INVESTMENTS
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5292.03 | 10254.81 |
| HSCEI | 10664.45 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 63.86 | 33.78 |
STRIKE DATE 02/09/2011
RETURN & BARRIERS
15% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167781
NEXT POTENTIAL MATURITY DATE 02/09/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5292.03 | 10254.81 |
| HSCEI | 10664.45 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 63.86 | 33.78 |
STRIKE DATE 02/09/2011
RETURN & BARRIERS
17% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0654167609
NEXT POTENTIAL MATURITY DATE 02/09/2016
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5292.03 | 10254.81 |
| HSCEI | 10664.45 | 8318.73 |
| iShares MSCI Brazil (EWZ) | 63.86 | 33.78 |
STRIKE DATE 02/09/2011
RETURN & BARRIERS
13.5% p.a, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0656732400
NEXT POTENTIAL MATURITY DATE 02/09/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| 74.82 | 570.98 | |
| 225.75 | 195.96 | |
| Tesla Motors | 269.7 |
STRIKE DATE 29/08/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1102896856
NEXT POTENTIAL MATURITY DATE 29/05/2017
COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6819.75 | 10254.81 |
| Gold (London PM) | 1285.75 | 4170.95 |
STRIKE DATE 29/08/2014
RETURN & BARRIERS
3% Semi-annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1099710490
NEXT POTENTIAL MATURITY DATE 30/08/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6650.57 | 10254.81 |
| S&P 500 | 1805.81 | 7266.99 |
| Eurostoxx 50 | 3086.64 | 6009.95 |
| iShares MSCI Brazil (EWZ) | 46.95 | 33.78 |
STRIKE DATE 29/11/2013
RETURN & BARRIERS
1.8% Qtrly if above 80%, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0990657297
NEXT POTENTIAL MATURITY DATE 29/11/2018
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Corn #2 Future | 752.5 | 419 |
| Cotton Future | 103.92 | 71.1 |
| Sugar #11 World Future | 30.22 | 13.92 |
STRIKE DATE 26/08/2011
RETURN & BARRIERS
5% Quarterly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0652766071
NEXT POTENTIAL MATURITY DATE 26/08/2016
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Corn #2 Future | 752.5 | 419 |
| Cotton Future | 103.92 | 71.1 |
| Sugar #11 World Future | 30.22 | 13.92 |
STRIKE DATE 26/08/2011
RETURN & BARRIERS
6% Quarterly, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0652769505
NEXT POTENTIAL MATURITY DATE 26/08/2016
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| 74.63 | 570.98 | |
| 224.2 | 195.96 | |
| Tesla Motors | 263.25 |
STRIKE DATE 27/08/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1100013983
NEXT POTENTIAL MATURITY DATE 25/05/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2630.05 | 6009.95 |
| MSCI Taiwan | 286.41 | 1940.69 |
| Russian Depository Index | 1737.08 | 0 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
5.4% Semi-Annual, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0894470383
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10254.81 |
| Russian Depository Index | 1737.08 | 0 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
2.1% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884064865
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6335.7 | 10254.81 |
| Russian Depository Index | 1737.08 | 0 |
STRIKE DATE 22/02/2013
RETURN & BARRIERS
2.3% Qtrly if above 80%, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0884070599
NEXT POTENTIAL MATURITY DATE 22/02/2018
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3519.58 | 6009.95 |
| S&P 500 | 2109.66 | 7266.99 |
| Nikkei 225 | 18466.92 | 64179.27 |
| HSCEI | 12041.49 | 8318.73 |
STRIKE DATE 23/02/2015
RETURN & BARRIERS
4.5% Semi-Annual, Reducing Autocall (5% per year), 60% Barrier (E)
P.A. RETURN
ISIN XS1173944767
NEXT POTENTIAL MATURITY DATE 23/08/2017
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 9026.43 | 13463.33 |
| OMX Stockholm 30 | 1597.332 | 3054.043 |
| S&P/ASX 200 | 5545.253 | |
| S&P/TSX 60 | 857.66 |
STRIKE DATE 12/06/2015
RETURN & BARRIERS
4.5% Semi-Annual if all above 80%, 100% Autocall, 70% Barrier (E)
P.A. RETURN
ISIN XS1135650049
NEXT POTENTIAL MATURITY DATE 12/12/2017
COUNTERPARTY RBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russian Depository Index | 1621.64 | 0 |
| iShares MSCI Taiwan Fund | 27.52 | 98 |
| Eurostoxx 50 | 2764.91 | 6009.95 |
STRIKE DATE 24/05/2013
RETURN & BARRIERS
2% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0887883543
NEXT POTENTIAL MATURITY DATE 24/05/2018
COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russian Depository Index | 1621.64 | 0 |
| iShares MSCI Taiwan Fund | 13.76 | 98 |
| Eurostoxx 50 | 2764.29 | 6009.95 |
STRIKE DATE 24/05/2013
RETURN & BARRIERS
1.75% Qtly if above 80%; 1st call end yr 1 then qtrly, 100% maturity; 50% (E) barrier
P.A. RETURN
ISIN XS0887883972
NEXT POTENTIAL MATURITY DATE 26/05/2018
COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6915.2 | 10254.81 |
| United States Oil Fund | 149.20 | 134.3 |
STRIKE DATE 20/02/2015
RETURN & BARRIERS
5.15% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1172827591
NEXT POTENTIAL MATURITY DATE 19/02/2021
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2823.35 | 6009.95 |
| Taiwan TAIEX | 7900.21 | 43225.54 |
| Russian Depository Index | 1554.63 | 0 |
STRIKE DATE 19/08/2013
RETURN & BARRIERS
1.75% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
P.A. RETURN
ISIN XS0955625073
NEXT POTENTIAL MATURITY DATE 20/08/2018
COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2823.35 | 6009.95 |
| Taiwan TAIEX | 7900.21 | 43225.54 |
| Russian Depository Index | 1554.63 | 0 |
STRIKE DATE 19/08/2013
RETURN & BARRIERS
2% Qtrly if above 80%, 100% Maturity from yr1, 50% Barrier (E)
P.A. RETURN
ISIN XS0955627525
NEXT POTENTIAL MATURITY DATE 20/08/2018