INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1004940.710679.03

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 1005267.6210679.03
S&P GSCI CrudeOil Excess Return496.89179.089

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 1005267.6210679.03
S&P 5001295.227483.24

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 1005868.5510679.03
S&P GSCI CrudeOil Excess Return450.7553179.089

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 1005849.910679.03
Eurostoxx 502515.996412.68
United States Oil Fund31.78103.98

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 1005651.7910679.03
S&P 5001370.267483.24

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 1005996.0110679.03
S&P 5001319.687483.24

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
HSCEI9965.187699.76
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 1005965.610679.03
S&P 5001404.177483.24

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 1005990.9310679.03
S&P GSCI Gold index122.6982244.9074

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
HSCEI11405.227699.76
Taiwan TAIEX7862.2746780.62

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 1005847.1110679.03
S&P GSCI CrudeOil Excess Return498.6672179.089

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 1005733.510679.03
S&P 5001316.337483.24

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
HSCEI9398.857699.76
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 1005881.3710679.03
S&P GSCI Gold index115.2348244.9074

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 1005881.3710679.03
S&P 5001276.347483.24

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
Eurostoxx/S&P/Nikkei July 2011 GBP
ISIN: XS0634881519
STRIKE DATE: 15/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502675.386412.68
S&P 5001316.147483.24
Nikkei 2259974.4769744.07

STRIKE DATE 15/07/2011
RETURN & BARRIERS
5% Semi-annual, 105% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0634881519
NEXT POTENTIAL MATURITY DATE 15/01/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall June 2012 GBP
ISIN: XS0788679818
STRIKE DATE: 29/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005571.1510679.03
S&P GSCI CrudeOil Excess Return458.22179.089

STRIKE DATE 29/06/2012
RETURN & BARRIERS
6.1% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0788679818
NEXT POTENTIAL MATURITY DATE 31/12/2012

EXPAND CLOSE
Natixis China/Taiwan Autocall June 2012 USD
ISIN: XS0787653483
STRIKE DATE: 22/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9504.197699.76
iShares MSCI Taiwan256.83

STRIKE DATE 22/06/2012
RETURN & BARRIERS
7.25% semi, 100% at maturity, 50% barrier (E)
P.A. RETURN
ISIN XS0787653483
NEXT POTENTIAL MATURITY DATE 24/12/2012

EXPAND CLOSE
Commerz China/Taiwan/Eurostoxx Dec 11 EUR
ISIN: XS0705989902
STRIKE DATE: 15/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9678.867699.76
iShares MSCI Taiwan241.84
Eurostoxx 502224.896412.68

STRIKE DATE 15/12/2011
RETURN & BARRIERS
9% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705989902
NEXT POTENTIAL MATURITY DATE 17/12/2012

EXPAND CLOSE