ferential between Jun14 and spot) (3) Absolute Return Note on Brent Structure Absolute Return Note on underlier: Barrier Observation: Maturity: Upside Max: Barrier Level: Max Loss: Brent crude Brent European 2yrs uncapped 82.5% 100% which has positive carry In fully-funded form, the absolute

(3) Absolute Return Note on Brent Structure Absolute Return Note on Brent Crude Underlier: Brent Barrier Observation: European Maturity: 2yrs Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ear

(3) Absolute Return Note on Brent Structure Absolute Return Note on Brent Crude Underlier: Brent Barrier Observation: European Maturity: 2yrs Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ear

Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ea