EFTA Document EFTA01452519

- We are reviewing PO v 1O mortgages with rates where they are. US Proposed Suggest HealthCare 15 15 Energy Renaissance 15 15 Financials 22 12 -10 Tech 0 5 +5 S&P Barrier Note 0 5 pi +5 52 52 be= Single Stocks 10 5 4 European Credit 0 10 h .10 Eu rostoakc Barrier Note 10 5 r .5 20 20 SID Single Stocks 5 5 Topist Swap icr Delta 1) 7 , Snort Yen (premium) 13 5 -.5 25 17 v5 EX -Tactical inremiumj 0 io p +10 Alternatives 8 1 . -7 105 100 - Not a typo on Proposed total of 105; original just didn't include the single names in Japan CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 109602 CONFIDENTIAL SDNY_GM_00255786 EFTA01452519