EFTA01455072.pdf

This slide is not for distribution in isolation and must be viewed in conjunction with the accompanying Pricing Supplement. Product Supplement(s). Offering Memorandum and any associated documentation. v.thkh h31y describe Ito lento. nth and cond.-noire, of the Notes doicobol heron. COMMODITY-UNKED MARKET PLUS NON-PRINCIPAL PROTECTED NOTES SG STRUCTURED PRODUCTS, INC CUSIP: 78423EHS6 TERMS & PAYOFF MECHANISM PAYOFF ILLUSTRATION AT MATURITY REFERENCECOMMODITY nl DOWNSIDE TRIGGER REF. VALUE Generic Fist Crude 01. West Texas Intermediate ('wn Chyle') (EbOmberg Tcker CL1 cConOtys) 78 75% of the Initial Commodity Value P NOTES RETURN VERSUS INDEX PERFORMANCE AT MATURITY CONTINGENT MINIMUM RETURN 10% MAXIMUM LOSS 103% Omentith, Thew cerrtrr.wri TERM ADM/4,13'41y 53 weelc Rill'emr.mor Woe INMAL COMMODITY VALUE 106 49 taldtt Anthmetic average of the 5 Clor-eng Valuers of the FINAL COMMODITY VALUE Reterence COmmOdily on July 25 and July 28.31. 2014 COMMODITY PERFORMANCE Final Commodity WY° 'Initial Commodity Value - 1 SETTLEMENT TYPE Cash SettlemeM Potential Payment at Maturity (per Note) Th;;;71.0;:r. • If a Downside Triage Event HAS NOT occurred you wel recent SI.= pit the prockx1 of (i) SI .003 CAllonder POdOininCt and (.) the Seater of (1) Contingent Muumurn Return, and (2) the Commodity Performanoe If a DOwrtede Trigder Event HAS occurred. you wit recese SI .000 ohz the product of (S S1.000 and al the COMMeditYPeelarmarice. In this case, the Commodity Performance will be negative, and you will lose some or all of your invested principal. .110011.1:10, STUMM Downside Trigger Event 0% 10% vy * A Downside Trigger Event Trigger Event 00:1111if. on the Final Varaton Date. the Final Commodity Value has deCreired below tne Downside Trigger Reference vase COVIMOOITY PETWORMANCE I. Rom Mu to It ocsapiaimalsiseeerkinnil asVoiludSurdoer* lit cbtatddescepted Orr wore !dismal CERTAIN INVESTOR SUITABILITY / RISK CONSIDERATIONS HYPOTHETICAL PAYOFF AT MATURITY(C) • Inviwing 11 the Notes involves Vaifcant risks. and you entre prno a beat risk * 100% pencipal at rids. you wit loos al or a substantial porton of your investment if a Downside Trigger Event occurs Final Commodity Payment at Matunty Total Return of Note at Your abany to receive at least theCoiit. yesIt Minreurn Return and your ccodetional prnopat per Note won at many will be teminated ff. on the Fnal Valuation Date. the Final Commodity Vat is Commodity Valuom PerformanCe Maturity .w the Downside Trigger liefererke Value 137.14 30.00% $1,330.00 30.00% r The Final Commodity Valve is bawd on the arithmetic average of the Closing Value; of the Reference Commodity on each of Friar &waging Dalin and rrtey be lova than the Dosing Vatrec of the 126 59 2000% $1.20000 2000% Reference Commodity draw to aria deited or on any ;such datec inch-dually 116.04 10.00% $1,100.00 10.00% . The Notes do not pay interest • The return Oil your Notes vet net reflect the return yOu v.0tid realce f you actualy purclxiDed the 105.49 000% S1.10000 1000% Rderence Commodity furies contracts for Reference Commodity or exchange-traded or Over-the-cointer instruments tad on the th ong Value 01 the Reference Commodity 94 94 -10.00% S1.10000 10.00% . The riVii Of a DOodlede Trigger Event °tourney is greater f the Referent(' Commodity b sOatro 10.00% 84 39 -20.00% 51.100.00 You should be wiling to hdd the Notes to Maturity and accept that there may be itle M ra SECOrclary market for the Notes 83.07 -21.25% 51.100.00 10.03% • You 32,41M9 the risk of the Issuer and Guarantor for at payments under the Notes 82 75 -21.56% $784.40 -21.56% . An investment in the Notes c sus ect to the same n-JC at an triveCtment m any ttOatly.basecl portfolio of common stocks generally ant the Reference Commodity n particular 73.84 -3100% 5700.00 -30.00% • Softeners and fixing prom of commodities tend to be NIP/ volatile arid may fluctuate rapidly based 52 75 .5000% 550000 -50 00% on numerous factor:, those factors may addtional ernectmect stoma ridc that cause the vow of the Novae to be more soiree than theusersof d otonal debt 0.00 -m00% SO 00 -100.03% • The Notes are inked exclusively to WTI Crude and not to a CserSe basket Of COMmodieea or a broad-based commodity index. the Notes ma be bib/Kt 10 certain mks swept to SVTI Crude Additional risk factors in respect to the Notes offering can be Rand in section "Risk Factors" of ManiI nal 1Msom1t, lam nil lx dtkinmed on et bloke(be the accompanying Pricing Supplement Ile lit amAtlitsm heal GrounxIb Vier d 10549 • uPMorgan Seance LLC. an aniate of JPMorgan Chase & Co.. acts as a placement agent la SOCIETE GENERALE Corporate & Investment Banking Please Peer to the aCCOMPalleee Reece Seelliment helid SuldemeM(S. Offish() MemCrenflum an iGscci4tad OlcuMer4than lc( IOW Mails en risks, Yon?, Pretliccive returns 14. rANNtl-r4Imm. aril Wm metiers U iiistreJ TM, AS- rod nd be loam) at in isobar. iireld tension in 'WOO to an mostrionl moths sward" rata be taken in oveasten moth al .a.okblp Cocurrertatr41 n relenero le leo security altering Captaieed toms used n the shit. het rid skirt heron. shall tae the nwenre accrtAri to them in the asrompartenq Pncins Susphment. Pnrllrl Surfibleolle. n °Poo Mernotarbrii CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113590 CONFIDENTIAL SDNY_GM_00259774 EFTA01455072