EFTA01461464.pdf

From: Tazia Smith Sent: 3/21/2014 11:08:00 AM To: [email protected] CC: Nav Gupta Paul Vahe Stepanian Vinit Sahni Subject: BRL March note matured ICI Classification: Confidential Jeffrey - BRL March note final value of 2.342. Redemption value will be 806.259239 per bond, or $806.259.239. down S193,740.76, on your position. Will settle 3/27. Source: HSBC Structured Solutions. 3/21/14 BLEXPTAX 2.34140 : 03/20114 Reals/Dollar Brazil USD Avg Rate Central Emi'v pt d,, ban 95) Save As 98 Actions • 97) Edit • In Table Line Chart 03131,(30:3 OE 304014 Cnin czenwe aialiall V'3,7 BP Sit Pt 3; 11 Y":" 3Y 5Y 7).3 • se,nrirvish4y 114 Evan O o Track Annotate — News , Loan ci■ Bid Price 2.34140 - T High on 08/22/13 2.44510 2.40000 Average 2.24054 Low on 04/11/13 1.97310 411EDEI 0.2.30000 ■ 2.25620 2.20000 I-2.10000 2.00000 Mar Jun Sep Dec Mar 2013 2014 From Tazia Smrth To: [email protected], cc. r Paul Moms. Vint Sahredbnibav Guotatlaahe StepanIan/it Date: 03/17/2014 03:44 PM Subject First BRL note valuation date 320. poised to settle beyond boner (down -20%) [CI Classification: Confidential CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0123529 CONFIDENTIAL SDNY_GM_00269713 EFTA01461464