EFTA01455084.pdf

HYPOTHETICAL PAYMENTS ON THE NOTES AT MATURITY The following table illustrates the payment an investor would receive on the Maturity Date as described herein for each $1,000 Notional Amount of Notes. These examples are based on hypothetical values for the Reference Commodity. The hypothetical returns set forth below assume an Initial Commodity Value of 105.49 and a Downside Trigger Reference Value of 83.07 and certain hypothetical returns in scenarios in which a Downside Trigger Event has not occurred reflect the Contingent Minimum Return of 10.00%. These examples are for illustrative purposes only and the payments set forth in the hypothetical table may or may not be the actual payments received by a purchaser of the Notes. Numbers appearing in the examples below have been rounded for ease of analysis. Commodity Return on the Notes Return on the Notes Final Performance if a Downside if a Downside Commodity Trigger Event has Trigger Event has Value not occurred occurred 179.33 70.00% $1700.00 N/A 168.78 60.00% $1600.00 N/A 158.24 50.00% $1500.00 N/A 147.69 40.00% $1400.00 N/A 137.14 30.00% $1300.00 N/A 126.59 20.00% $1200.00 N/A 116.04 10.00% $1100.00 N/A 110.76 5.00% $1100.00 N/A 105.49 0.00% $1100.00 N/A 94.94 -10.00% $1100.00 N/A 84.39 -20.00% $1100.00 N/A 73.84 -30.00% N/A $700.00 63.29 -40.00% N/A $600.00 52.75 -50.00% N/A $500.00 42.20 -60.00% N/A $400.00 31.65 -70.00% N/A $300.00 21.10 -80.00% N/A $200.00 10.55 -90.00% N/A $100.00 0.00 -100.00% N/A $0.00 15 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113607 CONFIDENTIAL SDNY_GM_00259791 EFTA01455084