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EFTA Document EFTA01456528
Title Matchefta-efta01456528
Case Filesd-10-EFTA01456528Dept. of JusticeEFTA Document EFTA01456528
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Case File
sd-10-EFTA01456528Dept. of JusticeEFTA Document EFTA01456528
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Offer: where 2.4% Final Payout = Notional * max(Average Realized Dispersion - Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i - Average Performance Average Performance = average (Final Performance for each Index i) Final Performance for Index i = (Final_level(i)/Initial_level(i) -1) Please let us know when would be a good time to connect. Regards, Daniel Daniel S
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Dept. of Justice
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sd-10-EFTA01456528
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