EFTA01357475Set 10
2015-02-101p370w
Index)
Participation Factor : 120% to the positive performance of the underlying
(PF)
Performance: (Underlying Final - Iniliagllnitial
At Maturity: If Performance is positive: Client Receives + PF max (0%, Performance)
i.e. Client
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357475.pdf