EFTA Document EFTA01344636

- Forwarded by Tazia Smitheb/dbcom on 12/16/2013 02:14 PM --- From: Tazia Snuthetabbcom To: Cc: Vahe Stepaniarildb/dbcomeDBAmericas Data 11/12/201302.55 PM Subject: BRL Notes maiking dental >20% ICI Classification: Confidential Jeffrey - You're long 1mm USD each of BRL step up notes in Southern Trust from JP. The notes have a 15% barrier and BRL is presently down -17% vs. USD from your initial strike. The notes are marking down more than 20%. Barrier is European. Final valuation dat