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sd-10-EFTA01461409Dept. of Justice

EFTA Document EFTA01461409

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From: Tazia Smith Sent: 3/17/2014 3:44:24 PM To: [email protected] CC: Paul Morris • Vinit Sahni I ; Vahe Stepanian Subject: First BRL note valuation date 3/20, poised to settle beyond barrier (down - 20%) [CI Classification: Confidential Jeffrey - ; Nay Gupta First BRL note's valuation date is this Thursday, 3/20 (settles 3/27); presently down 19.8%, intrinsic. Your original investment was Si mm notional. Initial strike: 1.9619 15% european barrier: 2.2562 Current USDB

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Dept. of Justice
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sd-10-EFTA01461409
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