Structured Notes • Manual Pricing via 1P/Aorgan Investment Bank as of prior day rade Date Maturity race Amount Long Description Cost Basis (S) Market Valve (S) Interest Received Entry Price 15) Current Price 15) MThl 13•Mar-13 27.Mar-14 1.000.000 5-Apr-13 21-Apr-19 1,000000 HSBC OW-Step Up 85% B