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sd-10-EFTA01452457Dept. of Justice

EFTA Document EFTA01452457

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Subject: Re: Barrier Notes [C] streange risk reward donpt you think On wed, Feb 5, 2014 at 12:41 PM, Tazia Smith < > wrote: classification: confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SXSE by itself is a non-starter! *1 - 13mo Contingent Minimum Return SXSE 4% cont min Return 80% Barrier Daily obs. 6% cap max loss: 100% *2 - 2yr Contingent Minimum Return SXSE 10% Co

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Dept. of Justice
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sd-10-EFTA01452457
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