Summary The four chans below provide a %UMW,' of the Notes. inckiding Note characteristics and risk con.sidennians as well as an illustrative Masten, and table reflecting hypothetical returns at maturity. These chaos shoutd be reviewed together with the disclosure regardng the Notes contained in this pricing suppkment as well as in the acconyanyits Faulty Inde 'Underlying Supplement. prospectus and prospectus supplement. The following charts atm:Irate the hypothetical total return at maturity on the Notes. The - total Mum" as used ill this pricing supplement is the minter. expressed as a percentage. that results from comparing the Payment al Maturity per 51.000 Rricipal Amount of Notes to $1.000. The hypothetical total returns set forth below reflect the Initial level of 2.764.29. the knock-Out Duffer Amount of 20".. the Maximum Return of 179o. and the Contingent Minimum Return of 4•c. The hypothetical total returns set forth below are for illustrative purposes only and nay not be the actual total returns applicable to a purchaser of the Notes. The nunters appearing in the following table and csampits have been rounded for case of analysis. I VII I III Fteterence And: EURO 5TO)Ct se aides ('5X5€1 cunisicy USD Knocs-Uut bola Arnetele tr.r% Contingent Mainnm Return: 4 w itararnarn Roam 17% learetaing: Fret 'Mutter. Coe Otannourn gain: 17% Yournurn potential loss: 100% litabsity: AtOonrr.atety 65 weeks Settlement Cash • Apptecsation %tartlet Trio hates prcece the opponay m WS* w en nr"“‘"11 d " !Werra Am( at onet,nly t ea the Illaarnurn Rein tf the Erna Int is less VW the:retie Leval by a prOteltice Vet *bled' let )044-041 OVEN erreerl you an own a Menet iflectro the °pitmen** olthinetenece 4aM, neon the Conureert teranven Roan and the Warn Return • No Guaranteed Return of Pomp* For onrcipal x Ask N a 4fech-Oet Event 000vol HfixEbeliC.:4 Tidal Rfret.in rah We Notes .......••JAY WINOS V _,..-• I 0-' .7 771 1 .1.••••••••••