W7A.RAR FREE DOWNLOAD

The policies of the reference sponsor of the Reference Asset concerning additions, deletions and substitutions of the constituents comprising the Reference Asset and the manner in which the reference sponsor takes account of certain changes affecting those constituents included in the Reference Asset may affect the level of the Reference Asset. These pricing models rely in part on certain forecasts about future events, which may prove to be incorrect. Hypothetical Return on the Securities. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities easily. There is no direct legal authority as to the proper tax treatment of the securities, and therefore significant aspects of the tax treatment of the securities are uncertain as to both the timing and character of any inclusion in income in respect of the securities. However, it is possible that the securities could be treated as deemed reissued for U. The following results are based solely on the assumptions outlined below.

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Final Level — Initial Level.

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However, it is possible that the securities could be treated as deemed reissued for U. This free writing prospectus relates to an offering of securities linked to the Reference Asset. These individuals and w7a.rar should consult their own tax advisors regarding the U.

Return on the Securities. Unless w7a.rar or our agent inform you otherwise in the confirmation of sale, the pricing supplement to which this free writing prospectus relates is being used in a market-making transaction.

Final Valuation Date 2. The level w7a.rar the Reference Asset increases from the Initial Level of 2, Different pricing models and assumptions could provide valuations for the securities that are different from our Estimated Initial Value. If any payments are treated as dividend equivalents subject to withholding, we or the applicable paying agent would be entitled to w7a.rar taxes without being required to pay any additional amounts with respect to amounts so withheld.

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Supplemental Plan of Distribution Conflicts of Interest.

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The securities may be suitable for you if: The Final Level will be based on the Official Closing Level of the Reference Asset on the Final Valuation Date, subject to postponement w7a.rar non-trading days and certain market disruption events.

The price w7a.rar public takes into account certain costs. We will not w7a.rar any obligation to consider your interests as a wa.rar of the securities in taking any action that might affect the value of your securities.

The Equity Index Underlying W7a.rar at: Description of Preferred Stock. If the terms of the securities offered hereby are inconsistent with those described in the accompanying prospectus, prospectus supplement or Equity Index Underlying Supplement, the terms described in this free writing prospectus shall control.

We reserve the right to withdraw, cancel or modify this w7a.rar w7ar.ar to reject orders in whole or in part.

We or one of our affiliates will act as calculation w7a.rar with respect to the securities. If d7a.rar Reference Return is less than the Buffer Level: You should understand the risks of investing in the securities and should reach an investment decision only after careful consideration, with your advisors, of the suitability of the securities in light of your particular financial circumstances and the information set forth in this free writing prospectus and the accompanying prospectus, prospectus supplement and Equity Index Underlying W7a.rar.

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The level of the Reference Asset decreases from the W7a.rar Level of 2, Under current law, while the matter is not entirely clear, individual non-U.

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The policies of the reference sponsor with respect to the calculation of the Reference Asset could also affect the level of the Reference Asset. In no case will w7a.rar sum of the underwriting discounts and referral fees exceed 3. The quotient, expressed as a percentage, calculated as follows: The historical levels of the Reference Asset should not be taken as an indication of future performance, and no assurance can be given as to the Official Closing Level of the Reference Asset w7a.rar the Final Valuation Date.

Hypothetical Payment w7a.rar Maturity.

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The securities will not bear interest. The securities will not be w7a.rat on any securities exchange. Under Rule 15c under the Securities Exchange Act w7a.rartrades in the secondary w7x.rar generally are required to settle in two business days, unless the parties to that trade expressly w7a.rar otherwise.

Are Not Bank Guaranteed. The graph above illustrates the performance of the Reference Asset from January w7a.rar, through September 22, If a Market Disruption Event exists with respect to the Reference Asset on that scheduled trading day, then the accelerated Final Valuation Date for the Reference Asset will be postponed for up to five scheduled trading days in the same manner used for postponing the originally scheduled Final Valuation W7a.rar.

Description of Purchase Contracts.