EFTA Document EFTA01344618

Page 4 of I I Summary The four charts below provide a cancan' of the Notes. including Note characteristics and risk considerations. as well as an illustrative diagram and table reflecting hypothetical returns at maturity. These charts should be reviewed together with the disclosure regarding the Notes contained in this pricing supplement as well as in the accompanying prospectus and prospectus supplement. The following charts illustrate the hypothetical total return at maturity on the Notes. The 'total return" as used in this pricing supplement is the number. expressed as a percentage. that results from comparing the Payment at Maturity per 51.000 Principal Amount of Notes to 51.000. 'I he hypothetical total returns set forth below reflect the Initial Spot Rate of 1.9619 and the other terms set forth below. 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 ease of analysis. Fteterence Currency: Cuvi.ocy: Barrier Levet Flnal Valuation Date: MaXISMIII1 potential gam: Maxuimiw ixitennal loss: Maturity: Settlement Sudan Real per one U.S. Doty -150 -15% Malin 240, 2014 (epeeist') 28.50% 1000D% 53 neer Cash • Appreciation Peened: - The Notes prow* me cppartuns'y to reran a 5% ream al maturity d the Reference Currency Row is grater than 0%, and a 28.50% Man at reatunty r the Refercrce Currency Rein is greater thwi 3% • No Gunned Return of Principal: - peincesal a! risk d trie Reference Comers y' Return is lesthan tie Barrier Level. ••••••••••••••••••• 1 tin.oh.ead iswoo..ndt Surnmaty Selected Risk enneterat (see page c) dint Rs,. can.," Reid. keen. We urge you anew 'Seracsed rink Ocederalsons' ne.ern and 'Rat Faun S-3 !trawl haven 00000 WO WPM ozoi 9000% M50% 26.±e% bong on page of die orospecees suoplernere lane rot . 1c**to invenng erecty in the Raceme Conroy. Ye. Weld the rdae the %Yes Heald ream In drwadverd. 6e0seen OIF1 S. 07x49 60001E 5rAi 44 wintery so an0 Caralul consideration. etti your athwart of Menable%M the Wiese 10ht M your Itamedier adaroa! wows:wee red use Wainer set art in eie Along 0.94110 5000% 2650% 34 31.0 ." 3 ere tr• WomPanleg PPS* weal and prapeCtia. 1.1771 4000% ZS 50% Sulabily of Ilse Note. for oneselme:a 14713 3000% ze se: nee weestreare Mme NoW may mean a loth 1 65C35 20 're 26 SC% The maroon return en the Wad ie Wit The Noses a %Idea to test ant risk or 0138C U.31‘ Imo I one l• !.093 Invoilog m IP* tioili Is nos estvarcleionterrip Ginnie in Vie Referent* +ler .6.53% °trendy Curlers, maduels may be beLtle. trW2 yen %S5 elelsfalCerr ri de Wee %write aerie Reference Conroy is Irnted the .1..) Mee Natsc rood Why be impired ~I x22 3'A% : We new no coned over the *Wow race Wenn the ReemenoeCurray and MMIEOSITIIEMBROV : OW° 000% U 9 peps. Ti.. Payment hrmia to H Nob....11 bat Lake .nte wool Ilk clewiewents ns 2,4011 C toe ROMOCC*Calfr011ey I 20000 000% Ty Notes are sateeot to emerges marliati pcIneo notenoecme rat The Nolte en %Sleet to greInile We". ON 21131 ta, ream: Pornets ueeartisiv to:mount resource. *Owes or reconmsoctafient by *CSC sad 13543 min 000% -:C Jahargar- 2024 -25 00e buill-z ants at lately m adverseby Mn the voila. Of the fleets Wen ID 2MOO -301:013 .3000% The NOtin WA lawny. Ponta" cca.setS. 27447 03% 4000% The Noss an rot wove 0. pubbebae1 by MY IWOloniwa agneyd e".• Scam I 2.9429 -0000% -50.00% tsar May COM Air,OKtat *.thadoal Petermann Mthe Renew Cunene shaticl net be Wen as an 9.1120 4000% -00.00% ireSoaion of the Noe pefcerrewe &the Releemae Gorenr day the fern o. to hOtth 3.1114 4000% -.90.0C% WA* dimness may adveitirly f O4/I newt 90236 -10000% -100.00% May inzetemearcl market twos N induct 0* yoke of the Wee. The amuse poyade an the Wows not kneed In the Soot Rote of the Renew Gummy II ary On. one tot on to Falai was Paw http.//www.sec.gov/Archives/edgar/data/83246/000114420413015558/v338382_424b2.htm 10/29/2013 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0030277 CONFIDENTIAL SDNY GM_00176461 EFTA01344618