EFTA Document EFTA01461266

Cc: Paul Morris, vahe Stepania Date: 12/18/2013 02:31 PM Subject: Japanese Equity Basket... [C] classification: confidential Jeffrey - Now that the FOMC decision is behind us (with the 510bn taper we just talked about), here is the basket of single-name Japanese equities that we put together to build on your bullish view (presently in Dx7). To incorporate your bearish yen view, we could quanto this basket like we talked about...in note form, we priced 13mos with HSBC, comes to a 95%