EFTA01455342.pdf

From: Tazia Smith [[email protected]] Sent: 9/2/2014 8:28:24 AM To: [email protected] CC: Paul Morris [[email protected]]; Vahe Stepanian [[email protected]) Subject: HSBC Note Matured, +15.67% [CJ Attachments: HSBC Eurostoxx Contingent Buffer Note.pdf; SOFL Aug 2014.pdf Classification: Confidential Good Morning Rich - Hope you enjoyed a wonderful holiday weekend. As you know, Jeffreys 15mo I-ISBC EuroStoxx 50 buffered note matured and has now redeemed. Valuation date was 8/26, with the SX5E at 3197.54, vs. initial level of 2764.29 (+15.67% vs. the 17% max return); $2,313,462.05 redeemed vs. $2mm invested. Original prospectus, Aug statement, and Bloomberg screenshots attached here for your reference. Best Regards, Tazia SX5E 1 3181.04 +5.99 At 7:56 d 0 3180.89 F 3198.77 3176 . 97 3175.65 515E Index a SE70R10E Pneli6 Historical Price Table SX5E Euro Stoxx SO Pr PRICE 3180.92 High 3314.80 6/19/14 Range n- fl Period Da Avg 3093.90 fTrd 2753.35 9,/ 3/13 DATE PRICE DATE PRICE VOLUME DATE PRICE VOLUM! F 8/15 3033.52 286MLN F 7/25 3174.99 494MLN T 8/14 3058.16 463MLN T 7/24 3220.07 588MLN 14 8/13 3056.17 407MLN1W 7/23 3193.13 464MLN 9/ 2 3180.92 T 8/12 3023.77 448MLN T 7/22 3189.22 470MLN Et 9/ 1 3175.05 290MLN M 8/11 3047.56 498MLN M 7/21 3137.06 433MLN F 8/29 3172.63 408MLN F 8/ 8 3006.83 671MLN F 7/18 3164.21 595MLN T 8/28 3164.44 467MLN:T 8/ 7 3012.88 727MLN T 7/17 3157.82 599MLN W 8/27 3194.45 413MLNIW 8/ 6 3050.37 709MLNIW 7/16 3202.94 706MLN T 8/26 3197.54 499MLN1T 8/ 5 3072.20 607MLNT 7/15 3153.75 849MLN M 8/25 3165.47 402MLNEM 8/ 4 3070.46 583MLN M 7/14 3185.86 482MLN F 8/22 3098.50 424MLN F 8/ 1 3072.57 740MLN F 7/11 3157.05 623MLN 8/21 3124.56 4SOMLN T 7/31 3115.51 689MLN T 7/10 3150.59 1.088LN 8/20 3083.50 340MLN W 7/30 3169.23 473MLNIW 7/ 9 3203.10 608MLN 8/19 3091.11 337MLN T 7/29 3190.54 589MLNIT 7/ 8 3184.38 745MLN 7118 3073.45 397MLN N 7/28 3171.55 391MLN M 7/ 7 3230.92 395MLN CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0114058 CONFIDENTIAL SDNY_GM_00260242 EFTA01455342