EFTA01123501.pdf

JP Morgan Indicative Prices as of December 05, 2011 Prepared For Private Client Buy" F:Hrol,v3al Call Call Put Put Premium Premium Tenor Sell American Currency Notional Strike Currency Notional in USD % in USD Buy Iiurop,ml USD 5.000.000 6.7099 SEK 33.549.500 -5.47% (5273.50D) 6 months Sell Continuous K1 0. a 2c:m USD 5.000.000 7.2500 SEK 36.250.000 2.00% 5100.000 6 months (4173.500) THE ACTUAL PRICE WILL DEPEND ON THE CURRENT MARKET SPOT, VOLATILITY AND INTEREST DIFFERENTIAL Note: A reference USD-SEX spa rale of6.7099 is assumed belon SENSITIVITY ANALYSLS OF INVESTMENT RETURN AT MATURITY OF OPTIONS USD VALUE OF OPTIONS AT MATURITY Net Return with Net Return with No 4800.000.00 Spot Rate Gross Return Premium Knock In Knock In ,, e' 8.6250 5933.394 15173.5001 5198.983 $700.1:00.00 8.5000 $933.394 15173.500) 5198.983 e, 8.3750 5931394 15173.500) 5198.983 e, $600000.00 , &&2500 6933394 (5173.500) 5198.983 5759.894 , ,, 8.1250 5870.831 15173.500) 5198.983 5697.331 e $500.1:00.00 8.0000 5806313 15173.500) 5198.983 5632.813 e' 7.8750 5739.746 15173.500) 5198.983 5566.246 73500 5671.032 15173.500) 5198.983 5497.532 et $400.000.00 7.6250 5600066 15173.500) 5198.983 5426.566 t' 7.5000 5526.733 15173.500) 5198.983 5353.233 e 5300.000.0D tt 7.3750 5450 915 (5173.500 I 5198.983 5277.415 e 7.2500 ' 73,500) $198,983 6198.983 t 5200.000.00 7.1600 5314305 (5173.500) 5140.805 5140.805 7.0700 S254.645 15173.500) 581.145 581.145 $100.000.00 6.9800 5193.447 15173.500) 519.947 519.947 6.8899 5130.650 15173.500) (542.850) 1542.8501 6.7999 566.190 15173.500) 15107.310/ (5107.310/ $0.00 m cn 8 w 8 8 w 6.7099 ;Ai — S ,r;f, 0! 6 6199 $0 15173.500) 15173.500) (5173.500) m a: r-2 m ' -5100.000.00 6 5299 $0 15173.500) 15173.500) (5173.500) 6 4399 $0 (5173.500) 15173.500) (5173-500) 4200.000.00 USD-SEK Spot Rate 6.3498 $0 (5173.500) 15173.500) (5173.300) This strategy is for clients with FX Level 3 approval. Clients may lose their entire i f remium investment. An LSDA is required. -JFIltegan Pr.valo Ben' is tha mamma came tor Ina minicoloarkrg business conSW/0 by JPIAegan Ouse & Co. and as radleterlesnonteido. JPIAsneart Mose Bank and ..aborgan Trust Ccolpang.. are members ol to FDIC.. Morgan Sault*c rc rJektSil 4a b•oker deaVe Wd manta el Fe NYSE. NASD (and other naleal anti Nedra ochegest and S1PC. In adanan..Iniorgan Chas* & Co. may spermvailmn seer broker ors of Innesimert achiscry enlbes. The rcibeeng is teino cc snidest Mr Mlormatonal purposes criy Ando, in toscanso 10 Jour Kota Intoernadonserainod in fie massage and any acsompanWoo clocumentaton. musing bed n tented to any research. market va/ualons. statements. ocnrignanr4.c.leJalle4 a *senate-2.4s bated co be relatle bat mado nal tenant as carciolews ty atcteate. CeMes and atirnew contrite our luSmunt and we subyzi to charge Mitssa nolo*, ins matonal is not Handel as an odor or solotalkon tor be phase or sal* el on, nnecal nurumors The becks Mateo row be t tholes and employees may row ape. eon a act an marker:make n me rnaNia: i%Ininents ot et/ bfaef clausealesaln 0r eel as undoranter. plxamert agent aarbor co lorder to such chat. Ye:noises prodded rotted Oar efdrnates on 14 daloisl spooned. Pause more lour 0114,4' slatemectoMrmatlon.Wecannor guarantee Iv: &fee: prom woud no: be ava lobe W..awharr and osowli nu serval va/uarlons from othe sources be Marne W Me curse.* al mating roamed oneamann Tamer pram am &lemma )IOC do [wed 4:cn to4odei maseats and mono cal G. no wares°, that Infra onto: a pales can to togi.:03 VAC WRVS (including mutual twee) ate not bank devotes and are not FDIC mewed. nor are they obligations 01 or guaranteed by JPIAor g an mum tonna mg. ansates. SecurIlma (Includtng mutual Undid Involve mammon rams. Including Ow possibleloss c4 lb* principal amount invesied Past polarmance Is no guarantee of tutu* MON. Passe coniact yas.01.1oigan Onntie Sr* weesertairre Icy ludner nformirion or ',peon, anIaanuclor, The onfornabon is tar the sole use c4 the pawn to atom 4 a abysm& and may be onnlegedand ecardertat An/ Use. ttelnbulon. 0, achcalico by asp:neon. hinge endue? Is pentode:1 II your Omp Fl nar. Women:6F/ the We* &incest* and rekel1 Abe met 02011 "Merges Chang & Co. EFTA01123501