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sd-10-EFTA01456724Dept. of Justice

EFTA Document EFTA01456724

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Premium (%) 16.00% 14.00% 12.00% 10.00% 8.00% 1 6.00% 4.00% 2.00% 0.00% BAC FCr. FITB BSY. V American Call Option Structure Company Price (Sh.) Strike Expiry Premium Bid *Premium (96) F $ 1502 $ Imo vwzno $ 322 11.43% BAC S 1635 S 21.00 1/15/3116 $ 1.2) 7.34% PCX $ Iasi $ atoo 1/15/2036 $ Z&) 14. MB $ 1879 $ 20.00 1/14/2016 $ 0.117 4096 OSX $ 14.45 $ 15.00 1/15/2416 $ 133 'an (Note: Pric ng as of close 02/09/2015) (•Premium %) = Bid/Pri e(Sh.)) Regards, D

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Dept. of Justice
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sd-10-EFTA01456724
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