INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura 3 Stock Pheonix Autocall Dec 2014 GBP
ISIN: XS1135310453
STRIKE DATE: 16/12/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.45125.3
Glaxo13481877
Barclays230.15456.6

STRIKE DATE 16/12/2014
RETURN & BARRIERS
6.1% Semi-Annual if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1135310453
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Citi China/Taiwan May 11 USD
ISIN: XS0616933437
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12960.88266.01
Taiwan TAIEX881048024.6

STRIKE DATE 27/05/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0616933437
NEXT POTENTIAL MATURITY DATE 27/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 EUR
ISIN: XS1035504320
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513905.82
OMX Stockholm 301447.533271.255
S&P/ASX 2005304.3058702.022
S&P/TSX 60878.692096.898

STRIKE DATE 21/11/2014
RETURN & BARRIERS
4.45% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504320
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 USD
ISIN: XS1035504593
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513905.82
OMX Stockholm 301447.533271.255
S&P/ASX 2005304.3058702.022
S&P/TSX 60878.692096.898

STRIKE DATE 21/11/2014
RETURN & BARRIERS
5.6% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504593
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall Nov 2014 GBP
ISIN: XS1125538600
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005454.3428702.022
S&P/TSX 60863.072096.898
SMI8915.3113905.82
OMX Stockholm 301415.63271.255

STRIKE DATE 14/11/2014
RETURN & BARRIERS
5.15% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1125538600
NEXT POTENTIAL MATURITY DATE 15/05/2015

EXPAND CLOSE
RBC 5yr 3 Stock Phoenix Autocall GBP Feb 2014
ISIN: XS0988248984
STRIKE DATE: 14/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone224.09125.3
Intl Consolidated Airline446.4428.2
RBS342.6347.6

STRIKE DATE 14/02/2014
RETURN & BARRIERS
2.25% Qtrly if all above 75%, 100% Autocall from 6mth, 50% Barrier (E)
P.A. RETURN
ISIN XS0988248984
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 5yr Semi-Annual AC Nov 2014 GBP
ISIN: XS1130249417
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.3710679.99
Eurostoxx 503059.996272.5

STRIKE DATE 14/11/2014
RETURN & BARRIERS
3.5% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1130249417
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Nomura FTSE-Eurostoxx Semi-Annual AC Oct 2014 EUR
ISIN: XS1126279790
STRIKE DATE: 31/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006546.4710679.99
Eurostoxx 503113.326272.5

STRIKE DATE 31/10/2014
RETURN & BARRIERS
3.3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1126279790
NEXT POTENTIAL MATURITY DATE 30/04/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 5 Yr Autocall April 2014 GBP
ISIN: XS1051614094
STRIKE DATE: 24/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100670310679.99
Nikkei 22514404.9965513.99

STRIKE DATE 24/04/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1051614094
NEXT POTENTIAL MATURITY DATE 24/04/2015

EXPAND CLOSE
UBS TWSE-SMI-TSX60-OMX SA Pheonix Autocall Apr 2014 CHF
ISIN: XS1060945604
STRIKE DATE: 23/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX8956.9248024.6
SMI8443.2613905.82
S&P/TSX 60829.282096.898
OMX Stockholm 301353.063271.255

STRIKE DATE 23/04/2014
RETURN & BARRIERS
4% Semi-Annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1060945604
NEXT POTENTIAL MATURITY DATE 23/04/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 6 Yr Autocall October 2014 GBP
ISIN: XS1116335099
STRIKE DATE: 17/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006310.2910679.99
Nikkei 22514532.5165513.99

STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.5% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1116335099
NEXT POTENTIAL MATURITY DATE 17/04/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall with Back-Stop Oct 2014 GBP
ISIN: XS1111223001
STRIKE DATE: 10/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005188.2538702.022
S&P/TSX 60822.932096.898
SMI8374.5913905.82
OMX Stockholm 301302.343271.255

STRIKE DATE 10/10/2014
RETURN & BARRIERS
5% Semi-annual, 100% Autocall, 30% Final Coupon if all above 95%, 60% Barrier (E)
P.A. RETURN
ISIN XS1111223001
NEXT POTENTIAL MATURITY DATE 10/04/2015

EXPAND CLOSE
Commerz FTSE-IBEX-HSI 6yr Qtrly Autocall Oct 2014 GBP
ISIN: XS1120658064
STRIKE DATE: 07/10/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.610679.99
IBEX 3510430.719573.4
HSI23422.5224761.13

STRIKE DATE 07/10/2014
RETURN & BARRIERS
2.25% Qtrly, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1120658064
NEXT POTENTIAL MATURITY DATE 08/04/2015

EXPAND CLOSE
MS FTSE 100 Protected Growth Mar 12 GBP
ISIN: XS0733684210
STRIKE DATE: 29/03/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100574210679.99

STRIKE DATE 29/03/2012
RETURN & BARRIERS
35% if FTSE up 10% after 3 years, If not, 1 for 1 growth.
P.A. RETURN
ISIN XS0733684210
NEXT POTENTIAL MATURITY DATE 30/03/2015

EXPAND CLOSE
UBS FTSE-Eurostoxx 6yr Semi-annual Autocall Sept 2014 GBP
ISIN: XS1107209808
STRIKE DATE: 26/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006649.3910679.99
Eurostoxx 503219.586272.5

STRIKE DATE 26/09/2014
RETURN & BARRIERS
3.75% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1107209808
NEXT POTENTIAL MATURITY DATE 26/03/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr Semi-Annual Autocall Sept 2014 GBP
ISIN: XS1108691699
STRIKE DATE: 26/09/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006649.3910679.99
Eurostoxx 503219.586272.5

STRIKE DATE 26/09/2014
RETURN & BARRIERS
3.75% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1108691699
NEXT POTENTIAL MATURITY DATE 26/03/2015

EXPAND CLOSE
Commerz ASX200-TSX60-Eurostoxx-Nikkei 6y Pheonix AC Sept 2014 USD
ISIN: XS1113412735
STRIKE DATE: 25/09/2014
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 2005382.1668702.022
S&P/TSX 60860.562096.898
Eurostoxx 503202.316272.5
Nikkei 22516374.1465513.99

STRIKE DATE 25/09/2014
RETURN & BARRIERS
3.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1113412735
NEXT POTENTIAL MATURITY DATE 25/03/2015

EXPAND CLOSE
MS Eurostoxx/Oil Mar 10 EUR
ISIN: XS0480579340
STRIKE DATE: 19/03/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502897.956272.5
S&P GSCI CrudeOil Excess Return556.573260.455

STRIKE DATE 19/03/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0480579340
NEXT POTENTIAL MATURITY DATE 19/03/2015

EXPAND CLOSE
RBC FTSE-Russell 2000-Eurostoxx-HSCEI SA Pheonix AC March 14 GBP
ISIN: XS1015512020
STRIKE DATE: 14/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006527.8910679.99
Russell 20001181.4132835.574
Eurostoxx 503004.646272.5
HSCEI9298.648266.01

STRIKE DATE 14/03/2014
RETURN & BARRIERS
4% Semi if all above 80%, Autocall 100% from yr1, 60% Barrier (E)
P.A. RETURN
ISIN XS1015512020
NEXT POTENTIAL MATURITY DATE 16/03/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 6 Yr Autocall August 2014 GBP
ISIN: XS1098735944
STRIKE DATE: 29/08/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006819.810679.99
Nikkei 22515476.665513.99

STRIKE DATE 29/08/2014
RETURN & BARRIERS
3.4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1098735944
NEXT POTENTIAL MATURITY DATE 02/03/2015

EXPAND CLOSE