SELF FUNDING INSTALMENTS Funding Cost: AUD 7.15% p.a Wednesday, 30 March 2016 Warrant Code Name CCY FX Rate Strike Stop Loss AGLSRT AGL AGL ENERGY LIMITED AUD 1.0000 7.0716 7.74 18.23 11.36 38.78% 58.00% AGLSRU AGL AGL ENERGY LIMITED AUD 1.0000 5.4449 5.96 18.23 12.99 29.86% 67.00% AGLSZX AGL AGL ENERGY LIMITED AUD 1.0000 7.0698 7.74 18.23 11.36 38.77% 58.00% AIOSRX AIO Asciano Group AUD 1.0000 2.4020 2.63 8.99 6.57 26.71% 71.00% AIOSZX AIO Asciano Group AUD 1.0000 2.9107 3.19 8.99 6.06 32.37% 65.00% AMCSZX AMC AMCOR LIMITED AUD 1.0000 0.9131 1.00 14.38 13.54 6.35% 93.00% AMPSRT AMP AMP LIMITED AUD 1.0000 1.8348 2.01 5.72 3.94 32.07% 65.00% AMPSZW AMP AMP LIMITED AUD 1.0000 3.0939 3.39 5.72 2.68 54.08% 41.00% AMPSZX AMP AMP LIMITED AUD 1.0000 1.8348 2.01 5.72 3.94 32.07% 65.00% ANZSRT ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 13.1676 14.41 23.20 10.86 56.75% 38.00% ANZSRV ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 8.9448 9.79 23.20 15.08 38.55% 58.00% ANZSRW ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 5.3219 5.83 23.20 18.70 22.93% 75.00% ANZSRX ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 4.1340 4.53 23.20 19.89 17.82% 80.00% ANZSZV ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 8.9448 9.79 23.20 15.08 38.55% 58.00% ANZSZW ANZ ANZ BANKING GROUP LIMITED AUD 1.0000 5.3220 5.83 23.20 18.70 22.94% 75.00% APASRX APA APA GROUP AUD 1.0000 1.1921 1.31 8.50 7.32 14.02% 85.00% ASXSRW ASX ASX LIMITED AUD 1.0000 13.6777 14.97 40.75 27.53 33.56% 63.00% ASXSZW ASX ASX LIMITED AUD 1.0000 13.6777 14.97 40.75 27.53 33.56% 63.00% ASXSZX ASX ASX LIMITED AUD 1.0000 5.8757 6.43 40.75 35.33 14.42% 84.00% AZJSZX AZJ AURIZON HOLDINGS LIMITED AUD 1.0000 1.2107 1.33 3.95 2.77 30.65% 66.00% BENSRX BEN BENDIGO BANK LIMITED AUD 1.0000 3.9466 4.32 8.82 5.06 44.74% 51.00% BHPSRT BHP BHP BILLITON LIMITED AUD 1.0000 11.3720 11.90 16.71 5.63 68.04% 29.00% BHPSZX BHP BHP BILLITON LIMITED AUD 1.0000 11.3720 11.90 16.71 5.63 68.04% 29.00% BOQSRU BOQ BANK OF QUEENSLAND AUD 1.0000 3.1403 3.44 11.95 8.78 26.27% 71.00% BXBSRV BXB BRAMBLES LIMITED AUD 1.0000 2.6865 2.95 11.97 9.57 22.44% 75.00% BXBSZX BXB BRAMBLES LIMITED AUD 1.0000 1.4083 1.55 11.97 10.85 11.76% 87.00% CABSRU CAB Cabcharge Australia LTD AUD 1.0000 2.2003 2.43 3.22 0.95 71.42% 22.00%
Warrant Code Name CCY FX Rate Strike Stop Loss CBASRT CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 42.2307 46.20 73.12 32.61 57.74% 37.00% CBASRU CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 22.3781 24.48 73.12 52.45 30.60% 67.00% CBASRV CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 14.8717 16.27 73.12 59.95 20.33% 78.00% CBASRX CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 11.2971 12.36 73.12 63.53 15.45% 83.00% CBASZU CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 22.3781 24.48 73.12 52.45 30.60% 67.00% CBASZV CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 14.8717 16.27 73.12 59.95 20.33% 78.00% CBASZW CBA COMMONWEALTH BANK OF AUSTRALIA AUD 1.0000 0.4959 0.55 73.12 74.32 0.68% 99.00% CCLSRT CCL COCA-COLA AMATIL LIMITED AUD 1.0000 6.7851 7.43 8.61 1.93 78.79% 14.00% CCLSRW CCL COCA-COLA AMATIL LIMITED AUD 1.0000 5.1631 5.65 8.61 3.55 59.96% 34.00% CCLSRX CCL COCA-COLA AMATIL LIMITED AUD 1.0000 4.4398 4.86 8.61 4.27 51.56% 44.00% CCLSZW CCL COCA-COLA AMATIL LIMITED AUD 1.0000 5.1631 5.65 8.61 3.55 59.96% 34.00% CCLSZX CCL COCA-COLA AMATIL LIMITED AUD 1.0000 2.6697 2.93 8.61 6.04 31.00% 66.00% CIMSRW CIM CIMIC GROUP LIMITED AUD 1.0000 9.1281 10.02 34.30 25.86 26.61% 71.00% CIMSRX CIM CIMIC GROUP LIMITED AUD 1.0000 7.5581 8.29 34.30 27.42 22.03% 76.00% CIMSZW CIM CIMIC GROUP LIMITED AUD 1.0000 9.1281 10.01 34.30 25.86 26.61% 71.00% CIMSZX CIM CIMIC GROUP LIMITED AUD 1.0000 3.7491 4.11 34.30 31.23 10.93% 88.00% COHSRT COH COCHLEAR LTD AUD 1.0000 23.5386 25.80 99.60 78.17 23.63% 74.00% COHSRW COH COCHLEAR LTD AUD 1.0000 33.4866 36.70 99.60 68.23 33.61% 63.00% COHSRX COH COCHLEAR LTD AUD 1.0000 32.0259 35.10 99.60 69.69 32.15% 65.00% COHSZW COH COCHLEAR LTD AUD 1.0000 33.4866 36.70 99.60 68.23 33.61% 63.00% CPUSRV CPU COMPUTERSHARE LTD AUD 1.0000 3.7404 4.10 9.72 6.06 38.47% 58.00% CPUSRW CPU COMPUTERSHARE LTD AUD 1.0000 5.7668 6.31 9.72 4.04 59.32% 35.00% CPUSRX CPU COMPUTERSHARE LTD AUD 1.0000 3.0376 3.33 9.72 6.76 31.24% 66.00% CPUSZV CPU COMPUTERSHARE LTD AUD 1.0000 3.7403 4.10 9.72 6.06 38.47% 58.00% CPUSZW CPU COMPUTERSHARE LTD AUD 1.0000 5.7668 6.31 9.72 4.04 59.32% 35.00% CSLSRT CSL CSL LIMITED AUD 1.0000 21.2615 23.36 98.57 80.95 21.57% 76.00% CSLSZX CSL CSL LIMITED AUD 1.0000 21.2615 23.36 98.57 80.95 21.57% 76.00% CWNSRT CWN CROWN RESORTS LTD AUD 1.0000 3.2828 3.61 12.13 8.97 27.06% 70.00% CWNSRX CWN CROWN RESORTS LTD AUD 1.0000 2.9577 3.25 12.13 9.29 24.38% 73.00% CWNSZX CWN CROWN RESORTS LTD AUD 1.0000 3.2829 3.61 12.13 8.97 27.06% 70.00% DOWSRX DOW DOWNER EDI LIMITED AUD 1.0000 1.4650 1.61 3.72 2.28 39.37% 57.00% HVNSRX HVN Harvey Norman Holdings Ltd AUD 1.0000 0.4128 0.46 4.64 4.28 8.90% 90.00% HVNSZW HVN Harvey Norman Holdings Ltd AUD 1.0000 1.1198 1.23 4.64 3.57 24.13% 73.00% IAGSZX IAG INSURANCE AUSTRALIA GROUP AUD 1.0000 1.1125 1.22 5.44 4.36 20.45% 78.00% IHDSRT IHD ishares S&P/ASX High Dividend AUD 1.0000 5.4966 6.02 12.63 7.33 43.51% 52.00% IHDSRX IHD ishares S&P/ASX High Dividend AUD 1.0000 3.2500 3.56 12.63 9.57 25.73% 72.00% IHDSRY IHD ishares S&P/ASX High Dividend AUD 1.0000 4.1230 4.51 12.63 8.70 32.64% 64.00% IHDSZX IHD ishares S&P/ASX High Dividend AUD 1.0000 5.5256 6.05 12.63 7.30 43.74% 52.00% ILCSRX ILC ISHARES S&P/ASX 20 INDEX FUND AUD 1.0000 10.5031 11.49 21.05 11.02 49.89% 45.00%
Warrant Code Name CCY FX Rate Strike Stop Loss ILCSRY ILC ISHARES S&P/ASX 20 INDEX FUND AUD 1.0000 7.5856 8.30 21.05 13.94 36.03% 61.00% IOZSRX IOZ ISHARES MSCI AUSTRALIA 200 AUD 1.0000 9.7960 10.72 21.10 11.72 46.42% 49.00% IPLSRX IPL INCITEC PIVOT AUD 1.0000 1.7493 1.92 3.24 1.56 53.98% 41.00% LLCSRU LLC Lend Lease Corp Limited AUD 1.0000 3.9709 4.35 13.90 10.07 28.56% 69.00% LLCSRV LLC Lend Lease Corp Limited AUD 1.0000 5.8543 6.41 13.90 8.19 42.11% 54.00% LLCSRX LLC Lend Lease Corp Limited AUD 1.0000 2.4545 2.69 13.90 11.59 17.65% 81.00% LLCSZU LLC Lend Lease Corp Limited AUD 1.0000 3.9709 4.35 13.90 10.07 28.56% 69.00% LLCSZW LLC Lend Lease Corp Limited AUD 1.0000 1.9809 2.17 13.90 12.06 14.25% 84.00% MGRSZX MGR MIRVAC GROUP AUD 1.0000 0.3328 0.40 1.89 1.55 17.60% 79.00% MQGSRW MQG MACQUARIE GROUP LTD AUD 1.0000 4.7346 5.18 64.10 61.08 7.38% 92.00% MQGSZW MQG MACQUARIE GROUP LTD AUD 1.0000 4.7346 5.18 64.10 61.08 7.38% 92.00% MYRSRW MYR MYER HOLDINGS LTD AUD 1.0000 0.7118 0.79 1.20 0.50 59.55% 34.00% NABSRW NAB National Australia Bank Ltd AUD 1.0000 6.7407 7.38 25.62 19.52 26.31% 71.00% NABSRX NAB National Australia Bank Ltd AUD 1.0000 3.3087 3.62 25.62 22.95 12.91% 86.00% NABSZW NAB National Australia Bank Ltd AUD 1.0000 6.7407 7.38 25.62 19.52 26.31% 71.00% NABSZX NAB National Australia Bank Ltd AUD 1.0000 0.1690 0.19 25.62 26.09 0.66% 99.00% ORISRX ORI ORICA LTD AUD 1.0000 10.6951 11.70 15.73 5.12 67.98% 26.00% ORISZX ORI ORICA LTD AUD 1.0000 10.5431 11.54 15.73 5.27 67.01% 27.00% OSHSRX OSH OIL SEARCH LTD AUD 1.0000 4.5855 5.03 6.68 2.15 68.63% 25.00% OSHSZX OSH OIL SEARCH LTD AUD 1.0000 3.9525 4.33 6.68 2.78 59.16% 35.00% PPTSRX PPT Perpetual Trustees Australia Ltd AUD 1.0000 23.5695 25.78 42.07 18.65 56.01% 39.00% PRYSZU PRY PRIMARY HEALTH CARE AUD 1.0000 1.5290 1.68 3.85 2.27 39.71% 56.00% QANSRU QAN QANTAS AIRWAYS LTD AUD 1.0000 0.6043 0.67 4.03 3.47 14.99% 83.00% QBESRX QBE QBE INSURANCE GROUP LTD AUD 1.0000 5.4193 5.94 10.61 5.33 51.07% 44.00% RHCSRX RHC RAMSAY HEALTH CARE LIMITED AUD 1.0000 9.0411 9.91 60.81 53.38 14.86% 84.00% RIOSRW RIO Rio Tinto Ltd AUD 1.0000 30.2205 31.56 42.14 12.09 71.70% 25.00% RIOSZW RIO Rio Tinto Ltd AUD 1.0000 30.2113 31.55 42.14 12.10 71.68% 25.00% RMDSRT RMD RESMED INC - CDI:10 AUD 1.0000 2.0400 2.24 7.37 5.42 27.67% 70.00% SFYSRT SFY SPDR S and P / ASX 50 AUD 1.0000 14.1545 15.49 48.06 34.74 29.45% 68.00% SFYSRW SFY SPDR S and P / ASX 50 AUD 1.0000 21.3616 23.37 48.06 27.54 44.44% 51.00% SFYSRX SFY SPDR S and P / ASX 50 AUD 1.0000 13.7398 15.03 48.06 35.16 28.58% 69.00% SFYSZW SFY SPDR S and P / ASX 50 AUD 1.0000 21.3616 23.37 48.06 27.54 44.44% 51.00% SFYSZX SFY SPDR S and P / ASX 50 AUD 1.0000 14.1545 15.49 48.06 34.74 29.45% 68.00% SGRSZX SGR The Star Entertainment Group Ltd AUD 1.0000 1.2317 1.35 5.68 4.40 21.68% 76.00% SHLSRT SHL SONIC HEALTHCARE AUD 1.0000 4.6477 5.09 18.46 14.15 25.17% 72.00% SHLSRW SHL SONIC HEALTHCARE AUD 1.0000 7.4450 8.15 18.46 11.36 40.32% 56.00% SHLSRX SHL SONIC HEALTHCARE AUD 1.0000 6.0726 6.65 18.46 12.73 32.89% 64.00% SHLSZW SHL SONIC HEALTHCARE AUD 1.0000 7.4450 8.15 18.46 11.36 40.32% 56.00% SHLSZX SHL SONIC HEALTHCARE AUD 1.0000 4.6477 5.09 18.46 14.15 25.17% 72.00%
Warrant Code Name CCY FX Rate Strike Stop Loss SKISZX SKI Spark Infrastructure Group AUD 1.0000 0.1460 0.18 2.06 1.92 7.09% 91.00% SLFSRW SLF SPDR / ASX 200 Listed Property AUD 1.0000 3.6446 4.01 12.48 8.77 30.02% 67.00% SLFSRY SLF SPDR / ASX 200 Listed Property AUD 1.0000 2.3229 2.56 12.48 10.10 19.43% 79.00% SLFSZW SLF SPDR / ASX 200 Listed Property AUD 1.0000 3.6325 4.00 12.48 8.79 29.92% 67.00% SLFSZX SLF SPDR / ASX 200 Listed Property AUD 1.0000 1.9440 2.14 12.48 10.47 16.39% 82.00% STWSRT STW SPDR S and P / ASX 200 AUD 1.0000 13.5859 14.86 47.22 34.47 28.77% 69.00% STWSRU STW SPDR S and P / ASX 200 AUD 1.0000 19.4537 21.28 47.22 28.60 41.19% 55.00% STWSRW STW SPDR S and P / ASX 200 AUD 1.0000 26.5481 29.04 47.22 21.51 56.21% 39.00% STWSRX STW SPDR S and P / ASX 200 AUD 1.0000 14.7550 16.14 47.22 33.30 31.24% 66.00% STWSRY STW SPDR S and P / ASX 200 AUD 1.0000 17.8831 19.57 47.22 30.17 37.86% 59.00% STWSZU STW SPDR S and P / ASX 200 AUD 1.0000 19.4538 21.28 47.22 28.60 41.19% 55.00% STWSZW STW SPDR S and P / ASX 200 AUD 1.0000 26.5482 29.04 47.22 21.51 56.21% 39.00% STWSZX STW SPDR S and P / ASX 200 AUD 1.0000 13.5859 14.86 47.22 34.47 28.77% 69.00% SUNSRW SUN Suncorp Group Ltd AUD 1.0000 1.6912 1.85 11.46 10.10 14.75% 84.00% SUNSZW SUN Suncorp Group Ltd AUD 1.0000 1.6912 1.85 11.46 10.10 14.75% 84.00% SYDSRT SYD Sydney Airport AUD 1.0000 0.2124 0.24 6.58 6.47 3.23% 96.00% SYDSRW SYD Sydney Airport AUD 1.0000 0.6010 0.66 6.58 6.08 9.13% 90.00% SYISRT SYI SPDR MSCI Australia Select High Dividend AUD 1.0000 9.6078 10.57 25.36 15.93 38.73% 58.00% SYISRX SYI SPDR MSCI Australia Select High Dividend AUD 1.0000 5.7320 6.31 25.36 19.80 23.45% 74.00% TAHSRW TAH TABCORP HOLDINGS LIMITED AUD 1.0000 0.8842 0.97 4.10 3.23 21.56% 76.00% TAHSRX TAH TABCORP HOLDINGS LIMITED AUD 1.0000 0.5094 0.56 4.10 3.60 12.42% 86.00% TAHSZX TAH TABCORP HOLDINGS LIMITED AUD 1.0000 0.0851 0.10 4.10 4.03 2.07% 98.00% TCLSRW TCL TRANSURBAN GROUP AUD 1.0000 2.2491 2.47 11.11 9.01 20.24% 78.00% TCLSZW TCL TRANSURBAN GROUP AUD 1.0000 2.2491 2.47 11.11 9.01 20.24% 78.00% TLSSRT TLS Telstra Corp AUD 1.0000 0.6893 0.76 5.24 4.56 13.15% 85.00% TLSSRX TLS Telstra Corp AUD 1.0000 0.2371 0.26 5.24 5.01 4.52% 95.00% TLSSZW TLS Telstra Corp AUD 1.0000 0.2906 0.32 5.24 4.96 5.54% 94.00% TLSSZX TLS Telstra Corp AUD 1.0000 0.6894 0.76 5.24 4.56 13.15% 85.00% TTSSZX TTS Tattersalls Ltd AUD 1.0000 0.7760 0.85 3.61 2.86 21.49% 76.00% WBCSRU WBC Westpac Banking Corporation AUD 1.0000 6.4350 7.04 29.93 24.42 21.50% 76.00% WBCSRV WBC Westpac Banking Corporation AUD 1.0000 9.7714 10.69 29.93 21.08 32.64% 64.00% WBCSRX WBC Westpac Banking Corporation AUD 1.0000 3.4750 3.81 29.93 27.38 11.61% 87.00% WBCSZU WBC Westpac Banking Corporation AUD 1.0000 6.4350 7.04 29.93 24.42 21.50% 76.00% WBCSZV WBC Westpac Banking Corporation AUD 1.0000 9.7714 10.69 29.93 21.08 32.64% 64.00% WBCSZW WBC Westpac Banking Corporation AUD 1.0000 3.1567 3.46 29.93 27.69 10.54% 88.00% WESSRT WES Wesfarmers Limited AUD 1.0000 17.5423 19.19 41.58 24.55 42.18% 54.00% WESSRV WES Wesfarmers Limited AUD 1.0000 14.5334 15.90 41.58 27.56 34.95% 62.00% WESSRW WES Wesfarmers Limited AUD 1.0000 6.8688 7.52 41.58 35.22 16.52% 82.00% WESSRX WES Wesfarmers Limited AUD 1.0000 6.4230 7.03 41.58 35.67 15.44% 83.00%
Warrant Code Name CCY FX Rate Strike Stop Loss WESSZV WES Wesfarmers Limited AUD 1.0000 14.5334 15.90 41.58 27.56 34.95% 62.00% WESSZW WES Wesfarmers Limited AUD 1.0000 6.8688 7.52 41.58 35.22 16.52% 82.00% WESSZY WES Wesfarmers Limited AUD 1.0000 10.0018 10.94 41.58 32.09 24.05% 74.00% WFDSRT WFD Westfield Corporation AUD 1.0000 0.6585 0.73 10.02 9.42 6.57% 93.00% WOWSRT WOW Woolworths Limited AUD 1.0000 11.5814 12.67 21.87 10.87 52.95% 42.00% WOWSRX WOW Woolworths Limited AUD 1.0000 8.6579 9.48 21.87 13.80 39.58% 57.00% WOWSZX WOW Woolworths Limited AUD 1.0000 11.5814 12.67 21.87 10.87 52.95% 42.00% WPLSRT WPL Woodside Petroleum Ltd AUD 1.0000 14.0980 15.42 26.64 12.85 52.91% 42.00% WPLSRX WPL Woodside Petroleum Ltd AUD 1.0000 13.0519 14.28 26.64 13.89 48.98% 46.00% WPLSZX WPL Woodside Petroleum Ltd AUD 1.0000 14.0981 15.43 26.64 12.85 52.91% 42.00%
Important Notes *Please note that the day count convention used to calculate Funding Cost for USD and JPY underlyers is Actual/360. The figures shown in the above table are only indicative and are based on the hypothetical Share Price as listed in the above table. Should the Share Price or other key assumptions (for example, interest rate assumptions) change, the figures above will change. The Indicative prices do not constitute a solicitation, or an offer, to buy or sell any of these securities or to make a market in any of the securities. A copy of the Product Disclosure Statements issued by RBS Alternative Investments (Australia) Pty Limited or The Royal Bank of Scotland plc can be obtained from your financial advisor, stockbroker, or from the RBS website (www.rbs.com.au/warrants), or by contacting RBS on 1800 450 005. Subscriptions for or issues of, or contracts for or purchases of, warrants to which the Product Disclosure Statements relate must be made on, and will only be accepted on receipt of, the application form identified in and attached to the Product Disclosure Statement. RBS Alternative Investments (Australia) Pty Limited is not an Authorised Deposit-Taking Institution and the products which are issued by it do not form deposits or other funds or liabilities of The Royal Bank of Scotland N.V. or The Royal Bank of Scotland plc. The Royal Bank of Scotland plc does not guarantee the obligations of RBS Alternative Investments (Australia) Pty Limited. The Royal Bank of Scotland plc is a foreign Authorised Deposit-Taking Institution and the products which are issued by it do not form deposits or other funds of plc,