INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Nomura FTSE-S&P-Eurostoxx Semi-Annual Autocall Jan 2015 GBP
ISIN: XS1173884500
STRIKE DATE: 16/01/2015
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006550.2710254.81
S&P 5002019.427266.99
Eurostoxx 503202.246009.95

STRIKE DATE 16/01/2015
RETURN & BARRIERS
5% Semi-Annual, 100% Autocall from yr1, 50% Barrier (A)
P.A. RETURN
ISIN XS1173884500
NEXT POTENTIAL MATURITY DATE 17/01/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 USD
ISIN: XS0866279226
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8264.46
Copper (LME)805313370

STRIKE DATE 18/01/2013
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866279226
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Jan 2013 GBP
ISIN: XS0866408643
STRIKE DATE: 18/01/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.111.89
Silver (London Fix)31.8264.46
Copper (LME)805313370

STRIKE DATE 18/01/2013
RETURN & BARRIERS
3.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0866408643
NEXT POTENTIAL MATURITY DATE 18/01/2018

EXPAND CLOSE
Barclays (Merchant) 95% Cap Prot Commodity Note GBP
ISIN: XS0563657880
STRIKE DATE: 14/01/2011
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Corn #2 Future648.75419
Cotton Future141.4471.1
Soybean Future1406.51123
Sugar #11 World Future30.8913.92

STRIKE DATE 14/01/2011
RETURN & BARRIERS
Uncapped Growth, 95% Cap protected
P.A. RETURN
ISIN XS0563657880
NEXT POTENTIAL MATURITY DATE 14/01/2016

EXPAND CLOSE
Commerz FTSE/China/Brazil Dec 11 GBP
ISIN: XS0705048980
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005490.110254.81
HSCEI9957.158318.73
iShares MSCI Brazil (EWZ)57.6533.78

STRIKE DATE 13/12/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705048980
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz S&P/China/Brazil Dec 11 USD
ISIN: XS0705049525
STRIKE DATE: 13/12/2011
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5001225.757266.99
HSCEI9957.158318.73
iShares MSCI Brazil (EWZ)57.6533.78

STRIKE DATE 13/12/2011
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0705049525
NEXT POTENTIAL MATURITY DATE 16/12/2016

EXPAND CLOSE
Commerz 5yr Comodity Low Hurdle Dec 2013 USD
ISIN: XS0995891321
STRIKE DATE: 12/12/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Silver (London Fix)19.864.46
Copper (LME)723013370
WTI Crude Oil97.590.03

STRIKE DATE 12/12/2013
RETURN & BARRIERS
7% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
P.A. RETURN
ISIN XS0995891321
NEXT POTENTIAL MATURITY DATE 12/12/2018

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 GBP
ISIN: XS0947181391
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.866009.95
Nikkei 22515611.3164179.27
HSCEI11382.168318.73
Russell 20001119.692835.462

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181391
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
Natixis Major Markets Income Autocall Dec 2013 USD
ISIN: XS0947181557
STRIKE DATE: 10/12/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 502960.866009.95
Nikkei 22515611.3164179.27
HSCEI11382.168318.73
Russell 20001119.692835.462

STRIKE DATE 10/12/2013
RETURN & BARRIERS
8.5% p.a. if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947181557
NEXT POTENTIAL MATURITY DATE 11/12/2017

EXPAND CLOSE
UBS International Recovery Autocall June 2013 USD
ISIN: XS0928562163
STRIKE DATE: 07/06/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI10187.278318.73
iShares MSCI Brazil (EWZ)49.7333.78
Russian Depository Index1540.290
Gold (London PM)13864170.95

STRIKE DATE 07/06/2013
RETURN & BARRIERS
7% Semi-Annual from year 1, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0928562163
NEXT POTENTIAL MATURITY DATE 07/06/2018

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 USD
ISIN: XS0854743324
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8564.46
Copper (LME)7965.513370

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4.5% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0854743324
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Commerz 5yr Oil/Silver/Copper Coupon Counter Dec 2012 GBP
ISIN: XS0855169735
STRIKE DATE: 07/12/2012
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Brent Crude Oil.107.02
Silver (London Fix)32.8564.46
Copper (LME)7965.513370

STRIKE DATE 07/12/2012
RETURN & BARRIERS
4% per Commodity, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0855169735
NEXT POTENTIAL MATURITY DATE 07/12/2017

EXPAND CLOSE
Nomura Deposit III
ISIN: NOMDEPID003
STRIKE DATE: 04/12/2009
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Deposit
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005322.3610254.81
Eurostoxx 502910.336009.95
iShares MSCI Emerging Markets (EEM)41.8264.66
iShares iBoxx $ Invest Grade Corp Bond105.81108.16

STRIKE DATE 04/12/2009
RETURN & BARRIERS
100% Particip capped at 60%
P.A. RETURN
ISIN NOMDEPID003
NEXT POTENTIAL MATURITY DATE 04/12/2015

EXPAND CLOSE
Commerz Inditex 1r Reverse Convertible May 2015 USD
ISIN: XS1241523056
STRIKE DATE: 27/05/2015
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Inditex30.955.02

STRIKE DATE 27/05/2015
RETURN & BARRIERS
2.5% semi-annual fixed, 80% barrier (E)
P.A. RETURN
ISIN XS1241523056
NEXT POTENTIAL MATURITY DATE 03/06/2016

    EXPAND CLOSE
    Natixis 6yr World Markets Income Autocall May 2015 USD
    ISIN: XS1135630959
    STRIKE DATE: 29/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI9237.7913463.33
    OMX Stockholm 301644.9913054.043
    S&P/ASX 2005777.16
    S&P/TSX 60875.04

    STRIKE DATE 29/05/2015
    RETURN & BARRIERS
    4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
    P.A. RETURN
    ISIN XS1135630959
    NEXT POTENTIAL MATURITY DATE 29/11/2019

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 GBP
    ISIN: DE000CZ43PB4
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13493712
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3214.93

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PB4
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commez Fixed Income Autocall Nov 2013 USD
    ISIN: DE000CZ43PC2
    STRIKE DATE: 29/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Anglo American13493712
    Barrick Gold Corp16.49
    Randgold Resources Ltd (ADR)70.7571.28
    Vale SA15.3214.93

    STRIKE DATE 29/11/2013
    RETURN & BARRIERS
    2% Qtrly Fixed Income, 100% Annual Autocall, 50% Barrier (E)
    P.A. RETURN
    ISIN DE000CZ43PC2
    NEXT POTENTIAL MATURITY DATE 29/11/2018

    EXPAND CLOSE
    Commerz 6yr FTSE-Oil Semi-Annual Autocall May 2015 USD
    ISIN: XS1225618526
    STRIKE DATE: 22/05/2015
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007031.7210254.81
    United States Oil Fund162134.3

    STRIKE DATE 22/05/2015
    RETURN & BARRIERS
    5.25% Semi-Annual, 100% Maturity, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1225618526
    NEXT POTENTIAL MATURITY DATE 24/05/2021

    EXPAND CLOSE
    UBS China/Russia/Brazil 5yr Low Hurdle Autocall Nov 2013 USD
    ISIN: XS0982259862
    STRIKE DATE: 08/11/2013
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI10390.738318.73
    Russian Depository Index1699.210
    iShares MSCI Brazil (EWZ)47.0233.78

    STRIKE DATE 08/11/2013
    RETURN & BARRIERS
    8% p.a., Autocall 100% yrs 1-4 then 60% year 5, 60% European Barrier
    P.A. RETURN
    ISIN XS0982259862
    NEXT POTENTIAL MATURITY DATE 08/11/2018

    EXPAND CLOSE
    Natixis 5 Yr Gold / Oil Autocall Nov 12 USD
    ISIN: XS0841409377
    STRIKE DATE: 09/11/2012
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P GSCI Gold index146.83245.3585
    S&P GSCI CrudeOil Excess Return457.19230.373

    STRIKE DATE 09/11/2012
    RETURN & BARRIERS
    5.5%semi-annual;first observation end of Yr 1;50% barrier (E)
    P.A. RETURN
    ISIN XS0841409377
    NEXT POTENTIAL MATURITY DATE 09/11/2017

    EXPAND CLOSE