EFTA01344641.pdf

Page 4 of 17 Summary The four charts below provide a summary of the Notes, including Note characteristics and risk considerations, as well as an illustrative diagram and table reflecting hypothetical returns at maturity. These charts should be reviewed together with the disclosure regarding the Notes contained in this pricing supplement as well as in the accompanying prospectus and prospectus supplement. Thc following charts illustrate the hypothetical total return at maturity on the Notes. Thc "total return" as used in this pricing supplement is the number, expressed as a percentage, that results from comparing the Payment at Maturity per $1,000 Principal Amount of Notes to $1,000. The hypothetical total returns set forth below reflect the Initial Spot Rate of 2.0035 and the other terms set forth below. The hypothetical total returns set forth below arc for illustrative purposes only and may not be the actual total returns applicable to a purchaser of the Notes. The numbers appearing in the following table and examples have been rounded for ease of analysis. h ttp.//www.sec.gov/Archives/edgar/data/83246/000114420413020645/v340782_424b2.htm 10/29/2013 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0030328 CONFIDENTIAL SDNY GM_00176512 EFTA01344641