 11 GBP
    ISIN: XS0566642111
    STRIKE DATE: 28/01/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005881.3710471.72
    S&P GSCI Gold index115.2348251.6211

    STRIKE DATE 28/01/2011
    RETURN & BARRIERS
    12% p.a., 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0566642111
    NEXT POTENTIAL MATURITY DATE 28/01/2013

    EXPAND CLOSE
    Citi FTSE/S&P Jan 11 GBP
    ISIN: XS0569082000
    STRIKE DATE: 28/01/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005881.3710471.72
    S&P 5001276.347431.46

    STRIKE DATE 28/01/2011
    RETURN & BARRIERS
    8.5% p.a., 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0569082000
    NEXT POTENTIAL MATURITY DATE 28/01/2013

    EXPAND CLOSE