INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura World Indices Apr 10 GBP
ISIN: XS0497770437
STRIKE DATE: 16/04/2010
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
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
11% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0497770437
NEXT POTENTIAL MATURITY DATE 16/04/2014

EXPAND CLOSE
Commerz FTSE/S&P 5yr Autocall Mar 13 GBP
ISIN: XS0899368962
STRIKE DATE: 22/03/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006392.7610840.35
S&P 5001556.897744.06

STRIKE DATE 22/03/2013
RETURN & BARRIERS
7% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0899368962
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
MS Commodity Mar 11 3yr Autocall GBP
ISIN: XS0593524662
STRIKE DATE: 23/03/2011
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 Future681478
Cotton Future201.8780.06
Sugar #11 World Future26.5821.13

STRIKE DATE 23/03/2011
RETURN & BARRIERS
6% Semi-Annual, 100% Maturity, 95% Capital Protected
P.A. RETURN
ISIN XS0593524662
NEXT POTENTIAL MATURITY DATE 24/03/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall GBP Feb 2013
ISIN: XS0896973442
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7947.6846969.87
S&P/ASX 2005055.7678719.719
S&P/TSX 60730.152138.906
OMX Stockholm 301205.13256.08

STRIKE DATE 22/02/2013
RETURN & BARRIERS
4.1% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0896973442
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Nomura FTSE/Nikkei 5 Yr Autocall August 2013 GBP
ISIN: XS0955028815
STRIKE DATE: 23/08/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006495.110840.35
Nikkei 22513660.5564425.95

STRIKE DATE 23/08/2013
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS0955028815
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
Commerz FTSE/S&P Feb 2013 GBP
ISIN: XS0883538034
STRIKE DATE: 22/02/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006335.710840.35
S&P 5001515.67744.06

STRIKE DATE 22/02/2013
RETURN & BARRIERS
7% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0883538034
NEXT POTENTIAL MATURITY DATE 24/02/2014

EXPAND CLOSE
UBS Taiwan/Australia/Canada/Sweden 5yr Phnx-Autocall USD Jan 2013
ISIN: XS0882562126
STRIKE DATE: 25/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX7672.5846969.87
S&P/ASX 2004835.178719.719
S&P/TSX 60737.352138.906
OMX Stockholm 301158.53256.08

STRIKE DATE 25/01/2013
RETURN & BARRIERS
4% Semi-annual if above 75%, 100% Maturity, 75% Barrier (E)
P.A. RETURN
ISIN XS0882562126
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
Commerz FTSE/S&P Jan 2013 GBP
ISIN: XS0868437491
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006154.4110840.35
S&P 5001485.987744.06

STRIKE DATE 18/01/2013
RETURN & BARRIERS
7.5% p.a., 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0868437491
NEXT POTENTIAL MATURITY DATE 27/01/2014

EXPAND CLOSE
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 1006630.6710840.35
Nikkei 22514589.9164425.95

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 1006002.110840.35
S&P 5001293.247744.06
Eurostoxx 502920.46168.26

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 1006215.4710840.35
S&P GSCI CrudeOil Excess Return495.06268.082

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 1006116.1710840.35
Nikkei 22513230.1364425.95

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 1005914.410840.35
HSCEI10919.248103.27
S&P GSCI CrudeOil Excess Return453.91268.082

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 1005914.410840.35
HSCEI10919.248103.27
S&P GSCI CrudeOil Excess Return453.91268.082

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 1005914.410840.35
S&P 5001418.077744.06

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 1006583.0910840.35
S&P GSCI CrudeOil Excess Return472.6452268.082

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 1005875.3510840.35
S&P 5001225.857744.06
Eurostoxx 502875.946168.26

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 1005875.3510840.35
S&P 5001225.857744.06

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 1005868.5510840.35
S&P 5001414.27744.06

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 1005751.9810840.35
S&P 5001185.627744.06
Eurostoxx 502871.486168.26

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