EFTA01459877.pdf

ANNEX I Components comprised in the Basket The Basket is composed of the following Components set out below: Multiple Index (Component (19: Fa Code: UnderlyIng(k,O) Exchange: Exchange Related Exchange: Index Annex: New York Stock Exchange. the NYSE Amex Equities, the S&P 500 Index .SPX 1.99499 NASDAQ Global Inapplicable All Exchanges Select Market or NASDAQ Global Market Multiple Exchange Index Annex shall apply, for each Component Security of the Inde)c the DJ Euro Stoxx 50 3,351.44 Exchange is the stock .STOXX50E Applicable Eurex EUR Pr exchange on which that component security's principally traded, as determined by the Calculation Agent Stock Exchange of Hong Kong Hong Kong Limited Futures Exchange HANG SENGCHINA 11,720.10 (part of "Hong Kong Ltd (part of "Hong ENT INDEX .I-ISCEI Inapplicable Kong Exchanges Exchanges and Clearing Limited") and Clearing Limited") 17,674.39 Tokyo Stock licable Osaka Secunbes NIKKEI 225 INDEX .N225 Inapp Exchange, Inc. Exchange Co.. Ltd Shares/Errs Multiple (ID: II Code: UnderlyIng(k,O) Exchange: Exchange Related Exchange: Index Annex: 'Shares MSCI Emerging Markets EEM.P USD 39.02 NYSE Arca Inapplicable Not Applicable ETF CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120627 CONFIDENTIAL SDNY_GM_00266811 EFTA01459877