INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis Intercontinental Income July 2014 GBP
ISIN: XS0998356645
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.756168.26
HSCEI10454.278103.27
Russell 20001208.152767.269
iShares MSCI Australia26.5228.81

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356645
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Intercontinental Income July 2014 USD
ISIN: XS0998356306
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503289.756168.26
HSCEI10454.278103.27
Russell 20001208.152767.269
iShares MSCI Australia26.5228.81

STRIKE DATE 03/07/2014
RETURN & BARRIERS
7.2% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0998356306
NEXT POTENTIAL MATURITY DATE 03/07/2019

EXPAND CLOSE
Natixis Large Cap Fixed Income Autocall July 14 GBP
ISIN: XS0998354608
STRIKE DATE: 03/07/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays219.35432.4
Tesla Motors229.25
Vodafone196.55120.2

STRIKE DATE 03/07/2014
RETURN & BARRIERS
1.95% Qtrly Fixed Income, 100% Annual Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0998354608
NEXT POTENTIAL MATURITY DATE 06/07/2015

EXPAND CLOSE
Nomura Int’l Titans Autocall + Index Protection Apr 2015 GBP
ISIN: XS1197336008
STRIKE DATE: 02/04/2015
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AT&T33.1323.5
HSBC582.31421.2
Vodafone222.2120.2
Total SA45.84580.21
FTSE 1006833.4610840.35

STRIKE DATE 02/04/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1197336008
NEXT POTENTIAL MATURITY DATE 02/01/2018

EXPAND CLOSE
CommerzBank Global Market Income September 2013 USD
ISIN: XS0966171604
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502893.156168.26
Nikkei 22514455.864425.95
iShares MSCI Brazil (EWZ)47.9141.58

STRIKE DATE 30/09/2013
RETURN & BARRIERS
1.7% Qtrly if above 80%(1st call end year 1) 50% Barrier (E)
P.A. RETURN
ISIN XS0966171604
NEXT POTENTIAL MATURITY DATE 01/10/2018

EXPAND CLOSE
CommerzBank Global Market Income September 2013 GBP
ISIN: XS0966171513
STRIKE DATE: 30/09/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502893.156168.26
Nikkei 22514455.864425.95
iShares MSCI Brazil (EWZ)47.9141.58

STRIKE DATE 30/09/2013
RETURN & BARRIERS
1.5% Qtrly if above 80%(1st call end year 1) 50% Barrier (E)
P.A. RETURN
ISIN XS0966171513
NEXT POTENTIAL MATURITY DATE 01/10/2018

EXPAND CLOSE
Citi Commodity June 2011 GBP
ISIN: XS0629175471
STRIKE DATE: 24/06/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future670478
Cotton Future165.2280.06
Sugar #11 World Future27.5421.13

STRIKE DATE 24/06/2011
RETURN & BARRIERS
4.5% Qtrly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0629175471
NEXT POTENTIAL MATURITY DATE 27/06/2016

EXPAND CLOSE
CS Brazil/Russia/China Jun 11 USD
ISIN: XS0628632779
STRIKE DATE: 24/06/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Brazil (EWZ)69.5741.58
Russian Depository Index2054.040
HSCEI12436.78103.27

STRIKE DATE 24/06/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0628632779
NEXT POTENTIAL MATURITY DATE 24/06/2016

EXPAND CLOSE
Natixis Eurostoxx/Taiwan/Russia 5yr Income Autocall Mar 13 GBP
ISIN: XS0899703267
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502681.676168.26
Russian Depository Index1666.480

STRIKE DATE 22/03/2013
RETURN & BARRIERS
2.25% Qtrly if above 80%, 100% Maturity from year 1, 50% Barrier (E)
P.A. RETURN
ISIN XS0899703267
NEXT POTENTIAL MATURITY DATE 22/03/2018

EXPAND CLOSE
Commerz Barclays/Tesco/Vodafone 5yr Income Autocall USD June 2013
ISIN: XS0946786844
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays260.127432.4
Tesco330.7534.6
Vodafone180.433120.2

STRIKE DATE 21/06/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0946786844
NEXT POTENTIAL MATURITY DATE 21/06/2018

EXPAND CLOSE
Commerz Blue Chip Memory Autocall March 2014 GBP
ISIN: XS1039696114
STRIKE DATE: 21/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Deutsche Telekom11.525.59
Barrick Gold Corp19.4
Yahoo! Inc37.9415.85

STRIKE DATE 21/03/2014
RETURN & BARRIERS
3% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1039696114
NEXT POTENTIAL MATURITY DATE 21/03/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 GBP
ISIN: XS1070069155
STRIKE DATE: 20/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006825.210840.35
Eurostoxx 503302.366168.26
iShares MSCI Brazil (EWZ)49.5641.58

STRIKE DATE 20/06/2014
RETURN & BARRIERS
5.25% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1070069155
NEXT POTENTIAL MATURITY DATE 20/06/2019

EXPAND CLOSE
Commerz Barclays/Tesco/Vodafone 5yr Income Autocall GBP June 2013
ISIN: XS0946756698
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays260.127432.4
Tesco330.7534.6
Vodafone180.433120.2

STRIKE DATE 21/06/2013
RETURN & BARRIERS
3% qtrly if above 75%, no call until yr1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0946756698
NEXT POTENTIAL MATURITY DATE 21/06/2018

EXPAND CLOSE
BNP Global Giants High Performance Investment Sept 2014 GBP
ISIN: XS1061865538
STRIKE DATE: 19/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV88.2872.92
Apple Inc100.96342
Royal Dutch Shell (GBp)2401.53908
Toyota Motor Corp64923029

STRIKE DATE 19/09/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS1061865538
NEXT POTENTIAL MATURITY DATE 19/12/2017

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 EUR
ISIN: DE000CB0CQE8
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index (EUR)1323.130
HSCEI10395.58103.27
iShares MSCI Brazil (EWZ)49.4641.58

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN DE000CB0CQE8
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Triple Market Autocall June 2014 USD
ISIN: XS1076774378
STRIKE DATE: 19/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503314.86168.26
HSCEI10395.58103.27
iShares MSCI Brazil (EWZ)49.4641.58

STRIKE DATE 19/06/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1076774378
NEXT POTENTIAL MATURITY DATE 19/06/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 GBP
ISIN: XS1149776590
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35517.545
RWE26.2557.92
EDF22.70512
BP413610.5

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149776590
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 USD
ISIN: XS1149736453
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35517.545
RWE26.2557.92
EDF22.70512
BP413610.5

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149736453
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Natixis 6yr Safe Haven Pheonix AC Dec 2014 USD
ISIN: XS1035508404
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.776168.26
SMI9013.1114349.51
S&P/ASX 2005210.7768719.719
S&P/TSX 60838.042138.906

STRIKE DATE 18/12/2014
RETURN & BARRIERS
semi-annual 4.5% if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1035508404
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura FTSE-Nikkei 5yr Autocall Dec 2014 GBP
ISIN: XS1144479513
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610840.35
Nikkei 22517210.0564425.95

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.3% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1144479513
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE