EFTA Document EFTA01455344

CALCII-VI1ON OF REGISTRATION FEE Tide of Bach aass of Minimum Aggregate Securities Offered Debt Securities Offering Price Amount of Registration Feel" $5.800.000.00 $791.12 WCalculatcd in accordance with Rule 457(r)of the Securities Act of 1933. es amended. Strik.fured Inv.:stow:rah Hied Pursuant to Ride 424(6)(2) Reg i‘trat ion No.333-180289 PRICNOSUPPLEMENT Dated May 24.2013 (To Prospectus dated March 22, 2012, Prospectus Supplement dated March 22. 2012, and Equity IndexUnderlying Supplement dated March 22. 2012) 'NBC LISA Inc. 55.804000 Contingent Buffered Enhanced Notes (CHEN) linked to the EITROSTOX.N 504 Indexdue August 29,2014 (the "Notes") Central • Trim used in this pricim supplement arc deserted or defined herein and in the accompanying Equity Index Underlyng Supplement. prospectus supplement and prospectus. The Notes will have the terns deserted herein and in the accompanying Equity Index Underlying Supplement. prospectus supplement and prospectus. The Notes do not guarantee any return of principd• and you nay km up to 100% of your Initial Investment The Notes will not bear Internt. • This pricing supplement relates to a slick note offering. lhe purchaser of a Note will acquire a security linked to the Reference Asset described below. • Although the offering relates toa Reference Asset. you should not construe that fact as a recommendation as to the merits of acquiring an investment linked to the Reference Asset or any component security included in the Reference Asset or as to the sutability of an nvestment in the Notes. • Senior unsecured debt obligations of IISBC USA Inc. finning August 29.2014. • Mininrmdenontnations of $10.000and Suet/Jul ntibipts of $1.000 in eness thereof. • If the tern of the Notes set forth below are inconsistent with those deserted in the accompanyng Equity IndexUnderlying Supplement. prospectus supplement and prospectus, the terms set forth below %N il supersede. • Any payment on the Notes Is subject to the Issuer's credit risk. Et' Tema Issuer. Reference Asset: Knock-Out Event: I1SDC USA Inc. The EUROSTOXYZ 50* Index("SN5r) A Knock-Out Event wit occur if the Final level is less than the Initial level by a percentage that eceeds the Knock-Out Duffer Amount. Knock-Out Buffer Amount: 20% Contingent MinimumReturn: 4% Principal Amount: SLOOOper Note Trade Date: May it 2013 Pricing Date: May 24,2013 Origami Issue Date: May 30.2013 Final Valuation Date: August 24 2014, subject to adjustment as deserted in "Additional Tern of the Notes Valuation Dates" in the b.-companybig Equity Index Underlying Supplement. Maturity Date: August 29. 2014. The Maturity Date is subject to adjustment as descried under"Additional Tern of the Notes — Coupon Payment Dates. Call Payment Dates and Maturity Date" in the accompanying Equity Index Underlying Supplement. klaxinum Return: 17°. In no room will the return in your Notes tweed the hhisiniuni Return of 17%. This means the Payment hlanity for each $1.000 Prinelpd Amount of Notes mill not tamed $1,170. Payment at Maturity: (fa Knock-Our Evens has occurred, you wit receive a cash payment on the Maturity Date that will reflect the perfonnutee of the Reference Asset. subject to the Maxtim Return. Under these circumstances. your Payment at Maturity per $1,000 Principal Amount of Notes will equal $1.000 ($1.000 , Reference Return). However. your payment per $1.000 will not creed 51.174 which is the return represented by the Maximum Return. !fa Knout•Cha Event has occurred you may lose some oral! ofyour Investment. TNs means that If the Reference Return Is -100%, you MII lose your ettre Immanent Ira Knock-Out Evar has not occurred. you will receive a cash payment on the Maturity Date that will reflect the perforinume of the Reference Asset, subject to the Contingent hlinimum Return and the Maximum Return. If a Knock-Out Event has not °centred, your Payment at Maturity per $1.000 Principal Amount of Notes will equal 51.000 plus the product of (a)S1.003rratkiphed by (b)the Stratum Return. subject to a minim= Mum of 51.010 (the return represented by the Contingent Minim= Return) and a maanum return of Si. I% (the return represented hy the hlaximum Return). For additional clarification. please see "What is the 'rota! Return on the Non at Maturity Assuming a Range of Performances forth° Reference Asset?' hemin. Reference Return: The quotient. eimessed as a percentage. cakulated as follows: Final level In Mal Level Initial level Initial level: 2.764.29. which was the Official Closing Level of the Reference Asset on the Pricing Date. Final Level: The Official Closing Level of the Reference Asset on the Fatal Valuation Date. as dctormited by the Calculation Agent. Offecialelosing Level: The Official Closing Level of the Reference Asset on any scheduled trading day as driermined by the Calculation CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114060 CONFIDENTIAL SONY GM_00260244 EFTA01455344