EFTA Document EFTA01456939

(PF) Performance: (Underlying Final - Initial)/Initial At Maturity: If Performance is positive: Client Receives + PF • max (0%, Performance) i.e. Client participates 1.2x in the upside performance of the index, uncapped If Performance is negative, no settlement Client Pays: USD3mLibor + 1.55% p.a. Benefits 1. Structure allows the client to participate 1.2 x times in the upside performance of the underlying index. i.e. At maturity, if the index is up 15%, Clients final redemption = 18%