INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS FTSE-SMI-OMX-TSX6 Yr Semi-Annual Autocall Dec 2013 USD
ISIN: XS1009476414
STRIKE DATE: 23/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006678.6110840.35
SMI8107.114349.51
OMX Stockholm 301320.563256.08
S&P/TSX 60773.992138.906

STRIKE DATE 23/12/2013
RETURN & BARRIERS
5% semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1009476414
NEXT POTENTIAL MATURITY DATE 23/06/2014

EXPAND CLOSE
Natixis Taiwan-Aus-Sweden-Canada 6yr Pheonix AC Dec 2013 CHF
ISIN: XS0947188057
STRIKE DATE: 20/12/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
iShares MSCI Taiwan295.32
S&P/ASX 2005265.2178719.719
OMX Stockholm 301309.923256.08
S&P/TSX 60770.582138.906

STRIKE DATE 20/12/2013
RETURN & BARRIERS
4% Semi-annual if all above 75%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0947188057
NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall June 2013 EUR
    ISIN: XS0884341701
    STRIKE DATE: 21/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7421.0614349.51
    OMX Stockholm 301138.63256.08
    S&P/TSX 60689.382138.906
    S&P/ASX 2004738.88719.719

    STRIKE DATE 21/06/2013
    RETURN & BARRIERS
    3.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884341701
    NEXT POTENTIAL MATURITY DATE 23/06/2014

    EXPAND CLOSE
    MS FTSE/Oil June 2011 GBP
    ISIN: XS0626574643
    STRIKE DATE: 17/06/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005714.9410840.35
    S&P GSCI CrudeOil Excess Return522.4882268.082

    STRIKE DATE 17/06/2011
    RETURN & BARRIERS
    5.75% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0626574643
    NEXT POTENTIAL MATURITY DATE 17/06/2014

    EXPAND CLOSE
    BNP Global Giants High Performance Investment Mar 2014 GBP
    ISIN: XS0993383776
    STRIKE DATE: 14/03/2014
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    AnheuserBusch InBev NV72.1672.92
    Apple Inc74.953342
    Royal Dutch Shell (GBp)21433908
    Toyota Motor Corp55513029

    STRIKE DATE 14/03/2014
    RETURN & BARRIERS
    2.25% Qtrly, Autocall 100%, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0993383776
    NEXT POTENTIAL MATURITY DATE 16/06/2014

    EXPAND CLOSE
    Natixis FTSE/S&P/China/Eurostoxx 95% Autocall Dec 2013 GBP
    ISIN: XS0947179650
    STRIKE DATE: 13/12/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006439.9610840.35
    S&P 5001775.327744.06
    HSCEI11025.828103.27
    Eurostoxx 502921.926168.26

    STRIKE DATE 13/12/2013
    RETURN & BARRIERS
    4% Semi-annual, 95% Autocall, 60% Barrier (E)
    P.A. RETURN
    ISIN XS0947179650
    NEXT POTENTIAL MATURITY DATE 13/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 11 GBP
    ISIN: XS0704792570
    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 1005427.8610840.35
    S&P GSCI CrudeOil Excess Return540.5345268.082

    STRIKE DATE 12/12/2011
    RETURN & BARRIERS
    8.3% Semi, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0704792570
    NEXT POTENTIAL MATURITY DATE 12/06/2014

    EXPAND CLOSE
    MS FTSE/Oil Dec 10 GBP
    ISIN: XS0554831320
    STRIKE DATE: 10/12/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005812.9510840.35
    S&P GSCI CrudeOil Excess Return534.2013268.082

    STRIKE DATE 10/12/2010
    RETURN & BARRIERS
    6% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0554831320
    NEXT POTENTIAL MATURITY DATE 10/06/2014

    EXPAND CLOSE
    Commerz FTSE/S&P 5yr Autocall June 13 GBP
    ISIN: XS0932037632
    STRIKE DATE: 07/06/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006411.9910840.35
    S&P 5001643.387744.06

    STRIKE DATE 07/06/2013
    RETURN & BARRIERS
    7% Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0932037632
    NEXT POTENTIAL MATURITY DATE 09/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall May 2013 USD
    ISIN: XS0884335489
    STRIKE DATE: 31/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7947.0114349.51
    OMX Stockholm 301214.773256.08
    S&P/TSX 60726.272138.906
    S&P/ASX 2004926.5698719.719

    STRIKE DATE 31/05/2013
    RETURN & BARRIERS
    5.1% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884335489
    NEXT POTENTIAL MATURITY DATE 02/06/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall May 2013 GBP
    ISIN: XS0884335059
    STRIKE DATE: 31/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7947.0114349.51
    OMX Stockholm 301214.773256.08
    S&P/TSX 60726.272138.906
    S&P/ASX 2004926.5698719.719

    STRIKE DATE 31/05/2013
    RETURN & BARRIERS
    4.65% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884335059
    NEXT POTENTIAL MATURITY DATE 02/06/2014

    EXPAND CLOSE
    Natixis Worldwide Phoenix 5 Yr Autocall May 2013 USD
    ISIN: XS0884349787
    STRIKE DATE: 24/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8168.7814349.51
    OMX Stockholm 301217.063256.08
    S&P/TSX 60727.282138.906
    S&P/ASX 2004983.58719.719

    STRIKE DATE 24/05/2013
    RETURN & BARRIERS
    8% Annually if above 80%; 100% Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884349787
    NEXT POTENTIAL MATURITY DATE 27/05/2014

    EXPAND CLOSE
    Natixis Worldwide Phoenix 5 Yr Autocall May 2013 GBP
    ISIN: XS0884347815
    STRIKE DATE: 24/05/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8168.7814349.51
    OMX Stockholm 301217.063256.08
    S&P/TSX 60727.282138.906
    S&P/ASX 2004983.58719.719

    STRIKE DATE 24/05/2013
    RETURN & BARRIERS
    7% Annually if above 80%, 100% Autocall 50% Barrier (E)
    P.A. RETURN
    ISIN XS0884347815
    NEXT POTENTIAL MATURITY DATE 27/05/2014

    EXPAND CLOSE
    MS Commodity May 11 GBP
    ISIN: XS0611907592
    STRIKE DATE: 06/05/2011
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Corn #2 Future686.25478
    Cotton Future145.5680.06
    Sugar #11 World Future20.4721.13

    STRIKE DATE 06/05/2011
    RETURN & BARRIERS
    5% Semi, 95% cap protected,
    P.A. RETURN
    ISIN XS0611907592
    NEXT POTENTIAL MATURITY DATE 06/05/2014

    EXPAND CLOSE
    Nomura FTSE/Nikkei 5 Yr Autocall November 2013 GBP
    ISIN: XS0979093183
    STRIKE DATE: 01/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006734.7410840.35
    Nikkei 22514201.5764425.95

    STRIKE DATE 01/11/2013
    RETURN & BARRIERS
    4% semi annual; 100% maturity; 50% Barrier (A)
    P.A. RETURN
    ISIN XS0979093183
    NEXT POTENTIAL MATURITY DATE 01/05/2014

    EXPAND CLOSE
    Commerz FTSE/S&P 5yr Autocall Apr 13 GBP
    ISIN: XS0911987112
    STRIKE DATE: 26/04/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006426.4210840.35
    S&P 5001582.247744.06

    STRIKE DATE 26/04/2013
    RETURN & BARRIERS
    7% Semi-Annual, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0911987112
    NEXT POTENTIAL MATURITY DATE 29/04/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall April 2013 GBP
    ISIN: XS0910944874
    STRIKE DATE: 26/04/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7856.3214349.51
    OMX Stockholm 301194.663256.08
    S&P/TSX 60697.282138.906
    S&P/ASX 2005097.5088719.719

    STRIKE DATE 26/04/2013
    RETURN & BARRIERS
    4.5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0910944874
    NEXT POTENTIAL MATURITY DATE 28/04/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall April 2013 EUR
    ISIN: XS0910944015
    STRIKE DATE: 26/04/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7856.3214349.51
    OMX Stockholm 301194.663256.08
    S&P/TSX 60697.282138.906
    S&P/ASX 2005097.5088719.719

    STRIKE DATE 26/04/2013
    RETURN & BARRIERS
    4% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0910944015
    NEXT POTENTIAL MATURITY DATE 28/04/2014

    EXPAND CLOSE
    Natixis World-Wide Classic 5yr Autocall April 2013 USD
    ISIN: XS0910945921
    STRIKE DATE: 26/04/2013
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI7856.3214349.51
    OMX Stockholm 301194.663256.08
    S&P/TSX 60697.282138.906
    S&P/ASX 2005097.5088719.719

    STRIKE DATE 26/04/2013
    RETURN & BARRIERS
    5% Semi-annual (from year 1), 100% Maturity, 50% Barrier (E)
    P.A. RETURN
    ISIN XS0910945921
    NEXT POTENTIAL MATURITY DATE 28/04/2014

    EXPAND CLOSE
    Nomura World Indices Apr 10 USD
    ISIN: XS0497497320
    STRIKE DATE: 16/04/2010
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Nomura
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005743.9610840.35
    S&P 5001192.137744.06
    Eurostoxx 502949.656168.26

    STRIKE DATE 16/04/2010
    RETURN & BARRIERS
    12.5% p.a, 100% Maturity, 50% Barrier (A)
    P.A. RETURN
    ISIN XS0497497320
    NEXT POTENTIAL MATURITY DATE 16/04/2014

    EXPAND CLOSE