EFTA00712126Set 9
2012-08-221p166w
Jeffrey
We have $2MM of a SP500 linked note that is up $220K with protection kicking in at 1260 (10% below current market). I
think we should unwind this ... into a new note:
18 months
SP500 Linked
0% coupon
22% buffer monitored at expiry only (SP500 needs to close below 1099 for your buffer to knock out)
Unlimited upside
https://www.justice.gov/epstein/files/DataSet%209/EFTA00712126.pdf