EFTA01455072

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 CUSIP: 78423EHS6 TERMS & PAYOFF MECHANISM REFERENCECOMMODITY nl DOWNSIDE TRIGGER REF. VALUE CONTINGENT MINIMUM RETURN MAXIMUM LOSS TERM INMAL COMMODITY VALUE FINAL COMMODITY VALUE COMMODITY PERFORMANCE SETTLEMENT TYPE Potential Payment at Maturity (per Note) • If a Downside Triage Event HAS NOT occurred you wel recent SI.= pit the prockx1 of (i) SI .003 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. Downside Trigger Event * A Downside Trigger Event Trigger Event 00:1111 if. on the Final Varaton Date. the Final Commodity Value has deCreired below tne Downside Trigger Reference vase I. Rom Mu to It ocsapiaimalsiseeerkinnil asVoiludSurdoer* lit cbtatddescepted Orr wore !dismal CERTAIN INVESTOR SUITABILITY / RISK CONSIDERATIONS Generic Fist Crude 01. West Texas Intermediate ('wn Chyle') (EbOmberg Tcker CL1 cConOtys) 78 75% of the Initial Commodity Value 10% 103% ADM/4,13'41y 53 weelc 106 49 Anthmetic average of the 5 Clor-eng Valuers of the Reterence COmmOdily on July 25 and July 28.31. 2014 Final Commodity WY° 'Initial Commodity Value - 1 Cash SettlemeM • 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 Your abany to receive at least theCoi it. yes It Minreurn Return and your ccodetional prnopat won at many will be teminated ff. on the Fnal Valuation Date. the Final Commodity Vat is .w the Downside Trigger liefererke Value 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 Reference Commodity draw to aria deited or on any ;such datec inch-dually . 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 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 . The riVii Of a DOodlede Trigger Event °tourney is greater f the Referent(' Commodity b sOatro You should be wiling to hdd the Notes to Maturity and accept that there may be itle M ra SECOrclary market for the Notes • You 32,41M9 the risk of the Issuer and Guarantor for at payments under the Notes . 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 • Softeners and fixing prom of commodities tend to be NIP/ volatile arid may fluctuate rapidly based on numerous factor:, those factors may addtional ernectmect ridc that cause the vow of the • Novae to be more soiree than the users of d otonal debt stoma 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 the accompanying Pricing Supplement • uPMorgan Seance LLC. an aniate of JPMorgan Chase & Co.. acts as a placement agent la SOCIETE GENERALE Corporate & Investment Banking SG STRUCTURED PRODUCTS, INC PAYOFF ILLUSTRATION AT MATURITY P NOTES RETURN VERSUS INDEX PERFORMANCE AT MATURITY Omentith, Thew Rill'emr.mor Woe taldtt cerrtrr.wri Th;;;71.0;:r. CAllonder POdOininCt .11 0011.1:10, STUMM 0% 10% vy COVIMOOITY PETWORMANCE HYPOTHETICAL PAYOFF AT MATURITY(C) Final Commodity Valuom Commodity PerformanCe Payment at Matunty per Note Total Return of Note at Maturity 137.14 30.00% $1,330.00 30.00% 126 59 2000% $1.20000 2000% 116.04 10.00% $1,100.00 10.00% 105.49 000% S1.10000 1000% 94 94 -10.00% S1.10000 10.00% 84 39 -20.00% 51.100.00 10.00% 83.07 -21.25% 51.100.00 10.03% 82 75 -21.56% $784.40 -21.56% 73.84 -3100% 5700.00 -30.00% 52 75 .5000% 550000 -50 00% 0.00 -m00% SO 00 -100.03% Mani I nal 1Msom1t, lam nil lx dtkinmed on et bloke (be Ile lit amAtlitsm heal GrounxIb Vier d 10549 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 tens ion 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 Sur fibleolle. n °Poo Mernotarbrii CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0113590 SDNY_GM_00259774 EFTA01455072