INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1005847.1110772.67
S&P GSCI CrudeOil Excess Return498.6672213.166

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 1005733.510772.67
S&P 5001316.337798.99

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
HSCEI9398.858426.49
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 1005881.3710772.67
S&P GSCI Gold index115.2348258.6468

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 1005881.3710772.67
S&P 5001276.347798.99

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 502675.386545.47
S&P 5001316.147798.99
Nikkei 2259974.4768308.59

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 1005571.1510772.67
S&P GSCI CrudeOil Excess Return458.22213.166

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
HSCEI9504.198426.49
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
HSCEI9678.868426.49
iShares MSCI Taiwan241.84
Eurostoxx 502224.896545.47

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
MS FTSE/S&P Dec 11 GBP
ISIN: XS0704581361
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 1005427.8610772.67
S&P 5001236.477798.99

STRIKE DATE 12/12/2011
RETURN & BARRIERS
12.5% p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0704581361
NEXT POTENTIAL MATURITY DATE 12/12/2012

EXPAND CLOSE
Citi FTSE/S&P Dec 10 GBP
ISIN: XS0560202920
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100581310772.67
S&P 5001240.47798.99

STRIKE DATE 10/12/2010
RETURN & BARRIERS
8.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0560202920
NEXT POTENTIAL MATURITY DATE 10/12/2012

EXPAND CLOSE
Citi FTSE/S&P Dec 10 EUR
ISIN: XS0554697416
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100581310772.67
S&P 5001240.47798.99

STRIKE DATE 10/12/2010
RETURN & BARRIERS
9% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0554697416
NEXT POTENTIAL MATURITY DATE 10/12/2012

EXPAND CLOSE
Natixis China/Taiwan Autocall May 2012 USD
ISIN: XS0775395816
STRIKE DATE: 18/05/2012
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9577.188426.49
iShares MSCI Taiwan255.48

STRIKE DATE 18/05/2012
RETURN & BARRIERS
7.2% semi, 100% at maturity, 50% barrier (E)
P.A. RETURN
ISIN XS0775395816
NEXT POTENTIAL MATURITY DATE 19/11/2012

EXPAND CLOSE
Commerz FTSE/S&P Oct 11 GBP
ISIN: XS0683494438
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005702.210772.67
S&P 5001285.097798.99

STRIKE DATE 28/10/2011
RETURN & BARRIERS
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0683494438
NEXT POTENTIAL MATURITY DATE 01/11/2012

EXPAND CLOSE
MS FTSE/S&P/Eurostoxx Oct 11 EUR
ISIN: XS0690436588
STRIKE DATE: 28/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005702.210772.67
S&P 5001285.097798.99
Eurostoxx 502462.366545.47

STRIKE DATE 28/10/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0690436588
NEXT POTENTIAL MATURITY DATE 29/10/2012

EXPAND CLOSE
Commerz Metals Coupon Counter Oct 11 USD
ISIN: XS0679201714
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Gold (London PM)1642.51178
Silver (London Fix)30.815.98
Copper (LME)706214285

STRIKE DATE 21/10/2011
RETURN & BARRIERS
5.5% p.a. Per Index, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679201714
NEXT POTENTIAL MATURITY DATE 25/10/2012

EXPAND CLOSE
Commerz Metals Coupon Counter Oct 11 GBP
ISIN: XS0679133370
STRIKE DATE: 21/10/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Gold (London PM)1642.51178
Silver (London Fix)30.815.98
Copper (LME)706214285

STRIKE DATE 21/10/2011
RETURN & BARRIERS
5.5% p.a. Per Index, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679133370
NEXT POTENTIAL MATURITY DATE 25/10/2012

EXPAND CLOSE
MS FTSE/S&P Sept 11 GBP
ISIN: XS0664545760
STRIKE DATE: 16/09/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005368.4110772.67
S&P 5001216.017798.99

STRIKE DATE 16/09/2011
RETURN & BARRIERS
10% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0664545760
NEXT POTENTIAL MATURITY DATE 17/09/2012

EXPAND CLOSE
Citi FTSE/S&P Sept 10 GBP
ISIN: XS0528409708
STRIKE DATE: 17/09/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005508.510772.67
S&P 5001125.597798.99

STRIKE DATE 17/09/2010
RETURN & BARRIERS
10.5 p.a, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0528409708
NEXT POTENTIAL MATURITY DATE 17/09/2012

EXPAND CLOSE
Commerz China/Taiwan Dec 11 USD
ISIN: XS0705309531
STRIKE DATE: 15/12/2011
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9678.868426.49
iShares MSCI Taiwan241.84

STRIKE DATE 15/12/2011
RETURN & BARRIERS
8% Semi-annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705309531
NEXT POTENTIAL MATURITY DATE 15/06/2012

EXPAND CLOSE