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sd-10-EFTA01455342Dept. of JusticeOther

EFTA Document EFTA01455342

From: Sent: To: CC: Subject: Attachments: Tazia Smith [[email protected]] 9/2/2014 8:28:24 AM [email protected] Paul Morris [[email protected]]; Vahe Stepanian [[email protected]) HSBC Note Matured, +15.67% [CJ HSBC Eurostoxx Contingent Buffer Note.pdf; SOFL Aug 2014.pdf Classification: Confidential Good Morning Rich - Hope you enjoyed a wonderful holiday weekend. As you know, Jeffreys 15mo I-ISBC EuroStoxx 50 buffered note matured and has now redeemed. Valuation date

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sd-10-EFTA01455342
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From: Sent: To: CC: Subject: Attachments: Tazia Smith [[email protected]] 9/2/2014 8:28:24 AM [email protected] Paul Morris [[email protected]]; Vahe Stepanian [[email protected]) HSBC Note Matured, +15.67% [CJ HSBC Eurostoxx Contingent Buffer Note.pdf; SOFL Aug 2014.pdf Classification: Confidential Good Morning Rich - Hope you enjoyed a wonderful holiday weekend. As you know, Jeffreys 15mo I-ISBC EuroStoxx 50 buffered note matured and has now redeemed. Valuation date

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From: Sent: To: CC: Subject: Attachments: Tazia Smith [[email protected]] 9/2/2014 8:28:24 AM [email protected] Paul Morris [[email protected]]; Vahe Stepanian [[email protected]) HSBC Note Matured, +15.67% [CJ HSBC Eurostoxx Contingent Buffer Note.pdf; SOFL Aug 2014.pdf Classification: Confidential Good Morning Rich - Hope you enjoyed a wonderful holiday weekend. As you know, Jeffreys 15mo I-ISBC EuroStoxx 50 buffered note matured and has now redeemed. Valuation date was 8/26, with the SX5E at 3197.54, vs. initial level of 2764.29 (+15.67% vs. the 17% max return); $2,313,462.05 redeemed vs. $2mm invested. Original prospectus, Aug statement, and Bloomberg screenshots attached here for your reference. Best Regards, Tazia SX5E 1 3181.04 +5.99 At 7:56 d 0 3180.89 F 3198.77 3176 . 97 a SE70R10E SX5E Euro Stoxx SO Pr PRICE 3180.92 515E Index Range DATE PRICE n - fl Period DATE PRICE Da F T 14 8/15 8/14 8/13 3033.52 3058.16 3056.17 9/ 2 3180.92 T 8/12 3023.77 Et 9/ 1 3175.05 290MLN M 8/11 3047.56 F 8/29 3172.63 408MLN F 8/ 8 3006.83 T 8/28 3164.44 467MLN:T 8/ 7 3012.88 W 8/27 3194.45 413MLNIW 8/ 6 3050.37 T 8/26 3197.54 499MLN1T 8/ 5 3072.20 M 8/25 3165.47 402MLNEM 8/ 4 3070.46 F 8/22 3098.50 424MLN F 8/ 1 3072.57 8/21 3124.56 4SOMLN T 7/31 3115.51 8/20 3083.50 340MLN W 7/30 3169.23 8/19 3091.11 337MLN T 7/29 3190.54 7118 3073.45 397MLN N 7/28 3171.55 3175.65 Pneli6 High Avg Historical Price Table 3314.80 6/19/14 3093.90 2753.35 9,/ 3/13 fTrd VOLUME DATE PRICE VOLUM! 286MLN F 7/25 3174.99 494MLN 463MLN T 7/24 3220.07 588MLN 407M LN1W 7/23 3193.13 464MLN 448MLN T 7/22 3189.22 470MLN 498MLN M 7/21 3137.06 433MLN 671MLN F 7/18 3164.21 595MLN 727MLN T 7/17 3157.82 599MLN 709MLNIW 7/16 3202.94 706MLN 607MLNT 7/15 3153.75 849MLN 583MLN M 7/14 3185.86 482MLN 740MLN F 7/11 3157.05 623MLN 689MLN T 7/10 3150.59 1.088LN 473MLNIW 7/ 9 3203.10 608MLN 589MLNIT 7/ 8 3184.38 745MLN 391MLN M 7/ 7 3230.92 395MLN CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0114058 SDNY_GM_00260242 EFTA01455342

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Subject: Re: USD/MXN Follow-U From: Vahe Stepanian < Date: Wed, 26 Feb 2014 16:36:00 -0500 To: Cc: Paul Morris < >, Classification: Confidential Harry - further (per our conversation), the spot trades were executed as follows: 1) 1/14: Bought MXN 39,253,441.02 @ 13.0975 (USD $2,997,017.83) 2) 1/27: Sold MXN 38,199,653.10 @ 13.4415 (USD $2,841,918.91) These were executed at the same time as the buy/sell of the Mex bonds Hope this helps. Vahe From: Vahe Stepanian/db/dbcom To: Cc:

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