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efta-01450390DOJ Data Set 10OtherEFTA01450390
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DOJ Data Set 10
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Page 13 of 17
What Is the Total Return on the Notes at Maturity Assuming a Range of Performances for the Reference Currency?
Thc following table illustrates the hypothetical total return at maturity on the Notes. Thc "total return," as used in this pricing
supplement, is the number, expressed as a percentage, that results from comparing the Payment at Maturity per $1,000 Principal
Amount of Notes to $1,000. The hypothetical total returns set forth below reflect the Barrier Level of -15% and the Initial Spot Rate of
2.0035. The hypothetical total returns set forth below are for illustrative purposes only and may not be the actual total returns
applicable to a purchaser of the Notes. The numbers appearing in the following table and examples have been rounded for case of
analysis.
Hypothetical Final Spot
Rate
Hypothetical Reference
Currency Return
hypothetical Total Return
on the Notes
0.0000
100.00%
28.50%
0.4007
80.00%
28.50%
0.8014
60.00%
28.50%
1.0018
50.00%
28.50%
1.2021
40.00%
28.50%
1.4025
30.00%
28.50%
1.6028
20.00%
28.50%
1.7030
15.00%
28.50%
1.8032
10.00%
28.50%
1.9434
3.00%
5.00%
1.9634
2.00%
5.00%
2.0436
-2.00%
0.00%
2.1037
-5.00%
0.00%
2.2039
-10.00%
0.00%
2.4042
-20.00%
-20.00%
2.5044
-25.00%
-25.00%
2.6046
-30.00%
-30.00%
2.8049
-40.00%
-40.00%
3.0053
-50.00%
-50.00%
3.2056
-60.00%
-60.00%
3.6063
-80.00%
-80.00%
4.0070
- 100.00%
-100.00%
Hypothetical Examples of Amounts Payable at Maturity
The following examples illustrate how the total returns set forth in the table above are calculated.
Example I: The Reference Currency depreciates from the Initial Spot Rate of 2.0035 to a hypothetical Final Spot Rate of
2.1037. Because the Reference Currency Return of -5.00% is greater than the Barrier Level of -15.00%. the investor receives a
Payment at Maturity of $1,000 per $1.000 Principal Amount of Notts.
Example 2: The Reference Currency appreciates from the Initial Spot Rate of 2.0035 to a hypothetical Final Spot Rate of
1.9634. Because the Reference Currency Return of 2.00% is greater than 0.00% but less than 3.00%. the investor receives a Payment at
Maturity of 51,050.00 per $1,000 Principal Amount of Notes.
Example 3: The Reference Currency appreciates from the Initial Spot Rate of 2,0035 to a hypothetical Final Spot Rate of
1.4025. Because the Reference Currency Return of 30.00% is greater than 3.00%, the investor receives a Payment at Maturity of
$1,285.00 per 51,000 Principal Amount of Notes. In no case "ill the investor participate in any appreciation of the Reference Currency
beyond 28.50%.
Example 4: The Reference Currency depreciates from the Initial Spot Rate of 2.0035 to a hypothetical Final Spot Rate of
2.8049. Because the Reference Currency Return of -40.00% is less than the Barrier Level of -15.00%, the investor is exposed to the
negative performance of the Reference Currency. The investor will receive a Payment at Maturity of 5600.00 per $1,000 Principal
Amount of Notes, calculated as follows:
$1,000 + ($1,000 x -40.00%) = $600.00
littp://www.sec.gov/Archives/edgar/data/83246/000114420413020645/v340782_424b2.htm 10/29/2013
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0105992
CONFIDENTIAL
SONY GM_00252176
EFTA01450390
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