information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 134.01 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 HSBC MARKET PLUS SPX 05/17/13 72% KO BARRIER- 0%CPN ,U

information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 130.75 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 FACEBOOK INC-A 30303M-10-2 FB HSBC MARKET PLUS SPX 05/

information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 116.47 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 P FIRST REPUBLIC BANK SAN FRAN HSBC MARKET PLUS SPX 05

information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 126.00 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 P P DOLLAR GENERAL CORP DUNKIN BRANDS GROUP INC HSBC

information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 144.38 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 FACEBOOK INC-A 30303M-10-2 FB GS CONT BUFF EQ SPX 7/9/

information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC 04033A-10-0 ARIA 145.83 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 FACEBOOK INC-A 30303M-10-2 FB GS CONT BUFF EQ SPX 7/9/