EFTA01104351.pdf

J.P. Morgan Indicative Prices as of December 05, 2011 Pre y ared For Private Client Buy/ European/ Call Call Put Put Premium Premium Expiration Sell American thderb ins Notional Strike Currency Notional in IND Si. In USD Date Buy humpean l'Sl) I .0.81.0m 6.7700 SEX 6.770.(Xl(1 (537.600) 3 months Sell KI at 7.4638 l'Sl) 12 7.10(10 SEX 13.540.000 1.76'4 533.564 3 months Buy European ('NI) 907.045 74638 SEX 6.770.000 -1.12% (510.1591 3 months (5144951 THE ACTUAL PRICE WILL DEPEND ON THE CURRENT MARKET SPOT, VOLATILITY AND INTEREST DIFFERENTIAL A'ote: A reference LISD/SEK spat rale of 6.7700 is assumed below SENSITIVITY ANALYSIS OF INVESTMENT RETURN AT MATURITY OF OPTIONS USD VALUE OF OPTIONS AT MATURITY Spot Rate Premium Option Return (w KI) Option Return (NO KO Sii)0.000 8 O6 itt 1514.1951 (514.195) 7 9648 (514.195) (814.195) 7 SOS (514.195) (514.195) 7 7648 (514.195) (514.195) 540.000 7 6648 (514.195) (514.195) 7 5648 (514.195) (514.195) 74638 760 7 .1032 (514.195) (56.764) $71.332 560.000 73125 (514.195) $788 563.780 72819 1514.195) 58.465 556.103 72213 1514.195) 516.271 548.296 7 16O6 i $1 1.195) 524.210 540.358 240.003 7.1000 1$14.19e 532261 632.264 79450 1514.195) 524.840 $24.840 6.99(X) 414.1951 $17.279 517.279 6.9350 ($1A195) $9.597 59.597 520.000 6 818X) 1514.1951 $1,793 51.793 6.8250 1514.1951 56.136 ($6.136) 6.7700 1 I. i j 11 6.67(X) (514.195) (514.195) (514.195) 63700 (514.195) (514.195) (S14.195) 6.4700 (514.195) (514.195) ($1A195) 6.3700 1514.195) (514.195) 1$14.195) 6.2700 ($14.195) ($14.195) (514.195) R20.000) USCeSEK Spot Rabe 6.17(10 (514.195) ($14.195) (514.195) This strategy is for clients with FY Level 6 approval. Clients may lose their entire premium investment. An ISDA is required. tialoraan *bob Brie a be morneinonobtbr 88, rmue188009 banowoon6nwdp JPIA8gion Chase 6 Co.cncIns sitniclores scntlwile .blloyan Onlen, Strk.f. A onclJP. Mogen Te‘ost Croany. NA. are membcnsol Pb PD C. J.P. Inman Smart.. Inc. l'JP%I.SCI If INNONNI/OSOIandMCNINIOI fb NYSE. NASD /area Olaf (MOW Yid rogiond eCOA$A) And SPC.. lei MONA JPAbegan ChM* Co. may cpeoba earbuf Oliaf traliatbacis Of esfeneulft MANN Collin. The Wawa Ober"Mete, fof minscionsounmeseatranribrareirmoi b your imesi lcOormacc. concaved b du, ...me ord wry *campy," clocamenalco. ccloingPA nal lineal en any weird% mark.' cakalons. surenitcylmolons, oSculinorn or alma*. n tnlanta IO Ca Raab. Col we do nOlanonift K coatolaoenna or aocorney. ion40n00uanaln Oxiabill Or paciallan Lid at SAWN auto!anal ANS TMMaltI6 na ienda, netball& Of Loittsaen net re 'setae* Cte Ufa el any Martial ?Woman. The taaAnenhleani iNette Noe allnethe and anoodozos may bald. pOSSNI Of aa as .-arkti •-•Jkol,,n ne SSW/ enINIT,OMSOI any Mot, OfttiONO KINN 0. act at oh:NINNY, . Ore, <ellerl enfr r tebir lo cad' coat. lhenelleni cnnaled MOONpe:a eralea an re EONS Wafted. PIO= NON le yaw ockb/ nUlt•-cmt.crIrmacon We <come gwrar.i.m twOnerentproXIsMIdnol enelado otNotora nu funnels inal teas etualefin tenni01NY Wuit440.ebeenad ki as reaboia a rniAN Ng, .0.1DOW.kro TafeKKONOIa ib froinoetad yeas eiel bead upcn arsecoaqh maliniti w4 NON henbane aauryn(pt ra: Owen rates of Nahle canbON4LINS Satutlies(Ncludina Theta' eahls)•f• no' bank depoial end ND not FOICNsutet Me ale Mr, oninoilon* al of gunimitad try JPIAotgan Chase bank. M.A. nab alNiMes. NNW**.(ncluemo matey ilerds)InvOtea lrenetament NON.Inaluchig the pen*. bee MIM pincbal ombec invent0. Past porfeareaesa b no guaranis a Ran Mot Rebate east lour "lawn Pawn, Sank faCraNinlat)l to. belhef ellonnaloa af rannIng Any pronto,. Mb Vrm1t4%n6 tot re sal woo cr Oa pat o le Konen is 06.1.4$910. Old maybarielased Old COMNIAIS. An/ tea. dal.bulcn. ee apicalon by efrocno NNW Nana* aShor.r.4.3 6 NohOline. reon1000.e fin. WI fade. ',Soso May to $411.111 Mae0:4400y aNS fa inn by mai 03011JPIAncon Owe Co EFTA01104351