From: Tazia Smith .c l> Sent: Friday, February 7, 2014 5:34 PM To: [email protected] Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... [C] Classification: Confidential Jeffrey - "Worst of note, therefore the reference the performance of the lesser of the Eurostoxx or the Russell 2k. Current levels, 80% barrier, 111.5% min contingent level, and 3yr price history charts (with 80% barriers delineated) are below. Russell 2000 Current: 1112 80%: 889 111.5%: 1240 SXSE Current: 3038 80%: 2430 111.5%: 3387 "lesser of" return Barrier breached Barrier not breached (daily observation) 30% 30% 30% 20% 20% 20% 10% 10% 11.50% 5% 5% 11.50% 0% 0% 11.50% -5% -5% 11.50% -10% -10% 11.50% -15% -15% 11.50% -20% -20% NA -30% -30% NA For illustrative purposes only. Source: DB WM Structured Solutions, 2/7/14. Eurostoxx 50 3yr Price History Russell 2000 3yr Price History Tazia Smith EFTA_R1_00145463 EFTA01802814