EFTA Document EFTA01455073

Pricing Supplement (To the Offering Memorandum dated July 16, 2013 and the Product Supplement Commodity-Linked Notes dated July 16, 2013) SG STRUCTURED PRODUCTS, INC. $2,100,000 COMMODITY-LINKED MARKET PLUS NON-PRINCIPAL PROTECTED NOTES SERIES 2013-58 DUE AUGUST 05, 2014 PRICING SUPPLEMENT Payment of all amounts due and payable under the Commodity-Linked Market Plus Non-Principal Protected Notes is irrevocably and unconditionally guaranteed pursuant to a Guarantee issued by Societe Generale, New York Branch We, SG Structured Products, Inc. (the 'Issuer), an indirect sal:extant of Societe Generale, a French banking corporation (-Societe Generale"), are offering, pursuant to the offering memorandum dated July 16. 2013. (the 'Offering Memorandum), the product supplement relating to Commodity-Linked Notes dated July 16.2013 (the "Product Supplement') and this pricing supplement (the -Pricing Supplement), the Commodity-Linked Markel Plus Non-Principal Protected Notes (each, a *Note' and together, the "Notes) specified herein that may pay al maturity an amount in U.S. dollars. as described herein. The specific terms ol the Notes are provided herein. If the terms described herein are different or inconsistent with those described in the accompanying Product Supplement or the Offering Memorandum, the terms described herein shall control. Capitalized terms used in this pricing supplement, but not defined herein, shall have the meaning ascribed to them in the accompanying product supplement or Offering Memorandum • • SUBJECT TO THE ISSUER'S AND THE GUARANTOR'S CREDIT RISK (ABILITY TO PAY), PAYMENT ON THE MATURITY DATE WILL BE LINKED TO THE AVERAGED PERFORMANCE OF THE REFERENCE COMMODITY OVER THE FINAL AVERAGING DATES, AS COMPARED TO ITS INITIAL COMMODITY VALUE. UNLIKE ORDINARY DEBT SECURITIES. THE NOTES DO NOT GUARANTEE THE RETURN OF ANY PORTION OF THE NOTIONAL AMOUNT TO THE INVESTORS ON THE MATURITY DATE AND DO NOT PAY ANY COUPON. THE NOTES INVOLVE RISKS NOT ASSOCIATED WITH AN INVESTMENT IN ORDINARY DEBT SECURITIES. SEE "RISK FACTORS" BEGINNING ON PAGE 8 OF THIS PRICING SUPPLEMENT, ON PAGE 2 OF THE ACCOMPANYING PRODUCT SUPPLEMENT AND ON PAGE 7 OF THE ACCOMPANYING OFFERING MEMORANDUM. • THE NOTES ARE UNSECURED DEBT OBLIGATIONS ISSUED BY US AND ARE NOT LISTED ON ANY EXCHANGE. ANY PAYMENT ON THE NOTES IS SUBJECT TO THE CREDITWORTHINESS (ABILITY TO PAY) OF THE ISSUER AND SOCIETE GENERALE, NEW YORK BRANCH, AS THE "GUARANTOR-. YOU FACE THE RISK OF NOT RECEIVING ANY PAYMENT ON YOUR INVESTMENT IF WE OR THE GUARANTOR FILE FOR BANKRUPTCY OR ARE OTHERWISE UNABLE TO PAY OUR OR ITS DEBT OBLIGATIONS. Payment at Maturity • Subject lo the Issue's and the Guarantor's credit risk. on Ihn Maturity Date, for each $1.000 Notional Amount of Notes that you hold, you will recewo the Redemption Amount, whet will equal: - if a Downside Trigger Event HAS NOT occurred on the Final Valuation Date. 51.000 plus the product ol (i) $1,000 and (I) the greater of (a) the Contingent Mine-num Return and (b) the Commodity Performance; or - If a Downside Trigger Event HAS occurred on the Final Valuation Date, $1,000 plus the product of (0 $1,000 and (e) the Commodity Performance. In this event, the Redemption Amount will be less than $1,000 and you will lose some or all of your invested principal. For the avoidance of doubt. if a Downside Trigger Event has occurred on the Final Valuation Date, the Commodity Performance will be negative (by more than -21.26%) and the Redemption Amount for each Note will be significantly less than $1,000. In such instance, for each 1% difference between zero and the Commodity Performance, you Wit lose 1% of the Notional Amount of your Notes. IF A DOWNSIDE TRIGGER EVENT HAS OCCURRED ON THE FINAL VALUATION DATE. YOU WILL LOSE MORE THAN 21.25% AND COULD LOSE UP TO 100% OF YOUR INITIAL PRINCIPAL INVESTMENT IN THE NOTES. Specific Terms of the Notes: - CUSIP 78423EllS6 U578423EH563 Reference Commodity: Generic First Crude 01. West Texas Intermediate ('WTI Crude) (Bloomberg Ticker CL1 <Comdly>) Relevant Exchange: New York Mercantile Exchange, Inc. (the "NYNEX') Calculation Agent: Societe Generale Placement Agent: JP Morgan Securities LLC Aggregate Notional Amount: $2.100,000 Notional Amount per Note: $1,000 Issue Price: $1,000 per 41,000 Notional Amount of Notes Minimum Investment Amount/Minimum Holding: $10,000 Notional Amount of Notes (10 Notes) Pricing Date: July 25, 2013 Issue Date: July 30, 2073 Final Averaging Dates: July 25, 2014; July 28.2014; July 29. 2014: July 30. 2014 and July 31. 2014 (the 'Final Valuation Date) - Maturity Date: August 05. 2014 - Contingent Minimum Return: 10.00% - Downside Trigger Event: A Downside Trigger Event occurs 4, on the Final Valuation Date, the Final Commodity Value has decreased below the Downside Trigger Reference Value. - Downside Trigger Reference Value: 83.07, which is 78.75% of the Initial Commodity Value. - Commodity Performance: The quotient of (i) the Final Commodity Value minus the Initial Commodity Value divided by (ii) the Initial Commodity Value. expressed as a percentage, as determined by the Calculation Agent. - Initial Commodity Value: 105.49. which reflects the Closing Value of the Reference Commodity on the Pricing Date, as determined by the Calculation Agent. - Anal Commodity Value: The arithmetic average of the Closing Values of the Reference Commodity on each of the rue Final Averaging Dates, as determined by the Calculation Agent. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SONY GM_00259775 DB-SDNY-0113591 EFTA01455073