EFTA Document EFTA01459877

ANNEX I Components comprised in the Basket The Basket is composed of the following Components set out below: Index (Component (19: Fa Code: UnderlyIng(k,O) Exchange: Multiple Exchange Index Annex: Related Exchange: S&P 500 Index .SPX 1.99499 New York Stock Exchange. the NYSE Amex Equities, the NASDAQ Global Select Market or NASDAQ Global Market Inapplicable All Exchanges DJ Euro Stoxx 50 EUR Pr .STOXX50E 3,351.44 Multiple Exchange Index Annex shall apply, for each Component Security of the Inde)c the Exchange is the stock exchange on which that component security's principally traded, as determined by the Calculation Agent Applicable Eurex HANG SENGCHINA ENT INDEX .I-ISCEI 11,720.10 Stock Exchange of Hong Kong Limited (part of "Hong Kong Exchanges and Clearing Limited") Inapplicable Hong Kong Futures Exchange Ltd (part of "Hong Kong Exchanges and Clearing Limited") NIKKEI 225 INDEX .N225 17,674.39 Tokyo Stock Exchange, Inc. Inapplicable Osaka Secunbes Exchange Co.. Ltd Shares/Errs (ID: II Code: UnderlyIng(k,O) Exchange: Multiple Exchange Index Index Annex: Related Exchange: 'Shares MSCI Emerging Markets ETF EEM.P USD 39.02 NYSE Arca Inapplicable Not Applicable CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120627 CONFIDENTIAL SDNY_GM_00266811 EFTA01459877