INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura FTSE/Nikkei 5 Yr Autocall July 2013 GBP
ISIN: XS0947767918
STRIKE DATE: 19/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006630.6710772.67
Nikkei 22514589.9168308.59

STRIKE DATE 19/07/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0947767918
NEXT POTENTIAL MATURITY DATE 20/01/2014

EXPAND CLOSE
MS World Indices Jan 11 GBP
ISIN: XS0562509215
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006002.110772.67
S&P 5001293.247798.99
Eurostoxx 502920.46545.47

STRIKE DATE 14/01/2011
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0562509215
NEXT POTENTIAL MATURITY DATE 14/01/2014

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall June 2013 GBP
ISIN: XS0941625641
STRIKE DATE: 28/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006215.4710772.67
S&P GSCI CrudeOil Excess Return495.06213.166

STRIKE DATE 28/06/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0941625641
NEXT POTENTIAL MATURITY DATE 30/12/2013

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall June 2013 GBP
ISIN: XS0938221883
STRIKE DATE: 21/06/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006116.1710772.67
Nikkei 22513230.1368308.59

STRIKE DATE 21/06/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0938221883
NEXT POTENTIAL MATURITY DATE 24/12/2013

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Dec 2012 USD
ISIN: XS0852987394
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410772.67
HSCEI10919.248426.49
S&P GSCI CrudeOil Excess Return453.91213.166

STRIKE DATE 07/12/2012
RETURN & BARRIERS
10.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0852987394
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall FTSE/China/Oil Dec 2012 GBP
ISIN: XS0852983641
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410772.67
HSCEI10919.248426.49
S&P GSCI CrudeOil Excess Return453.91213.166

STRIKE DATE 07/12/2012
RETURN & BARRIERS
9% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0852983641
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
Commerz FTSE/S&P December 2012 GBP
ISIN: XS0854703377
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005914.410772.67
S&P 5001418.077798.99

STRIKE DATE 07/12/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0854703377
NEXT POTENTIAL MATURITY DATE 09/12/2013

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall May 2013 GBP
ISIN: XS0923115116
STRIKE DATE: 31/05/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006583.0910772.67
S&P GSCI CrudeOil Excess Return472.6452213.166

STRIKE DATE 31/05/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0923115116
NEXT POTENTIAL MATURITY DATE 02/12/2013

EXPAND CLOSE
MS World Indices Nov 10 GBP
ISIN: XS0545664921
STRIKE DATE: 05/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005875.3510772.67
S&P 5001225.857798.99
Eurostoxx 502875.946545.47

STRIKE DATE 05/11/2010
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0545664921
NEXT POTENTIAL MATURITY DATE 05/11/2013

EXPAND CLOSE
Citi FTSE/S&P Nov 10 GBP
ISIN: XS0543636640
STRIKE DATE: 05/11/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005875.3510772.67
S&P 5001225.857798.99

STRIKE DATE 05/11/2010
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0543636640
NEXT POTENTIAL MATURITY DATE 05/11/2013

EXPAND CLOSE
RBS FTSE/S&P November 2012 GBP
ISIN: XS0783248056
STRIKE DATE: 02/11/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005868.5510772.67
S&P 5001414.27798.99

STRIKE DATE 02/11/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0783248056
NEXT POTENTIAL MATURITY DATE 04/11/2013

EXPAND CLOSE
RBS World Indices Oct 10 GBP
ISIN: GB00B52C0H56
STRIKE DATE: 25/10/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005751.9810772.67
S&P 5001185.627798.99
Eurostoxx 502871.486545.47

STRIKE DATE 25/10/2010
RETURN & BARRIERS
18.25% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN GB00B52C0H56
NEXT POTENTIAL MATURITY DATE 25/10/2013

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall April 2013 GBP
ISIN: XS0908256406
STRIKE DATE: 19/04/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006286.5610772.67
S&P GSCI CrudeOil Excess Return454.79213.166

STRIKE DATE 19/04/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0908256406
NEXT POTENTIAL MATURITY DATE 21/10/2013

EXPAND CLOSE
Commerz FTSE/S&P September 2012 GBP
ISIN: XS0818043894
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210772.67
S&P 5001460.157798.99

STRIKE DATE 21/09/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0818043894
NEXT POTENTIAL MATURITY DATE 30/09/2013

EXPAND CLOSE
Commerz FTSE/S&P September 2012 GBP
ISIN: XS0830932850
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210772.67
S&P 5001460.157798.99

STRIKE DATE 21/09/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0830932850
NEXT POTENTIAL MATURITY DATE 30/09/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Sep 2012 GBP
ISIN: XS0817834384
STRIKE DATE: 21/09/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005852.6210772.67
S&P GSCI CrudeOil Excess Return495.58213.166

STRIKE DATE 21/09/2012
RETURN & BARRIERS
5.5% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0817834384
NEXT POTENTIAL MATURITY DATE 23/09/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Mar 2013 GBP
ISIN: XS0893370204
STRIKE DATE: 15/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006489.610772.67
S&P GSCI CrudeOil Excess Return485.05213.166

STRIKE DATE 15/03/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0893370204
NEXT POTENTIAL MATURITY DATE 16/09/2013

EXPAND CLOSE
MS World Indices Aug 10 EUR
ISIN: XS0524255063
STRIKE DATE: 20/08/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005195.2810772.67
S&P 5001071.697798.99
Eurostoxx 502643.986545.47

STRIKE DATE 20/08/2010
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0524255063
NEXT POTENTIAL MATURITY DATE 20/08/2013

EXPAND CLOSE
MS World Indices Aug 10 GBP
ISIN: XS0524254330
STRIKE DATE: 20/08/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005195.2810772.67
S&P 5001071.697798.99
Eurostoxx 502643.986545.47

STRIKE DATE 20/08/2010
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0524254330
NEXT POTENTIAL MATURITY DATE 20/08/2013

EXPAND CLOSE
MS FTSE/Oil Feb 11 GBP
ISIN: XS0585521197
STRIKE DATE: 18/02/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006082.9910772.67
S&P GSCI CrudeOil Excess Return516.1391213.166

STRIKE DATE 18/02/2011
RETURN & BARRIERS
5.4% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0585521197
NEXT POTENTIAL MATURITY DATE 19/08/2013

EXPAND CLOSE