INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis FTSE/S&P/China/Eurostoxx 95% Autocall Dec 2013 GBP
ISIN: XS0947179650
STRIKE DATE: 13/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006439.9610639.17
S&P 5001775.327408.3
HSCEI11025.828352.67
Eurostoxx 502921.926210.17

STRIKE DATE 13/12/2013
RETURN & BARRIERS
4% Semi-annual, 95% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947179650
NEXT POTENTIAL MATURITY DATE 13/06/2014

EXPAND CLOSE
MS FTSE/Oil Dec 11 GBP
ISIN: XS0704792570
STRIKE DATE: 12/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005427.8610639.17
S&P GSCI CrudeOil Excess Return540.5345241.217

STRIKE DATE 12/12/2011
RETURN & BARRIERS
8.3% Semi, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0704792570
NEXT POTENTIAL MATURITY DATE 12/06/2014

EXPAND CLOSE
MS FTSE/Oil Dec 10 GBP
ISIN: XS0554831320
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005812.9510639.17
S&P GSCI CrudeOil Excess Return534.2013241.217

STRIKE DATE 10/12/2010
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0554831320
NEXT POTENTIAL MATURITY DATE 10/06/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall June 13 GBP
ISIN: XS0932037632
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006411.9910639.17
S&P 5001643.387408.3

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0932037632
NEXT POTENTIAL MATURITY DATE 09/06/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall May 2013 USD
ISIN: XS0884335489
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7947.0114214.95
OMX Stockholm 301214.773167.097
S&P/TSX 60726.272073.413
S&P/ASX 2004926.5698838.994

STRIKE DATE 31/05/2013
RETURN & BARRIERS
5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884335489
NEXT POTENTIAL MATURITY DATE 02/06/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall May 2013 GBP
ISIN: XS0884335059
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7947.0114214.95
OMX Stockholm 301214.773167.097
S&P/TSX 60726.272073.413
S&P/ASX 2004926.5698838.994

STRIKE DATE 31/05/2013
RETURN & BARRIERS
4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884335059
NEXT POTENTIAL MATURITY DATE 02/06/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall May 2013 USD
ISIN: XS0884349787
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8168.7814214.95
OMX Stockholm 301217.063167.097
S&P/TSX 60727.282073.413
S&P/ASX 2004983.58838.994

STRIKE DATE 24/05/2013
RETURN & BARRIERS
8% Annually if above 80%; 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0884349787
NEXT POTENTIAL MATURITY DATE 27/05/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall May 2013 GBP
ISIN: XS0884347815
STRIKE DATE: 24/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8168.7814214.95
OMX Stockholm 301217.063167.097
S&P/TSX 60727.282073.413
S&P/ASX 2004983.58838.994

STRIKE DATE 24/05/2013
RETURN & BARRIERS
7% Annually if above 80%, 100% Autocall 50% Barrier (E)
P.A. RETURN
ISIN XS0884347815
NEXT POTENTIAL MATURITY DATE 27/05/2014

EXPAND CLOSE
MS Commodity May 11 GBP
ISIN: XS0611907592
STRIKE DATE: 06/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future686.25464
Cotton Future145.5679.84
Sugar #11 World Future20.4714.69

STRIKE DATE 06/05/2011
RETURN & BARRIERS
5% Semi, 95% cap protected,
P.A. RETURN
ISIN XS0611907592
NEXT POTENTIAL MATURITY DATE 06/05/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall November 2013 GBP
ISIN: XS0979093183
STRIKE DATE: 01/11/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006734.7410639.17
Nikkei 22514201.5766422.6

STRIKE DATE 01/11/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0979093183
NEXT POTENTIAL MATURITY DATE 01/05/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Apr 13 GBP
ISIN: XS0911987112
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006426.4210639.17
S&P 5001582.247408.3

STRIKE DATE 26/04/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0911987112
NEXT POTENTIAL MATURITY DATE 29/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 GBP
ISIN: XS0910944874
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3214214.95
OMX Stockholm 301194.663167.097
S&P/TSX 60697.282073.413
S&P/ASX 2005097.5088838.994

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944874
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 EUR
ISIN: XS0910944015
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3214214.95
OMX Stockholm 301194.663167.097
S&P/TSX 60697.282073.413
S&P/ASX 2005097.5088838.994

STRIKE DATE 26/04/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910944015
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall April 2013 USD
ISIN: XS0910945921
STRIKE DATE: 26/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7856.3214214.95
OMX Stockholm 301194.663167.097
S&P/TSX 60697.282073.413
S&P/ASX 2005097.5088838.994

STRIKE DATE 26/04/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0910945921
NEXT POTENTIAL MATURITY DATE 28/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 USD
ISIN: XS0497497320
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610639.17
S&P 5001192.137408.3
Eurostoxx 502949.656210.17

STRIKE DATE 16/04/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497497320
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Nomura World Indices Apr 10 GBP
ISIN: XS0497770437
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005743.9610639.17
S&P 5001192.137408.3
Eurostoxx 502949.656210.17

STRIKE DATE 16/04/2010
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497770437
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Mar 13 GBP
ISIN: XS0899368962
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006392.7610639.17
S&P 5001556.897408.3

STRIKE DATE 22/03/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0899368962
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
MS Commodity Mar 11 3yr Autocall GBP
ISIN: XS0593524662
STRIKE DATE: 23/03/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future681464
Cotton Future201.8779.84
Sugar #11 World Future26.5814.69

STRIKE DATE 23/03/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 95% Capital Protected
P.A. RETURN
ISIN XS0593524662
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall GBP Feb 2013
ISIN: XS0896973442
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7947.6844850.81
S&P/ASX 2005055.7678838.994
S&P/TSX 60730.152073.413
OMX Stockholm 301205.13167.097

STRIKE DATE 22/02/2013
RETURN & BARRIERS
4.1% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0896973442
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall August 2013 GBP
ISIN: XS0955028815
STRIKE DATE: 23/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.110639.17
Nikkei 22513660.5566422.6

STRIKE DATE 23/08/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0955028815
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE