EFTA01378976.pdf

Hypothetical Redemption Amounts and Total Payments on the Securities The tables and examples below illustrate, for a $1,000 investment in the securities, hypothetical Redemption Amounts payable at maturity for a hypothetical range of Underlying Returns of the Lowest Performing Underlying and, in the case of Table 2, total contingent coupons payable over the term of the securities, which will depend on the number of Coupon Barrier Events that have occurred over the term of the securities. The tables and examples below assume (i) if a Coupon Barrier Event does not occur on any trading day during an Observation Period, a contingent coupon of $30 per $1,000 principal amount of securities will be paid on the immediately following Contingent Coupon Payment Date, (ii) the securities are not redeemed prior to maturity, (iii) the term of the securities is exactly two years and (iv) the Knock-In Level for each Underlying is 75% of the Initial Level of such Underlying. The actual contingent coupon and Knock-In Levels will be determined on the Trade Date. The examples are intended to illustrate hypothetical calculations of only the Redemption Amount and do not illustrate the calculation or payment of any individual contingent coupon. The hypothetical Redemption Amounts and total contingent coupons set forth below are for illustrative purposes only. The actual Redemption Amount and total contingent coupons applicable to a purchaser of the securities, if any, will depend on the number of Coupon Barrier Events that have occurred over the term of the securities, whether a Knock-In Event has occurred and on the Final Level of the Lowest Performing Underlying. It is not possible to predict how many Coupon Barrier Events will occur, if any, or whether a Knock-In Event will occur and, in the event that there is a Knock-In Event, by how much the level of the Lowest Performing Underlying has decreased from its Initial Level to its Final Level. You will not participate in any appreciation in the Underlyings. You should consider carefully whether the securities are suitable to your investment goals. Any payment on the securities is subject to our ability to pay our obligations as they become due. The numbers appearing in the tables and examples below have been rounded for ease of analysis. TABLE 1: Hypothetical Redemption Amounts Percentage Change from the Initial Level to the Final Level of the Underlying Return of the Lowest Redemption Amount (excluding Lowest Performing Underlying Performing Underlying contingent coupons, if any) Total Contingent Coupons 100% 0% $1,000 90% 0% $1,000 80% 0% 51,000 70% 0% $1,000 60% 0% $1,000 50% 0% 51,000 40% 0% $1,000 30% 0% $1,000 20% 0% $1,000 10% 0% $1,000 0% 0% $1,000 -10% -10% $1,000 -20% -20% $1,000 -25% -25% $1,000 -26% -26% $740 -30% -30% $700 -40% -40% $600 (See Table 2 below) -50% -50% $500 -60% -60% $400 -70% -70% $300 -80% -80% $200 -90% -90% $100 -100% -100% SO 4 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076259 CONFIDENTIAL SDNY_GM_00222443 EFTA01378976