INVESTMENTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9093.33 | 13463.33 |
| OMX Stockholm 30 | 1616.455 | 3054.043 |
| S&P/ASX 200 | 5634.557 | |
| S&P/TSX 60 | 884.09 |
STRIKE DATE 08/05/2015
RETURN & BARRIERS
4.55% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1127282876
NEXT POTENTIAL MATURITY DATE 08/11/2017
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 875.06 | |
| SMI | 8888.92 | 13463.33 |
| OMX Stockholm 30 | 1584.175 | 3054.043 |
| Taiwan TAIEX | 9818.2 | 43225.54 |
STRIKE DATE 06/05/2015
RETURN & BARRIERS
4.5% Semi-annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1232243615
NEXT POTENTIAL MATURITY DATE 08/05/2017
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5875.35 | 10254.81 |
| HSCEI | 14107.3 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 81.16 | 33.78 |
STRIKE DATE 05/11/2010
RETURN & BARRIERS
15.5% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544256513
NEXT POTENTIAL MATURITY DATE 07/11/2016
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5875.35 | 10254.81 |
| HSCEI | 14107.3 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 81.16 | 33.78 |
STRIKE DATE 05/11/2010
RETURN & BARRIERS
19% p.a., 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0544253924
NEXT POTENTIAL MATURITY DATE 07/11/2016
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Wisdomtree India Earnings Fund | 18.1 | 41.3 |
| iShares MSCI Taiwan Fund | 12.6 | 98 |
| Market Vectors Indonesia Fund | 29.12 | 10.55 |
STRIKE DATE 30/10/2012
RETURN & BARRIERS
9.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0851559384
NEXT POTENTIAL MATURITY DATE 31/10/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9077.12 | 13463.33 |
| OMX Stockholm 30 | 1628.039 | 3054.043 |
| S&P/ASX 200 | 5789.983 | |
| S&P/TSX 60 | 886.56 |
STRIKE DATE 30/04/2015
RETURN & BARRIERS
4.8% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1135631338
NEXT POTENTIAL MATURITY DATE 30/10/2017
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2462.36 | 6009.95 |
| HSCEI | 10625.16 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 64.51 | 33.78 |
STRIKE DATE 28/10/2011
RETURN & BARRIERS
10% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0690041727
NEXT POTENTIAL MATURITY DATE 30/10/2017
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 9691.84 | 64179.27 |
| S&P GSCI CrudeOil Excess Return | 637.8464 | 230.373 |
STRIKE DATE 27/04/2011
RETURN & BARRIERS
5.25% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0614379674
NEXT POTENTIAL MATURITY DATE 27/04/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 9691.84 | 64179.27 |
| S&P GSCI CrudeOil Excess Return | 637.8464 | 230.373 |
STRIKE DATE 27/04/2011
RETURN & BARRIERS
5.4% Semi-Annual, 100% Maturity, 50% Barrier (A)
P.A. RETURN
ISIN XS0614379591
NEXT POTENTIAL MATURITY DATE 27/04/2016
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5806.71 | 10254.81 |
| HSCEI | 10449.53 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 53.62 | 33.78 |
STRIKE DATE 26/10/2012
RETURN & BARRIERS
10% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0834625823
NEXT POTENTIAL MATURITY DATE 26/10/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5806.71 | 10254.81 |
| HSCEI | 10449.53 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 53.62 | 33.78 |
STRIKE DATE 26/10/2012
RETURN & BARRIERS
9% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0834625740
NEXT POTENTIAL MATURITY DATE 26/10/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 3222.5 | 7479 |
| Vale SA | 16.08 | 14.93 |
| Anglo American | 1508 | 3712 |
| Barrick Gold Corp | 20.14 | |
| Randgold Resources Ltd (ADR) | 76.73 | 71.28 |
STRIKE DATE 25/10/2013
RETURN & BARRIERS
2.3% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947176987
NEXT POTENTIAL MATURITY DATE 25/10/2018
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 3222.5 | 7479 |
| Vale SA | 16.08 | 14.93 |
| Anglo American | 1508 | 3712 |
| Barrick Gold Corp | 20.14 | |
| Randgold Resources Ltd (ADR) | 76.73 | 71.28 |
STRIKE DATE 25/10/2013
RETURN & BARRIERS
2.35% Qtrly Fixed Income, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS0947176805
NEXT POTENTIAL MATURITY DATE 25/10/2018
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5488.65 | 10254.81 |
| HSCEI | 9219.73 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 57.55 | 33.78 |
STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288737
NEXT POTENTIAL MATURITY DATE 21/10/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5488.6 | 10254.81 |
| HSCEI | 9219.73 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 57.55 | 33.78 |
STRIKE DATE 21/10/2011
RETURN & BARRIERS
6.5% per index up, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0679288570
NEXT POTENTIAL MATURITY DATE 21/10/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6654.2 | 10254.81 |
| S&P 500 | 1744.66 | 7266.99 |
| Eurostoxx 50 | 3028.65 | 6009.95 |
| Nikkei 225 | 14693.57 | 64179.27 |
STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975410944
NEXT POTENTIAL MATURITY DATE 20/10/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6654.2 | 10254.81 |
| S&P 500 | 1744.66 | 7266.99 |
| Eurostoxx 50 | 3028.65 | 6009.95 |
| Nikkei 225 | 14693.57 | 64179.27 |
STRIKE DATE 21/10/2013
RETURN & BARRIERS
9% p.a. (13.5% 1st year), 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0975406249
NEXT POTENTIAL MATURITY DATE 20/10/2016
COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 1886.76 | 7266.99 |
| WTI Crude Oil | 82.75 | 90.03 |
STRIKE DATE 17/10/2014
RETURN & BARRIERS
3.1% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1111698020
NEXT POTENTIAL MATURITY DATE 17/10/2019
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Expedia | 74.57 | 218.94 |
| 75.95 | 570.98 | |
| Netflix | 51.013 | 82 |
| Yahoo! Inc | 38.45 | 15.85 |
STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114178905
NEXT POTENTIAL MATURITY DATE 17/10/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Expedia | 74.57 | 218.94 |
| 75.95 | 570.98 | |
| Netflix | 51.013 | 82 |
| Yahoo! Inc | 38.45 | 15.85 |
STRIKE DATE 17/10/2014
RETURN & BARRIERS
2% Qtrly Fixed, Autocall 100% (Annually), 50% Barrier (E)
P.A. RETURN
ISIN XS1114163626
NEXT POTENTIAL MATURITY DATE 17/10/2016