Re: Barrier Notes (Tazia Smith, 05 Feb 2014)

Subject: Re: Barrier Notes From: Tazia Smith < Date: Wed, 05 Feb 2014 12:41:47 -0500 To: jeevacation@gmail.com Cc: Paul Morris Classification: Confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SXSE by itself is a non-starter! 11 - 13mo Contingent Minimum Return SXSE 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% 12 - 2yr Contingent Minimum Return SXSE 10%