EFTA Document EFTA01450390

Page 13 of 17 What Is the Total Return on the Notes at Maturity Assuming a Range of Performances for the Reference Currency? Thc following table illustrates the hypothetical total return at maturity on the Notes. Thc "total return," as used in this pricing supplement, is the number, expressed as a percentage, that results from comparing the Payment at Maturity per $1,000 Principal Amount of Notes to $1,000. The hypothetical total returns set forth below reflect the Barrier Level of -15% and