INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1005195.2810639.17
S&P 5001071.697408.3
Eurostoxx 502643.986210.17

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 1005195.2810639.17
S&P 5001071.697408.3
Eurostoxx 502643.986210.17

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 1006082.9910639.17
S&P GSCI CrudeOil Excess Return516.1391241.217

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
UBS FTSE/Oil 5y Autocall Feb 2013 GBP
ISIN: XS0879077591
STRIKE DATE: 15/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006328.2610639.17
S&P GSCI CrudeOil Excess Return500.77241.217

STRIKE DATE 15/02/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0879077591
NEXT POTENTIAL MATURITY DATE 15/08/2013

EXPAND CLOSE
Commerz FTSE/S&P Aug 2012 GBP
ISIN: XS0804354107
STRIKE DATE: 10/08/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005847.1110639.17
S&P 5001405.877408.3

STRIKE DATE 10/08/2012
RETURN & BARRIERS
8% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0804354107
NEXT POTENTIAL MATURITY DATE 12/08/2013

EXPAND CLOSE
MS FTSE/Oil July 11 GBP
ISIN: XS0642680408
STRIKE DATE: 29/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005815.1910639.17
S&P GSCI CrudeOil Excess Return532.87241.217

STRIKE DATE 29/07/2011
RETURN & BARRIERS
5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0642680408
NEXT POTENTIAL MATURITY DATE 29/07/2013

EXPAND CLOSE
UBS FTSE/Oil 5y Autocall Jan 2013 GBP
ISIN: XS0867274390
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110639.17
S&P GSCI CrudeOil Excess Return501.71241.217

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4.75% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0867274390
NEXT POTENTIAL MATURITY DATE 18/07/2013

EXPAND CLOSE
MS FTSE Only July 11 GBP
ISIN: XS0635023590
STRIKE DATE: 08/07/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005990.5810639.17

STRIKE DATE 08/07/2011
RETURN & BARRIERS
7% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0635023590
NEXT POTENTIAL MATURITY DATE 08/07/2013

EXPAND CLOSE
Commerz FTSE/S&P June 2012 GBP
ISIN: XS0787640159
STRIKE DATE: 22/06/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005513.6910639.17
S&P 5001335.027408.3

STRIKE DATE 22/06/2012
RETURN & BARRIERS
8.5% p.a., 100% maturity, 50% barrier (A)
P.A. RETURN
ISIN XS0787640159
NEXT POTENTIAL MATURITY DATE 24/06/2013

EXPAND CLOSE
Nomura EEM 4yr 90% Capital Protected Growth Jun 09
ISIN: XS0433047478
STRIKE DATE: 02/06/2009
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Nomura
TYPE Note
CURRENCY
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Emerging Markets (EEM)34.1464.6

STRIKE DATE 02/06/2009
RETURN & BARRIERS
Growth capped at 37%, 90% Cap Protected.
P.A. RETURN
ISIN XS0433047478
NEXT POTENTIAL MATURITY DATE 17/06/2013

    EXPAND CLOSE
    UBS FTSE/Oil 5y Autocall Dec 2012 GBP
    ISIN: XS0853139912
    STRIKE DATE: 07/12/2012
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005914.410639.17
    S&P GSCI CrudeOil Excess Return453.91241.217

    STRIKE DATE 07/12/2012
    RETURN & BARRIERS
    5% Semi-annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0853139912
    NEXT POTENTIAL MATURITY DATE 07/06/2013

    EXPAND CLOSE
    MS FTSE Only May 11 GBP
    ISIN: XS0622322773
    STRIKE DATE: 28/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005938.8710639.17

    STRIKE DATE 28/05/2013
    RETURN & BARRIERS
    7% p.a., 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0622322773
    NEXT POTENTIAL MATURITY DATE 27/05/2011

    EXPAND CLOSE
    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 1004940.710639.17

    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 1005267.6210639.17
    S&P GSCI CrudeOil Excess Return496.89241.217

    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 1005267.6210639.17
    S&P 5001295.227408.3

    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 1005868.5510639.17
    S&P GSCI CrudeOil Excess Return450.7553241.217

    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 1005849.910639.17
    Eurostoxx 502515.996210.17
    United States Oil Fund31.78139.49

    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 1005651.7910639.17
    S&P 5001370.267408.3

    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 1005996.0110639.17
    S&P 5001319.687408.3

    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
    HSCEI9965.188352.67
    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