Debt


Search Debt Securities
Name, Sedol or ISIN:
Select Initial
ABCDEFGHIJKLMNOPQRSTUVWXYZ
Legend:   Debt Security Programme   Debt Security Non-Programme   Debt Security Tranche   Debt Security Document
Close  €40,000,000,000 Programme for the issue of Notes 82 1 21
Close  NIMROD CAPITAL P.L.C 82 21
          2006-1 Series 2006-1 Floating Rate Secured Senior Notes due 23 March 2040 Sedol: B1FT6C2 ISIN: XS0268651402
          2006-3 Series 2006-3 Floating Rate Secured Senior Notes due 2040 Sedol: B1GCST1 ISIN: XS0271611542
          2006-4 Series 2006-4 Floating Rate Secured Senior Notes due May 2040 Sedol: B1HN2C4 ISIN: XS0274273241
          2006-5 Series 2006-5 Floating Rate Secured Senior Notes due 2040 Sedol: B1LPR65 ISIN: XS0279936727
          2007-6 Series 2007-6 Senior Floating Rate Secured Senior Notes due 2040 Sedol: B1N81F9 ISIN: XS0280833350
          2007-7 Series 2007-7 Senior Floating Rate Secured Senior Notes due 2040 Sedol: B1N81D7 ISIN: XS0281000785
          2007-8 Series 2007-8 Floating Rate Secured Senior Notes due 2040 Sedol: B1VQY34 ISIN: XS0292637013
          2007-14 Series 2007-14 Floating Rate Secured Senior Notes due 2040 Sedol: B1XFS60 ISIN: XS0299824499
          2007-16 Series No 2007-16 Floating Rate Secured Senior Notes due 2040 Sedol: B23C6V9 ISIN: XS0309700556
          2007-15 Series No 2007-15 Floating Rate Secued Senior Notes due 2040 Sedol: B23C783 ISIN: XS0309698396
          2007-17 Series No 2007-17 Floating Rate Secued Senior Notes due 2040 Sedol: B23C772 ISIN: XS0309703220
          2007-19 Series No 2007-19 Tranche 1 Floating Rate Secured Senior Notes due 2040 Sedol: B2Q2R91 ISIN: XS0321802992
          2008-20 Series No 2008-20 Floating Rate Secured Senior Notes due 2040 Sedol: B3CLK90 ISIN: XS0381586436
          Series 2012-21 Floating Rate Secured Senior Notes due January 2040 (the Notes) Sedol: B8437D2 ISIN: XS0772028113
          Series 2012-22 Floating Rate Secured Senior Notes March 2040 (the Notes) Sedol: B79LX81 ISIN: XS0772029277
          Series 2012-23 Floating Rate Secured Senior Notes due April 2040 (the Notes) Sedol: B7N74N7 ISIN: XS0772032495
          Series 2013-24 USD 125000000 Floating Rate Secured Senior Notes due January 2040 (the Notes) Sedol: B8DTTB3 ISIN: XS0920765046
          Series 2013-27 Issue of CZK 750000000 Floating Rate Secured Senior Notes due January 2040 (the “Notes”) Sedol: BC9LNB9 ISIN: XS0950406321
          Series 2013-26 EUR 40000000 Floating Rate Secured Senior Notes due June 2040 (the “Notes”) Sedol: BC9S462 ISIN: XS0950404896
          Series 2013-25 EUR 40000000 Floating Rate Secured Senior Notes due May 2040 (the “Notes”) Sedol: BC9S5Z8 ISIN: XS0950409770
          Series 2015-28 Issue of USD 40,000,000 Floating Rate Secured Senior Notes (the "Notes") due 23 March 2040 Sedol: BYMFKK0 ISIN: XS1279453069
Close  €40,000,000,000 Programme for the issue of Notes 82 1 21
Close  EPERON FINANCE P.L.C 82 21
          2006-1 Series 2006-1 Floating Rate Secured Senior Notes due 23 March 2040 Sedol: B1FT6N3 ISIN: XS0268648283
          2006-3 Series 2006-3 Floating Rate Secured Senior Notes due 2040 Sedol: B1GCSW4 ISIN: XS0271591504
          2006-4 Series 2006-4 Floating Rate Secured Senior Notes due May 2040 Sedol: B1HN268 ISIN: XS0274274561
          2006-5 Series 2006-5 Floating Rate Secured Senior Notes due 2040 Sedol: B1LPR76 ISIN: XS0279931926
          2007-6 Series 2007-6 Senior Floating Rate Secured Senior Notes due 2040 Sedol: B1N8193 ISIN: XS0280830331
          2007-7 Series 2007-7 Senior Floating Rate Secured Senior Notes due 2040 Sedol: B1N8182 ISIN: XS0280998609
          2007-8 Series 2007-8 Floating Rate Secured Senior Notes due 2040 Sedol: B1VQXR1 ISIN: XS0292632303
          2007-14 Series 2007-14 Floating Rate Secured Senior Notes due 2040 Sedol: B1XFRY1 ISIN: XS0299823335
          2007-15 Series 2007-15 Floating Rate Secured Senior Notes due January 2040 Sedol: B23CCC2 ISIN: XS0309697745
          2007-16 Series 2007-16 Floating Rate Secured Senior Notes due January 2040 Sedol: B23CCD3 ISIN: XS0309700044
          2007-17 Series 2007-17 Floating Rate Secured Senior Notes due January 2040 Sedol: B23CCF5 ISIN: XS0309702685
          2007-19 Series No 2007-19 Floating Rate Secured Senior Notes due 2040 Sedol: B2Q2RD5 ISIN: XS0321802489
          2008-20 Series No 2008-20 Floating Rate Secured Senior Notes due 2040 Sedol: B3CLK56 ISIN: XS0381586196
          Series 2012-21 Floating Rate Secured Senior Notes due January 2040 (the Notes) Sedol: B77GH97 ISIN: XS0772027909
          Series 2012-22 Floating Rate Secured Senior Notes March 2040 (the Notes) Sedol: B8FPZ55 ISIN: XS0772028972
          Series 2012-23 Floating Rate Secured Senior Notes due April 2040 (the Notes) Sedol: B8FPZD3 ISIN: XS0772032222
          Series 2013-24 USD 185,000,000 Floating Rate Secured Senior Notes due January 2040 (the Notes) Sedol: B907423 ISIN: XS0920764403
          Series 2013-27 CZK 1150000000 Floating Rate Secured Senior Notes due January 2040 (the “Notes”) Sedol: BC9LN75 ISIN: XS0950406081
          Series 2013-26 EUR 55,000,000 Floating Rate Secured Senior Notes due June 2040 (the “Notes”) Sedol: BC9S439 ISIN: XS0950404466
          Series 2013-25 EUR 55,000,000 Floating Rate Secured Senior Notes due May 2040 (the “Notes”) Sedol: BC9S5W5 ISIN: XS0950409184
          Series 2015-28 Issue of USD 80000000 Floating Rate Secured Senior Notes due 23 March 2040 Sedol: BYMFKV1 ISIN: XS1279452509
 Expand  BABSON CLO LTD. 2014-III 0 4
 Expand  BABSON CLO LTD. 2014-III & BABSON CLO 2014-III, LLC 0 7
 Expand  BOSPHORUS CLO II DESIGNATED ACTIVITY COMPANY 1 7
 Expand  EA PARTNERS II B.V. 0 1
 Expand  INEOS GRANGEMOUTH PLC 1 1
Close  "Custom Markets" Structured Issuance Programme 3 1 1
Close  CUSTOM MARKETS SECURITIES PLC 3 1
          SERIES 2012-4 EUR 27,500,000 Notes Linked to a Basket of Assets due April 2041 Sedol: B831X62 ISIN: XS0802728716
Close  "Novus" Structured Issuance Programme 56 5 12
Close  LANI FINANCE LIMITED 3 0
Close  NOVUS CAPITAL PLC 39 12
          Series 2009-4 EUR 1500000 Notes due 2 December 2024 Sedol: B51KTZ1 ISIN: XS0471631613
          SERIES 2010-8 EUR 35000000 SECURED VARIABLE RATE NOTES DUE 20 DECEMBER 2038 Sedol: B3LGXN1 ISIN: XS0505464544
          Series 2010-10 Credit Linked Pass-Through Secured Notes due 2016 Sedol: B4K0XQ4 ISIN: XS0530614865
          2010-11 Notes due 1 September 2020 Sedol: B5TS9C4 ISIN: XS0568597727
          SERIES 2011-15 EUR 50000000 Notes due 22 March 2018 Sedol: B50PF26 ISIN: XS0626334766
          Series 2011-18 EUR 30000000 Interest Rate Asset Swap Notes due 15 September 2019 Sedol: B3Z4632 ISIN: XS0650702946
          SERIES 2011-19 EUR 56000000 SECURED VARIABLE RATE NOTES DUE 20 December 2033 Sedol: B7603Z8 ISIN: XS0653831874
          Series 2012-22 EUR 50,000,000 Interest Rate Asset Swap Notes due 15 September 2026 Sedol: B7VN750 ISIN: XS0750988981
          Series 2012-34 EUR 5000000 Secured Bonus Coupon Repack Notes due June 2018 Sedol: B7K4VR4 ISIN: XS0858301558
          Series 2013-35 USD 25,000,000 Secured Funding Notes due 20 March 2018 Sedol: B8SB5Q1 ISIN: XS0896414629
          Series 2013-36 JPY20000000000 Floating Rate Notes due March 2017 Sedol: BKRVMK9 ISIN: XS1011658686
          Series 2014-38 NOK 200000000 Secured Repack Notes due December 2016 Sedol: BMBMNY3 ISIN: XS1028041397
Close  HONU FINANCE LIMITED 4 0
Close  WAIPIO FINANCE LIMITED 4 0
Close  NOVUS CAPITAL LUXEMBOURG S.A. 6 0
Close  $10,000,000,000 GLOBAL COLLATERALISED MEDIUM TERM NOTES 62 1 18
Close  BARCLAYS BANK PLC 62 18
          Series 11492 Issue of EUR 100000000 Class DO Floating Rate Notes due 9 April 2020 Sedol: BWV6969 ISIN: XS1216550399
          Series 11492-Class EM Issue of EUR 100,000,000 Class EM Floating Rate Notes due 29 June 2017 Sedol: BYR51F7 ISIN: XS1254827162
          Series 11492 Class ER Issue of EUR 65,000,000 Class ER Floating Rate Notes due 24 July 2017 Sedol: BYY9SF1 ISIN: XS1260805731
          Series 11492 Class EA Issue of USD 50,000,000 Class EA Floating Rate Notes due 8 September 2016 Sedol: BZ0G358 ISIN: XS1288853820
          Series 11492 Class EC Issue of EUR 25,000,000 Class EC Floating Rate Notes due 8 September 2016 Sedol: BZ0G369 ISIN: XS1288854042
          Series 11492 Class ED Issue of EUR 100,000,000 Class ED Floating Rate Notes due 09 September 2016 Sedol: BYMK469 ISIN: XS1289580703
          Series 11492 Issue of EUR 100,000,000 Class FF Floating Rate Notes due 7 October 2016 Sedol: BYVY3P4 ISIN: XS1303931361
          Series 11492 Class FQ Issue of EUR 100000000 Class FQ Fixed Rate Notes due November 18, 2016 Sedol: BDB6J33 ISIN: XS1323609872
          Series 11492 Issue of EUR 100000000 Class EZ Fixed Rate Notes due December 2016 Sedol: BD6GRB2 ISIN: XS1335429657
          Series 11492 Issue of EUR 10000000 Class FR Fixed Rate Notes due 20th January 2017 Sedol: BD9WJ00 ISIN: XS1347825959
          Series 11492 Class FP Issue of EUR 100000000 Class FP Fixed Rate Notes due 20th January 2017 Sedol: BD9WJ99 ISIN: XS1347825876
          Series 11492 Issue of JPY 10000000000 Class GA Fixed Rate Notes due 26th August 2016 Sedol: BDGNSG5 ISIN: XS1373118790
          Series 11492 Issue of EUR 50000000 Class GB Fixed Rate Notes due 14th March 2017 Sedol: BYZJ3W2 ISIN: XS1379110270
          Series 11492 Issue of EUR 100000000 Class GK Fixed Rate Notes due 15th November 2016 Sedol: BYZJRZ3 ISIN: XS1410229030
          11492 Issue of €100000000 Class GM Fixed Rate Notes due 23 May 2017 Sedol: BD6S785 ISIN: XS1420473222
          Series 11492 Issue of Euro 150000000 Class GL Fixed Rate Notes due 28 November 2016 Sedol: BDB4X24 ISIN: XS1413587079
          Series 11492 Class GN Issue of EUR150,000,000 Class GN Fixed Rate Notes due 31 May 2017 Sedol: BDBGZV3 ISIN: XS1421303782
          Series 11492 Class GX Issue of €125,500,000 Class GX fixed Rate Notes due 03 November 2016 Sedol: BD1F7M5 ISIN: XS1468870313
Close  $10,000,000,000 Limited Recourse Asset Backed Note Programme 0 1 0
Close  GPB CREDIT & INVESTMENT SOLUTIONS S.A. 0
Close  $13,000,000,000 Global Debt Issuance Program 65 1 4
Close  NEW YORK LIFE GLOBAL FUNDING 65 4
          2007-2 Series 2007-2 4.375per cent Notes due 2017 Sedol: B1N4CD2 ISIN: XS0282588952
          2008-1 Series 2008-1 Floating Rate Notes due 2017 Sedol: B2QGTF3 ISIN: XS0351746135
          Series 2015-6 Issue of GBP 200,000,000 Floating Rate Notes due 28 September 2017 Sedol: BYVYGW2 ISIN: XS1297924695
          Series 2016-03 Issue of GBP 400000000 Floating Rate Notes due 13th April 2017 Sedol: BZBGMX8 ISIN: XS1395184978
Close  $3,000,000,000 Global Debt Issuance Program 1 1 0
Close  GUARDIAN LIFE GLOBAL FUNDING 1 0
Close  $30,000,000,000 Programme No. 3 for the Issuance of Loan Participation Notes 5 2 1
Close  VTB CAPITAL S.A. 2 0
Close  VTB EURASIA LIMITED 3 1
          Series 2 Issue of CZK 600000000 Floating Rate Loan Participation Notes due October 2016 Sedol: BG48JW6 ISIN: XS0984191360
Close  $500,000,000 Residential Mortgage Loans Covered Bond Programme 6 1 2
Close  GLOBAL BANK CORPORATION 6 2
          Series 2012-1 Issue of U.S $200000000 of 4.750% due 2017 Sedol: B8N3Z17 ISIN: US37952RAA86
          Series 2012-1 Issue of USD 100000000 4.750% Covered Bonds due 2017 Sedol: BF23J93 ISIN: US37952RAB69
Close  $7,000,000,000 Global Medium Term Note Issuance Program 15 1 0
Close  METLIFE INSTITUTIONAL FUNDING II 15 0
      (2) €15,000,000,000 EURO-COMMERCIAL PAPER PROGRAMME         0  
Close  (GEM) Regulation S Program for the Issuance of Notes, Series A and B, Warrants and Certificates 929 4 886
Close  MORGAN STANLEY 161 140
          Series 7673 Issue of USD 6000000 Equity-Linked Notes due 08 July 2019 - GEM Sedol: BC9SC13 ISIN: XS0948872162
          Series 6257 EUR 25000000 Credit-Linked Notes linked to a Reference Portfolio due 20 June 2018 - GEM Sedol: BCW3NF6 ISIN: XS0953114666
          Series 6266 EUR 5,000,000 Credit-Linked Notes linked to a Reference Portfolio due 20 June 2018 - GEM Sedol: BD675X3 ISIN: XS0958264821
          Series 7775 Issue of GBP 400000 Equity Linked Notes due12 September 2016 - GEM Sedol: BDX86F8 ISIN: XS0968947597
          Series 7805 Issue of GBP 5000000 Notes linked to Sienna Finance UK Limited Preference Shares due 6 September 2018 - GEM Sedol: BDZD598 ISIN: XS0969461986
          Series 7763 Issue of EUR 3135000 Equity Linked Notes due 9 October 2017 - GEM Sedol: BFNXVH4 ISIN: XS0967514513
          Series 7764 Issue of USD 1805000 Equity Linked Notes due 9 October 2017 - GEM Sedol: BFNXVJ6 ISIN: XS0967514356
          Series 7765 Issue of EUR 2495000 Equity Linked Notes due 9 October 2017 - GEM Sedol: BFNXVK7 ISIN: XS0967514430
          Series 7766 Issue of USD 1907000 Equity Linked Notes due 9 October 2017 - GEM Sedol: BFNXVL8 ISIN: XS0967514604
          Series 7810 Issue of USD 808000 Equity Linked Notes due 10 October 2017 - GEM Sedol: BFNXVM9 ISIN: XS0974573791
          Series 7808 Issue of EUR 1100000 Equity Linked Notes due 11 October 2016 - GEM Sedol: BFP9XN0 ISIN: XS0976173251
          Series 7831 Issue of GBP 3000000 Notes linked to Sienna Finance UK Limited Preference Shares due 4 October 2018 - GEM Sedol: BFPM8Z6 ISIN: XS0977428043
          Series 7830 Issue of GBP 3600000 Notes linked to Sienna Finance UK Limited Preference Shares due 4 October 2018 - GEM Sedol: BFPM908 ISIN: XS0977427664
          Series 7823 Issue of EUR 1000000 equity Linked Notes due 11 October 2021 - GEM Sedol: BFRBFK5 ISIN: XS0975924464
          Series 7835 Issue of EUR 600000 Equity Linked Notes due 31 October 2018 - GEM Sedol: BFXW0J6 ISIN: XS0979063863
          Series 7849 Issue of USD 3000000 Equity Linked Notes due 22 October 2019 - GEM Sedol: BFXW0K7 ISIN: XS0982245135
          Series 7866 Issue of USD 6467000 Equity Linked Notes due 2 November 2018 - GEM Sedol: BGCBYR7 ISIN: XS0985953339
          Series 7864 Issue of EUR 10000000 Equity Linked Notes due 8 November 2021 - GEM Sedol: BGCBYS8 ISIN: XS0985391076
          Series 7863 Issue of USD 4589000 Equity Linked Notes due 13 November 2018 - GEM Sedol: BGLNS94 ISIN: XS0984339290
          Series 7895 Issue of USD 2600000 Equity Linked Notes due 30 November 2018 - GEM Sedol: BGM0S38 ISIN: XS0992617067
          Series 7893 Issue of EUR 754000 Equity Linked Notes due 7 November 2018 - GEM Sedol: BGP6CC0 ISIN: XS0991297606
          Series 7908 Issue of USD 1000000 Equity Linked Notes due December 2018 - GEM Sedol: BH4HKQ1 ISIN: XS0994732583
          Series 7876 Issue of USD 928000 Equity Linked Notes due December 2017 - GEM Sedol: BH88W20 ISIN: XS0988496377
          Series 7897 Issue of USD 972000 Equity-Linked Notes - GEM Sedol: BHB1Y86 ISIN: XS0991897629
          Series 7928 Issue of EUR 561000 Equity Linked Notes due December 2018 - GEM Sedol: BHCQNT4 ISIN: XS0999460677
          Series 7951 Issue of EUR 1000000 Equity Linked Notes due December 2019 - GEM Sedol: BHB2779 ISIN: XS1008495183
          Series 7936 Issue of USD2000000 Equity Linked Notes Regulation S Program for the Issuance of Notes Series A and B Warrants and Certificates due17 December 2019 - GEM Sedol: BHY34B2 ISIN: XS1003209910
          Series 7935 Issue of USD 1408000 Equity Linked Notes due January 2018 - GEM Sedol: BHY34D4 ISIN: XS1003007884
          Series 7938 Issue of EUR 1457000 Equity Linked Notes due February 2023 - GEM Sedol: BJMZ9Q4 ISIN: XS1004671431
          Series W1200 Issue of 394 Equity linked Certificates due May 2018 - GEM Sedol: BJTNFT6 ISIN: XS1004673304
          Series 7940 Issue of EUR 1000000 Equity Linked Notes due February 2019 - GEM Sedol: BJFLLC9 ISIN: XS1005189706
          Series 8016 Issue of USD 715000 Equity Linked Notes due 13 March 2018 - GEM Sedol: BKS7TQ1 ISIN: XS1033082089
          Series 8062 Issue of EUR 1200000 Equity Linked Notes due 11 September 2017 - GEM Sedol: BKT0CT3 ISIN: XS1042453313
          Series 8078 Issue of GBP 1000000 Equity Linked Notes due March 2020 - GEM Sedol: BKZG9M7 ISIN: XS1046803216
          Series 8080 Issue of USD 3000000 Equity Linked Notes due March 2020 - GEM Sedol: BL25SV6 ISIN: XS1047496580
          Series 8082 Issue of USD 3000000 Equity Linked Notes due March 2020 - GEM Sedol: BL25X00 ISIN: XS1048225509
          Series 8007 Issue of EUR 698000 Equity Linked Notes due April 2024 - GEM Sedol: BL3DHQ7 ISIN: XS1029697155
          Series W1209 Issue of 650000 Equity Linked Certificates due 30 July 2018 - GEM Sedol: BLLHLG9 ISIN: XS1029676662
          Series 8085 Issue of EUR 20000000 Floating Rate Notes due 2029 - GEM Sedol: BLLHLH0 ISIN: XS1050456380
          Series 8074 Issue of USD 1460000 Equity Linked Notes due 11th April 2019 - GEM Sedol: BLP5H05 ISIN: XS1045222202
          Series 8111 Issue of EUR 900000 Equity Linked Notes due 13 April 2021 - GEM Sedol: BLP5H61 ISIN: XS1055790635
          Series 8009 Issue of EUR1072000 Equity Linked Notes due 18 March 2020 - GEM Sedol: BL3DXY7 ISIN: XS1030467341
          Series 8118 Issue of USD 4000000 Equity Linked Notes due April 2020 - GEM Sedol: BLWF3M2 ISIN: XS1056723221
          Series 8127 Issue of GBP 1000000 Equity Linked Notes due April 2020 - GEM Sedol: BM4P253 ISIN: XS1060714034
          Series 8125 Issue of USD 3000000 Equity linked Notes due April 2020 - GEM Sedol: BM4NVR2 ISIN: XS1059446671
          Series 8126 Issue of USD 4000000 Equity Linked Notes due 28 April 2020 - GEM Sedol: BM4NVS3 ISIN: XS1060713903
          Series 8171 Issue of EUR651000 Equity Linked Notes due 10 May 2019 - GEM Sedol: BMW3K22 ISIN: XS1068087755
          Series 8107 Issue of EUR 739000 Equity Linked Notes due 13 June 2024 - GEM Sedol: BLY2D10 ISIN: XS1053376122
          Series W1215 Issue of 2401000 Equity linked Certificates due 6 June 2019 - GEM Sedol: BNCBLR5 ISIN: XS1053938145
          Series 8233 Issue of EUR 400000 Equity Linked Notes due 17 June 2019 - GEM Sedol: BNG6CB7 ISIN: XS1079441090
          Series 8269 Issue of CZK 16650000 Equity Linked Notes due 2019 - GEM Sedol: BQSTNP6 ISIN: XS1088900961
          Series 8365 EUR 3277000 Equity Linked Notes due 2021 - GEM Sedol: BQWJM77 ISIN: XS1108842813
          Series 8345 Issue of EUR 500000 Equity linked Notes due 30 August 2019 - GEM Sedol: BR30704 ISIN: XS1105391343
          Series 8225 Issue of USD 500000 Equity Linked Notes due 10 July 2024 - GEM Sedol: BRCJDG0 ISIN: XS1078111504
          Series K0010 Issue of USD 50000000 Zero Callable Notes due 2044 - GEM Sedol: BRJ31L6 ISIN: XS1116945590
          Series 8438 Issue of EUR 16,000,000 Fixed Rate Callable Notes due 2044 - GEM Sedol: BRK9C65 ISIN: XS1121198680
          Series 8406 Issue of USD 2,000,000 Equity Linked Notes - GEM Sedol: BRK9C76 ISIN: XS0956286487
          Series 8407 Issue of USD 1,000,000 Equity Linked Notes due 13 October 2020 - GEM Sedol: BRK9C87 ISIN: XS0956286560
          Series 8412 Issue of USD 3,000,000 Equity Linked Notes due 14 October 2020 - GEM Sedol: BRKD289 ISIN: XS0956286727
          Series 8416 Issue of USD 3000000 Equity Linked Notes due 15 October 2020 - GEM Sedol: BRKDXB9 ISIN: XS0956287295
          Series 8436 Issue of USD 2,000,000 Equity Linked Notes due 19 October 2020 - GEM Sedol: BRS5XP1 ISIN: XS0956288343
          Series 8437 Issue of USD 2,000,000 Equity Linked Notes Due October 19 2020 - GEM Sedol: BRS5XQ2 ISIN: XS0956288426
          Series 8435 Issue of USD 4,000,000 Equity Linked Notes due 19 October 2020 - GEM Sedol: BRS5XR3 ISIN: XS0956288269
          Series 8449 Issue of USD 2,000,000 Equity Linked Notes due 23 October 2020 - GEM Sedol: BRYG455 ISIN: XS0956289150
          Series k0011 Issue of USD 100,000,000 Zero Callable Notes due 4 November 2044 - GEM Sedol: BSJCDM5 ISIN: XS1129674948
          Series 8196 Issue of EUR 811,000 Equity Linked Notes due 07 November 2016 - GEM Sedol: BSKRVV4 ISIN: XS1131309202
          Series 8486 Issue of EUR 10,000,000 Fixed-Floating Rate Due 21 November 2034 - GEM Sedol: BSS7HG3 ISIN: XS1137550676
          SERIES 8366 Issue of EUR500,000 Equity Linked Notes due 2021 - GEM Sedol: BSVYM44 ISIN: XS1108844512
          Series 8504 Issue of EUR 10,000,000 Notes due 28 November 2029 - GEM Sedol: BT6SRT8 ISIN: XS1140941706
          Series 8512 issue of EUR 500,000 Equity linked Notes due 01 December 2026 - GEM Sedol: BT6STT2 ISIN: XS0956293939
          Series 8546 Issue of USD 2,500,000 Equity-Linked Notes due 21 December 2020 - GEM Sedol: BTLWX97 ISIN: XS1138822983
          Series 8545 Issue of USD 2,500,000 Equity-Linked Notes due 21st December 2020 - GEM Sedol: BTLWXB9 ISIN: XS1138822710
          Series 8548 Issue of USD 3,000,000 Equity Linked Notes due 23 December 2020 - GEM Sedol: BTN2276 ISIN: XS1138823106
          Series 8556 Issue of USD 1,000,000 Equity Linked Notes due 12 January 2021 - GEM Sedol: BVCXB77 ISIN: XS1138824252
          Series K0017 Issue of AUD 5,000,000 Zero Coupon Notes due 2035 - GEM Sedol: BVL8DS8 ISIN: XS1158163144
          Series K0018 Issue of AUD 30,000,000 Zero Coupon Notes due 2035 - GEM Sedol: BV9FS64 ISIN: XS1158162849
          Series K0022 Issue of USD 50,000,000 Zero Callable Notes due 2045 - GEM Sedol: BVDQ0N4 ISIN: XS1158162419
          Series 8221 Issue of EUR 575,000 Equity Linked Notes due 08 August 2024 - GEM Sedol: BP3S232 ISIN: XS1077030390
          Series 8235 Issue of EUR 632000 Equity Linked Notes due 26 June 2019 - GEM Sedol: BVZ6SV6 ISIN: XS1081505999
          Series 8625 Issue of USD 2444000 Equity Linked Notes due 11 March 2020 - GEM Sedol: BWD1ZQ4 ISIN: XS1138832198
          Series 8601 Issue of USD 7199000 Equity Linked Notes due 11 March 2020 - GEM Sedol: BWD1ZS6 ISIN: XS1138829483
          Series 8656 Issue of USD 2015000 Equity Linked Notes due 14 April 2020 - GEM Sedol: BWWYN15 ISIN: XS1138837155
          Series 8659 Issue of USD 4182000 Equity Linked Notes due 14 April 2020 - GEM Sedol: BWWYSH6 ISIN: XS1138837312
          Series K0033 Issue of USD 25000000 Zero Coupon Callable Notes due 14 April 2045 - GEM Sedol: BWXC0G2 ISIN: XS1158163573
          Series K0035 Issue of USD 25000000 Zero Coupon Callable Notes due 14 April 2045 - GEM Sedol: BWXC0H3 ISIN: XS1216470010
          Series K0036 Issue of USD 30000000 Zero Coupon Bullet Notes due 13 May 2045 - GEM Sedol: BXRTMK4 ISIN: XS1228202468
          Series 8714 Issue of USD 1320000 Equity Linked Notes due 13 May 2020 - GEM Sedol: BWX4477 ISIN: XS1138848517
          Series K0037 Issue of USD 20000000 Zero Coupon Bullet Notes due 20 May 2045 - GEM Sedol: BWVFKF2 ISIN: XS1158161791
          Series 8746 Issue of USD 10000000 Equity Linked Notes due 30 April 2018 - GEM Sedol: BYJQVZ8 ISIN: XS1138851149
          Series 8752 Issue of USD 2025000 Equity Linked Notes due 11 June 2020 - GEM Sedol: BZ0Y965 ISIN: XS1138855058
          Series 8809 Issue of USD 3000000 Equity Linked Notes due 10 June 2021 - GEM Sedol: BZ0Y857 ISIN: XS1138865792
          Series 8815 Issue of USD 4,000,000 Equity Linked Notes due 14 June 2021 - GEM Sedol: BYMWGB4 ISIN: XS1138866766
          Series 8814 Issue of USD 4,000,000 Equity-Linked Notes due 14 June 2021 - GEM Sedol: BYMWGC5 ISIN: XS1138866683
          Series 8816 Issue of USD 2,000,000 Equity Linked Notes due 12 June 2019 - GEM Sedol: BYMWGD6 ISIN: XS1138866840
          K0039 Issue of USD 25,000,000 Zero Coupon Bullet Notes due 16 June 2045 - GEM Sedol: BYNC141 ISIN: XS1244596729
          Series K0038 Issue of USD 25,000,000 Zero Coupon Bullet Notes due 16 June 2045. - GEM Sedol: BYNC152 ISIN: XS1244596992
          Series 8817 Issue of USD 4,000,000 Equity Linked Notes 15 June 2021 - GEM Sedol: BYNC174 ISIN: XS1138867145
          Series 8835 Issue of USD 2,000,000 Equity Linked Notes due 17 June 2019 - GEM Sedol: BYNJB53 ISIN: XS1138868382
          Series 8834 Issue of USD 3,000,000 Equity Linked Notes due 16 June 2021 - GEM Sedol: BYNJBD1 ISIN: XS1138867814
          Series 8833 Issue of USD 3,000,000 Equity Linked Notes due 16 June 2021 - GEM Sedol: BYNJBL9 ISIN: XS1138867657
          Series 8845 Issue of USD 8,000,000 Equity Linked Notes due 21 June 2021 - GEM Sedol: BYQR6K4 ISIN: XS1249966869
          Series 8843 Issue of USD 2,000,000 Equity- Linked Notes due 21 June 2021 - GEM Sedol: BYQR6L5 ISIN: XS1138870958
          Series W1240 Issue of 812,000 Commodity Linked Certificates due 12 June 2020 - GEM Sedol: BWH5WQ1 ISIN: XS1156023811
          Series 8848 Issue of USD 3,000,000 Equity Linked Notes due 22 June 2021 - GEM Sedol: BYRY4F5 ISIN: XS1138871410
          Series 8849 Issue of 3,000,000 Equity Linked Notes due 22 June 2021 - GEM Sedol: BYRY4G6 ISIN: XS1138871501
          Series 8854 Issue of USD 2,000,000 Equity Linked Notes due 23 June 2021 - GEM Sedol: BYTH9Q8 ISIN: XS1138872145
          Series 8853 Issue of USD 2,000,000 Equity Linked Notes due 23 June 2021 - GEM Sedol: BYTH9R9 ISIN: XS1138872061
          Series CDP 2015-2 EUR 2000000 Credit-Linked Notes linked to Glencore International AG due 2020 - GEM Sedol: BYT06Y4 ISIN: XS1236656945
          Series 8881 Issue of USD 3000000 Equity- Linked Notes due the 07 July 2021 - GEM Sedol: BZ2JCL4 ISIN: XS1138877888
          Series 8887 Issue of USD 3,000,000 Equity Linked Notes due 09 July 2021 - GEM Sedol: BYMWWS3 ISIN: XS1138878696
          Series 8888 Issue of USD 3000000 Equity Linked Notes due 12 July 2021 - GEM Sedol: BYN8JH8 ISIN: XS1138878936
          Series 8889 Issue of USD 3,000,000 Equity Linked Notes due 13 July 2021 - GEM Sedol: BYPHWY1 ISIN: XS1138879231
          Series 8890 Issue of USD 2000000 Equity Linked Notes due 14 July 2021 - GEM Sedol: BYQDRY3 ISIN: XS1138879405
          Series 8891 Issue of USD 2000000 Equity Linked Notes due 14 July 2021 . - GEM Sedol: BYQDTB4 ISIN: XS1138879587
          Series K0046 Issue of USD 9,000,000 Fixed to Floating Rate Notes due 30 July 2035 - GEM Sedol: BYY8MJ0 ISIN: XS1158161015
          Series 8950 USD 3000000 Equity-Linked Notes due 2021 - GEM Sedol: BYNQPL8 ISIN: XS1237064800
          Series 8957 Issue of USD 2,000,000 Equity Linked Notes due 31 August 2021 - GEM Sedol: BZ1KPB9 ISIN: XS1237065526
          Series 8956 Issue of USD 4,000,000 Equity Linked Notes due 31 August 2021 - GEM Sedol: BZ1KQF0 ISIN: XS1237065799
          Series 8958 Issue of USD 2,000,000 Equity Linked Notes due 1 September 2021 - GEM Sedol: BYP36M5 ISIN: XS1237065872
          Series 8973 Issue of USD 2,000,000 Equity Linked Notes due 3 September 2021 - GEM Sedol: BYSJML1 ISIN: XS1237067738
          Series 8974 Issue of USD 2,000,000 Equity Linked Notes due 3 September 2021 - GEM Sedol: BYSJMM2 ISIN: XS1237067811
          Series 8976 Issue of USD 3,000,000 Equity Linked Notes due 7 September 2021 - GEM Sedol: BYZ5WB2 ISIN: XS1237068389
          Series 8977 Issue of USD 3000000 Equity Linked Notes due 7 September 2021 - GEM Sedol: BYZ5WC3 ISIN: XS1237068462
          Series 8979 Issue of USD 5,000,000 Equity Linked Notes due 8 September 2021 - GEM Sedol: BYMK4V4 ISIN: XS1237068629
          Series 8998 Issue of USD 3,000,000 Equity-Linked Notes due 9 September 2021 - GEM Sedol: BYNFV17 ISIN: XS1237069510
          Series 8997 Issue of USD 3000000 Equity-Linked Notes due 9 September 2021 - GEM Sedol: BYNFV28 ISIN: XS1289907633
          Series 9001 Issue of USD 4,000,000 Equity-Linked Notes due 14 September 2021 - GEM Sedol: BYNVCD4 ISIN: XS1289386481
          Series 9002 Issue of GBP 1,000,000 Equity-Linked Notes due 14 September 2021 - GEM Sedol: BYNVCG7 ISIN: XS1289386564
          Series 9008 Issue of USD 2,000,000 Equity linked Notes due 20 September 2021 - GEM Sedol: BYTBRK0 ISIN: XS1289388180
          Series 9007 Issue of USD 1,000,000 Equity Linked Notes due 20 September 2021 - GEM Sedol: BYTBTB5 ISIN: XS1289388263
          Series CDP 2015-4 USD 10,000,000 Credit-Linked Notes linked to Australia and New Zealand Banking Group Limited due September 2022 - GEM Sedol: BZBW6J0 ISIN: XS1286872467
          Series CDP 2015-3 USD 10000000 Credit-Linked Notes linked to Australia and New Zealand Banking Group Limited due September 2022 - GEM Sedol: BZBW6M3 ISIN: XS1286872384
          Series 9024 Issue of USD 2000000 Equity-Linked Notes due 06 October 2021 - GEM Sedol: BZBX132 ISIN: XS1289396449
          Series CDP 2015-6 USD 10000000 Credit-Linked Notes linked to Commonwealth Bank of Australia due December 2022 - GEM Sedol: BYSRLZ2 ISIN: XS1303861568
          Series 9066 Issue of TRY 61000000 Zero Coupon Notes due October 28, 2035 - GEM Sedol: BYYXH12 ISIN: XS1309973250
          Series 9067 Issue of Series 9067 RUB 940000000 Zero Coupon Notes due October 28, 2025 - GEM Sedol: BYYXH23 ISIN: XS1309711304
          Series L-4 Issue of BRL 200000000 FX linked Notes due 06 November 2035, Series L-4 - GEM Sedol: BYNYMP5 ISIN: XS1314346773
          Series A Issue of EUR 2000000 Fixed to Floating Rate Notes Due 2025 Based on the 10-Year EUR Constant Maturity Swap Rate due November 27, 2025 - GEM Sedol: BYZ45C1 ISIN: XS1322070977
          Series L-5 Issue of BRL 380000000 Brazilian Real Zero - Coupon Notes due 06 November 2035 - GEM Sedol: BYVB861 ISIN: XS1331671534
          Series 9222 Issue of GBP 794,000 Equity Linked Notes due 21 March 2018 - GEM Sedol: BDCRRS6 ISIN: XS1289441179
Close  MORGAN STANLEY & CO. INTERNATIONAL PLC 21 25
          Series 7714 Issue of EUR 5000000 Equity linked Notes due 25 July 2022 - GEM Sedol: BCRY8N7 ISIN: XS0950580513
          Series 7715 Issue of EUR 8000000 Equity Linked Notes due 28 February 2023 - GEM Sedol: BD615B3 ISIN: XS0954611744
          Series 7759 Issue of EUR 5000000 Equity Linked Notes due23 March 2023 - GEM Sedol: BF49RR3 ISIN: XS0966276700
          Series 7929 Issue of EUR 18000000 Equity Linked Notes due September 2023 - GEM Sedol: BHCRCY5 ISIN: XS0999556433
          Series 8164 Issue of EUR3000000 Equity Linked Notes due 27th November 2019 - GEM Sedol: BN56KH0 ISIN: XS1067020633
          Series 8355 Issue of EUR 2,000,000 Equity Linked Notes - GEM Sedol: BR306Y1 ISIN: XS1107703834
          Series CDP 2014-2 EUR 4000000 Credit-Linked Notes linked to Kingdom of Spain due 2029 - GEM Sedol: BTDCMB0 ISIN: XS1141110749
          Series 8578 Issue of EUR 8000000 Equity Linked Notes due 20 February 2023 - GEM Sedol: BVYVC21 ISIN: XS1138825739
          Series 8684 Issue of EUR 2300000 Equity-Linked Notes due 21 April 2023 - GEM Sedol: BWZMY35 ISIN: XS1138843476
          Series 8725 Issue of USD 1520000 Equity Linked Notes due 30 April 2018 - GEM Sedol: BWT3KX6 ISIN: XS1138849838
          Series 8758 Issue of USD 2524000 Equity Linked Note due 21 May 2018 - GEM Sedol: BY7S2C0 ISIN: XS1138857005
          Series 8934 USD 5,000,000 Equity-Linked and Credit-Linked Notes linked to JSC “GAZPROM” due 2020 - GEM Sedol: BYXWV41 ISIN: XS1272763589
          Series 9156 Issue of USD 1000000 Equity Linked Notes due 21st January 2021 - GEM Sedol: BD9WPR9 ISIN: XS1289420413
          Series 2016-1 USD 20,000,000 Credit-Linked Notes linked to Export Import Bank of China due December 2022 - GEM Sedol: BZ56C90 ISIN: XS1347825520
          Series CDP 2016-2 USD 10000000 Credit-Linked Notes linked to Export Import Bank of Korea due December 2022 - GEM Sedol: BYQ6946 ISIN: XS1357763603
          Issue of Series CDP 2016-3 USD 10,000,000 Credit-Linked Notes linked to National Australia Bank Limited due December 2022 - GEM Sedol: BYV0BM5 ISIN: XS1384064405
          Series W1294 Issue of 4000 Equity-Linked Warrants (the "Warrants" or the "Securities") due 16th September 2016 - GEM Sedol: BZB0RW4 ISIN: GB00BZB0RW46
          Series 9253 Issue of USD 5000000 Equity Linked Notes due 26th April 2019 - GEM Sedol: BYYXZ52 ISIN: XS1374798939
          Series CDP 2016-4 USD 10,000,000 Credit-Linked Notes linked to Sumitomo Mitsui Banking Corporation due June 2023 - GEM Sedol: BYT2NJ4 ISIN: XS1405134310
          Series CDP 2016-5 JPY 500,000,000 Credit-Linked linked to the Republic of Italy due 2026 - GEM Sedol: BD043R0 ISIN: XS1417286447
          Series 9325 lssue of USD 5000000 Equity Linked Notes due 23rd June 2017 (the "Securities") - GEM Sedol: BD6KRP8 ISIN: XS1433521967
          Series CDP 2016-6 JPY 500,000,000 Credit-Linked Notes linked to JFE Holdings, Inc. due 2026 - GEM Sedol: BZ977Q1 ISIN: XS1433210884
          Series CDP 2016-7 JPY 500000000 Credit-Linked Notes linked to Marubeni Corporation due 2026 - GEM Sedol: BZ977Y9 ISIN: XS1433210967
          Series CDP 2016-8 USD 52128000 Credit-Linked Notes linked to the Republic of Korea due 2031 - GEM Sedol: BZ9NCF3 ISIN: XS1438543297
          CDP 2016-9 EUR 23000000 Credit-Linked Notes linked to the Republic of Italy due 2026 - GEM Sedol: BDCCRM5 ISIN: XS1449896601
Close  MORGAN STANLEY B.V. 729 707
          Series 7998 Issue of USD 2782000 Equity Linked Notes due 2019 - GEM Sedol: BKT0442 ISIN: XS1028401435
          Series 7887 Issue of GBP 4650000 Equity linked Notes due December 2018 - GEM Sedol: BHC88M8 ISIN: XS0990471434
          Series 7885 Issue of GBP 3568000 Equity linked Notes due December 2018 - GEM Sedol: BHC88Q2 ISIN: XS0990470899
          Series 7956 Issue of USD 3515000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKT2 ISIN: XS1013677387
          Series 7789 Issue of GBP 1550000 equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG36 ISIN: XS0970899653
          Series 7837 Issue of GBP 2770000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BG6L5R0 ISIN: XS0979449203
          Series 7840 Issue of USD 1934000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BGM0S94 ISIN: XS0979449625
          Series 9256 Issue of GBP 3298000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BDD1CP9 ISIN: XS1374801238
          Series W1316 Issue of 550 Equity and ETF-Linked Warrants (the "Warrants" or the "Securities") due 28 February 2017 - GEM Sedol: BDCCRF8 ISIN: NL0011983457
          Sereis 9166 Issue of GBP 350,000 Equity Linked Notes due 26 February 2019 - GEM Sedol: BDGNSJ8 ISIN: XS1289422385
          Series 9259 Issue of USD 1,041,000 Equity Linked Notes due 3 June 2021 - GEM Sedol: BDD8C83 ISIN: XS1374801584
          Series 7800 Issue of EUR 2500000 Equity Linked Notes due 10 October 2019 - GEM Sedol: BF8H6D2 ISIN: XS0972720931
          Series 7784 Issue of USD 1000000 Equity Linked Noted due 12 September 2016 - GEM Sedol: BDV0418 ISIN: XS0969637262
          Series 9340 Issue of USD 865000 Equity Linked Notes due 29th July 2021 - GEM Sedol: BD056X0 ISIN: XS1374823398
          Series 9383 Issue of USD 5,000,000 Commodity Linked Notes due 13 August 2018 - GEM Sedol: BD0FT75 ISIN: XS1467426372
          Series 9334 Issue of GBP 380000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD08FY3 ISIN: XS1374822580
          Series 9069 Issue of USD 3000000 Equity Linked Notes due November 13, 2018 - GEM Sedol: BD610X0 ISIN: XS1289402270
          Series 9044 Issue of USD 807000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BD61126 ISIN: XS1289398148
          Series 9406 Issue of USD 1,500,000 Equity-Linked Notes due 24 December 2021 - GEM Sedol: BD601X4 ISIN: XS1437434977
          Series 9344 Issue of USD 2,000,000 Equity-Linked Notes due 22 June 2022 - GEM Sedol: BD4FCP0 ISIN: XS1374824529
          Series 9312 Issue of USD 1156000 Equity Linked Notes due 24 May 2019 - GEM Sedol: BD4DRJ3 ISIN: XS1414826534
          Series 9326 Issue of USD 2000000 Equity and Floating Rate Note due 16 June 2017 - GEM Sedol: BD3HZ14 ISIN: XS1374819875
          Series 7630 Issue of EUR 1000000 Equity linked Notes due 16 July 2018 - GEM Sedol: BCBVKB6 ISIN: FI4000065628
          Series 7607 Issue of GBP 1540000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6R7 ISIN: XS0939544598
          Series 7665 Issue of USD 2036100 Notes linked to Sienna Finance UK Limited Preference Shares - GEM Sedol: BBQ3894 ISIN: XS0948401129
          Series 9227 Issue of USD 1,100,000 Equity Linked Notes due 16 March 2020 - GEM Sedol: BYY2FS2 ISIN: XS1374786256
          Series 8782 Issue of GBP 2,409,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX2044 ISIN: XS1138860058
          Series 8770 Issue of USD 5084000 Equity Linked Notes due 29 May 2018 - GEM Sedol: BYYTGY6 ISIN: XS1235692297
          Series 9280 Issue of USD 4000000 Equity Linked Notes due 12th May 2020 - GEM Sedol: BYY7Y80 ISIN: XS1374809645
          Series 9111 Issue of USD 500000 Equity Linked Notes due 18th January 2021 - GEM Sedol: BYYC4D0 ISIN: XS1289412741
          Series 9237 Issue of GBP 2807000 Equity Linked Notes due 06 May 2021 - GEM Sedol: BYV1NP5 ISIN: XS1374792148
          Series 8993 Issue of GBP 2455000 due Equity Linked Notes due 2020 Guaranteed by Morgan Stanley - GEM Sedol: BYV0T43 ISIN: XS1289907120
          Series W1293 Issue of 505 Equity and FX-Linked Certificates due 02nd January 2019 (the "Certificates" or the "Securities") - GEM Sedol: BYV17M0 ISIN: XS1374797618
          Series 9127 USD 1250000 Equity Linked Notes due 17th December 2020 - GEM Sedol: BYZ1522 ISIN: XS1289415769
          Series 8208 Issue of EUR 375000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9SD8 ISIN: XS1074586113
          Series 8540 Issue of USD 1619000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVS80 ISIN: XS1138822470
          Series 8255 Issue of AUD 680000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9Y85 ISIN: XS1083988508
          Series 8582 Issue of USD 3750000 Equity and Commodity Linked Notes due 2018 - GEM Sedol: BVVT4W2 ISIN: XS1138827271
          Series 8574 Issue of USD 1186000 Equity Linked Notes due 2020 - GEM Sedol: BVV2744 ISIN: XS1176521810
          Series 8495 Issue of GBP 2,102,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCXR0 ISIN: XS0956293269
          Series 8377 Issue of USD 1160000 Equity Linked Notes due 2017 - GEM Sedol: BR4SWL3 ISIN: XS1113244336
          Series 8319 Issue of EUR 11000000 Equity Linked Notes due 2018 - GEM Sedol: BQZJ467 ISIN: XS1098658187
          Series 8462 Issue of EUR 11000000 Equity Linked Notes due 2017 - GEM Sedol: BRJZVB2 ISIN: XS0956290166
          SERIES 8518 Issue of GBP 1,000,000 Equity Linked Notes due 2017 - GEM Sedol: BT9Q3Q8 ISIN: XS1147474750
          Series 8422 Issue of USD 1,363,000 Equity Linked Notes due 29 November 2029 - GEM Sedol: BT6STR0 ISIN: XS0956287709
          Series 8381 Issue of GBP 1,997,000 Equity Linked Notes due 2019 - GEM Sedol: BSFWH38 ISIN: XS1113713009
          Series 8390 Issue of USD 573,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH61 ISIN: XS1113713850
          Series 8285 Issue of GBP 1442000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQQ4 ISIN: XS1092479523
          Series 8141 Issue of USD 2145000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLJ7 ISIN: XS1063826546
          Series 8147 Issue of USD 1567000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLK8 ISIN: XS1063693722
          Series 9224 Issue of USD 1,000,000 Equity Linked Notes due 10 March 2020 - GEM Sedol: BYZJ6L2 ISIN: XS1374785282
          Series 8951 Issue of USD 1,000,000 Commodity Linked Notes due 03 March 2017 - GEM Sedol: BZ183C0 ISIN: XS1280574630
          Series 9120 Issue of USD 534,000 Equity Linked Notes due 12 February 2021 - GEM Sedol: BZ1F5R0 ISIN: XS1289414010
          Series 8830 issue of USD 500,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04NC9 ISIN: XS1138868978
          Series 9132 Issue of USD 2000000 Equity linked Notes due 20th December 2021 - GEM Sedol: BZ06J72 ISIN: XS1289416494
          Series 8794 Issue of USD 2612000 Equity Linked Notes due 04 June 2018 - GEM Sedol: BYZZCF6 ISIN: XS1239394171
          Series 9183 Issue of USD 1,750,000 Equity Linked Notes due 4 February 2021 - GEM Sedol: BYSZBF6 ISIN: XS1289426618
          Series 9282 Issue of USD 2680000 Equity Linked Notes due 17th May 2019 - GEM Sedol: BYT1GQ9 ISIN: XS1410423435
          Series 9258 Issue of USD 1707000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BYT3R62 ISIN: XS1374801402
          Series 8894 Issue of EUR 1,400,000 Equity Linked Notes due 15 July 2020 - GEM Sedol: BYSG5Z7 ISIN: XS1138879827
          Series 9147 Issue of USD 594000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKF3 ISIN: XS1289419597
          Series 9143 Issue of USD 3071000 Equity Linked Notes due 7th January 2019 - GEM Sedol: BYQ0J82 ISIN: XS1339833417
          Series 9074 Issue of GBP 5233000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYQDC26 ISIN: XS1289404722
          Series 9080 Issue of EUR 1312000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYP0XJ2 ISIN: XS1289405612
          Series 9295 Issue of USD 1470000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QLR2 ISIN: XS1374814215
          Series 9296 Issue of 582,000 Equity Linked Notes due 2021 - GEM Sedol: BY7QMB3 ISIN: XS1419646234
          Series 8687 Issue of USD 741000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZ9D8 ISIN: XS1138845331
          Series 8690 Issue of USD 572000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZBS7 ISIN: XS1138844953
          Series 8812 Issue of USD 5,652,000 Equity Linked Notes due 11 June 2020 - GEM Sedol: BYM1569 ISIN: XS1244757750
          Series 8818 Issue of EUR 3,000,000 Equity Linked Notes due 16 June 2020 - GEM Sedol: BYNJB20 ISIN: XS1138867228
          Series 9015 Issue of USD 3,978,000 Equity Linked Notes due 01 October 2018 - GEM Sedol: BZBWG34 ISIN: XS1298095230
          Series 9170 Issue of USD 3000000 Equity-Linked Notes due 25th January 2022 - GEM Sedol: BZ8FHY4 ISIN: XS1289422542
          Series 9225 Issue of Series 9225 EUR 15000000 Commodity Linked Notes due 04th March 2019 - GEM Sedol: BZ58DM6 ISIN: XS1374857297
          Series 9309 Issue of USD 2960000 Equity Linked Notes due 31 May 2018 - GEM Sedol: BDC5D37 ISIN: XS1374816855
          Series 9310 Issue of USD 2,530,000 Equity Linked Notes due 3 December 2019 - GEM Sedol: BDC5D48 ISIN: XS1374816772
          Series 9263 Issue of GBP 350000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BYT2X16 ISIN: XS1374802046
          Series 9261 Issue of USD 500000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BYT3R51 ISIN: XS1374801667
          Series 9260 Issue of USD 500,000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BYT3RG2 ISIN: XS1374801154
          Series 9257 Issue of GBP 1494000 Equity Linked Notes due 03 June 2021 - GEM Sedol: BYT3RH3 ISIN: XS1374800933
          Series 9266 Issue of EUR 1,041,000 Equity Linked Notes due 3 June 2021 - GEM Sedol: BDD8BK8 ISIN: XS1374802632
          Series 9265 Issue of GBP 428,000 Equity Linked Notes due 3 June 2021 - GEM Sedol: BDD8BM0 ISIN: XS1374802558
          Series 9262 Issue of GBP 369,000 Equity Linked Notes due 3 June 2021 - GEM Sedol: BDD8CB6 ISIN: XS1374801741
          Series 9314 Issue of USD 1589000 Equity Linked Notes due 03rd June 2019 - GEM Sedol: BDB7BK7 ISIN: XS1421303519
          Series 9283 Issue of USD 3,867,000 Equity Linked Notes due 17 May 2019 - GEM Sedol: BYQPWM2 ISIN: XS1409129993
          Series 9289 Issue of USD 2,000,000 Equity Linked Notes due 27 November 2017 - GEM Sedol: BDB4QN6 ISIN: XS1374813324
          Series 9345 Issue of USD 500000 Equity Linked Notes due 22 June 2021 - GEM Sedol: BD4FDP7 ISIN: XS1374826730
          Series 9328 Issue of USD 1,000,000 Equity Linked Notes due 20 December 2019 - GEM Sedol: BD37PS1 ISIN: XS1374821186
          Series 9321 Issue of GBP 750,000 Equity Linked Notes due 16 June 2022 - GEM Sedol: BZB1NS5 ISIN: XS1374818471
          Series 9330 Issue of USD 38,000,000 Fund Linked Notes due 24 June 2021 - GEM Sedol: BD20LV6 ISIN: XS1374824289
          Series 9288 Issue of EUR 4287000 Equity Linked Notes due 30 December 2019 - GEM Sedol: BD20LS3 ISIN: XS1374813910
          Series 9327 Issue of USD 3420000 Equity Linked Notes due 27th June 2018 - GEM Sedol: BD8CWP7 ISIN: XS1374819792
          Series 9353 Issue of USD 1000000 Equity Linked Notes due 27 June 2018 - GEM Sedol: BD6FW03 ISIN: XS1438518349
          Series 9346 Issue of USD 1,350,000 Equity Linked Notes due 23 December 2019 - GEM Sedol: BD06C46 ISIN: XS1437008953
          Series 9300 Issue of GBP 472000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QKD1 ISIN: XS1374814561
          Series 9297 Issue of USD 500,000 Equity Linked Notes due 1 July 2021 - GEM Sedol: BY7QKB9 ISIN: XS1419646747
          Series 9293 Issue of GBP 2673000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QLW7 ISIN: XS1374814058
          Series 9292 Issue of USD 1,913,000 Equity Linked Notes due 1 July 2021 - GEM Sedol: BD09P91 ISIN: XS1374813837
          Series 9290 Issue of GBP 846,000 Equity Linked Notes due 1 July 2021 - GEM Sedol: BY7QLV6 ISIN: XS1374813597
          Series 9299 Issue of EUR 920,000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QMC4 ISIN: XS1374814488
          Series 9291 Issue of USD 567,000 Equity Linked Notes due 2021 - GEM Sedol: BY7QLS3 ISIN: XS1374813753
          Series 9298 Issue of GBP 350000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QPJ2 ISIN: XS1374814306
          Series 9287 Issue of USD 7500000 Equity Linked Notes due 30 December 2019 - GEM Sedol: BD8D302 ISIN: XS1374813084
          Series 9369 Issue of USD 600000 Equity Linked Notes due 29 July 2019 - GEM Sedol: BD04RZ6 ISIN: XS1459791379
          Series 9333 Issue of USD 500000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD05DY0 ISIN: XS1374822408
          Series 9335 Issue of GBP 493000 Equity Linked Notes due 29th July 2021 - GEM Sedol: BD05F00 ISIN: XS1374822663
          Series 9339 Issue of GBP 2,757,000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD08CN1 ISIN: XS1374823125
          Series 9332 Issue of USD 500,000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD08CP3 ISIN: XS1374822317
          Series 9338 Issue of GBP 5,127,000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BDBDLV6 ISIN: XS1374823042
          Series 9336 Issue of GBP 1,120,000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD08DV6 ISIN: XS1374822747
          Series 9370 Issue of USD 850,000 Commodity Linked Notes due 13 August 2018 - GEM Sedol: BYZWHM9 ISIN: XS1466313472
          Series 9390 Issue ofUSD 3,000,000 Equity-Linked Notes due 24 December 2021 - GEM Sedol: BZC0RD4 ISIN: XS1437430041
          Series 9385 Issue of USD 5080000 Equity Linked Notes due 4 August 2021 - GEM Sedol: BZC0L98 ISIN: XS1464600896
          Series 9389 Issue of USD 3,000,000 Equity-Linked Notes due 10 August 2022 - GEM Sedol: BZC0LB0 ISIN: XS1437429977
          Series 9386 Issue of USD 3360000 Equity Linked Notes due 04 August 2023 - GEM Sedol: BDBBP07 ISIN: XS1467543762
          Series 9408 Issue of USD 1,500,000 Equity-Linked Notes due 24December 2021 - GEM Sedol: BD601W3 ISIN: XS1437434621
          Series 9407 Issue of USD 1500000 Equity-Linked Notes due 24 December 2021 - GEM Sedol: BD602S6 ISIN: XS1437434894
          Series 9409 Issue of USD 2000000 Equity-Linked Notes due 24 August 2022 - GEM Sedol: BD608C2 ISIN: XS1437435511
          Series 9410 Issue of USD 2,000,000 Equity-Linked Notes due 24 December 2021 - GEM Sedol: BD8BSQ7 ISIN: XS1437435602
          Series 9366 Issue of GBP 2184000 Equity Linked Notes due 26 August 2021 - GEM Sedol: BD89L84 ISIN: XS1437427096
          Series 9367 Issue of EUR 488000 Equity Linked Notes due 26 August 2021 - GEM Sedol: BD8D7D3 ISIN: XS1437427179
          Series 9388 Issue of USD 800000 Equity Linked Notes due 17 August 2020 - GEM Sedol: BZBZ4P1 ISIN: XS1437429548
          Series 9394 Issue of USD 3,000,000 Equity Linked Notes due 17 August 2021 - GEM Sedol: BZBZ8Y8 ISIN: XS1437430801
          Series 9281 Issue of GBP 390000 Equity Linked Notes due 15 July 2022 - GEM Sedol: BZ8W8Z3 ISIN: XS1374809728
          Series 9357 Issue of USD 718000 Equity Linked Notes due 18th July 2019 - GEM Sedol: BD9FGD1 ISIN: XS1442169899
          Series 9360 Issue of USD 2364000 Equity Linked Notes due 19 July 2019 - GEM Sedol: BD6P6N4 ISIN: XS1449969093
          Series 9359 Issue of GBP 1,300,000 Equity Linked Notes due 22 July 2022 - GEM Sedol: BD3GM21 ISIN: XS1437420596
          Series 9341 Issue of USD 1161000 Equity Linked Notes due 29th July 2021 - GEM Sedol: BD056Y1 ISIN: XS1374823471
          Series 9342 Issue of USD 1137000 Equity Linked Notes due 29th July 2021 - GEM Sedol: BD05715 ISIN: XS1374823554
          Series 9343 Issue of GBP 380000 Equity Linked Notes due 29th July 2021 - GEM Sedol: BD058J0 ISIN: XS1374823638
          Series 9331 Issue of EUR 1052000 Equity Linked Notes due 29 July 2021 - GEM Sedol: BD058R8 ISIN: XS1374822150
          Series W1304 Issue of EUR 5175 Equity-Linked Warrants due 18 June 2021 - GEM Sedol: BD05DW8 ISIN: NL0011983309
          Series 9348 Issue of USD 2,685,000 Equity Linked Notes due 28 June 2019 - GEM Sedol: BD3V260 ISIN: XS1437623439
          Series 9354 Issue of GBP 2000000 Equity Linked Notes due 30 June 2020 - GEM Sedol: BD3WXQ0 ISIN: XS1439454130
          Series 9302 Issue of GBP 350,000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QPK3 ISIN: XS1374814991
          Series 9294 Issue of GBP 1594000 Equity Linked Notes due 01 July 2021 - GEM Sedol: BY7QPH0 ISIN: XS1374814132
          Series 9355 Issue of USD 1,760,000 Equity Linked Notes due 9 January 2018 - GEM Sedol: BD0CKP1 ISIN: XS1437422451
          Series 9352 Issue of USD 1,704,000 Equity Linked Notes due 05 July 2019. - GEM Sedol: BZ77YX9 ISIN: XS1438518182
          Series 9364 Issue of USD 1153000 Equity Linked Notes due 26 August 2021 - GEM Sedol: BD89L51 ISIN: XS1437426874
          Series 9362 Issue of GBP 486000 Equity Linked Notes due 26 August 2021 - GEM Sedol: BD89L39 ISIN: XS1437426528
          Series 9404 Issue of USD 1015000 Equity Linked Notes due 27 February 2017 - GEM Sedol: BD8F1H1 ISIN: XS1478778381
          Series 9411 Issue of GBP 1,000,000 Equity Linked Notes due 24 August 2022 - GEM Sedol: BZ02NY5 ISIN: GB00BZ02NY55
          Series W1297 Issue of 1,000 Equity-Linked Certificates (the "Certificates" or the "Securities") due 19 April 2017 - GEM Sedol: BYYXNB4 ISIN: XS1400705213
          Series 9203 Issue of GBP 507,000 Equity Linked Notes due 29 April 2022 - GEM Sedol: BYN5418 ISIN: XS1289433234
          Series 9252 Issue of USD 1500000 Equity Linked Notes due 21st October 2021 - GEM Sedol: BD6STH8 ISIN: XS1374797709
          Series 9254 GBP 9,000,000 Notes linked to Sienna Finance UK Limited Preference Shares due 03rd May 2022 - GEM Sedol: BYN5DZ5 ISIN: GB00BD2YGH95
          Series 9240 Issue of GBP 712000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BZBVNG3 ISIN: XS1374792734
          Series 9242 Issue of EUR 444000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BZBVNH4 ISIN: XS1374792577
          Series 9239 Issue of USD 650000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BZBVNJ6 ISIN: XS1374792650
          Series 9241 Issue of GBP 510000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BZBVNK7 ISIN: XS1374792817
          Series 9238 Issue of USD 500000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BZBVNM9 ISIN: XS1374792221
          Series 9272 Issue of EUR 1000000 Equity Linked Notes due 12th May 2020 - GEM Sedol: BZBVP89 ISIN: XS1374805734
          Series 9273 Issue of USD 500000 Equity Linked Notes due 12th May 2020 - GEM Sedol: BYYSQD2 ISIN: XS1374806039
          Series 9277 Issue of USD 500000 Equity Linked Notes due 11th May 2021 - GEM Sedol: BYYT259 ISIN: XS1402186933
          Series 9271 Issue of USD 1500000 Fund Linked Notes due 07th May 2021 - GEM Sedol: BYYTH43 ISIN: XS1374807516
          Series 9276 Issue of USD 8100000 Equity Linked Notes due 03rd May 2019 - GEM Sedol: BZ058Y9 ISIN: XS1405797348
          Series 9244 Issue of USD 500,000 Equity Linked Notes due 06 May 2021 - GEM Sedol: BYV1NM2 ISIN: XS1374792908
          Series 9243 lssue of GBP 737000 Equity Linked Notes due 06th May 2021 - GEM Sedol: BYV1NN3 ISIN: XS1374792494
          Series 9236 Issue of USD 1,779,000 Equity Linked Notes due 06 May 2021 - GEM Sedol: BYV1NQ6 ISIN: XS1374792064
          Series 9235 Issue of GBP 4,854,000 Equity Linked Notes due 06 May 2021 - GEM Sedol: BYV1NR7 ISIN: XS1374791926
          Series 9234 Issue of USD 911,000 Equity Linked Notes due 06 May 2021 - GEM Sedol: BYV1NS8 ISIN: XS1374791843
          Series W1299 Issue of 750,000 Fund-Linked Certificates due 29 April 2021(the "Certificates" or the "Securities") - GEM Sedol: BYZJWM5 ISIN: XS1374807607
          Series 9278 Issue of USD 7850000 Equity Linked Notes due 11th May 2021 - GEM Sedol: BYYV125 ISIN: XS1409129647
          Series W1295 Issue of 3000 Equity-Linked Certificates (the "Certificates" or the "Securities") due11th April 2017 - GEM Sedol: BYY71D4 ISIN: XS1374798343
          Series 9248 Issue of EUR 7,050,000 Equity Linked Notes due 8 April 2020 - GEM Sedol: BZB0T95 ISIN: XS1374795836
          Series 9247 Issue of USD 900000 Equity Linked Notes due 06th September 2021 - GEM Sedol: BYQ9LX8 ISIN: XS1374794789
          Series 9246 Issue of USD 1,650,000 Equity Linked Notes due 7 July 2017 - GEM Sedol: BYPJPH1 ISIN: XS1374794607
          Series 9233 Issue of GBP 2280000 Notes linked to Sienna Finance UK Limited Preference Shares due 01st April 2019 - GEM Sedol: BYSWX28 ISIN: XS1374791173
          Series 9201 Issue of USD 500,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZWX10 ISIN: XS1289431881
          Series 9202 Issue of GBP 360,000 Equity Linked Notes due 31 Mar 2021 - GEM Sedol: BYZWX09 ISIN: XS1289431964
          Series 9197 Issue of GBP 3,187,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZWN10 ISIN: XS1289431378
          Series 9196 Issue of USD 686,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZWMZ7 ISIN: XS1289431295
          Series 9200 Issue of GBP 360,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYSVJD8 ISIN: XS1289431709
          Series 9198 Issue of GBP 2,993,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZWWZ7 ISIN: XS1289431451
          Series 9231 Issue of USD 1700000 Equity Linked Notes due 22nd December 2021 - GEM Sedol: BYZJ6N4 ISIN: XS1374786926
          Series 9230 Issue of USD 1700000 Equity Linked Notes due 16th September 2019 - GEM Sedol: BYZJ6M3 ISIN: XS1374787221
          Series 9229 Issue of USD 1,300,000 Equity Linked Notes due 15 March 2018 - GEM Sedol: BYZJ3V1 ISIN: XS1374786686
          Series 9151 Issue of USD 1242000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKK8 ISIN: XS1289418607
          Series 9152 Issue of GBP 483000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKL9 ISIN: XS1289418862
          Series 9153 Issue of GBP 360000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXL38 ISIN: XS1289418946
          Series 9154 GBP 985,000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXL49 ISIN: XS1289419167
          Series 9146 Issue of USD 1592000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BZ3SYH0 ISIN: XS1289419324
          Series 9145 Issue of USD 500,000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKG4 ISIN: XS1289419241
          Series 9149 Issue of GBP 2365000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKH5 ISIN: XS1289418789
          Series 9150 Issue of GBP 4382000 Equity Linked Notes due 12th March 2021 - GEM Sedol: BYSXKJ7 ISIN: XS1289418516
          Series 9223 Issue of USD 500000 Equity Linked Notes due 15th March 2021 - GEM Sedol: BYYP8Q0 ISIN: XS1289441096
          Series 9195 Issue of USD 1,721,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZCDX2 ISIN: XS1289431022
          Series 9193 Issue of GBP 433,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZC5K3 ISIN: XS1289430727
          Series 9194 Issue of USD 672,000 Equity Linked Notes due 31 March 2021 - GEM Sedol: BYZC5L4 ISIN: XS1289430990
          Series W1287 150 Equity and FX-Linked Certificates due 15th December 2017 (the "Certificates" or the "Securities") - GEM Sedol: BD2MKR1 ISIN: XS1374789946
          Series W1290 250 Equity and FX-Linked Certificates due 20th December 2019 (the "Certificates" or the "Securities") - GEM Sedol: BD2MKN7 ISIN: XS1374789789
          Series W1291 250 Equity and FX-Linked Certificates due 02nd January 2019 (the "Certificates" or the "Securities") - GEM Sedol: BD2MKP9 ISIN: XS1374789862
          Series 9165 Issue of USD 500,000 Equity Linked Notes due 26 February 2019 - GEM Sedol: BDGNSK9 ISIN: XS1289422468
          Series 9217 Issue of USD 1000000 Equity Linked Notes due 27th August 2019 - GEM Sedol: BDGNWW9 ISIN: XS1289437144
          Series 9209 Issue of USD 2250000 Equity Linked Notes due 27th August 2019 - GEM Sedol: BDCNZ46 ISIN: XS1289433317
          Series 9155 Issue of GBP 390000 Equity Linked Notes due 5th March 2021 - GEM Sedol: BYXV4F0 ISIN: XS1289420090
          Series 9216 Issue of USD 3033000 Equity Linked Notes due 06th March 2017 - GEM Sedol: BDGSG66 ISIN: XS1371479046
          Series 9219 Issue of USD 3100000 Equity Linked Notes due 04th March 2019 - GEM Sedol: BDGSG55 ISIN: XS1373118527
          Series 9215 Issue of USD 3, 765,000 Equity Linked Notes due 4 March 2019 - GEM Sedol: BZCTCS1 ISIN: XS1289437060
          Series 9221 Issue of USD 500000 Equity Linked Notes due 04th March 2021 - GEM Sedol: BDCRC92 ISIN: XS1374578141
          Series 9217 Issue of GBP 2250000 Notes linked to Sienna Finance UK Limited Preference Shares due 04th March 2022 - GEM Sedol: BYY1954 ISIN: GB00BYY19545
          Series 9214 Issue of USD 1930000 Equity Linked Notes due 05th March 2019 - GEM Sedol: BYQ67Y2 ISIN: XS1289436336
          Series 9212 Issue of GBP 3,750,000 Notes linked to Sienna Finance UK Limited Preference Shares due 2 March 2022 - GEM Sedol: BZ1FF69 ISIN: GB00BZ1FF694
          Series 9191 Issue of USD 2,000,000 Equity-Linked Notes due 16 February 2022 - GEM Sedol: BD07ZL7 ISIN: XS1289430131
          Series 9187 Issue of GBP 1,450,000 Equity Linked Notes due 17 February 2022 - GEM Sedol: BYN4NP2 ISIN: XS1361782706
          Series 9205 Issue of USD 1000000 Equity Linked Notes due 19th February 2019 - GEM Sedol: BYN4PL2 ISIN: XS1289430560
          Series 9122 Issue of USD 500000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1F893 ISIN: XS1289414366
          Series 9124 Issue of USD 1009000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1FDG5 ISIN: XS1289414523
          Series 9192 Issue of USD 2000000 Equity-Linked Notes due 16th February 2022 - GEM Sedol: BD07SN0 ISIN: XS1289430214
          Series 9123 Issue of GBP 1,530,000 Equity Linked Notes due 12 February 2021 - GEM Sedol: BZ1F5S1 ISIN: XS1289414440
          Series 9190 Issue of USD 1,600,000 Equity Linked Notes due 12 February 2019 - GEM Sedol: BZ1F5T2 ISIN: XS1289429554
          Series 9121 Issue of GBP 1031000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1F882 ISIN: XS1289414101
          Series 9115 Issue of GBP 5083000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1F5X6 ISIN: XS1289413558
          Series 9118 Issue of USD 1054000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1F666 ISIN: XS1289413806
          Series 9119 Issue of GBP 659000 Equity Linked Notes due 12th February 2021 - GEM Sedol: BZ1F859 ISIN: XS1289413988
          Series 9116 Issue of USD 1,426,000 Equity Linked Notes due12 February 2021 - GEM Sedol: BZ1F592 ISIN: XS1289413632
          Series 9117 Issue of GBP 4,220,000 Equity Linked Notes due 12 February 2021 - GEM Sedol: BZ1F5C5 ISIN: XS1289413715
          Series 9211 Issue of USD 1128000 Equity Linked Notes due 21st February 2017 - GEM Sedol: BDH6MF0 ISIN: XS1289434398
          Series 9172 Issue of GBP 1,000,000 Equity Linked Notes due 3 February 2021 - GEM Sedol: BZCTKV0 ISIN: XS1289423789
          Series 9181 Issue of USD 500,000 Equity Linked Notes due 04 February 2019 - GEM Sedol: BZ6S5T6 ISIN: XS1289426451
          Series 9174 Issue of USD 2,000,000 Equity-Linked Notes due 27 January 2022 - GEM Sedol: BYZGT58 ISIN: XS1289423946
          Series 9167 Issue of USD 3025000 Equity Linked Notes due 26th January 2021 - GEM Sedol: BYZGSQ2 ISIN: XS1347826254
          Series 9173 Issue of USD 4000000 Equity-Linked Notes due 28th January 2022 - GEM Sedol: BYZGSS4 ISIN: XS1289424084
          Series 9169 Issue of USD 3,000,000 Equity Linked Notes due 26 January 2021 - GEM Sedol: BYZGT36 ISIN: XS1349324225
          Series 9175 Issue of USD 2,000,000 Equity-Linked Notes due 2022 - GEM Sedol: BYZGT47 ISIN: XS1289423862
          Series 9171 Issue of USD 1,650,000 Equity Linked Notes due 28 January 2019 - GEM Sedol: BZ96XT3 ISIN: XS1289423607
          Series 9184 Issue of USD 700,000 Equity Linked Notes due 04 February 2020 - GEM Sedol: BZ6S3Y7 ISIN: XS1289426709
          Series 9178 Issue of RUB 1000000000 Commodity Linked Notes due 27th January 2017 - GEM Sedol: BD97Y33 ISIN: XS1353957225
          Series 9176 Issue of USD 1832000 Equity Linked Notes due 4th February 2019 - GEM Sedol: BD97Y44 ISIN: XS1352923384
          Series 9179 Issue of GBP 6,000,000 Notes linked to Sienna Finance UK Limited Preference Shares due 05 February 2019 - GEM Sedol: BZ8FHJ9 ISIN: GB00BZ8FHJ92
          Series 9163 EUR 1500000 Equity Linked Notes due 26th January 2023 - GEM Sedol: BYN66V5 ISIN: XS1289422039
          Series 9112 Issue of USD 500000 Equity Linked Notes due 18th January 2021. - GEM Sedol: BYYC4G3 ISIN: XS1289413046
          Series 9113 Issue of USD 500000 Equity-Linked Notes due 18th January 2021. - GEM Sedol: BYYC4H4 ISIN: XS1289413129
          Series 9109 Issue of GBP 658000 Equity Linked Notes due 18th January 2021 - GEM Sedol: BYYC485 ISIN: XS1289412667
          Series 9110 Issue of GBP 652000 Equity Linked Notes due 18th January 2021 - GEM Sedol: BYYC4C9 ISIN: XS1289412824
          Series 9114 Issue of GBP 1507000 Equity Linked Notes due 18th January 2021 - GEM Sedol: BYYC3W2 ISIN: XS1289413392
          Series 9159 Issue of USD 2,000,000 Equity-Linked Notes due 14 January 2022 - GEM Sedol: BZ4G2S0 ISIN: XS1289420504
          Series 9158 Issue of EUR 2,000,000 Equity Linked Notes due 14 January 2021 - GEM Sedol: BZ4SHY7 ISIN: XS1346126656
          Series 9161 Issue of USD 8,609,000 Equity Linked Notes due 14 January 2021 - GEM Sedol: BZ4G1R2 ISIN: XS1344387896
          Series 9160 Issue of GBP 2400000 Notes linked to Sienna Finance UK Limited Preference Shares due 17th January 2020 - GEM Sedol: BDD1Z94 ISIN: GB00BDD1Z943
          Series 9157 Issue of USD 2000000 Equity-Linked Notes due 2022 - GEM Sedol: BZ4SS66 ISIN: XS1289420330
          Series 9088 Issue of USD 11240000 Equity Linked Notes due 24 December 2018 - GEM Sedol: BYVBH20 ISIN: XS1289407311
          Series 9141 Issue of USD 1633000 Equity Linked Notes due 24th December 2018 - GEM Sedol: BYWP817 ISIN: XS1334769624
          Series 9142 Issue of USD 2619000 Equity Linked Notes due 24th December 2018 - GEM Sedol: BYWP8H3 ISIN: XS1334562367
          Series 9134 Issue of USD 1000000 Equity Linked Notes due 20th December 2021 - GEM Sedol: BZ06J38 ISIN: XS1336209405
          Series 9131 Issue of USD 2000000 Equity Linked Notes due 20 December 2021 - GEM Sedol: BZ06JM7 ISIN: XS1289416221
          Series 9108 Issue of EUR 750000 Equity Linked Notes due 27th December 2017 - GEM Sedol: BZ1G7J9 ISIN: XS1289412584
          Series 9139 Issue of GBP 1,200,000 Equity Linked Notes due 27 December 2019 - GEM Sedol: BYVBFQ0 ISIN: XS1289416908
          Series 9089 Issue of EUR 5000000 Equity Linked Notes due 24th December 2018 - GEM Sedol: BYV8HL0 ISIN: XS1289407402
          Series 9128 Issue of USD 1500000 Equity Linked Notes due 17th December 2021 - GEM Sedol: BDCQJL0 ISIN: XS1289415843
          Series 9129 Issue of USD 1500000 Equity Linked-Notes due 17th December 2021 - GEM Sedol: BDCQK39 ISIN: XS1289415926
          Series 9096 Issue of USD 1500000 Equity Linked Notes due December 15, 2025 - GEM Sedol: BYZ4952 ISIN: XS1323610888
          Series 9103 Issue of USD 800,000 Equity Linked Notes due 29 October 2020 - GEM Sedol: BYZ49K7 ISIN: XS1325131040
          Series 9106 Issue of USD 1,395,000 Equity Linked Notes due 3 December 2018 - GEM Sedol: BZ6FF86 ISIN: XS1324216685
          Series 9098 Issue of USD 1100000 Equity Linked Notes due November 27, 2025 - GEM Sedol: BZ1J2J3 ISIN: XS1289409010
          Series 9094 Issue of EUR 1,100,000 Equity Linked Notes due 27 November 2023 - GEM Sedol: BZ1J2X7 ISIN: XS1289408632
          Series 9107 Issue of USD 500000 Equity Linked Notes due 4 December 2020 - GEM Sedol: BYY3660 ISIN: XS1289411859
          Series 9065 Issue of USD 1240000 Equity Linked Notes due 04 December 2020 - GEM Sedol: BYZVYY7 ISIN: XS1289401207
          Series 9064 Issue of GBP 1247000 Equity Linked Notes due 04 December 2020 - GEM Sedol: BYZVYZ8 ISIN: XS1289401116
          Series 9125 Issue of GBP 1000000 Equity Linked Notes due 15th December 2021 - GEM Sedol: BD34X66 ISIN: XS1289414879
          Series 9126 Issue of USD 2000000 Equity Linked Notes due 15th December 2021 - GEM Sedol: BD34XM2 ISIN: XS1289414952
          Series 9130 Issue of EUR 5000000 Commodity Linked Notes due 28th Sepetember 2018 - GEM Sedol: BD6GR34 ISIN: XS1327404296
          Series 9101 Issue of GBP 4,379,000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYQD828 ISIN: XS1289409879
          Series 9084 Issue of GBP 403000 Equity Linked Notes due 22nd December 2022 - GEM Sedol: BYQD839 ISIN: XS1289406008
          Series 9076 Issue of GBP 3,139,000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYQD840 ISIN: XS1289405026
          Series 9078 Issue of GBP 1152000 Equity Linked Notes due December 22, 2020 - GEM Sedol: BYQDC60 ISIN: XS1289405372
          Series 9075 Issue of USD 1,788,000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYQDC37 ISIN: XS1289404995
          Series 9073 Issue of USD 913000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYPHSQ5 ISIN: XS1289404649
          Series 9055 Issue of GBP 1000000 Equity Linked Notes due 11 December 2020 - GEM Sedol: BYPHT06 ISIN: XS1289400142
          Series 9077 Issue of USD 500000 Equity Linked Notes due 22 December 2020 . - GEM Sedol: BYPHTQ2 ISIN: XS1289405299
          Series 9100 Issue of USD 2535000 Equity Linked Notes due 22nd December 2020 - GEM Sedol: BYPHTS4 ISIN: XS1289409952
          Series 9079 Issue of GBP 729000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYPHQ94 ISIN: XS1289405539
          Series 9082 Issue of GBP 350000 Equity Linked Notes due 24 December 2018 - GEM Sedol: BYPHQ83 ISIN: XS1289405703
          Series 9081 Issue of USD 500000 Equity Linked Notes due 22 December 2020 - GEM Sedol: BYPHN04 ISIN: XS1289405455
          Series 9104 Issue of EUR 600000 Equity Linked Notes due 11th December 2017 - GEM Sedol: BYP0LB0 ISIN: XS1289411263
          Series 8751 Issue of USD 3000000 Equity Linked Note due 20 May 2020 - GEM Sedol: BY7S2B9 ISIN: XS1138856536
          Series 8764 Issue of USD 2671000 Equity Linked Notes due 24 May 2018 - GEM Sedol: BYJQVV4 ISIN: XS1235692453
          Series 8759 Issue of USD 6000000 Equity Linked Notes due 14 May 2020 - GEM Sedol: BXVM317 ISIN: XS1233577953
          Series 8796 Issue of USD 2575000 Equity Linked Notes due 04 June 2018 - GEM Sedol: BYZZCD4 ISIN: XS1240751658
          Series 8793 Issue of USD 3155000 Equity Linked Notes due 04 June 2018 - GEM Sedol: BYZZCJ0 ISIN: XS1239394254
          Series 8744 Issue of EUR 731000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZCG7 ISIN: XS1138853434
          Series 8741 Issue of GBP 1876000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKL8 ISIN: XS1138852899
          Series 8769 Issue of EUR 750,000 Equity linked Notes due 05 June 2017 - GEM Sedol: BZ07DM8 ISIN: XS1138858664
          Series 8737 Issue of GBP 3676000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKQ3 ISIN: XS1138851909
          Series 8736 Issue of 886000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKR4 ISIN: XS1138851818
          Series 8735 Issue of USD 955000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKS5 ISIN: XS1138851222
          Series 8734 Issue of GBP 2775000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKT6 ISIN: XS1138851578
          Series 8740 Issue of GBP 1499000 Equity Linked Notes 05 June 2020 - GEM Sedol: BYZZKM9 ISIN: XS1138852543
          Series 8739 Issue of USD 1289000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKN0 ISIN: XS1138852469
          Series 8738 Issue of USD 732000 Equity Linked Notes due 05 June 2020 - GEM Sedol: BYZZKP2 ISIN: XS1138852204
          Series 8765 Issue of USD 2,013,000 Equity Linked Notes due May 29th, 2018 - GEM Sedol: BYR8CF3 ISIN: XS1236623937
          Series 8712 Issue of USD 1,525,000 Equity Linked Notes due May 29th, 2020 - GEM Sedol: BYR8CH5 ISIN: XS1138847543
          Series 8771 Issue of USD 2589000 Equity Linked Notes due 29 May 2018 - GEM Sedol: BYYTGX5 ISIN: XS1235692370
          Series 8775 Issue of EUR 2,000,000 Equity Linked Notes due June 2nd, 2020 - GEM Sedol: BYYTCW6 ISIN: XS1138859472
          Series 8795 Issue of USD 1,615,000 Equity Linked Notes due May 29th, 2019 - GEM Sedol: BYR8CD1 ISIN: XS1240137122
          Series 8729 Issue of USD 6700000 Equity Linked Notes due 23 April 2019 - GEM Sedol: BWY5BV2 ISIN: XS1138850687
          Series 8685 Issue of EUR 475000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZ3Y7 ISIN: XS1138844870
          Series 8686 Issue of GBP 1733000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZ4B1 ISIN: XS1138845844
          Series 8688 Issue of USD 728000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZBQ5 ISIN: XS1138845687
          Series 8689 Issue of GBP 2236000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZBR6 ISIN: XS1138845091
          Series 8691 Issue of USD 1194000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZBT8 ISIN: XS1138845257
          Series 8692 Issue of GBP 1685000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZDS1 ISIN: XS1138845505
          Series 8693 Issue of GBP 890000 Equity Linked Notes due 08 May 2020 - GEM Sedol: BXDZDT2 ISIN: XS1138845414
          Series 8918 Issue of USD 2,500,000 Equity Linked Notes due 28 July 2017 - GEM Sedol: BYVDTR5 ISIN: XS1138884314
          Series 8820 Issue of EUR 1,055,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M11 ISIN: XS1138867574
          Series 8821 Issue of USD 624,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M22 ISIN: XS1138867731
          Series 8822 Issue of USD 875,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M33 ISIN: XS1138867905
          Series 8823 Issue of GBP 1,250,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M44 ISIN: XS1138868036
          Series 8824 Issue of GBP 1,354,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04WM2 ISIN: XS1138868119
          Series 8825 Issue of USD 1,048,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M55 ISIN: XS1138868200
          Series 8827 Issue of USD 737000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04M66 ISIN: XS1138868465
          Series 8828 Issue of GBP 2,273,000 Equity linked Notes due 31 July 2020 - GEM Sedol: BZ04M77 ISIN: XS1138868549
          Series 8829 Issue of GBP 3,093,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04NB8 ISIN: XS1138868895
          Series 8831 Issue of USD 726,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04NF2 ISIN: XS1138869190
          Series 8832 Issue of GBP 583,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04NH4 ISIN: XS1138869273
          Series 8836 Issue of GBP 549,000 Equity Linked Notes due 31 July 2020 - GEM Sedol: BZ04WN3 ISIN: XS1138869356
          Series 8921 Issue of 4,000,000 Equity Linked Notes due 30 July 2018 - GEM Sedol: BZ04WQ6 ISIN: XS1138885477
          Series 8895 Issue of USD 6665000 Commodity Linked Notes due 22 July 2020 - GEM Sedol: BYWS5N7 ISIN: XS1260820375
          Series 8865 Issue of EUR 500,000 Equity Linked Notes due 17 July 2017 - GEM Sedol: BYQDSW8 ISIN: XS1255380450
          Series 8883 Issue of USD 500,000 Equity- Linked Notes due 10th July, 2018 - GEM Sedol: BYM91W1 ISIN: XS1258455093
          Series 8879 Issue of USD 1,250,000 Equity Linked Notes due 03 October 2016 - GEM Sedol: BZ2JC58 ISIN: XS1255970508
          Series 8880 USD 3010000 Equity Linked Notes due 10 July 2020 - GEM Sedol: BYMXDD8 ISIN: XS1138877706
          Series 8789 Issue of EUR 1,712,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX21X0 ISIN: XS1138861536
          Series 8783 Issue of USD 1,369,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX21V8 ISIN: XS1138859985
          Series 8788 Issue of GBP 2,243,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX2055 ISIN: XS1138860991
          Series 8784 Issue of USD 555,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX2077 ISIN: XS1138859803
          Series 8787 Issue of GBP 708,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX2088 ISIN: XS1138860728
          Series 8781 Issue of GBP 3,381,000 Equity Linked Notes due 02 July - GEM Sedol: BYX21Q3 ISIN: XS1138860215
          Series 8786 Issue of USD 1332000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX1YT4 ISIN: XS1138860488
          Series 8785 Issue of USD 597,000 Equity Linked Notes due 02 July 2020 - GEM Sedol: BYX2011 ISIN: XS1138860306
          Series 8798 Issue of USD 5,200,000 Equity Linked Notes due 11 June 2018 - GEM Sedol: BYM1CG8 ISIN: XS1242777362
          Series 8850 Issue of USD 1,968,000 Equity Linked Notes due 25 June 2018 - GEM Sedol: BYY03L5 ISIN: XS1250876551
          Series 8806 Issue of GBP 1,700,000 Equity Linked notes due 26 June 2020 - GEM Sedol: BYR51D5 ISIN: XS1138871097
          Series 8922 Issue of EUR 2,100,000 Equity Linked Notes due 07 August 2018 - GEM Sedol: BYSQKK7 ISIN: XS1269723000
          Series 8935 Issue of GBP 5,600,000 Equity Linked Notes due 13 August 2019 - GEM Sedol: BYTYTM5 ISIN: XS1138888653
          Series 8928 Issue of GBP 5,000,000 Preference Share Linked Notes due 11 August 2021 - GEM Sedol: BYT79K2 ISIN: XS1138887176
          Series 8927 Issue of GBP 3,200,000 Equity Linked Notes due 12 August 2019 - GEM Sedol: BYT79L3 ISIN: XS1138887093
          Series 8948 Issue of USD 1,570,000 Equity Linked Notes due 27 August 2018 - GEM Sedol: BYZYS99 ISIN: XS1279550344
          Series 7815 Issue of SEK 60000000 Equity Linked Notes due 3 October 2018 - GEM Sedol: BFDTHC9 ISIN: XS0974821877
          Series 8864 Issue of JPY 93,184,000 Equity Linked Notes due 21 August 2020 - GEM Sedol: BZ6DLW6 ISIN: XS1138875320
          Series 8946 Issue of USD 750,000 Equity Linked Notes due 21 August 2020 - GEM Sedol: BZ6DLX7 ISIN: XS1275473947
          Series 8959 Issue of USD 4,000,000 Equity Linked notes due 1 September 2020 - GEM Sedol: BYP3175 ISIN: XS1237066094
          Series 8972 Issue of USD 900,000 Equity Linked Notes due 05 September 2017 - GEM Sedol: BYP36S1 ISIN: XS1285205891
          Series 9005 Issue of USD 1,565,000 Equity Linked Notes due 10 September, 2018 - GEM Sedol: BYQCMS9 ISIN: XS1288327262
          Series 9000 Issue of EUR 2,000,000 Equity Linked Notes due 14 September 2018 - GEM Sedol: BYRCYX7 ISIN: XS1289387455
          Series 8943 Issue of GBP 324,000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YR7 ISIN: XS1237063588
          Series 8941 Issue of GBP 1,192,000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YS8 ISIN: XS1237063315
          Series 8942 Issue of USD 500,000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YT9 ISIN: XS1237063406
          Series 8940 Issue of USD 500000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YV1 ISIN: XS1237063158
          Series 8936 Issue of USD 889000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YW2 ISIN: XS1138889461
          Series 8939 Issue of GBP 2,835,000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YX3 ISIN: XS1138889891
          Series 8938 Issue of USD 544,000 due Equity Linked Notes due 25 September 2020 - GEM Sedol: BYV2YY4 ISIN: XS1138889628
          Series 8937 Issue of GBP 1818000 due equity linked Notes due 25 September 2020 - GEM Sedol: BYV2YZ5 ISIN: XS1138889545
          Series 9006 Issue of USD 1,240,000 Equity Linked Notes due 17 September 2018 - GEM Sedol: BYSW4S1 ISIN: XS1291386966
          Series 9009 Issue of EUR 5,000,000 Commodity Linked Notes due 28 September 2018 - GEM Sedol: BYM8ST4 ISIN: XS1294413486
          Series 9050 Issue of USD 505000 Equity Linked Notes due 28 October 2016 - GEM Sedol: BYQ5J98 ISIN: XS1306630440
          Series 9031 Issue of USD 525,000 Equity Linked Notes due 15 October 2018 - GEM Sedol: BYQ5J87 ISIN: XS1303769910
          Series 8991 Issue of USD 1238000 Equity Linked Notes due 23 October 2020 - GEM Sedol: BYV0SY6 ISIN: XS1289907047
          Series 8995 Issue of EUR 1021000 Equity Linked Notes due 23 October 2020 - GEM Sedol: BYV0TC1 ISIN: XS1289907716
          Series 8994 Issue of GBP 2970000 due Equity Linked Note due 23 October 2020 - GEM Sedol: BYV0TD2 ISIN: XS1237069601
          Series 8992 Issue of USD 1618000 due Equity Linked Notes due 23 October 2020 - GEM Sedol: BYV0VG9 ISIN: XS1237069353
          Series 9025 Issue of USD 1,000,000 Equity Linked Redemption Notes due 9 October 2018 - GEM Sedol: BYTRQZ6 ISIN: XS1289396522
          Series 9019 Issue of USD 1000000 Commodity-Linked Notes due 01 October 2018 - GEM Sedol: BYVY3Q5 ISIN: XS1299125531
          Series 8970 Issue of USD 3,115,000 Commodity Linked notes due 22 July 2020 - GEM Sedol: BZBWG56 ISIN: XS1284534663
          Series 9018 Issue of EUR 5,000,000 Commodity Linked Notes due 01 October 2018 - GEM Sedol: BYMFL41 ISIN: XS1299715091
          Series 9032 Issue of USD 3323000 Equity Linked Notes due 10 October 2017 - GEM Sedol: BYYMZH1 ISIN: XS1304607630
          Series 9033 Issue of USD 2260000 Equity Linked Notes due 10 October 2017 - GEM Sedol: BYYMZJ3 ISIN: XS1304607804
          Series 9027 Issue of EUR 2,000,000 Equity Linked Notes due 7 October 2020 - GEM Sedol: BYXVTQ6 ISIN: XS1289396951
          Series 9070 Issue of EUR 2000000 Equity Linked Notes due 4 November 2020 - GEM Sedol: BZ6CQZ1 ISIN: XS1289402940
          Series 9016 Issue of USD 500000 Equity Linked Notes due November 6, 2020 - GEM Sedol: BYP9009 ISIN: XS1289392968
          Series 9017 Issue of GBP 339000 Equity Linked Notes due November 6, 2020 - GEM Sedol: BYP9010 ISIN: XS1289393008
          Series 9085 Issue of USD 2500000 Equity Linked Notes due November 13, 2018 - GEM Sedol: BD610W9 ISIN: XS1320941286
          Series 9045 Issue of USD 500000 Equity Linked Notes due 20 November 2020 - GEM Sedol: BZ1MVM8 ISIN: XS1289398494
          Series 9091 Issue of USD 4000000 Equity Linked Notes due November 20 2018 - GEM Sedol: BZ1N3R0 ISIN: XS1289407154
          Series 9043 Issue of USD 1386000 Equity Linked Notes due 20 November 2020 - GEM Sedol: BZ1MTG8 ISIN: XS1289397843
          Series 9048 Issue of EUR 703000 Equity Linked Notes due 20 November 2020 - GEM Sedol: BZ1MTL3 ISIN: XS1289398734
          Series 9042 Issue of 2825000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BZ1MTM4 ISIN: XS1289397926
          Series 9038 Issue of GBP 335000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BZ1MTN5 ISIN: XS1289398817
          Series 9047 Issue of GBP 876000 Equity linked notes due 20 November 2020 - GEM Sedol: BZ1MTP7 ISIN: XS1289398650
          Series 9039 Issue of USD 500000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BZ1MTQ8 ISIN: XS1289398908
          Series 9046 Issue of GBP 841000 Equity Linked Notes due 20 November 2020 - GEM Sedol: BZ1MTR9 ISIN: XS1289398577
          Series 9040 Issue of GBP 3125000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BZ1MVL7 ISIN: XS1289397686
          Series 9041 Issue of USD 679000 Equity Linked Notes due November 20, 2020 - GEM Sedol: BZ1MWG9 ISIN: XS1289397769
          Series 9058 Issue of USD 650000 Equity Linked Notes due November 16 2021 - GEM Sedol: BD4DRC6 ISIN: XS1289400571
          Series 9095 Issue of USD 1750000 Equity Linked Notes due November 20, 2017 - GEM Sedol: BZ1MVN9 ISIN: XS1289408715
          Series 8520 Issue of USD 10,000,000 Equity Linked Notes due 09 December 2019 - GEM Sedol: BTDCX84 ISIN: XS0956294580
          Series 8442 Issue of JPY 102,680,000 Equity Linked Notes Due 05 December 2019 - GEM Sedol: BTDCX95 ISIN: XS0956288772
          Series 8493 Issue of GBP 1,897,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCXQ9 ISIN: XS0956292881
          Series 8497 Issue of GBP 1,652,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCXS1 ISIN: XS0956292618
          Series 8515 Issue of USD 5,300,000 Equity Linked Notes due 2020 - GEM Sedol: BTGCXT2 ISIN: XS0956294234
          Series 8501 Issue of USD 891,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCZ30 ISIN: XS0956293186
          Series 8499 Issue of USD 500,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCZ41 ISIN: XS0956292535
          Series 8498 Issue of USD 1440000 Equity Linked Notes due 2019 - GEM Sedol: BTGCZB8 ISIN: XS0956292709
          Series 8503 Issue of EUR 420000 Equity Linked Notes due 2019 - GEM Sedol: BTGCZC9 ISIN: XS0956293426
          Series 8502 Issue of USD 1,178,000 Equity Linked Notes due 2019 - GEM Sedol: BTFQZC2 ISIN: XS0956293004
          Series 8500 Issue of GBP 3,339,000 Equity Linked Notes due 2019 - GEM Sedol: BTGCZD0 ISIN: XS0956292964
          Series W1235 Issue of USD 1,829 Commodity Linked Certificates due 2019 (the "Certificates") - GEM Sedol: BSTLPD7 ISIN: XS1136400733
          Series 8423 Issue of USD 1,882,000 Equity Linked Notes due 29 November 2019 - GEM Sedol: BT6SRW1 ISIN: XS0956287618
          Series 8421 Issue of GBP 3,214,000 Equity Linked Notes due 29 November 2019 - GEM Sedol: BT6SRX2 ISIN: XS0956287881
          Series 8420 Issue of GBP 2,353,000 Equity Linked Notes due 29 November 2019 - GEM Sedol: BT6SRY3 ISIN: XS0956287964
          Series 8419 Issue of GBP 1,912,000 Equity Linked Notes due 29 november 2019 - GEM Sedol: BT6STM5 ISIN: XS0956288186
          Series 8418 Issue of USD 2,091,000 Equity Linked Notes due 29 November 2019 - GEM Sedol: BT6STN6 ISIN: XS0956288699
          Series 8427 Issue of USD 1,135,000 Equity linked Notes due 29 November 2019 - GEM Sedol: BT6STP8 ISIN: XS0956287378
          Series 8426 Issue of USD 858,000 Equity linked Notes due 29 november 2019 - GEM Sedol: BT6STQ9 ISIN: XS0956287451
          Series EU168 Issue of GBP 1,261,301 Preference Share- Linked Notes due 23 November 2020 Linked to Sienna Finance UK Limited Prefrence Shares Sedol: BQSTMS2 ISIN: GB00BQSTMS29
          Series 8533 Issue of USD 2,000,000 Equity and Commodity linked Notes due 2017 - GEM Sedol: BTLJXV0 ISIN: XS0956296015
          Series 8552 Issue of USD 823,000 Equity Linked Notes due 2019 - GEM Sedol: BTPJDT4 ISIN: XS1161412991
          Series 8303 Issue of GBP 8,000,000 Equity-Linked Notes due 2018 - GEM Sedol: BV0M8W0 ISIN: XS1096741928
          Series 8527 Issue of EUR 2,000,000 Equity Linked Notes due 12 December 2024 - GEM Sedol: BTHHGB9 ISIN: XS1152859630
          Series 8572 Issue of USD 7,500,000 Equity Linked notes due 2020 - GEM Sedol: BVRZ877 ISIN: XS1176522115
          Series 8573 issue of GBP 1,600,000 Equity Linked Notes due 2020 - GEM Sedol: BVRZ888 ISIN: XS1176522388
          Series 8244 Issue of USD 631000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9WL4 ISIN: XS1083555497
          Series 8308 Issue of GBP 1000000 Equity Linked Notes due 2018 - GEM Sedol: BVVT604 ISIN: XS1097478405
          Series 8271 Issue of USD 1450000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVVT0J1 ISIN: XS1074144442
          Series 8564 Issue of GBP 1,000,000 Equity and Commodity Linked Notes due 22 January 2018 - GEM Sedol: BVL80N2 ISIN: XS1138825226
          Series 8607 Issue of GBP 10000000 Equity Linked Notes due 2020 - GEM Sedol: BVG75D9 ISIN: XS1138830143
          Series 8203 Issue of GBP 1604000 Equity Linked Notes due 2019 - GEM Sedol: BVY9WW5 ISIN: XS1074592277
          Series 8606 Issue of USD 1000000 Equity Linked Notes due 2030 - GEM Sedol: BVG1LQ6 ISIN: XS1186176654
          Series 8542 Issue of USD 1316000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVS91 ISIN: XS1138822637
          Series 8539 Issue of GBP 4025000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVSB3 ISIN: XS0956296106
          Series 8538 Issue of GBP 1907000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVSC4 ISIN: XS1138822397
          Series 8252 Issue of USD 1452000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9WX6 ISIN: XS1083556206
          Series 8202 Issue of GBP 1434000 Equity Linked Notes due 2019 - GEM Sedol: BVY9WY7 ISIN: XS1074591626
          Series 8198 Issue of GBP 1575000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9Y74 ISIN: XS1074591386
          Series 8204 Issue of USD 1589000 Equity Linked Notes due 2019 - GEM Sedol: BVY9Y96 ISIN: XS1074591972
          Series 8201 Issue of USD 500000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9YK7 ISIN: XS1074591899
          Series 8205 Issue of USD 1,741,000 Equity Linked Notes due 2019 - GEM Sedol: BVY9YB8 ISIN: XS1074592194
          Series 8247 Issue of GBP 932000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9YC9 ISIN: XS1083555570
          Series 8248 Issue of USD 681000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9YL8 ISIN: XS1083555224
          Series 8199 Issue of GBP 2782000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9YD0 ISIN: XS1074591469
          Series 8246 Issue of USD 500000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9YF2 ISIN: XS1083555737
          Series 8206 Issue of USD 523000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9YM9 ISIN: XS1074592350
          Series 8200 Issue of USD 778000 Equity Linked Notes due 11 July 2019 - GEM Sedol: BVY9YG3 ISIN: XS1074591543
          Series 8207 Issue of GBP 2142000 Equity Linked Notes due 2019 - GEM Sedol: BVY9YJ6 ISIN: XS1074592434
          Series 8378 Issue of USD 10,700,000 Floating Rate Notes due 2020 - GEM Sedol: BRF0WC9 ISIN: XS1113321001
          Series 8396 Issue of USD 4114000 Equity Linked Notes due 2017 - GEM Sedol: BR4SWP7 ISIN: XS1112282055
          Series 8397 Issue of USD 5944000 Equity Linked Notes due 2017 - GEM Sedol: BRJ3DM1 ISIN: XS1114443317
          Series 8336 Issue of USD 2,615,000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJR3 ISIN: XS1103525223
          Series 8337 Issue of GBP 3,907,000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJS4 ISIN: XS1103525900
          Series 8338 Issue of USD 2259000 equity linked notes due 2019 - GEM Sedol: BRHYJT5 ISIN: XS1103526890
          Series 8330 Issue of GBP 3,056,000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJV7 ISIN: XS1103531031
          Series 8331 Issue of USD 928000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJW8 ISIN: XS1103531973
          Series 8332 Issue of GBP 2,433,000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJX9 ISIN: XS1103533086
          Series 8333 Issue of USD 1286000 Equity Linked Notes Due 2019 - GEM Sedol: BRHYJY0 ISIN: XS1103524259
          Series 8335 Issue of GBP 1,668,000 Equity Linked Notes due 2019 - GEM Sedol: BRHYJZ1 ISIN: XS1103524762
          Series 8461 Issue of USD 7000000 Equity Linked Notes due 2017 - GEM Sedol: BRJZVC3 ISIN: XS0956289820
          Series 8459 Issue of USD 6000000 Fixed Rate Notes due 2019 - GEM Sedol: BSBN1Z5 ISIN: XS1125544160
          Series 8465 Issue of GBP 3500000 Floating Rate Notes due 2019 - GEM Sedol: BRTM4F8 ISIN: XS1124488963
          Series 8394 Issue of EUR 570,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH27 ISIN: XS0956285919
          Series 8387 Issue of GBP 2,247,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH49 ISIN: XS1113713777
          Series 8391 Issue of USD 593,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH50 ISIN: XS1113714072
          Series 8389 Issue of GBP 2,310,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH72 ISIN: XS1113713421
          Series 8388 Issue of USD 716,000 Equity Linked Notes due 31 October 2019 - GEM Sedol: BSFWH83 ISIN: XS1113713348
          Series 8439 Issue of USD 1,460,000 Equity Linked Notes due 07 October 2018 - GEM Sedol: BSFWH94 ISIN: XS1121233776
          Series 8440 Issue of EUR 15700000 Equity Linked Notes due 07 November 2018 - GEM Sedol: BSFWHB6 ISIN: XS1121233347
          Series 8260 Issue of EUR 1030000 Equity Linked Notes due 2017 - GEM Sedol: BQV0V85 ISIN: XS1083159035
          Series 8368 Issue of USD 1390000 Equity Linked Notes due 2017 - GEM Sedol: BQV0VC9 ISIN: XS1108849743
          Series 8283 Issue of USD 1089000 Equity Linked Notes due 2019 - GEM Sedol: BQSBX07 ISIN: XS1092479283
          Series 8293 Issue of GBP 1651000 Equity Linked Notes due 2019 - GEM Sedol: BQSC0L0 ISIN: XS1092480539
          Series 8292 Issue of USD 709000 Equity Linked Notes due 2019 - GEM Sedol: BQS2LV7 ISIN: XS1092480372
          Series 8291 Issue of USD 500000 Equity Linked Notes due September 2019 - GEM Sedol: BQQD4X5 ISIN: XS1092480299
          Series 8290 Issue of GBP 1480000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQL9 ISIN: XS1092480026
          Series 8289 Issue of GBP 2451000 Equity Linked Notes due 2019 - GEM Sedol: BQSBZ67 ISIN: XS1092479952
          Series 8288 Issue of GBP 1303000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQM0 ISIN: XS1092479796
          Series 8287 Issue of USD 668000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQN1 ISIN: XS1092479879
          Series 8286 Issue of USD 1303000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQP3 ISIN: XS1092479440
          Series 8284 Issue of EUR 381000 Equity Linked Notes due 2019 - GEM Sedol: BQSBQR5 ISIN: XS1092479366
          Series 8352 Issue of USD 5276000 Equity Linked Notes due 2017 - GEM Sedol: BQV0VF2 ISIN: XS1107062199
          Series 8296 Issue of GBP 750000 Equity Linked Notes due 2020 - GEM Sedol: BQZJ445 ISIN: XS1092529137
          Series 8300 Issue of USD 600000 Equity Linked Notes due 2020 - GEM Sedol: BQZJ456 ISIN: XS1095085780
          Series 8313 Issue of USD 1000000 Equity Linked Notes due August 2020 - GEM Sedol: BQZJ478 ISIN: XS1097948720
          Series 8280 Issue of GBP 750000 Equity Linked Notes due 12 August 2020 - GEM Sedol: BQZJ489 ISIN: XS1092243085
          Series 8324 Issue of USD 2545000 Equity Linked Notes due 2017 - GEM Sedol: BQN29C9 ISIN: XS1102116602
          Series 8325 Issue of USD 1,200,000 Equity Linked Notes due 2017 - GEM Sedol: BQJZTX3 ISIN: XS1102224679
          Series 8327 Issue of USD 1550000 Equity Linked Notes due 2018 - GEM Sedol: BQQP992 ISIN: XS1102919815
          Series 8306 Issue of GBP 2,506,000 Equity Linked Notes Due 2019 - GEM Sedol: BQXWWT7 ISIN: XS1097949967
          Series 8353 Issue of GBP 980,000 Equity Linked Notes due 2019 - GEM Sedol: BQXWWR5 ISIN: XS1107431063
          Series 8307 Issue of USD 724,000 Equity Linked Notes due 2019 - GEM Sedol: BQXWWS6 ISIN: XS1097949611
          Series 8251 Issue of GBP 1555000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BPYP3Y0 ISIN: XS1083555653
          Series 8547 Issue of GBP 2,000,000 Equity Linked notes due 2019 - GEM Sedol: BTN2265 ISIN: XS1138823015
          Series 8176 Issue of USD 2127000 Equity Linked due 2017 - GEM Sedol: BMW3K33 ISIN: XS1069429196
          Series 8163 Issue of GBP 400000 Equity Linked Notes due May 2020 - GEM Sedol: BMNQK53 ISIN: XS1066691129
          Series 8114 Issue of EUR 8191000 Equity Linked Notes due 2019 - GEM Sedol: BMP36G5 ISIN: XS1057362664
          Series 8119 Issue of EUR 6987000 Equity Linked Notes due 2019 - GEM Sedol: BMP36H6 ISIN: XS1057362581
          Series 8137 Issue of GBP 1966000 Equity Linked Noes due 2019 - GEM Sedol: BNCBLS6 ISIN: XS1063825068
          Series 8143 Issue of USD 1968000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLM0 ISIN: XS1063827437
          Series 8136 Issue of GBP 2106000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLN1 ISIN: XS1063828591
          Series 8138 Issue of GBP 1292000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLQ4 ISIN: XS1063825811
          Series 8142 Issue of USD 1008000 Equity Linked Notes due 2019 - GEM Sedol: BNCBC50 ISIN: XS1063827270
          Series 8140 Issue of GBP 2492000 Equity linked Notes due 2019 - GEM Sedol: BNCBC61 ISIN: XS1063826389
          Series 8144 Issue of GBP 1507000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLH5 ISIN: XS1063693300
          Series 8139 Issue of USD 824000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLC0 ISIN: XS1063826033
          Series 8148 Issue of EUR 893000 Equity Linked Notes due 2019 - GEM Sedol: BNCBLF3 ISIN: XS1063827601
          Series 8213 Issue of GBP1000000 Commodity linked Notes due 2019 - GEM Sedol: BN79JH0 ISIN: XS1074586386
          Series 8167 Issue of GBP 1738000 Equity Linked Notes due 2019 - GEM Sedol: BNG6CD9 ISIN: XS1067653755
          Series 8166 Issue of USD 1457000 Equity Linked Notes due 2019 - GEM Sedol: BNG6CG2 ISIN: XS1067653839
          Series 8230 Issue of EUR 5000000 Equity-Linked Notes due 2019 - GEM Sedol: BNH7479 ISIN: XS1079736564
          Series 8231 Issue of EUR 5000000 Equity-Linked Notes due June 2019 - GEM Sedol: BNH7480 ISIN: XS1079737026
          Series 7879 Issue of GBP 959000 Equity linked Notes due December 2018 - GEM Sedol: BHC88N9 ISIN: XS0990471350
          Series 7886 Issue of USD 2227000 Equity linked Notes due December 2018 - GEM Sedol: BHC88P1 ISIN: XS0990471277
          Series 7882 Issue of USD 1131000 Equity linked Notes due December 2018 - GEM Sedol: BHC8BK7 ISIN: XS0990470543
          Series 7881 Issue of GBP 3154000 Equity linked Notes due December 2018 - GEM Sedol: BHC88R3 ISIN: XS0990471517
          Series 7880 Issue of USD 500000 Equity linked Notes due December 2018 - GEM Sedol: BHC8BL8 ISIN: XS0990471608
          Series 7888 Issue of USD 5127000 Equity linked Notes due December 2018 - GEM Sedol: BHC88S4 ISIN: XS0990471194
          Series 7884 Issue of USD 947000 Equity linked Notes due December 2018 - GEM Sedol: BHC9K81 ISIN: XS0990470626
          Series 7564 Issue of GBP 1228000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZ96 ISIN: XS0926109694
          Series 7563 Issue of GBP 894000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZB8 ISIN: XS0926109348
          Series 7562 Issue of USD 226000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZC9 ISIN: XS0926109264
          Series 7568 Issue of GBP 496000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZD0 ISIN: XS0926110510
          Series 7569 Issue of GBP 1449000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZF2 ISIN: XS0926109421
          Series 7561 Issue of USD 431000 Equity Linked Notes due June 2018 - GEM Sedol: BBFKNN5 ISIN: XS0926109181
          Series 7567 Issue of USD 897000 Equity Linked Noted due June 2018 - GEM Sedol: BJMYZG3 ISIN: XS0926110197
          Sereis 7988 Issue of USD 1000000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKZ8 ISIN: XS1028242706
          Series 7962 Issue of USD 1858000 Equity Linked Notes due 14 February 2019 - GEM Sedol: BJWTP57 ISIN: XS1013678609
          Series 7959 Issue of GBP1232000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKS1 ISIN: XS1013678278
          Series 7964 Issue of USD 2035000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKV4 ISIN: XS1013678864
          Series 7963 Issue of GBP 3392000 equity Linked Notes due February 2019 - GEM Sedol: BJVDRQ5 ISIN: XS1013678781
          Series 7965 Issue of EUR 523000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVJQ2 ISIN: XS1013678948
          Series 7941 Issue of 1271000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKW5 ISIN: XS1005189961
          Series 7955 Issue of GBP 4645000 Equity Linked Notes due February 2014 - GEM Sedol: BJWVJR3 ISIN: XS1013677973
          Series 7961 Issue of GBP 4002000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVJS4 ISIN: XS1013678518
          Series 7958 Issue of USD 1159000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKX6 ISIN: XS1013677627
          Series 7957 Issue of GBP 3120000 Equity Linked Notes due February 2019 - GEM Sedol: BJWVKY7 ISIN: XS1013677890
          Series 7565 Issue of GBP 621000 Equity Linked Noted due June 2018 - GEM Sedol: BJMYZJ6 ISIN: XS0926109850
          Series 7566 Issue of USD 1089000 Equity Linked Notes due June 2018 - GEM Sedol: BJMYZH4 ISIN: XS0926110353
          Series 7560 Issue of USD 775000 Equity linked Notes due June 2018 - GEM Sedol: BJGZY98 ISIN: XS0926109009
          Series 8005 Issue of EUR 2000000 Equity Linked Notes due February 2017 - GEM Sedol: BJT3CD9 ISIN: XS1029232789
          Series W1206 Issue of EUR 1050000 Equity linked Certificates due January 2018 - GEM Sedol: BJT0V22 ISIN: XS1023723106
          Series 7986 Issue of GBP 7500000 Equity Linked Notes due February 2018 - GEM Sedol: BJTNFS5 ISIN: XS1027954079
          Series 7987 Issue of USD 5598000 Equity Linked Notes due February 2020 - GEM Sedol: BK0SKK3 ISIN: XS1031791905
          Series 7780 Issue of USD 1278000 Equity Linked Notes due 11 October 2018 - GEM Sedol: BFRBFC7 ISIN: XS0968928456
          Series 7781 Issue of GBP 1811000 Equity Linked Notes due 11 October 2018 - GEM Sedol: BFRBFD8 ISIN: XS0968928373
          Series 7821 Issue of EUR 1000000 Equity Linked Notes due 9 October 2019 - GEM Sedol: BFRBFF0 ISIN: XS0975851568
          Series 7822 Issue of EUR 1500000 Equity Linked Notes due 9 October 2017 - GEM Sedol: BFRBFG1 ISIN: XS0976019173
          Series 7785 Issue of USD 998000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWFZ1 ISIN: XS0970899224
          Series 7786 Issue of USD 633000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG03 ISIN: XS0970899497
          Series 7787 Issue of GBP 1511000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG14 ISIN: XS0970899737
          Series 7788 Issue of GBP 2954000 equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG25 ISIN: XS0970899570
          Series 7790 Issue of USD 1480000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG47 ISIN: XS0970899810
          Series 7791 Issue of USD 1208000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG58 ISIN: XS0970900170
          Series 7792 Issue of GBP 1383000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG70 ISIN: XS0970900337
          Series 7794 Issue of USD 591000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG81 ISIN: XS0970899901
          Series 7793 Issue of GBP 1957000 Equity Linked Notes due 18 October 2018 - GEM Sedol: BFTWG92 ISIN: XS0970900097
          Series 8544 Issue of USD 2155000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVST1 ISIN: XS0956296957
          Series 8536 Issue of USD 1565000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXW3Q6 ISIN: XS0956296445
          Series 8535 Issue of USD 840000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXW3C2 ISIN: XS0956296361
          Series 8243 Issue of GBP 2144000 Equity Linked Noted due 2019 - GEM Sedol: BVXW3D3 ISIN: XS1083554920
          Series 8534 Issue of GBP 3690000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXW3F5 ISIN: XS0956296874
          Series 8253 Issue of EUR 569,000 Equity Linked Notes due 8 August 2019 - GEM Sedol: BVY9SG1 ISIN: XS1083555810
          Series 8249 Issue of GBP 1961000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9SH2 ISIN: XS1083555901
          Series 8245 Issue of GBP 1186000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9T68 ISIN: XS1083555067
          Series 8250 Issue of USD 1202000 Equity Linked Notes due 08 August 2019 - GEM Sedol: BVY9T57 ISIN: XS1083556032
          Series 8537 Issue of GBP 2642000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVSD5 ISIN: XS1138822124
          series 7910 Issue of EUR 2063000 Equity Linked Notes due 06 December 2018 - GEM Sedol: BH65MM3 ISIN: XS0995831343
          Series 7870 Issue of USD 1941000 Equity linked Notes due 06December 2018 - GEM Sedol: BH65MN4 ISIN: XS0987332219
          Series 7869 Issue of GBP 2128000 Equity linked Notes due 06 December 2018 - GEM Sedol: BH65MP6 ISIN: XS0987332136
          Series 7911 Issue of USD 2455000 Equity linked Notes due December 2018 - GEM Sedol: BH5M5D7 ISIN: XS0995675542
          Series 7919 Issue of GBP 1782000 Equity linked Notes due December 2018 - GEM Sedol: BH6XS41 ISIN: XS0997461149
          Series 7920 Issue of USD 1573000 Equity linked Notes due December 2018 - GEM Sedol: BH89JR7 ISIN: XS0997461495
          Series 7883 Issue of GBP 3085000 Equity linked Notes due December 2018 - GEM Sedol: BHC88J5 ISIN: XS0990470972
          Series 7894 Issue of EUR 637000 Equity linked Notes due December 2018 - GEM Sedol: BHC88K6 ISIN: XS0991226688
          Series 7898 Issue of JPY 126295000 Equity linked Notes due December 2018 - GEM Sedol: BHC88L7 ISIN: XS0992617497
          Series 7839 Issue of USD 426000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BGM0S83 ISIN: XS0979449542
          Series 7841 Issue of USD 1526000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BGM0SB6 ISIN: XS0979449971
          Series 7817 Issue of EUR 1352000 Equity linked Notes due 15 November 2018 - GEM Sedol: BGM0T80 ISIN: XS0974643081
          Series 7836 Issue of GBP 1252000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BG6L5Q9 ISIN: XS0979449039
          Series 7838 Issue of GBP 1739000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BG6L5S1 ISIN: XS0979449385
          Series 7844 Issue of USD 1018000 Equity linked Notes due 15 November 2018 - GEM Sedol: BGM0X44 ISIN: XS0979450128
          Series 7843 Issue of GBP 2096000 Equity linked Notes due 15 November 2018 - GEM Sedol: BGM0X88 ISIN: XS0979449898
          Series 7845 Issue of USD 1601000 Equity Linked Notes due 15 November 2018 - GEM Sedol: BGM10P7 ISIN: XS0979450474
          Series 7842 Issue of GBP1583000 Equity linked Notes due 15 November 2018 - GEM Sedol: BGM1262 ISIN: XS0979449468
          Series 7900 Issue of EUR 1000000 Equity linked Notes due 22 November 2021 - GEM Sedol: BGP6C86 ISIN: XS0993002483
          Series 7901 Issue of EUR1000000 Equity linked Notes due 22 November 2021 - GEM Sedol: BGP6CB9 ISIN: XS0992994102
          Series 7899 Issue of EUR1000000 Equity linked Notes due 22 November 2021. - GEM Sedol: BGP6LL2 ISIN: XS0992998863
          Series 7819 Issue of GBP 1150000 Equity-Linked Notes due 07 October 2019 - GEM Sedol: BF4B906 ISIN: XS0975413294
          Series 7861 Equity Linked Notes due 8 November 2021 Sedol: BG5GSZ5 ISIN: XS0984222348
          Series 8608 Issue of EUR 6850000 Equity Linked Notes due 26 February 2018 - GEM Sedol: BW38X16 ISIN: XS1138830499
          Series 8620 Issue of EUR 2000000 Equity Linked Notes Due 22 February 2018 - GEM Sedol: BW0DJR2 ISIN: XS1138831620
          Series 8626 Issue of USD 783000 Equity Linked Notes due 27 February 2020 - GEM Sedol: BW4Q3R5 ISIN: XS1138832511
          Series 8627 Issue of USD 5000000 Equity Linked Notes due 19 February 2019 - GEM Sedol: BVYPLH1 ISIN: XS1138832438
          Series 8628 Issue of EUR 6000000 Equity Linked Notes due 19 February 2019 - GEM Sedol: BVYPLK4 ISIN: XS1138832867
          Series 8604 Issue of USD 2664000 Equity Linked Notes due 16 February 2018 - GEM Sedol: BVYJ571 ISIN: XS1138829996
          Series 8266 Issue of USD 1000000 Equity Linked Notes due 11 July 2029 - GEM Sedol: BVYJ0M1 ISIN: XS1086642664
          Series 8543 Issue of GBP 3129000 Equity Linked Notes due 13 February 2020 - GEM Sedol: BVXVS79 ISIN: XS0956297179
          Series 8661 Issue of USD 2033000 Equity Linked Notes due 12 March 2020 - GEM Sedol: BWCH2T5 ISIN: XS1199942506
          Series 7700 Issue of USD 820000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7SJ4 ISIN: XS0955706154
          Series 7701 Issue of GBP 1043000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7SM7 ISIN: XS0955706402
          Series 7702 Issue of USD 1236000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7V28 ISIN: XS0955706238
          Series 7703 Issue of GBP 1535000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7SN8 ISIN: XS0955706311
          Series 7706 Issue of GBP 1089000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7SP0 ISIN: XS0955706667
          Series 7707 Issue of USD 342000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDC7SQ1 ISIN: XS0955706824
          Series 7742 Issue of USD 777000 Equity Linked Notes due 16 August 2018 - GEM Sedol: BD1NM68 ISIN: XS0963225858
          Series 7697 USD 5113000 Equity Linked Notes due 2019 - GEM Sedol: BD3D0K6 ISIN: XS0955612170
          Series 7746 Issue of GBP 566000 Equity-linked Notes due 13 September 2018 - GEM Sedol: BDX8WX8 ISIN: XS0963904320
          Series 7747 Issue of GBP 509000 Equity-linked Notes due 13 September 2018 - GEM Sedol: BDX8WG1 ISIN: XS0963904593
          Series 7745 Issue of USD 726000 Equity-linked Notes due 13 September 2018 - GEM Sedol: BDX8WD8 ISIN: XS0963904163
          Series 7748 Issue of USD 679000 Equity Linked Notes due 13 September 2018 - GEM Sedol: BDX8W83 ISIN: XS0963904759
          Series 7743 Issue of USD 944000 Equity-linked Notes due 13 September 2018 - GEM Sedol: BDX8C27 ISIN: XS0963903942
          Series 7749 Issue of USD 301000 Equity Linked Notes due 13 September 2018 - GEM Sedol: BDX8C16 ISIN: XS0963904833
          Series 7750 Issue of GBP 944000 Equity Linked Notes due 13 September 2018 - GEM Sedol: BDX8W94 ISIN: XS0963903868
          Series 7751 Issue of USD 257000 Equity Linked Notes 13 September 2018 - GEM Sedol: BDX8C38 ISIN: XS0963904916
          Series 7752 Issue of GBP 2033000 Equity Linked Notes due 13 September 2018 - GEM Sedol: BDX8WB6 ISIN: XS0963904247
          Series 7744 Issue of GBP 1539000 Equity-linked Notes due 13 September 2018 - GEM Sedol: BDX8WC7 ISIN: XS0963904080
          Series 7769 Issue of USD 1085000 Equity Linked Notes due 31 August 2020 - GEM Sedol: BDD2JG2 ISIN: XS0967440560
          Series 7704 Issue of USD 715000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDD2CC9 ISIN: XS0955706584
          Series 7698 Issue of GBP 1098000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDD2CD0 ISIN: XS0955705933
          Series 7699 Issue of GBP 1175000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BDD2JJ5 ISIN: XS0955706071
          Series 7708 Issue of USD 1011000 Equity Linked Notes due 30 August 2018 - GEM Sedol: BD67BQ8 ISIN: XS0955705859
          Series 7666 Issue of GBP 5677600 Notes linked to Sienna Finance UK Limited Preference Shares due 28 June 2019 - GEM Sedol: BBQ2YB5 ISIN: XS0947896303
          Series 7667 Issue of GBP 1169000 Notes linked to Sienna Finance UK Limited Preference Shares due 28 June 2019 - GEM Sedol: BBQ2SQ8 ISIN: XS0947896212
          Series 7672 Issue of GBP 5000000 Notes linked to Sienna Finance UK Limited Preference Shares due 28 June 2018 - GEM Sedol: BCBJDT9 ISIN: XS0948487920
          Series 7690 Issue of EUR 1000000 Equity-Linked Notes due 17 July 2017 - GEM Sedol: BCFKFM5 ISIN: XS0953570750
          Series 7694 Issue of EUR 1000000 Equity Linked Notes due 24 July 2017 - GEM Sedol: BCFKFN6 ISIN: XS0954254701
          Series 7643 Issue of USD 4715000 Floating Rate Notes due 17 January 2017 - GEM Sedol: BCDP8K1 ISIN: XS0947484886
          Series 7598 Issue of EUR 380000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6W2 ISIN: XS0938160560
          Series 7680 Issue of USD 2700000 Equity-Linked Notes due 09 July 2018 - GEM Sedol: BC9S6X3 ISIN: XS0949928187
          Series 7613 Issue of USD 797000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9LQ76 ISIN: XS0939545132
          Series 7608 Issue of USD 1147000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9LQ98 ISIN: XS0939544671
          Series 7604 Issue of USD 497000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6M2 ISIN: XS0939544168
          Series 7611 Issue of GBP 1163000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6S8 ISIN: XS0939544911
          series 7610 Issue of USD 1084000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6T9 ISIN: XS0939544838
          Series 7609 Issue of GBP 1180000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6V1 ISIN: XS0939544754
          Series 7612 Issue of GBP 951000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6Q6 ISIN: XS0939545058
          Series 7606 Issue of USD 377000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6P5 ISIN: XS0939544325
          Series 7605 Issue of GBP 1158000 Equity-linked Notes due 05 July 2018 - GEM Sedol: BC9S6N3 ISIN: XS0939544242
          Series 7669 Issue of GBP 1000000 Notes linked to Sienna Finance UK Limited Preference Shares - GEM Sedol: BC9LBZ9 ISIN: XS0948487763
          Series 7668 Issue of GBP 1000000 Notes linked to Sienna Finance UK Limited Preference Shares. - GEM Sedol: BC9LC23 ISIN: XS0948487847
          Series 7663 Issue of USD 5500000 Equity-Linked Notes due 05 July 2018 - GEM Sedol: BC9LPF7 ISIN: XS0947852942
          Series 8073 Issue of USD 1139000 Equity Linked Notes due 2019 - GEM Sedol: BKWBBK7 ISIN: XS1045158604
          Series 8076 Issue of USD 1865000 Equity Linked due 2017 - GEM Sedol: BKXNFC2 ISIN: XS1045278170
          Series 8031 Issue of GBP 1832000 Equity Linked Notes due 2019 - GEM Sedol: BL25X11 ISIN: XS1035115853
          Series 8030 Issue of USD 1589000 Equity Linked Notes due 2019 - GEM Sedol: BL25X22 ISIN: XS1035115770
          Series 8086 Issue of USD 5563000 Equity Linked Notes due 2017 - GEM Sedol: BLG37M0 ISIN: XS1050457354
          Series 8001 Issue of EUR 765000 Equity Linked notes due 2019 - GEM Sedol: BKS8FX3 ISIN: XS1028400031
          Series 7989 Issue of GBP 1985000 Equity Linked Notes due 2019 - GEM Sedol: BKS8NR3 ISIN: XS1028400114
          Series 7997 Issue of USD 1314000 Equity Linked Notes due 2019 - GEM Sedol: BKT0419 ISIN: XS1028401278
          Series 7996 Issue of USD 1263000 Equity Linked Notes due 2019 - GEM Sedol: BKT0420 ISIN: XS1028401195
          Series 7995 Issue of USD 1746000 Equity Linked Notes due 2019 - GEM Sedol: BKT0431 ISIN: XS1028400973
          Series 7994 Issue of USD 500000 Equity Linked Notes due 2019 - GEM Sedol: BKT08B7 ISIN: XS1028400627
          Series 7993 Issue of GBP 2626000 Equity Linked Notes due 2019 - GEM Sedol: BKT08D9 ISIN: XS1028400544
          Series 7992 Issue of GBP 2423000 Equity Linked Notes due 2019 - GEM Sedol: BKT09H0 ISIN: XS1028400460
          Series 7991 Issue of GBP 1093000 Equity Linked Notes due 2019 - GEM Sedol: BKT09J2 ISIN: XS1028400387
          Series 7990 Issue of GBP 612000 Equity Linked Notes due 2019 - GEM Sedol: BKT09L4 ISIN: XS1028400205
          Series 8008 Issue of EUR 935000 Equity Linked Notes due 2019 - GEM Sedol: BKT0453 ISIN: XS1029273627
          Series 8035 Issue of USD 2080000 Equity Linked Notes due 2019 - GEM Sedol: BK8FSN5 ISIN: XS1035751848
          Series 8061 Issue of USD 2148000 Equity Linked due 2017 - GEM Sedol: BKM42X6 ISIN: XS1041934396
          Series 7801 Issue of USD 1000000 Commodity linked Notes due 26 September 2016 - GEM Sedol: BF8H6C1 ISIN: XS0972828387
          Series EU008 Issue of GBP 8499878 Preference Shares Linked Notes due 7 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BCZZS54 ISIN: XS0952484037
          Series EU009 Issue of GBP 876447 Preference Share Linked notes due 7 October 2019 linked to Sienna Finance UK limited Preference Shares Sedol: BFCB492 ISIN: XS0952484201
          Series EU011 Issue of GBP 383909 Preference Share Linked Notes due 7 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BFCB4B4 ISIN: XS0952584505
          Series 8040 Issue of EUR1350000 Equity Linked Notes due 2018 - GEM Sedol: BLG37Q4 ISIN: XS1041148062
          Series 8048 Issue of USD845000 Equity Linked Notes due 2019 - GEM Sedol: BLP5HP0 ISIN: XS1041751717
          Series 8036 Issue of JPY 105412000 Equity Linked Notes due 2019 - GEM Sedol: BLP5HQ1 ISIN: XS1037319503
          Series 8051 Issue of GBP2396000 Equity Linked Notes due 2019 - GEM Sedol: BLP5HS3 ISIN: XS1041752285
          Series 8047 Issue of USD687000 Equity Linked Notes due 2019 - GEM Sedol: BLP5HV6 ISIN: XS1041751550
          Series 8050 Issue of GBP1372000 Equity Linked Notes due 2019 - GEM Sedol: BLP5H49 ISIN: XS1041752442
          Series 8052 Issue of GBP3572000 Equity Linked Notes due 2019 - GEM Sedol: BLP5H38 ISIN: XS1041751477
          Series 8046 Issue of USD983000 Equity Linked Notes due 2019 - GEM Sedol: BLLJ1R6 ISIN: XS1041752798
          Series 8045 Issue of USD785000 Equity Linked Notes due 2019 - GEM Sedol: BLP5H16 ISIN: XS1041751121
          Series 8044 Issue of GBP1944000 Equity Linked Notes due 2019 - GEM Sedol: BLP5BH0 ISIN: XS1041751808
          Series 8055 Issue of EUR559000 Equity Linked Notes due 2019 - GEM Sedol: BLP5HX8 ISIN: XS1041752103
          Series 8595 Issue of GBP 2515000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1TM8 ISIN: XS1138828675
          Series 8593 Issue of USD 647000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1ZR5 ISIN: XS1138828832
          Series 8664 Issue of EUR 500000 Equity-Linked Notes due 9 March 2020 - GEM Sedol: BWD1TJ5 ISIN: XS1138839870
          Series 8587 Issue of USD 833000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MK7 ISIN: XS1138827941
          Series 8590 Issue of GBP 3082000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MR4 ISIN: XS1138828329
          Series 8597 Issue of EUR 513000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MF2 ISIN: XS1138829210
          Series 8591 Issue of USD 1155000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MG3 ISIN: XS1138828592
          Series 8594 Issue of GBP 2462000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MH4 ISIN: XS1138828162
          Series 8589 Issue of GBP 2326000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWB96T0 ISIN: XS1138828089
          Series 8658 Issue of GBP 1000000 Equity Linked Notes due 8 March 2021 - GEM Sedol: BWD22X3 ISIN: XS1138837239
          Series 8588 Issue of USD 804000 Equity Linked Notes due 13 March 2020 - GEM Sedol: BWD1MJ6 ISIN: XS1138829053
          Series 8671 Issue of EUR 3000000 Equity Linked Notes due 18 March 2020 - GEM Sedol: BVZCLY8 ISIN: XS1205347005
          Series 8667 Issue of USD 1194000 Equity Linked Notes due 19 March 2018 - GEM Sedol: BWG0LF9 ISIN: XS1202649742
          Series 8660 Issue of USD 7700000 Equity- Linked notes due 10 March 2020 - GEM Sedol: BWC4W30 ISIN: XS1138837668
          Series 8575 Issue of USD 1923000 Equity Linked Notes due 5 March 2020 - GEM Sedol: BWBSHJ4 ISIN: XS1138825655
          Series 8617 Issue of USD 1850000 Equity Linked Notes due 05 March 2019 - GEM Sedol: BWB93L1 ISIN: XS1138831034
          Series 8096 Issue of USD 1029000 Equity Linked Notes due 2019 - GEM Sedol: BMJJT37 ISIN: XS1051776406
          Series 8095 Issue of USD 13150000 Equity Linked Notes due 2019 - GEM Sedol: BMJJQB4 ISIN: XS1051776745
          Series 8101 Issue of GBP 2741000 Equity Linked Notes due 2019 - GEM Sedol: BMJJMV6 ISIN: XS1051777040
          Series 8092 Issue of GBP 1896000 Equity Linked Notes due 2019 - GEM Sedol: BMJJQ92 ISIN: XS1051776661
          Series 8091 Issue of USD 1082000 Equity Linked Notes due 2019 - GEM Sedol: BMJ6D14 ISIN: XS1051776588
          Series 8090 Issue of USD 1514000 Equity Linked Notes due 2019 - GEM Sedol: BMJ6D03 ISIN: XS1051777479
          Series 8100 Issue of GBP 796000 Equity Linked Notes due 2019 - GEM Sedol: BMJJH88 ISIN: XS1051777123
          Series 8097 Issue of GBP 1214000 Equity Linked Notes due 2019 - GEM Sedol: BMJJN79 ISIN: XS1052211692
          Series 8093 Issue of GBP 1623000 Equity Linked Notes due 2019 - GEM Sedol: BMJJMR2 ISIN: XS1051776828
          Series 8680 Issue of EUR 4070000 Equity Linked Notes due 17 April 2018 - GEM Sedol: BWXC006 ISIN: XS1138842403
          Series 8715 Issue of GBP 9500000 Equity Linked Notes due 09 April 2020 - GEM Sedol: BWX5S01 ISIN: XS1138847899
          Series 8630 Issue of USD 1366000 Equity Linked Notes due 16 April 2020 - GEM Sedol: BWXC017 ISIN: XS1138833246
          Series 8650 Issue of USD 500,000 Equity Linked Notes due 2020 - GEM Sedol: BWFDZ24 ISIN: XS1138835613
          Series 8646 Issue of GBP 2003000 Equity Linked Notes due 2020 - GEM Sedol: BVGH595 ISIN: XS1138835456
          Series 8644 Issue of GBP 1710000 Equity Linked Notes due 14 April 2020 - GEM Sedol: BWWCD86 ISIN: XS1138836694
          Series 8639 Issue of GBP 2714000 Equity Linked Notes due 2020 - GEM Sedol: BWFDGQ5 ISIN: XS1138834566
          Series 8638 Issue of EUR 921000 Equity Linked Notes due 2020 - GEM Sedol: BWFDHY0 ISIN: XS1138834137
          Series 8640 Issue of USD 695000 Equity Linked Notes due 2020 - GEM Sedol: BWFDHZ1 ISIN: XS1138834640
          Series 8641 Issue of USD 500000 Equity Linked Notes due 2020 - GEM Sedol: BWFDJJ9 ISIN: XS1138834483
          Series 8642 Issue of GBP 2530000 Equity Linked Notes due 2020 - GEM Sedol: BWFDJK0 ISIN: XS1138834996
          Series 8643 Issue of USD 1000000 Equity Linked Notes due 2020 - GEM Sedol: BWFDJL1 ISIN: XS1138835027
          Series 8645 Issue of USD 1223000 Equity Linked Notes due 2020 - GEM Sedol: BWFDJM2 ISIN: XS1138835290
          Series 8647 Issue of USD 1049000 Equity Linked Notes due 2020 - GEM Sedol: BWFDXK8 ISIN: XS1138835530
          Series 8648 Issue of GBP 377000 Equity Linked Notes due 2020 - GEM Sedol: BWFDXL9 ISIN: XS1138835704
          Series 8649 Issue of GBP 1475000 Equity Linked Notes due 2020 - GEM Sedol: BWFDYN8 ISIN: XS1138835886
          Series 8708 Issue of USD 1160000 Equity Linked Notes due 2018 - GEM Sedol: BWTN5D1 ISIN: XS1138846818
          Series 8707 Issue of EUR 720000 Equity Linked Notes due 2018 - GEM Sedol: BWTN5F3 ISIN: XS1138846735
          Series 8678 Issue of EUR 1000000 Equity Linked Notes due 26 March 2018 - GEM Sedol: BWK1XL8 ISIN: XS1138840969
          Series 8682 Issue of USD 1500000 Equity Linked Notes due 25 March 2020 - GEM Sedol: BWK21Z1 ISIN: XS1209030557
          Series 8596 Issue of JPY 108605000 Equity Linked Notes due 27 March 2020 - GEM Sedol: BWNGQK0 ISIN: XS1138829137
          Series 8675 Issue of USD 1121000 Equity Linked Notes due 23 March 2018 - GEM Sedol: BWK1V36 ISIN: XS1138840704
Close  MORGAN STANLEY FINANCE LLC 18 14
          Sereis 9285 Issue of EUR 1 ,900,000 Fund Linked Notes due 16 May 2019 - GEM Sedol: BYYLQF3 ISIN: XS1374811468
          9304 Issue of USD 1300000 Equity Linked Notes due 27 November 2017 - GEM Sedol: BDDRLL6 ISIN: XS1374813670
          Series 9305 Issue of USD 975,000 Equity Linked Notes due 31 May 2022 - GEM Sedol: BD96X66 ISIN: XS1411313387
          Series 9284 Issue of USD 1,200,000 Fund Linked Notes due 1 June 2021 - GEM Sedol: BDC5D59 ISIN: XS1374811385
          Series 9322 Issue of USD 3035000 Equity Linked Notes due 15 June 2021 - GEM Sedol: BD3GMZ4 ISIN: XS1432405501
          Series 9349 Issue of NOK 19,625,000 Equity Linked Notes due 28 June 2017 - GEM Sedol: BD20LR2 ISIN: XS1437420166
          Series 9356 Issue of USD 1000000 Equity Linked Notes due 12 July 2018 - GEM Sedol: BD0PBL3 ISIN: XS1437423269
          Series 9381 Issue of USD 2,215,000 Equity Linked Notes due 02 August 2021 - GEM Sedol: BDCCRL4 ISIN: XS1437428813
          Series 9368 Issue of USD 1,500,000 Equity Linked Notes due 30 July 2021 - GEM Sedol: BDCCRN6 ISIN: XS1437427849
          Series 9382 Issue of USD 3,170,000 Equity Linked Notes due 03 August 2021 - GEM Sedol: BD1FDN8 ISIN: XS1437429035
          Series 9391 Issue ofUSD 2,595,000 Equity Linked Notes due 14 February 2020 - GEM Sedol: BZ4C802 ISIN: XS1471726726
          Series 9396 Issue of USD 2040000 Equity Linked Notes due 18 February 2020 - GEM Sedol: BZ02NP6 ISIN: XS1477554221
          Series 9405 Issue of USD 500,000 Equity Linked Notes due 23 August 2021 - GEM Sedol: BZ56QS7 ISIN: XS1437432849
          Series 9412 Issue of USD 1,030,000 Equity Linked Notes due 25 August 2021 - GEM Sedol: BD89L28 ISIN: XS1437435867
Close  (MM)Regulation S Program for the Issuance of Notes, Series A and B, Warrants and Certificates 2 1 2
Close  MORGAN STANLEY & CO. INTERNATIONAL PLC 2 2
          6575 Five-Year Leveraged Certificates linked to a Reference Fund Basket, due July 2020 Sedol: BYL7PY6 ISIN: XS1240743473
          Series EU329 Issue of EUR 100000000 Equity Linked Notes due 26th February 2024 Sedol: BDCNZ57 ISIN: XS1289424597
Close  (MSM) Regulation S Program for the Issuance of Notes, Series A and Series B, Warrants and Certificates 248 1 172
Close  MORGAN STANLEY B.V. 248 172
          Series EU001 Issue of GBP 2324700 Preference Share-Linked Notes due 21 June 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BCW3TH0 ISIN: GB00BBMT8304
          EU017 Issue of GBP 2253500 Preference Share-Linked Notes due 25 July 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BC7H8N6 ISIN: GB00BC7H8N63
          Series EU007 Issue of GBP 530926 Preference Share-Linked Notes due 30 August 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BD7VF89 ISIN: XS0950979368
          Series 7768 Issue of USD 3176000 Equity Linked Notes due 30 August 2016 - GEM Sedol: BDD2JF1 ISIN: XS0967440644
          EU018 Issue of GBP 207408 Preference Shares Linked Notes due 6 September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BDFN0N7 ISIN: XS0958507070
          Series EU015 Issue of GBP 2396240 Preference Share Linked Notes due 13 September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BDZD532 ISIN: XS0955858500
          Series EU016 Issue of GBP 631427 Preference Shares Linked Notes due 13 September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BDZD543 ISIN: XS0955858682
          Series EU041 Issue of GBP 11000000 Preference Shares Linked Notes due September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BDC7VC8 ISIN: GB00BDC7VC83
          Series EU004 Issue of GBP 404068 Preference Share Linked Notes due 20 September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BF2GSM8 ISIN: XS0950979103
          Series EU005 Issue of GBP 226177 Preference Share Linked Notes due 20 September 2019 linked to Sienna Finance UK Limited Preference shares Sedol: BF2GSN9 ISIN: XS0950979285
          Series EU006 Issue of GBP 1255673 Autocallable Notes due 20 September 2018 Sedol: BF2GSR3 ISIN: XS0950980457
          Series EU020 Issue of GBP 656307 Preference Share Linked Notes due 4 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BFH4NV1 ISIN: XS0961404521
          Series EU023 Issue of GBP 393632 Reverse converible Notes due 04 October 2019 Sedol: BFH59C7 ISIN: XS0962806963
          Series EU049 Issue of GBP 500000 Preference Share Linked Notes due 30 May 2018 linked to Sienna Finance UK Limited Preference Shares Sedol: BFH5875 ISIN: XS0975851725
          Series EU037 Preference share linked notes due 25 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BG0QPX7 ISIN: XS0969268126
          Series EU038 Issue of GBP 221553 Preference share linked notes due 25 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BG0QPY8 ISIN: XS0969268399
          Series EU039 Issue of GBP 445343 Preference share linked notes due 25 October 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BG0QPZ9 ISIN: XS0969268472
          Series EU043 Issue of GBP 378150 Preference share Linked Notes due 15 November 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BGLNS83 ISIN: XS0974368192
          Series EU029 Issue of GBP1211199 Preference share Linked Notes due 25 November 2019 Linked to Sienna Finance UK Limited Preference shares Sedol: BGM0P59 ISIN: XS0966319526
          Series EU028 Issue of GBP 5725534 Preference Share Linked Notes due 25 November 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BD5HZF6 ISIN: XS0966319369
          Series EU031 Issue of GBP 126352 Preference Share Linked Notes due 25 November 2019 linked to Sienna Finance UK Limited Preference shares Sedol: BGM0S49 ISIN: XS0966880758
          Series EU067 Issue of GBP 1500000 Preference Share Linked Notes due 12 November 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BG6N3K5 ISIN: GB00BG6N3K59
          Series EU068 Issue of GBP 6750000 Certain Linked Notes due 4 December 2019 linked to FTSE 100 Index Sedol: BGLC7T4 ISIN: GB00BGLC7T49
          Series EU036 Issue of GBP 2370727 Preference Share Linked Notes due 13 December 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BH892S9 ISIN: XS0972238744
          Series EU077 Issue of GBP 4000000 Preference Share Linked Notes due 12 December 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BH4T1R5 ISIN: GB00BH4T1R55
          Series EU062 Issue of GBP 498757 Preference Share Linked Notes due 20 December 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BHCQNV6 ISIN: XS0986190204
          Series EU061 Issue of GBP 694312 Preference Share Linked Notes due 20 December 2019 linked to sienna finance UK Limited Preference Shares Sedol: BHCR773 ISIN: XS0986190030
          Series EU051 Issue of GBP 6411170 Preference Share Linked Notes due 6 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BHZKTT5 ISIN: XS0982232828
          Series EU052 Issue of GBP 839782 Preference Share Linked Notes due 6 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BHZKTV7 ISIN: XS0982233719
          Series EU053 Issue of GBP 1437449 Equity Linked Notes due 6 January 2020 Sedol: BHZKVN3 ISIN: XS0982233800
          Series EU035 Issue of GBP 2048982 Preference Share Linked Notes due 10 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ2S4K2 ISIN: XS0981909533
          EU044 Issue of GBP 320000 Preference Share Linked Notes due 17 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ4XCF6 ISIN: XS0975314476
          Series EU059 Issue of GBP 318988 Preference Share Linked Notes due 17 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ4XCG7 ISIN: XS0985677805
          Series EU085 Issue of GBP 1700000 Preference Share Linked Notes due 23 January 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ0KHL2 ISIN: GB00BJ0KHL28
          Series EU086 GBP 6700000 Preference Share Linked Notes due 20 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ0WYS4 ISIN: GB00BJ0WYS42
          Series EU069 Issue of GBP 2820931 Preference Share-Linked Notes due 31 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJS8WR9 ISIN: XS0996772520
          Series EU087 GBP 11746912 Preference Share Linked Notes due 6 February 2020 linked to Sienna Finance Sedol: BJ39158 ISIN: GB00BJ391586
          Series EU094 GBP 7,650,000 Preference Share Linked Notes due 5 February 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ7BFN6 ISIN: GB00BJ7BFN63
          Series EU078 Issue of GBP1045862 Reverse Convertible Notes linked to a basket of Stocks due 14 February 2020 Sedol: BJYS1M1 ISIN: XS1004412927
          EU073 Issue of GBP 4084307 Preference Share Linked Notes due 19 February 2020 linked to Sienna Finace UK Limited Preference Shares Sedol: BJ35B90 ISIN: XS1000869054
          Series EU074 Issue of GBP 577764 Preference Share Linked Notes due 19 February 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BJ353Y9 ISIN: XS1000869138
          Series EU075 Issue of GBP 7771836 Equity Linked Notes due August 2020 Sedol: BJ353Z0 ISIN: XS1000869211
          Series EU095 GBP 1,370,000 Preference Share Linked Notes due 12 February 2020 liked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BJH0470 ISIN: GB00BJH04709
          Series EU080 Issue of GBP 487870 Preference Share Linked Notes due 21 February 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BK0SKF8 ISIN: XS1006244609
          Series EU081 Issue of GBP 1242255 Preference Share Linked Notes due 21 February 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BK0SKH0 ISIN: XS1006245085
          Series EU084 Issue of GBP 1297127 Reverse Convertible Notes linked to a Basket of Stocks due March 2020 Sedol: BKM46V2 ISIN: XS1014953027
          Series EU100 Issue of GBP 1162000 Autocallable Notes due 11 March 2020 Sedol: BK1PXK4 ISIN: GB00BK1PXK47
          Series EU101 Issue of GBP 4750000 Preference Share Linked Notes due 12 March 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BK1PXX7 ISIN: GB00BK1PXX75
          Series EU092 Issue of GBP 1767992 Preference Share Linked Notes due 16 March 2020 linked to Sienna finance UK Limited Preference Shares Sedol: BKT04H5 ISIN: XS1023432120
          Series EU098 Issue of GBP 367178 Preference Share Linked Notes due 6 April 2020 linked to Sienna Finance UK Sedol: BLDYSJ0 ISIN: XS1034999174
          Series EU090 Issue of GBP 1241331 Preference Share Linked Notes due 14 April 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BLP5H27 ISIN: XS1022385592
          Series EU091 Issue of GBP 3210087 Preference Share Linked Notes due 14 April 2020 linked to Sienna Finance UK Limited Preference Share Guaranteed by Morgan Stanley Sedol: BLP5H50 ISIN: XS1022385675
          Series EU109 8150000 Preference Share-Linked Notes due 14 April 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BL3DR12 ISIN: GB00BL3DR126
          Series EU099 Issue of GBP625370 Preference Share Linked Notes due 28 April 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BK00CQ9 ISIN: GB00BK00CQ99
          Series EU104 Issue of GBP3122778 Preference Share Linked Notes due 5 May 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BM91RN9 ISIN: XS1043551883
          Series EU119 Issue of GBP4000000 Preference Share Linked Notes due 13 May 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BM4P5M1 ISIN: GB00BM4P5M16
          Series EU103 Issue of GBP1168091 Reverse Convertible Notes linked to a Basket of Stocks due 15 May 2020 Sedol: BMNQXF4 ISIN: XS1040952837
          Series EU130 Issue of GBP1156100 Preference Share Linked Notes due 20 May 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BMQWL44 ISIN: XS1069428628
          Series EU120 Issue of GBP 5000000 Preference Share Linked Notes due 13 July 2020 linked to Sienna Finance UK Sedol: BMJ6CX9 ISIN: GB00BMJ6CX96
          Series EU121 Issue of GBP 5000000 Preference Share Linked Notes due 13 July 2020 linked to Sienna Finance UK Sedol: BMJ6D69 ISIN: GB00BMJ6D694
          Series EU110 Issue of GBP819663 Preference Share linked Notes due 26 May 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BMW3K55 ISIN: XS1053600372
          Series EU105 Issue of GBP1652940 Preference Share Linked Notes due 3 June 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BMSK771 ISIN: XS1048225178
          Series EU107 Issue of GBP2448476 Preference Share Linked Notes due 3 June 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BN79JJ2 ISIN: XS1048225251
          Series EU106 Issue of GBP1332717 Preference Share Linked Notes due 3 June 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BN79JK3 ISIN: XS1048225335
          Series EU116 Issue of GBP2587794 Preference Share linked Notes due 8 June 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BN800R9 ISIN: XS1060713812
          Series EU113 Issue of GBP534449 Preference Share-Linked Notes due 29 June 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BLRLM17 ISIN: GB00BLRLM173
          Series EU147 Issue of GBP 4500000 Preference Share-Linked Notes due 7 July 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BNGN4J0 ISIN: GB00BNGN4J05
          Series EU150 Issue of GBP 1000000 Preference Share-Linked Notes due 8 July 2020 linked to Sienna Finance UK Sedol: BNZC0N4 ISIN: XS1084811881
          Series EU114 GBP4525380 Preference Share-Linked Notes due 20 July 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BP7R7T6 ISIN: XS1060731475
          Series EU115 GBP3642978 Preference Share Linked Notes due 20 July 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BP7R7Y1 ISIN: XS1060731392
          Series EU127 Issue of GBP585000 Preference Share Linked Notes due 13 July 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BP7R7Z2 ISIN: XS1068171625
          Series EU132 Issue of GBP 900000 Preference Share Linked Notes due 14 July 2020 linked to Sienna Finance UK Sedol: BP7R8B5 ISIN: XS1069771787
          Series EU124 Issue of GBP 840430 Preference Shares Linked Notes due 22 July 2020 linked to Sienna Finance UK Sedol: BPBG153 ISIN: XS1067866076
          Series EU123 Issue of GBP 3691343 Preference Share Linked Notes due 22 July 2020 linked to Sienna Finance UK Sedol: BPBG175 ISIN: XS1067865854
          Series EU125 Issue of GBP 1593354 Preference Share Linked Notes due 22 July 2020 linked to Sienna Finance UK Sedol: BPBG186 ISIN: XS1067865938
          EU133 Issue of GBP 2,416,518 Reverse Convertible Notes Linked to Basket of Stocks Sedol: BPH3S68 ISIN: XS1071001132
          eu139 Issue of GBP 2,389,563 Preference share linked notes due 27 July 2020 Linked to Sienna Finance UK Limted Sedol: BPH3S79 ISIN: XS1073007244
          Series EU155 GBP 16750000 Preference Share Linked Notes due 13 August 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BQ1KLG3 ISIN: XS1093688734
          Series EU156 Issue of GBP 6500000 Preference Share Linked Notes due 14 August 2018 linked to Sienna Finance UK Limited Preference Shares Sedol: BQ1SVK1 ISIN: XS1094138366
          Series EU158 GBP 5500000 Preference Share Linked Notes due 19 August 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BPXRL87 ISIN: GB00BPXRL874
          Series EU152 Issue of GBP 2861115 Reverse Convertible Notes linked to a Basket of Stocks due August 2020 Sedol: BQ3D6Q5 ISIN: XS1084305751
          Series EU153 Issue of GBP 2827042 Preference Share Linked Notes due 1 September 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BQPW6T3 ISIN: XS1084565230
          Series EU154 Issue of GBP 411795 Preference Share Linked Notes due 1 September 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BQPW6V5 ISIN: XS1084565156
          Series EU167 Issue of GBP 2000000 Preference Share Linked Notes due 23 October 2020 linked to Sienna Finance Uk Limited Preference Shares Sedol: BQ717K6 ISIN: GB00BQ717K62
          Series EU144 Issue of GBP 2684519 Preference Share Linked Notes due 9 September 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BQS2225 ISIN: XS1079770233
          Series EU145 Issue of GBP 818265 Preference Share Linked Notes due 9 September 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BQS2236 ISIN: XS1079770316
          Series EU146 Issue of GBP 4833862 Preference Share Linked Notes due 9 September 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BQS2247 ISIN: XS1079770407
          Series EU170 Issue of GBP 1375000 Preference Share Linked Notes due 25 September 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BQT4CW0 ISIN: GB00BQT4CW08
          Series EU157 Issue of GBP 664000 Preference Share Linked Notes due 22 September 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BPRCBF5 ISIN: GB00BPRCBF51
          Series EU 180 Issue of GBP 2,000,000 Preference Share Linked Notes due 8 October 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BR17HW9 ISIN: GB00BR17HW90
          Series EU181 GBP 33650000 Preference Share Linked Notes due 09 October 2018 linked to Sienna Finance UK Limited Preference Shares Sedol: BRB2VM2 ISIN: XS1115897396
          Series EU 159 Issue of GBP 1,364,092 Reverse Convertible Notes Linked to a Basket of Stocks Sedol: BRJL240 ISIN: XS1098730986
          Series EU183 Issue of GBP 1,500,000 Preference Share Linked Notes Due 12 October 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BR4SZL4 ISIN: GB00BR4SZL43
          Series EU184 Issue of GBP 2,000,000 Preference Share Linked Notes due 8 December 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BRHYZS6 ISIN: GB00BRHYZS60
          Series EU 148 Issue of GBP 2,084,897 Preference Share Linked Notes due 19 October 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BPH3ZX4 ISIN: GB00BPH3ZX40
          Series EU163 GBP 630206 Preference Share Linked Notes due 19 October 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BRKX524 ISIN: XS1099723980
          Series EU162 Issue of GBP 1,136,902 Preference Share Linked Notes due 19 October 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BRKX535 ISIN: XS1099724012
          Series EU149 Issue of GBP 1,969,369 Preference Share Linked Notes due 19 October 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BPH3ZY5 ISIN: GB00BPH3ZY56
          Series EU190 GBP 7,450,000 Preference Share Linked Notes due 22 October 2020 Linked to Sienna Finance UK Limited Sedol: BRJTBQ9 ISIN: GB00BRJTBQ99
          Series EU160 Issue of GBP 4835583 Preference Share-Linked Notes due 27 October 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BRWQVH8 ISIN: XS1099723717
          Series EU161 Issue of GBP 3,499,353 Preference Share-Linked Notes due 27 October 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BRJFWR5 ISIN: XS1099723808
          Series EU164 Issue of GBP 619842 Preference Share-Linked Notes due 27 October 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BRJZV90 ISIN: XS1099983972
          Series EU172 Issue of GBP 543,170 Reverse Convertible Notes Linked to a Basket of Stocks Sedol: BQWJKZ1 ISIN: GB00BQWJKZ10
          Series EU194 Issue of GBP 650,000 Preference Share Linked Notes due 06 February 2020 linked to Sienna Finance UK Sedol: BRTL455 ISIN: GB00BRTL4553
          Series EU191 Issue of GBP 1,050,092 Preference Share Linked Notes due 06 November 2020 linked to Sienna Finance Sedol: BSM8WD4 ISIN: XS1128059745
          Series EU182 Issue of GBP 1,384,035 Reverse Convertible Notes linked to a Basket of Stocks Sedol: BSNLZ33 ISIN: XS1116457794
          Series EU202 Issue of GBP 8,900,000 Preference Share-Linked Notes due 19 November 2019 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BSL7D40 ISIN: XS0956291305
          Series EU185 Issue of 1,450,000 Preference Share-Linked Notes due 21 November 2019 linked to Sienna Finance UK Limited Preference Shares. Sedol: BSMSZL3 ISIN: XS0956291214
          Series EU206 Issue of GBP 1,000,000 Preference Share-Linked Notes due 2 February 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BSNBKD8 ISIN: GB00BSNBKD88
          Series EU169 Issue of GBP 2,299,575 Preference share linked notes due 30 November 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BSZLPG4 ISIN: XS1110971352
          Series EU 189 Issue of GBP 586,335 Preference share linked notes due 30 November 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BSZLPH5 ISIN: XS0956288939
          Series EU 188 Issue of GBP 318,167 Preference share linked notes due 30 November 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BSZLPJ7 ISIN: XS0956288855
          Series EU175 Issue of GBP 3,582,728 Preference Share Linked Notes due 07 December 2020 linked to Sienna Finance UK Limited Sedol: BTC2RK5 ISIN: XS1113023326
          Series EU207 GBP 1,150,000 Preference Share Linked Notes due 07 December 2020 linked to Sienna Finance UK Limited Sedol: BSPC921 ISIN: GB00BSPC9218
          Series EU174 Issue of GBP 3,490,800 Preference Share Linked Notes due 07 December 2020 linked to Sienna Finance UK Limited Sedol: BTDCX62 ISIN: XS1113023169
          Series EU173 Issue of GBP 677664 Preference Share Linked Notes due 07 December 2020 linked to Sienna Finance UK Limited Sedol: BTDCM65 ISIN: XS1113023243
          Series EU199 Issue of GBP 636,659 Autocallable Notes linked to a Basket of Shares due 28 December 2020 Sedol: BTLWS69 ISIN: XS0956290919
          Series EU201 Issue of GBP 455,792 notes linked to the FTSE 100 Index Sedol: BV0M5D0 ISIN: XS0956292451
          Series EU198 Issue of GBP 1,000,000 Reverse Convertible Notes linked to a Basket of Stocks due 29 December 2020 Sedol: BV0M8T7 ISIN: XS0956290752
          Series EU195 Issue of GBP 6,151,531 Preference Share linked notes due 21 January 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BV0L9S0 ISIN: XS0956291560
          Series EU226 Issue of GBP 1,000,000 Preference Share-Linked Notes due 16 March 2021 linked to Sienna Finance UK Limited preference Shares Guaranteed by Morgan Stanley Sedol: BVC3LL1 ISIN: GB00BVC3LL15
          Series EU196 Issue of GBP 3,001,151 Preference Share-Linked Notes due 21 January 2021 linked to Sienna Finance UK Limited preference Shares Guaranteed by Morgan Stanley Sedol: BTLJXQ5 ISIN: XS0956291644
          Series EU197 Issue of GBP 1,096,184 Preference Share-Linked Notes due 21 January 2021 linked to Sienna Finance UK Limited preference Shares Guaranteed by Morgan Stanley Sedol: BVJDQF3 ISIN: XS0956291727
          Series EU200 Issue of GBP 1,313,888 Equity Linked Notes Notes due 21 January 2021 Sedol: BVJDZD4 ISIN: XS0956291990
          Series EU223 Issue of GBP 2,500,000 Preference Share- Linked Notes due 23 January 2020 linked to Sienna Finance UK Preference Shares Guaranteed by Morgan Stanley Sedol: BV9FSH5 ISIN: XS1138824765
          Series EU222 GBP 2636800 Preference Share linked Notes due January 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BV8VMR2 ISIN: GB00BV8VMR29
          Series EU186 Issue of GBP 800,092 Preference Share linked notes due 8 January 2021 linked to Sienna Finance UK Sedol: BRJL2W8 ISIN: GB00BRJL2W82
          Series EU187 Issue of GBP 1,173,338 Preference Share linked notes due 8 January 2021 linked to Sienna Finance UK Sedol: BRJL2X9 ISIN: GB00BRJL2X99
          Series EU210 Issue of GBP 1073010 Preference Shares-Linked Notes due 29 January 2021 Linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BSXNQK3 ISIN: GB00BSXNQK38
          Series EU209 Issue of GBP 181447 Preference Shares-Linked Notes due 01 February 2021 Linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVV2733 ISIN: XS0956294408
          Series EU208 Issue of GBP 1255037 Preference Shares-Linked Notes due 01 February 2021 Linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVV27X3 ISIN: XS0956294317
          Series EU245 Issue of GBP 1013000 Preference Share Linked Notes due 24 February 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BVXVQV9 ISIN: GB00BVXVQV97
          Series EU231 Issue of GBP 500000 Preference Share-Linked Notes due 16 March 2018 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVL8902 ISIN: GB00BVL89020
          Series EU219 Issue of GBP 350000 Reverse Convertible Notes linked to a Basket of Stocks due 01 March 2021 Sedol: BW9HD28 ISIN: XS1138823791
          Series EU218 Issue of GBP 3048549 Preference Share-Linked Notes due 1 March 2021 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVFZFJ0 ISIN: XS1138823528
          Series EU217 Issue of GBP 690237 Reverse Convertible Notes linked to a Basket of Stocks due 8 March 2021 Sedol: BWB93M2 ISIN: XS1138823288
          Series EU215 Issue of GBP 1517895 Equity Linked Notes due 08 March 2021 Sedol: BWB9430 ISIN: XS0956295470
          Series EU214 Issue of GBP 469053 Preference Share-Linked notes due 8 March 2021 linked to Sienna Finance UK Sedol: BWB94D0 ISIN: XS0956295397
          Series EU213 Issue of GBP 2662755 Preference Share-Linked Notes due 8 March 2021 linked to Sienna Finance UK Sedol: BWB94F2 ISIN: XS0956295041
          Series EU212 Issue of GBP 6081287 Preference Share-Linked Notes due 8 March 2021 linked to Sienna Finance UK Sedol: BWB94G3 ISIN: XS0956294820
          Series EU224 Issue of GBP 853260 Preference Share Linked Notes due 15 March 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BVC3SY3 ISIN: GB00BVC3SY39
          Series EU227 Issue of GBP 1773952 Preference Share Linked Notes due 12 March 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BWD1TL7 ISIN: XS1172064674
          Series EU225 Issue of GBP 583107 Preference Share Linked Notes due 15 March 2021 Linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVC3ST8 ISIN: GB00BVC3ST85
          Series EU256 Issue of GBP 350000 Preference Share-Linked Notes due 8 May 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BVFZQB9 ISIN: GB00BVFZQB99
          Series EU248 Issue of GBP 8285880 Preference Share Linked Notes due 16 March 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BW38PQ5 ISIN: GB00BW38PQ54
          Series EU253 Issue of GBP 500000 Preference Share Linked Notes due 17 March 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BVW21R4 ISIN: XS1138839284
          Series EU241 Issue of GBP 611740 Preference Share Linked Notes due 29 March 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BWNGQJ9 ISIN: XS1138829723
          Series EU243 Issue of GBP 2272594 Preference Share-Linked Notes due 14 April 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BWFDZ79 ISIN: XS1188068594
          Series EU246 Issue of GBP 388773 Preference Share-Linked Notes due 19 April 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BWXBX93 ISIN: XS1138832784
          Series EU255 Issue of GBP 1128994 Preference Share Linked Notes due 04 May 2021 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BWG01T3 ISIN: XS1138839441
          Series EU254 Issue of GBP 752839 Reverse Convertible Notes linked to a Basket of Stocks due 05 May 2021 Sedol: BWG01V5 ISIN: XS1138839011
          Series EU268 Issue of GBP 11000000 Preference Share Linked Notes due 05 May 2021 linked to Sienna Finance UK Limited Sedol: BWWZ222 ISIN: GB00BWWZ2229
          Series EU263 Preference Share Linked Notes due 15 May 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BXC4CG0 ISIN: XS1138847030
          Series EU271 GBP 9200000 Preference Share Linked Notes due 27 May 2021 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley 27 May 2021 Sedol: BXC8CL7 ISIN: GB00BXC8CL74
          Series EU278 Issue of EUR 6,023,000 Autocallable Notes due 25 June 2018 Sedol: BYTH786 ISIN: XS1138860561
          Series EU276 Issue of USD 8,606,000 Autocallable Notes due 25 June 2018 Sedol: BYTH7Z3 ISIN: XS1138858078
          Series EU275 Issue of EUR 14,984,000 Autocallable Notes due 25 June 2018 Sedol: BYTH805 ISIN: XS1138857856
          Series EU290 GBP 3,200,000 Preference Share Linked Notes due 18 August 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BYRK8W8 ISIN: GB00BYRK8W87
          Series EU289 GBP 20,500,000 Preference Share Linked Notes due 5 August 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BYYB1H0 ISIN: GB00BYYB1H05
          Series EU303 Preference Share-Linked Notes due 9 September 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BYNQQW6 ISIN: GB00BYNQQW68
          Series EU301 GBP 9,200,000 Preference Share-Linked Notes due 10 September 2019 linked to Sienna Finance UK Limited Preference Shares Sedol: BZ0RPY4 ISIN: GB00BZ0RPY48
          Series EU302 GBP 17,200,000 Preference Share-Linked Notes due 9 September 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BYNQQK4 ISIN: GB00BYNQQK47
          Series EU293 Issue of GBP 2,573,490 Preference Share-Linked Notes due 2 September 2021 linked to Sienna Finance UK Limited Preference Shares Sedol: BYM1J89 ISIN: GB00BYM1J891
          Series EU304 Preference Share-Linked Notes due 2 January 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BZ2YY02 ISIN: GB00BZ2YY025
          Series EU305 Preference Share- Linked Notes due 22 September 2020 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BYQTJK1 ISIN: XS1289387026
          Series 9068 Issue of USD 2112000 Equity Linked Notes due November 08, 2016 - GEM Sedol: BYP9021 ISIN: XS1314237725
          Series EU322 Issue of USD 5000000 Prefrence Share-Linked Notes due November 12 2021 linked to Sienna Finance UK Limited Prefrence Shares Gauranteed by Morgan Stanley Sedol: BY7R2V6 ISIN: GB00BY7R2V62
          Series EU324 GBP 77,950,000 Preference Share- Linked Notes due 4 December 2020 linked to Sienna Finance UK Limited Preference Shares Sedol: BYZ1X17 ISIN: XS1289411008
          Series EU352 Issue of EUR 15713000 Equity Linked Notes due 30 December 2019 Sedol: BD20LT4 ISIN: XS1374813241
          Series EU354 Issue of EUR 11605000 Equity Linked Notes due 28 June 2024 Sedol: BY7QJ78 ISIN: XS1374816004
          Series EU356 Issue of GBP 8,000,000 Preference Share-Linked Notes due 5 July 2021 linked to Sienna Finance UK Limited Preference Shares Guaranteed by Morgan Stanley Sedol: BD3V259 ISIN: XS1437420679
          Series EU361 Issue of EUR 3096000 Equity Linked Notes due 26 August 2022 Sedol: BZBZ901 ISIN: FI4000210893
Close  “MAJOR” Multi-Jurisdiction Repackaging Note Programme 66 13 14
Close  SIGNUM ISIS LIMITED 2 0
Close  SIGNUM OPAL LIMITED 2 0
Close  SIGNUM RATED II LIMITED 2 0
Close  SIGNUM VERDE LIMITED 2 0
Close  SIGNUM LIMITED 2 0
Close  SIGNUM II LIMITED 2 0
Close  SIGNUM FINANCE CAYMAN II LIMITED 2 0
Close  SIGNUM VANGUARD LIMITED 2 0
Close  SIGNUM LUXEMBOURG I S.A. 5 0
Close  SIGNUM FINANCE III PLC 4
          Series 2003-07 Series 2003-7 US$55m Credit-Linked Notes due 2009 Sedol: 3321805 ISIN: XS0170706658
          Series 2004-4 Series 2004-4 Variable Rate and Variable Redemption Amount Inflation-Linked Notes due 2033 Sedol: B05BJX3 ISIN: XS0206712464
          Series 2005-2 Series 2005-2 Callable Inverse Floating Rate Notes due 2020 Sedol: B07GQM4 ISIN: XS0213509408
          Series 2004-3 Series 2004-3 Callable Inverse Floating Rate Notes due 2019 Sedol: B0CGFJ9 ISIN: XS0194472519
Close  SIGNUM FINANCE I PLC 1 1
          Series 2005-03 Series 2005-03 Principal Protected Fund-Linked Secured Notes due 2020 Sedol: B1577W3 ISIN: XS0226486248
Close  SIGNUM FINANCE II PLC 2 2
          2016-01 EUR 111,875,000 Variable Coupon Note due 2041 Sedol: BZ04KY0 ISIN: XS1391855795
          2016-02 EUR 28,500,000 Variable Coupon Notes due 2038 Sedol: BZBVNL8 ISIN: XS1391723530
Close  SIGNUM FINANCE CAYMAN LIMITED 8 7
          Series 2006-38 Series 2006-38 Notes due 2016 Sedol: B1TQ0Y9 ISIN: XS0281472950
          Series 2007-01 Series 2007-01 Zero Coupon Secured Credit-Linked Notes due 2037 Linked to the Republic of Colombia Sedol: B1QMWJ9 ISIN: XS0283716834
          Series 2007-28 Series 2007-28 Notes due 2017 Sedol: B2858P1 ISIN: XS0317963931
          Series 2007-28 Series 2007-28 EUR100000000 Notes due 2017 Sedol: B2R34S1 ISIN: XS0353601155
          Series 2003-02 Series 2003-02 USD 10000000 Variable Coupon Amount Amortising Note due 2038 Sedol: 3408720 ISIN: XS0181569038
          Series 2007-06 Series 2007-06 Zero Coupon Secured Credit-Linked Notes due 2022 - Federal Republic of Brazil Sedol: B3F9Y44 ISIN: XS0288056087
          Series 2010-10 USD 104200000 Zero Coupon Notes due 2040 Sedol: B63DSM5 ISIN: XS0525571948
Close  £1,000,000,000 Guaranteed Secured Medium Term Note Programme 1 1 1
Close  THAMES WATER (KEMBLE) FINANCE PLC 1 1
          Series 2 Issue of GBP 175,000,000 5.875 per cent. Notes due 15 July 2022 Sedol: BYV70X0 ISIN: XS1267053103
Close  £1,500,000,000 CASTLE TRUST DIRECT PROGRAMME FOR THE ISSUANCE OF NOTES 160 1 151
Close  CASTLE TRUST DIRECT PLC 160 151
          Series 4 GBP 8,596,491 Fortress Bond (Issue 4) 2 Year August 2014 Notes due September 2016 Sedol: BNFX4R9 ISIN: GB00BNFX4R97
          Series 6 GBP 5930664 Fortress Bond (Issue 6) 2 Year September 2014 Notes due 2016 Sedol: BNFX4T1 ISIN: GB00BNFX4T12
          Series 7 GBP 4010326 Fortress Bond (Issue 7) 5 Year September 2014 Notes due October 2019 Sedol: BNFX4V3 ISIN: GB00BNFX4V34
          Series 10 GBP 5,614,569 Fortress Bond (Issue 10) 5 Year October 2014 Notes due November 2019 Sedol: BNFX4Y6 ISIN: GB00BNFX4Y64
          Series 9 Issue of GBP 20000000 Fortress Bond (Issue 9) 2 Year October 2014 Notes due November 2016 Sedol: BNFX4X5 ISIN: GB00BNFX4X57
          Series 12 GBP 4758447 Fortress Bond (Issue 12) 2 Year November 2014 Notes Sedol: BNFX509 ISIN: GB00BNFX5093
          Series 13 GBP 5268487 Fortress Bond (Issue 13) 5 Year November 2014 Notes Sedol: BNFX510 ISIN: GB00BNFX5101
          Series 16 GBP 3610184 Fotress Bond 5 Years November 2014 Notes Sedol: BNFX543 ISIN: GB00BNFX5432
          Series 15 GBP 3,517,066 Fortress Bond 2 Year December 2014 Notes Sedol: BNFX532 ISIN: GB00BNFX5325
          Series 19 GBP 4,523,873 Fortress bond (Issue 19) 5 year January 2015 notes offered by CASTLE TRUST CAPITAL PLC Sedol: BNFX576 ISIN: GB00BNFX5762
          Series 18 GBP 4115571 Fortress Bond (Issue 18) 2 Year January 2015 Notes Sedol: BNFX565 ISIN: GB00BNFX5655
          Series 22 GBP 2130091 Fortress Bond (Issue 22) 5 year February 2015 Notes Offered by CASTLE TRUST CAPITAL PLC due 02 March 2020 Sedol: BNFX5B0 ISIN: GB00BNFX5B03
          Series 21 GBP 1158909 Fortress Bond (Issue 21) 3 year February 2015 Notes Offered by CASTLE TRUST CAPITAL PLC due 01 March 2018 Sedol: BNFX598 ISIN: GB00BNFX5986
          Series 20 GBP 1586259 Fortress Bond (Issue 20) 2 year February 2015 Notes Offered by CASTLE TRUST CAPITAL PLC due 01 March 2017 Sedol: BNFX587 ISIN: GB00BNFX5879
          Series 24 GBP 333557 Fortress Bond (Issue 24) 3 Year (Growth) February 2015 Notes due March 2018 Sedol: BNFX5D2 ISIN: GB00BNFX5D27
          Series 25 GBP 391025 Fortress Bond (Issue 25) 5 Year (Growth) February 2015 due 02 March 2020 Sedol: BNFX5F4 ISIN: GB00BNFX5F41
          Series 23 GBP 162500 Fortress Bond (Issue 23) 2 Year (Income) February 2015 due 01 March 2017 Sedol: BNFX5C1 ISIN: GB00BNFX5C10
          Series 33 GBP 3,344,697 Fotress Bond (Issue 33) 5 Year (Growth) March 2015 Notes due 01 April 2020 Sedol: BNFX5P4 ISIN: GB00BNFX5P49
          Series 31 GBP 4,703,269 Fotress Bond (Issue 31) 3 Year (Growth) March 2015 Notes due 03 April 2018 Sedol: BNFX5M1 ISIN: GB00BNFX5M18
          Series 30 GBP 4,509,100 Fotress Bond (Issue 30) 3 Year (Income) March 2015 Notes due 03 April 2018 Sedol: BNFX5L0 ISIN: GB00BNFX5L01
          Series 32 GBP 4617715 Fotress Bond (Issue 32) 5 year (Income) March 2015 Notes due 01 April 2020 Sedol: BNFX5N2 ISIN: GB00BNFX5N25
          Series 28 GBP 1,118,104 Fortress Bond (Issue 28) 2 Year (Income) March 2015 Notes due 03 April 2017 Sedol: BNFX5J8 ISIN: GB00BNFX5J88
          Series 29 GBP 2,750,615 Fortress Bond (Issue 29) 2 Year (Growth) March 2015 Notes due 3 April 2017 Sedol: BNFX5K9 ISIN: GB00BNFX5K93
          Series 36 Issue of GBP 1,392,206 Fortress Bond Issue 36 2 Year Income April 2015 Notes Sedol: BNFX5S7 ISIN: GB00BNFX5S79
          Series 37 Issue of GBP 2,713,826 Fortress Bond Issue 37 2 Year Growth April 2015 Notes Sedol: BVYV8N4 ISIN: GB00BVYV8N46
          Series 38 GBP 4,151,868 Fortress Bond Issue 38 3 Year Income April 2015 Notes Sedol: BVYV8P6 ISIN: GB00BVYV8P69
          Series 39 GBP 7,279,652 Fortress Bond Issue 39 3 Year Growth April 2015 Notes Sedol: BVYV8Q7 ISIN: GB00BVYV8Q76
          Series 40 GBP 3,377,243 Fortress Bond Issue 40 5 Year Income April 2015 Notes Sedol: BVYV8R8 ISIN: GB00BVYV8R83
          Series 41 GBP 4211892 Fortress Bond Issue 41 5 Year Growth April 2015 Notes Sedol: BVYV8S9 ISIN: GB00BVYV8S90
          Series 49 Issue of GBP 2243906 Fortress Bond (Issue 49) 5 Year Growth May 2015 Notes due 01 June 2020 Sedol: BVYV919 ISIN: GB00BVYV9193
          Series 48 GBP 2,000,991 Fortress Bond (Issue 48) 5 Year Income May 2015 Notes due 01 June 2020 Sedol: BVYV908 ISIN: GB00BVYV9086
          Series 47 Issue of GBP3102859 Fortress Bond (Issue 47) 3 year Growth May 2015 Notes due 01 June 2018 Sedol: BVYV8Z6 ISIN: GB00BVYV8Z67
          Series 46 Issue of GBP1971009 Fortress Bond (Issue 46) 3 Year Income May 2015 Notes due 01 June 2018 Sedol: BVYV8Y5 ISIN: GB00BVYV8Y50
          Series 45 Issue of GBP 3325708 Fortress Bond (Issue 45) 2 Year Growth May 2015 Notes due 01 June 2017 Sedol: BVYV8X4 ISIN: GB00BVYV8X44
          Series 44 Issue of GBP1616872 Fortress Bond (Issue 44) 2 year Income May 2015 Notes due 01 June 2017 Sedol: BVYV8W3 ISIN: GB00BVYV8W37
          Series 52 GBP 1,534,359 Fortress Bond (Issue 52) 2 Year (Income) June 2015 Notes Sedol: BVYV942 ISIN: GB00BVYV9425
          Series 53 GBP 3,010,631 Fortress Bond (issue 53) 2 Year (Growth) June 2015 Notes Sedol: BVYV953 ISIN: GB00BVYV9532
          Series 56 GBP 2490755 Fortress Bond (Issue 56) 5 Year (Income) June 2015 Notes Sedol: BVYV986 ISIN: GB00BVYV9862
          Series 55 GBP 2,627,756 Fortress Bond (Issue 55) 3 Year (Growth) June 2015 Notes Sedol: BVYV975 ISIN: GB00BVYV9755
          Series 54 GBP 2,322,322 Fortress Bond (Issue 54) 3 Year (Income) June 2015 Notes Sedol: BVYV964 ISIN: GB00BVYV9649
          Series 57 GBP 2,479,999 Fortress Bond (Issue 57) 5 year (Growth) June 2015 Notes Sedol: BVYV997 ISIN: GB00BVYV9979
          Series 62 Issue of GBP 1269359 Fortress Bond (Issue 62) 3 year (Income) July 2015 Notes due 01 August 2018 Sedol: BVYV9G4 ISIN: GB00BVYV9G44
          Series 61 Issue of GBP 2023048 Fortress Bond (issue 61) 2 Year (Growth) July 2015 Notes due 01 August 2017 Sedol: BVYV9F3 ISIN: GB00BVYV9F37
          Series 60 Issue of GBP 892699 Fortress Bond (Issue 60) 2 year (income) July 2015 Notes due 01 August 2017 Sedol: BVYV9D1 ISIN: GB00BVYV9D13
          Series 65 Issue of GBP 1545397 Fortress Bond (Issue 65) 5 Year (Growth) July 2015 Sedol: BVYV9K8 ISIN: GB00BVYV9K89
          Series 63 Issue of GBP 1939845 Fortress Bond (Issue 63) 3 Year (Growth) July 2015 Notes due 01 August 2018 Sedol: BVYV9H5 ISIN: GB00BVYV9H50
          Series 64 Issue of GBP 1758476 Fortress Bond (issue 64) 5 year (Income) July 2015 Notes due 03 August 2020 Sedol: BVYV9J7 ISIN: GB00BVYV9J74
          Series 73 GBP 1011800 Fortress Bond (Issue 73) 5 Year (Growth) August 2015 Notes due 1 September 2020 Sedol: BYYTLG3 ISIN: GB00BYYTLG34
          Series 72 GBP 1,328,804 Fortress Bond (Issue 72) 5 Year (Income) August 2015 Notes due 1 September 2020 Sedol: BVYV9S6 ISIN: GB00BVYV9S65
          Series 69 GBP 1,078,086 Fortress Bond (Issue 69) 2 Year (Growth) August 2015 Notes due 01 September 2017 Sedol: BVYV9P3 ISIN: GB00BVYV9P35
          Series 71 GBP 956,843 Fortress Bond (Issue 71) 3 Year (Growth) August 2015 Notes due 3 September 2018 Sedol: BVYV9R5 ISIN: GB00BVYV9R58
          Series 68 GBP 562,390 Fortress Bond (issue 68) 2 year (Income) August 2015 Notes due 01 September 2017 Sedol: BVYV9N1 ISIN: GB00BVYV9N11
          Series 70 GBP 526,150 Fortress Bond (Issue 70) 3 Year (Income) August 2015 Notes due 3 September 2018 Sedol: BVYV9Q4 ISIN: GB00BVYV9Q42
          Series 66 GBP 733,028 Fortress Bond (Issue 66) 1 Year (Income) August 2015 due 1 September 2016 Sedol: BVYV9L9 ISIN: GB00BVYV9L96
          Series 67 GBP 7,939,267 Fortress Bond (Issue 67) 1 year (Growth) August 2015 Notes due 01 September 2016 Sedol: BVYV9M0 ISIN: GB00BVYV9M04
          Series 74 GBP 1468596 Fortress Bond (Issue 74) 1 Year (Income) September 2015 Notes due 3 October 2016 Sedol: BYYTLH4 ISIN: GB00BYYTLH41
          Series 75 Issue of GBP 7537790 Fortress Bond (Issue 75) 1 Year (Growth) September 2015 Notes due 3 October 2016 Sedol: BYYTLJ6 ISIN: GB00BYYTLJ64
          Series 76 Issue of GBP 322268 Fortress Bond (Issue 76) 2 Year (Income) September 2015 Notes due 2 October 2017 Sedol: BYYTLK7 ISIN: GB00BYYTLK79
          Series 77 Issue of GBP 18957772 Fortress Bond (Issue 77) 2 Year (Growth) September 2015 Notes due 2 October 2017 Sedol: BYYTLL8 ISIN: GB00BYYTLL86
          Series 78 Issue of GBP 952802 Fortress Bond (Issue 78) 3 Year (Income) September 2015 Notes due 1 October 2018 Sedol: BYYTLM9 ISIN: GB00BYYTLM93
          Series 79 Issue of GBP 1488170 Fortress Bond (Issue 79) 3 Year (Growth) September 2015 Notes due 1 October 2018 Sedol: BYYTLN0 ISIN: GB00BYYTLN01
          Series 80 Issue of GBP 1304008 Fortress Bond (Issue 80) 5 Year (Income) September 2015 Notes due 1 October 2020 Sedol: BYYTLP2 ISIN: GB00BYYTLP25
          Series 81 Issue of GBP 535093 Fortress Bond (Issue 81) 5 Year (Growth) September 2015 Notes due 1 October 2020 Sedol: BYYTLQ3 ISIN: GB00BYYTLQ32
          Series 89 GBP 676,993 Fortress Bond (Issue 89) 5 Year (Growth) October 2015 Notes due 2nd November 2020 Sedol: BYYTLZ2 ISIN: GB00BYYTLZ23
          Series 88 GBP 772,611 Fortress Bond (Issue 88) 5 Year (Income) October 2015 Notes due 2 November 2020 Sedol: BYYTLY1 ISIN: GB00BYYTLY16
          Series 86 GBP 1,077,664 Fortress Bond (Issue 86) 3 Year (Income) October 2015 Notes due 1 November 2018 Sedol: BYYTLW9 ISIN: GB00BYYTLW91
          Series 85 GBP 2,001,895 Fortress Bond (Issue 85) 2 Year (Growth) october 2015 Notes due 1 November 2017 Sedol: BYYTLV8 ISIN: GB00BYYTLV84
          Series 83 GBP 6,624,699 Fortress Bond (Issue 83) 1 Year (Growth) October 2015 Notes due 01 November 2016 Sedol: BYYTLS5 ISIN: GB00BYYTLS55
          Series 82 GBP 1,071,628 Fortress Bond (Issue 82) 1 Year (Income) October 2015 Notes due 01 November 2016 Sedol: BYYTLR4 ISIN: GB00BYYTLR49
          Series 84 GBP 530,335 Fortress Bond (Issue 84) 2 Year (Income) October 2015 Notes due 01 November 2017 Sedol: BYYTLT6 ISIN: GB00BYYTLT62
          Series 87 £1,880,402 Fortress Bond (Issue 87) 3 Year (Growth) October 2015 Notes due 1 November 2018 Sedol: BYYTLX0 ISIN: GB00BYYTLX09
          Series 90 GBP 1311999 Fortress Bond (Issue 90) 1 Year (Income) November 2015 Notes due December 01, 2016 Sedol: BYYTM04 ISIN: GB00BYYTM043
          Series 91 GBP 7228902 Fortress Bond (Issue 91) 1 Year (Growth) November 2015 Notes due 1 December 2016 Sedol: BYYTM15 ISIN: GB00BYYTM159
          Series 97 GBP 547,161 Fortress Bond (Issue 97) 5 year (Growth) November 2015 Notes due 01 December 2020 Sedol: BYYTM71 ISIN: GB00BYYTM712
          Series 93 2431505 Fortress Bond (Issue 93) 2 Year (Growth) November 2015 Notes Offered by CASTLE TRUST CAPITAL PLC due December 1, 2017 Sedol: BYYTM37 ISIN: GB00BYYTM373
          Series 94 GBP 1043640 Fortress Bond (Issue 94) 3 Year (Income) November 2015 Notes due 03 December 2018 Sedol: BYYTM48 ISIN: GB00BYYTM480
          Series 95 GBP 2,565,270 Fortress Bond (Issue 95) 3 Year (Growth) November 2015 Notes due 03 December 2018 Sedol: BYYTM59 ISIN: GB00BYYTM597
          Series 96 GBP 988820 Fortress Bond (Issue 96) 5 Year (Income) November 2015 Notes due December 1, 2020 Sedol: BYYTM60 ISIN: GB00BYYTM605
          Series 92 GBP 1064135 Fortress Bond (issue 92) 2 Year (Income) November 2015 Notes due 1 December 2017 Sedol: BYYTM26 ISIN: GB00BYYTM266