INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Global Giants High Performance Investment June 2014 GBP
ISIN: XS1029876163
STRIKE DATE: 06/06/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV81.0672.92
Apple Inc92.2243342
Royal Dutch Shell (GBp)2361.53908
Toyota Motor Corp58693029

STRIKE DATE 06/06/2014
RETURN & BARRIERS
2.4% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS1029876163
NEXT POTENTIAL MATURITY DATE 08/09/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall March 2014 GBP
ISIN: XS1032915263
STRIKE DATE: 07/03/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006712.6710840.35
Nikkei 22515274.0764425.95

STRIKE DATE 07/03/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1032915263
NEXT POTENTIAL MATURITY DATE 08/09/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall August 2013 GBP
ISIN: XS0884345793
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3414349.51
OMX Stockholm 301253.793256.08
S&P/TSX 60717.532138.906
S&P/ASX 2005055.2118719.719

STRIKE DATE 09/08/2013
RETURN & BARRIERS
8% Annually if above 80%; 50% Barrier (E)
P.A. RETURN
ISIN XS0884345793
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall August 2013 USD
ISIN: XS0884332387
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3414349.51
OMX Stockholm 301253.793256.08
S&P/TSX 60717.532138.906
S&P/ASX 2005055.2118719.719

STRIKE DATE 09/08/2013
RETURN & BARRIERS
9% Annually if above 80%, 50% Barrier (E)
P.A. RETURN
ISIN XS0884332387
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall August 2013 GBP
ISIN: XS0884345280
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3414349.51
OMX Stockholm 301253.793256.08
S&P/TSX 60717.532138.906
S&P/ASX 2005055.2118719.719

STRIKE DATE 09/08/2013
RETURN & BARRIERS
5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884345280
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall August 2013 USD
ISIN: XS0884331736
STRIKE DATE: 09/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7977.3414349.51
OMX Stockholm 301253.793256.08
S&P/TSX 60717.532138.906
S&P/ASX 2005055.2118719.719

STRIKE DATE 09/08/2013
RETURN & BARRIERS
5.75% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884331736
NEXT POTENTIAL MATURITY DATE 11/08/2014

EXPAND CLOSE
UBS China-Taiwan-Spain 5yr Semi Annual Autocall Feb 14 USD
ISIN: XS1014188806
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9645.398103.27
iShares MSCI Taiwan293.19
IBEX 3510072.419177.7

STRIKE DATE 07/02/2014
RETURN & BARRIERS
6% Semi-Annual, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1014188806
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
UBS China-Taiwan-Spain 5yr Semi Annual Autocall Feb 14 GBP
ISIN: XS1014189010
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI9645.398103.27
iShares MSCI Taiwan293.19
IBEX 3510072.419177.7

STRIKE DATE 07/02/2014
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1014189010
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall Feb 2014 GBP
ISIN: XS1015234468
STRIKE DATE: 07/02/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006571.6810840.35
Nikkei 22514462.4164425.95

STRIKE DATE 07/02/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1015234468
NEXT POTENTIAL MATURITY DATE 07/08/2014

EXPAND CLOSE
UBS FTSE Oil 5 yr Autocall July 2013 GBP
ISIN: XS0950979798
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006554.7910840.35
S&P GSCI CrudeOil Excess Return539.01268.082

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4.25% Semi-annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0950979798
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 EUR
ISIN: XS0884341883
STRIKE DATE: 26/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7796.8414349.51
OMX Stockholm 301227.863256.08
S&P/TSX 60727.592138.906
S&P/ASX 2005042.0268719.719

STRIKE DATE 26/07/2013
RETURN & BARRIERS
4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884341883
NEXT POTENTIAL MATURITY DATE 28/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 GBP
ISIN: XS1050800850
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1050800850
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
Commerz Blue Chip Memory Autocall April 2014 USD
ISIN: XS1055479353
STRIKE DATE: 25/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barrick Gold Corp17.89
Tesla Motors199.85
Yahoo! Inc34.4815.85

STRIKE DATE 25/04/2014
RETURN & BARRIERS
6% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1055479353
NEXT POTENTIAL MATURITY DATE 25/07/2014

EXPAND CLOSE
BNP Global Giants High Performance Investment Apr 2014 GBP
ISIN: XS0993306355
STRIKE DATE: 17/04/2014
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
AnheuserBusch InBev NV78.5272.92
Apple Inc74.991342
Royal Dutch Shell (GBp)22443908
Toyota Motor Corp55123029

STRIKE DATE 17/04/2014
RETURN & BARRIERS
2.3% Qtrly, Autocall 100%, 50% Barrier (E)
P.A. RETURN
ISIN XS0993306355
NEXT POTENTIAL MATURITY DATE 17/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 USD
ISIN: XS0884344473
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9814349.51
OMX Stockholm 301167.523256.08
S&P/TSX 60694.422138.906
S&P/ASX 2004841.7488719.719

STRIKE DATE 05/07/2013
RETURN & BARRIERS
8.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884344473
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 GBP
ISIN: XS0884340992
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9814349.51
OMX Stockholm 301167.523256.08
S&P/TSX 60694.422138.906
S&P/ASX 2004841.7488719.719

STRIKE DATE 05/07/2013
RETURN & BARRIERS
4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884340992
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis World-Wide Classic 5yr Autocall July 2013 USD
ISIN: XS0884345108
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9814349.51
OMX Stockholm 301167.523256.08
S&P/TSX 60694.422138.906
S&P/ASX 2004841.7488719.719

STRIKE DATE 05/07/2013
RETURN & BARRIERS
5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884345108
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
Natixis Worldwide Phoenix 5 Yr Autocall July 2013 GBP
ISIN: XS0884342006
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI7781.9814349.51
OMX Stockholm 301167.523256.08
S&P/TSX 60694.422138.906
S&P/ASX 2004841.7488719.719

STRIKE DATE 05/07/2013
RETURN & BARRIERS
7.25% Annually if above 80%; 50% (E) barrier
P.A. RETURN
ISIN XS0884342006
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 GBP
ISIN: XS0891937962
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.35109.14
Eurostoxx 502596.016168.26

STRIKE DATE 05/07/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937962
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE
RBC Cross Continental Income July 2013 USD
ISIN: XS0891937616
STRIKE DATE: 05/07/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russian Depository Index1490.720
iShares MSCI Taiwan Fund13.35109.14
Eurostoxx 502596.016168.26

STRIKE DATE 05/07/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0891937616
NEXT POTENTIAL MATURITY DATE 07/07/2014

EXPAND CLOSE