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Close UK Growth 2012
Gain 8.6% for every 2.5% per annum rise in the FTSE 100 with full capital protection

5YR FTSE ACCELERATOR
Gain 1.35% for every 1% rise in the FTSE 100 Index with full Capital protection

200% Commodities Accelerator Note
200% exposure to a basket of Commodities with 95% capital protection

Asian Basket Accelerator Bond
195% exposure to a basket of Asian Indices with 95% capital protection

220% Topix Accelerator Note
220% exposure to the TOPIX Index with 90% capital protection

175% Eurostoxx Accelerator Note
175% exposure to the Eurostoxx Index with 95% capital protection

FTSE Bull Bear Note (Tranche 2)
100% exposure to both the upside and downside of the FTSE Index with 100% capital protection

FTSE Bull Bear Note (Tranche 1)
100% exposure to both the upside and downside of the FTSE Index with 100% capital protection

USD (US$)

2 Yr World Basket Note
100% of positive performance of a world basket (quarterly average) with a minimum return of 108%

TOPIX Capital Guaranteed Note
100% exposure to the TOPIX Index with 100% capital protection

105% NIKKEI Capital Guaranteed Bond
105% exposure to the NIKKEI Index with 100% capital protection

100% NIKKEI Capital Guaranteed Bond
100% exposure to the NIKKEI Index with 100% capital protection

Asian Basket Accelerator Bond
178% exposure to a basket of Asian Indices with 95% capital protection

Currency	GBP
Maturity	6 years
Basket	FTSE 100 share index
Return	4 times the growth of the FTSE 100 share index
Notes	Return capped at 64% equivalent to 8.6% p.a.
Capital Protection	100% provided FTSE 100 hasn't dropped by 50% during the life of the Fund
Final Maturity Date	December 2012
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Currency	GBP
Maturity	5 years
Underlying	FTSE 100 Index
Return	135% participation in the underlying
Strike	5,652.00
Notes	The return is subject to monthly averaging in the last year
Capital Protection	100%
Final Maturity Date	21 June 2011
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Currency	GBP
Maturity	5 years
Basket	1/3 Oil 1/3 Gold 1/3 Aluminium, Zinc, Copper
Return	200% participation in the basket
Strikes	Oil - 72.13 Gold - 699.90 Aluminium - 3.063 Zinc - 3,610.5 Copper - 8.149
Notes	The return is subject to monthly averaging in the last year
Capital Protection	95%
Final Maturity Date	23 May 2011
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Currency	GBP
Maturity	5 years
Basket	20% TOPIX Index 20% Hang Seng Index 20% KOSPI 200 Index 20% MSCI Singapore Index 20% MSCI Taiwan Index
Return	195% participation in the basket
Strike	TOPIX - 1,372.52 Hang Seng - 14,847.79 KOSPI 200 - 154.4 MSCI Singapore - 272.43 MSCI Taiwan - 254.85
Notes	The return is subject to monthly averaging in the last year
Capital Protection	95%
Final Maturity Date	7 October 2010
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Currency	GBP
Maturity	5 years
Underlying	TOPIX Index
Return	220% participation in the underlying
Strike	1,711.31
Notes	The return is subject to monthly averaging in the last year
Capital Protection	90%
Final Maturity Date	24 March 2011
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Currency	USD
Maturity	2 years
Basket	1/3 Nikkei 225 index 1/3 S&P 500 index 1/3 Eurostoxx 50 index
Return	100% participation in the basket
Strike	Nikkei 15,179 S&P 1,268 Eurostoxx 3,640
Notes	The return is subject to quarterly averaging throughout the life of the investment.
Capital Protection	108%
Final Maturity Date	11 August 2008
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