EFTA01378977.pdf

TABLE 2: The expected total contingent coupons will depend on how many Coupon Barrier Events occur. Number of Coupon Barrier Events Total Contingent Coupons A Coupon Barrier Event does not occur during any Observation Period $240 A Coupon Barrier Event occurs during 1 Observation Period $210 A Coupon Barrier Event occurs during 2 Observation Periods $180 A Coupon Barrier Event occurs during 3 Observation Periods $150 A Coupon Barrier Event occurs during 4 Observation Periods $120 A Coupon Barrier Event occurs during 5 Observation Periods $90 A Coupon Barrier Event occurs during 6 Observation Periods $60 A Coupon Barrier Event occurs during 7 Observation Periods $30 A Coupon Barrier Event occurs during 8 Observation Periods $0 The total payment on the securities will be equal to the Redemption Amount applicable to an investor plus the total contingent coupons payable on the securities. The following examples illustrate how the Redemption Amount is calculated. 5 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076260 CONFIDENTIAL SDNY_GM_00222444 EFTA01378977