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efta-01450390DOJ Data Set 10Other

EFTA01450390

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EFTA Disclosure
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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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