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sd-10-EFTA01365035Dept. of Justice

EFTA Document EFTA01365035

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From: Daniel Sabba Sent: 6/10/2015 1:30:16 PM To: Jeffrey E. [email protected]]; Paul Morris CC: Stewart Oldfield I; Vahe Stepanian Ariane Dwyer [email protected] Subject: RE: bullish expression of single stocks (Cl Classification: Confidential Jeffrey - these are different structures. The payout of the worst-of note can't be replicated with vanilla options. Assuming the note is not called before expiry and coupon barriers are not met, it would allow you to get some do

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Dept. of Justice
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sd-10-EFTA01365035
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