INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 GBP
ISIN: XS1149776590
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35518
RWE26.2555.6
EDF22.70512
BP413540.5

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149776590
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Commerz 5yr Energy Autocall with 95% Call Level Dec 2014 USD
ISIN: XS1149736453
STRIKE DATE: 19/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
E.ON14.35518
RWE26.2555.6
EDF22.70512
BP413540.5

STRIKE DATE 19/12/2014
RETURN & BARRIERS
7.6% Semi-Annual, 95% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1149736453
NEXT POTENTIAL MATURITY DATE 19/12/2019

EXPAND CLOSE
Natixis 6yr Safe Haven Pheonix AC Dec 2014 USD
ISIN: XS1035508404
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503153.776009.95
SMI9013.1113463.33
S&P/ASX 2005210.776
S&P/TSX 60838.04

STRIKE DATE 18/12/2014
RETURN & BARRIERS
semi-annual 4.5% if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1035508404
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura FTSE-Nikkei 5yr Autocall Dec 2014 GBP
ISIN: XS1144479513
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610254.81
Nikkei 22517210.0564179.27

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.3% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1144479513
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 6yr Semi-Annual AC Dec 2014 GBP
ISIN: XS1144496012
STRIKE DATE: 18/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100646610254.81
Eurostoxx 503153.776009.95

STRIKE DATE 18/12/2014
RETURN & BARRIERS
3.25% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1144496012
NEXT POTENTIAL MATURITY DATE 18/06/2015

EXPAND CLOSE
Nomura UK Titans Stock Linked AC + Index Protection Mar 2015 GBP
ISIN: XS1193299812
STRIKE DATE: 17/03/2015
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone221.55112.8
Glaxo1591.51921.5
Royal Dutch Shell 'B'2068.53239
HSBC570.21293.4
FTSE 1006837.6110254.81

STRIKE DATE 17/03/2015
RETURN & BARRIERS
2.75% Quarterly Autocall; 60% Barrier (E)
P.A. RETURN
ISIN XS1193299812
NEXT POTENTIAL MATURITY DATE 19/06/2017

EXPAND CLOSE
Nomura China/Taiwan Dec 10 USD
ISIN: XS0552382516
STRIKE DATE: 10/12/2010
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12661.018318.73
iShares MSCI Taiwan310.53

STRIKE DATE 10/12/2010
RETURN & BARRIERS
7.5% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0552382516
NEXT POTENTIAL MATURITY DATE 10/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 GBP
ISIN: XS1134499000
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36570.98
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134499000
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
Commerz Blue Chip Memory Autocall Dec 2014 USD
ISIN: XS1134498531
STRIKE DATE: 05/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Facebook76.36570.98
LinkedIn218.08195.96
Tesla Motors223.71

STRIKE DATE 05/12/2014
RETURN & BARRIERS
4% Qtrly, 100% Memory Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1134498531
NEXT POTENTIAL MATURITY DATE 05/06/2015

EXPAND CLOSE
UBS Italy/Spain/China 5y Autocall November 2013 USD
ISIN: XS0990492430
STRIKE DATE: 29/11/2013
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB19021.550029.17
IBEX 359837.618142.7
HSCEI11441.38318.73

STRIKE DATE 29/11/2013
RETURN & BARRIERS
7% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS0990492430
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Nomura 3 Stock Pheonix Autocall Dec 2014 GBP
ISIN: XS1135310453
STRIKE DATE: 16/12/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone219.45112.8
Glaxo13481921.5
Barclays230.15445.8

STRIKE DATE 16/12/2014
RETURN & BARRIERS
6.1% Semi-Annual if all above 80%, 100% Autocall, 50% Barrier (E)
P.A. RETURN
ISIN XS1135310453
NEXT POTENTIAL MATURITY DATE 29/05/2015

EXPAND CLOSE
Citi China/Taiwan May 11 USD
ISIN: XS0616933437
STRIKE DATE: 27/05/2011
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSCEI12960.88318.73
Taiwan TAIEX881043225.54

STRIKE DATE 27/05/2011
RETURN & BARRIERS
7% Semi, 100% Maturity, 50% Barrier (E)
P.A. RETURN
ISIN XS0616933437
NEXT POTENTIAL MATURITY DATE 27/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 EUR
ISIN: XS1035504320
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513463.33
OMX Stockholm 301447.533054.043
S&P/ASX 2005304.305
S&P/TSX 60878.69

STRIKE DATE 21/11/2014
RETURN & BARRIERS
4.45% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504320
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Natixis 6yr Worldwide Classic Autocall Nov 2014 USD
ISIN: XS1035504593
STRIKE DATE: 21/11/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI9080.5513463.33
OMX Stockholm 301447.533054.043
S&P/ASX 2005304.305
S&P/TSX 60878.69

STRIKE DATE 21/11/2014
RETURN & BARRIERS
5.6% Semi-Annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1035504593
NEXT POTENTIAL MATURITY DATE 21/05/2015

EXPAND CLOSE
Commerz Worldwide Classic SA Autocall Nov 2014 GBP
ISIN: XS1125538600
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2005454.342
S&P/TSX 60863.07
SMI8915.3113463.33
OMX Stockholm 301415.63054.043

STRIKE DATE 14/11/2014
RETURN & BARRIERS
5.15% Semi-annual, 100% Autocall, 60% Barrier (E)
P.A. RETURN
ISIN XS1125538600
NEXT POTENTIAL MATURITY DATE 15/05/2015

EXPAND CLOSE
RBC 5yr 3 Stock Phoenix Autocall GBP Feb 2014
ISIN: XS0988248984
STRIKE DATE: 14/02/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY RBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vodafone224.09112.8
Intl Consolidated Airline446.4406.4
RBS342.6347.6

STRIKE DATE 14/02/2014
RETURN & BARRIERS
2.25% Qtrly if all above 75%, 100% Autocall from 6mth, 50% Barrier (E)
P.A. RETURN
ISIN XS0988248984
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Commerz FTSE-Eurostoxx 5yr Semi-Annual AC Nov 2014 GBP
ISIN: XS1130249417
STRIKE DATE: 14/11/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006654.3710254.81
Eurostoxx 503059.996009.95

STRIKE DATE 14/11/2014
RETURN & BARRIERS
3.5% semi annual; 100% Autocall; 50% Barrier (A)
P.A. RETURN
ISIN XS1130249417
NEXT POTENTIAL MATURITY DATE 14/05/2015

EXPAND CLOSE
Nomura FTSE-Eurostoxx Semi-Annual AC Oct 2014 EUR
ISIN: XS1126279790
STRIKE DATE: 31/10/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006546.4710254.81
Eurostoxx 503113.326009.95

STRIKE DATE 31/10/2014
RETURN & BARRIERS
3.3% Semi-Annual, 100% Autocall, 50% Barrier (A)
P.A. RETURN
ISIN XS1126279790
NEXT POTENTIAL MATURITY DATE 30/04/2015

EXPAND CLOSE
Nomura FTSE-Nikkei 5 Yr Autocall April 2014 GBP
ISIN: XS1051614094
STRIKE DATE: 24/04/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Nomura
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 100670310254.81
Nikkei 22514404.9964179.27

STRIKE DATE 24/04/2014
RETURN & BARRIERS
4% semi annual; 100% maturity; 50% Barrier (A)
P.A. RETURN
ISIN XS1051614094
NEXT POTENTIAL MATURITY DATE 24/04/2015

EXPAND CLOSE
UBS TWSE-SMI-TSX60-OMX SA Pheonix Autocall Apr 2014 CHF
ISIN: XS1060945604
STRIKE DATE: 23/04/2014
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY CHF
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Taiwan TAIEX8956.9243225.54
SMI8443.2613463.33
S&P/TSX 60829.28
OMX Stockholm 301353.063054.043

STRIKE DATE 23/04/2014
RETURN & BARRIERS
4% Semi-Annual if all above 75%, 100% Autocall, 75% Barrier (E)
P.A. RETURN
ISIN XS1060945604
NEXT POTENTIAL MATURITY DATE 23/04/2015

EXPAND CLOSE