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

Subject: Re: Barrier Notes [C] 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! #1 - 13mo Contingent Minimum Return SXSE 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% #2 - 2yr Contingent Minimum Return