From: Tazia Smith To: [email protected] Cc: , Paul Morris , Vinit Sahni , Nav Gupta , Vahe Stepanian Subject: BRL note value-date today, poised to receive principal back ($1mm USD) [C] Date: Mon, 14 Apr 2014 13:59:32 +0000 Inline-Images: unnamed; unnamed(I); unnamed(2) Classification: Confidential Jeffrey - Second BRL note's value date is today. BRL has rallied back from lows vs. USD, and you're poised to receive your principal back ($1mm USD). Initial strike 2.0035, european barrier =2.3040. Recall that the payout on these was as follows: a) make 28.5% if BRL is up more than 3% vs. USD at maturity, b) make 5% if BRL is up between 0-3% vs USD, c) get your principal down less than 15% vs. USD, d) loose 1 for 1 if BRL is down more than 15% vs USD at maturity (max loss 100%) As 9$ Actions - 97) Edit - 91 Table Li MUM Max Daily • t: Security/Surly + Track 7 Annotate News O, Zoom Tazia Smith EFTA00688870

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