INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS 5yr FTSE-Eurostoxx Semi-Annual Autocall Feb 2015 GBP
ISIN: XS1172430107
STRIKE DATE: 16/02/2015
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006857.0510254.81
Eurostoxx 503433.36009.95

STRIKE DATE 16/02/2015
RETURN & BARRIERS
3.25% semi annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1172430107
NEXT POTENTIAL MATURITY DATE 16/08/2017

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Feb 2015 GBP
ISIN: XS1184088299
STRIKE DATE: 16/02/2015
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone230112.8
Glaxo15421921.5
Royal Dutch Shell 'B'22283239
BP451.9540.5
FTSE 1006857.0510254.81

STRIKE DATE 16/02/2015
RETURN & BARRIERS
2.5% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1184088299
NEXT POTENTIAL MATURITY DATE 17/02/2020

EXPAND CLOSE
Natixis 5 Yr Low Hurdle Autocall Bespoke Aug 2012 USD
ISIN: XS0817839003
STRIKE DATE: 13/08/2012
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005831.8810254.81
HSCEI9814.598318.73
iShares MSCI Brazil (EWZ)55.0933.78

STRIKE DATE 13/08/2012
RETURN & BARRIERS
12.0% p.a., 5 years, Maturity 100% Years 1-4, 50% (year 5 only), 50% barrier (E)
P.A. RETURN
ISIN XS0817839003
NEXT POTENTIAL MATURITY DATE 14/08/2017

    EXPAND CLOSE
    BNP Global Giants High Performance Investment August 2014 GBP
    ISIN: XS1061379787
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    AnheuserBusch InBev NV79.2670.44
    Apple Inc94.74291.58
    Royal Dutch Shell (GBp)2380.53239
    Toyota Motor Corp59052814

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    2.4% Qtrly, Autocall 100%, 60% Barrier (E)
    P.A. RETURN
    ISIN XS1061379787
    NEXT POTENTIAL MATURITY DATE 08/11/2017

    EXPAND CLOSE
    UBS FTSE-Gold 6yr Semi-Annual Autocall August 2014 GBP
    ISIN: XS1090891687
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006567.3610254.81
    Gold (London PM)1309.754170.95

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    3% Semi-annual, 100% Autocall, 50% Barrier (A)
    P.A. RETURN
    ISIN XS1090891687
    NEXT POTENTIAL MATURITY DATE 08/08/2016

    EXPAND CLOSE
    Natixis 2yr Autocall 3 index/1 stock August 2014 Bespoke EUR
    ISIN: XS1072328773
    STRIKE DATE: 08/08/2014
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8274.6513463.33
    OMX Stockholm 301331.563054.043
    S&P/TSX 60873.12
    Johnson & Johnson101.08238.49

    STRIKE DATE 08/08/2014
    RETURN & BARRIERS
    1% quarterly,95% autocall, first call year 1; 5% European barrier
    P.A. RETURN
    ISIN XS1072328773
    NEXT POTENTIAL MATURITY DATE 10/08/2015

      EXPAND CLOSE
      Natixis 6yr Worldwide Classic Autocall Feb 2015 GBP
      ISIN: XS1035505210
      STRIKE DATE: 06/02/2015
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI8587.9913463.33
      OMX Stockholm 301599.5513054.043
      S&P/ASX 2005820.171
      S&P/TSX 60881.48

      STRIKE DATE 06/02/2015
      RETURN & BARRIERS
      5% Semi-Annual, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1035505210
      NEXT POTENTIAL MATURITY DATE 07/08/2018

      EXPAND CLOSE
      Natixis 6yr World Markets Income Autocall Feb 2015 GBP
      ISIN: XS1035508669
      STRIKE DATE: 06/02/2015
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI8587.9913463.33
      OMX Stockholm 301599.5513054.043
      S&P/ASX 2005820.171
      S&P/TSX 60881.48

      STRIKE DATE 06/02/2015
      RETURN & BARRIERS
      4.25% Semi-Annual if all above 80%, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1035508669
      NEXT POTENTIAL MATURITY DATE 07/08/2018

      EXPAND CLOSE
      UBS Eurostoxx/Russia/Nikkei Autocall July 2013 GBP
      ISIN: XS0947922075
      STRIKE DATE: 02/08/2013
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 5028116009.95
      Russian Depository Index1561.960
      Nikkei 22514466.1664179.27

      STRIKE DATE 02/08/2013
      RETURN & BARRIERS
      13.75% p.a., 100% Maturity, 50% Barrier (E)
      P.A. RETURN
      ISIN XS0947922075
      NEXT POTENTIAL MATURITY DATE 02/08/2018

      EXPAND CLOSE
      Nomura UK Titans Stock Linked AC + Index Protection May 2015 GBP
      ISIN: XS1215436483
      STRIKE DATE: 01/05/2015
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Nomura
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSBC646.31293.4
      Glaxo1511.51921.5
      Vodafone230112.8
      Royal Dutch Shell 'B'20983239
      FTSE 1006985.9510254.81

      STRIKE DATE 01/05/2015
      RETURN & BARRIERS
      2.5% Quarterly Autocall; 60% Barrier (E)
      P.A. RETURN
      ISIN XS1215436483
      NEXT POTENTIAL MATURITY DATE 04/05/2021

      EXPAND CLOSE
      Nomura UK Titans Stock Linked AC + Index Protection May 2015 USD
      ISIN: XS1215859106
      STRIKE DATE: 01/05/2015
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Nomura
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSBC646.31293.4
      Glaxo1511.51921.5
      Vodafone230112.8
      Royal Dutch Shell 'B'20983239
      FTSE 1006985.9510254.81

      STRIKE DATE 01/05/2015
      RETURN & BARRIERS
      2.5% Quarterly Autocall; 60% Barrier (E)
      P.A. RETURN
      ISIN XS1215859106
      NEXT POTENTIAL MATURITY DATE 04/05/2021

      EXPAND CLOSE
      Nomura Deposit 1
      ISIN: NOMDEPID001
      STRIKE DATE: 30/07/2009
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Nomura
      TYPE Deposit
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1004631.6110254.81
      iShares MSCI Emerging Markets (EEM)35.6164.66
      iShares iBoxx $ Invest Grade Corp Bond103.1108.16
      S&P Global Infrastructure Index1752.13756.85

      STRIKE DATE 30/07/2009
      RETURN & BARRIERS
      100% particip capped at 45%
      P.A. RETURN
      ISIN NOMDEPID001
      NEXT POTENTIAL MATURITY DATE 30/07/2015

      EXPAND CLOSE
      Commerz FTSE/ Oil Jan 2012 GBP
      ISIN: XS0722611943
      STRIKE DATE: 27/01/2012
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1005733.510254.81
      S&P GSCI CrudeOil Excess Return548.13230.373

      STRIKE DATE 27/01/2012
      RETURN & BARRIERS
      7% semi-annual 100% Maturity, 50% Barrier (A)
      P.A. RETURN
      ISIN XS0722611943
      NEXT POTENTIAL MATURITY DATE 27/01/2017

      EXPAND CLOSE
      Citi Commodity Oct 11 GBP
      ISIN: XS0680250528
      STRIKE DATE: 28/10/2011
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Corn #2 Future655419
      Cotton Future104.3771.1
      Sugar #11 World Future26.1513.92

      STRIKE DATE 28/10/2011
      RETURN & BARRIERS
      4.5% Qtrly, 100% Maturity, 50% Barrier (E)
      P.A. RETURN
      ISIN XS0680250528
      NEXT POTENTIAL MATURITY DATE 28/10/2016

      EXPAND CLOSE
      UBS 4 Stock Quarterly Autocall Oct 2013 USD
      ISIN: XS0979348439
      STRIKE DATE: 25/10/2013
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS AG
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Halliburton51.6939.73
      BAE451.71940
      Berkshire Hathaway117.03483.68
      Royal Dutch Shell (EUR)24.94522.795

      STRIKE DATE 25/10/2013
      RETURN & BARRIERS
      4.1% Qtrly, 100% Maturity, 60% Barrier (E)
      P.A. RETURN
      ISIN XS0979348439
      NEXT POTENTIAL MATURITY DATE 25/01/2017

      EXPAND CLOSE
      Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 USD
      ISIN: XS0800817313
      STRIKE DATE: 27/07/2012
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1005627.2110254.81
      HSCEI9398.858318.73
      iShares MSCI Brazil (EWZ)53.5633.78

      STRIKE DATE 27/07/2012
      RETURN & BARRIERS
      13.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
      P.A. RETURN
      ISIN XS0800817313
      NEXT POTENTIAL MATURITY DATE 27/07/2017

      EXPAND CLOSE
      Natixis 5 Yr Low Hurdle Autocall FTSE/China/Brazil July 2012 GBP
      ISIN: XS0800824525
      STRIKE DATE: 27/07/2012
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1005627.2110254.81
      HSCEI9398.858318.73
      iShares MSCI Brazil (EWZ)53.5633.78

      STRIKE DATE 27/07/2012
      RETURN & BARRIERS
      11.5% p.a., 100% years 1-4, 50% (year 5 only), 50% barrier (E)
      P.A. RETURN
      ISIN XS0800824525
      NEXT POTENTIAL MATURITY DATE 27/07/2017

      EXPAND CLOSE
      Commerz 5yr Triple Market Autocall July 2014 GBP
      ISIN: XS1084279220
      STRIKE DATE: 25/07/2014
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1006791.5510254.81
      Eurostoxx 503174.996009.95
      iShares MSCI Brazil (EWZ)51.0633.78

      STRIKE DATE 25/07/2014
      RETURN & BARRIERS
      4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1084279220
      NEXT POTENTIAL MATURITY DATE 25/07/2019

      EXPAND CLOSE
      Commerz 5yr Triple Market Autocall July 2014 USD
      ISIN: XS1084294963
      STRIKE DATE: 25/07/2014
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Commerzbank
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1006791.5510254.81
      Eurostoxx 503174.996009.95
      iShares MSCI Brazil (EWZ)51.0633.78

      STRIKE DATE 25/07/2014
      RETURN & BARRIERS
      4.25% Semi-annual, 100% Autocall, 60% Barrier (E)
      P.A. RETURN
      ISIN XS1084294963
      NEXT POTENTIAL MATURITY DATE 25/07/2019

      EXPAND CLOSE
      Natixis Qtrly Intercontinental Income July 2014 GBP
      ISIN: XS0998361991
      STRIKE DATE: 24/07/2014
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503220.076009.95
      HSCEI10936.68318.73
      Russell 20001156.262835.462
      iShares MSCI Australia27.0228.18

      STRIKE DATE 24/07/2014
      RETURN & BARRIERS
      1.75% Qtrly if all above 80%, 100% Autocall from 6m, 60% Barrier (E)
      P.A. RETURN
      ISIN XS0998361991
      NEXT POTENTIAL MATURITY DATE 24/07/2019

      EXPAND CLOSE