'erica fed Purrhai.s. ComMentions • APPRELIATION POTITITIAL — The Notes provide the opportunity to pankipate it the appreciation of the Reference Asset at maturity up to the Nlaarmum Return on the Notes of 17%. or a minimumPayment at Maturity of SLIT) for every SI.000 Principal Arnount of Notes. If a Knock-Oh! Event has not occurred. in addition to the Principal Amount. you will receive at maturity at least the Contingent Minimum Return of 4% on the Notes. or a min inum Payment at Maturity of S1.040.00 for evay SI.000 Principal Amount of the Notes. Because the Notes are our senior unsecured debt obligations. paynrnt of any amount at maturity S subject to our ability to pay our obligations as they become due. • THE CONTESGENT MINDIEM RETIALS APPIJES ONLY IF A ICAKX-OtT EVE%T HAS NOT OCCERRED - If a Knock-Out Event has not occurred you will receive at least the Priwipal Amount at maturity. even if the Final levels below the Initial Level. Ifa Knock-Ora Event has occurred and the Final Level is less than the Initial Level. you will lose 1% of your Priwipal Amount for every 1% that the Final Levels less than the lumal Level. Ifa Mock-Out Event has occurred and the Reference Relum is -100%. you will lose your entire investment. • DIVERSIFICATION OF THE FLED STOAT" 5O INDEX The return on the Notes is linked to the EURO STONN: se Index The EURO STONN soE Index is composed of 50 stocks from the Fill070lIC (Austria, Fklginn„ Finland, France. Cenrony. fleece. Ireland. Italy, Luxembourg. the Netherlands, Portugal and Spain) portion of the STOXX. Europe 600 Supersector lid res. For add itionalifomni ion about the Reference Asset. see the iffonnation set forth under "The EURO STONX %P miles- in the Equity IndexUnderlying Supplement. • TAX TRFATNENT ••• There is no died legal authority as to the proper taxtreatment of the Notes. and therefore significant aspects of the tax treatment of the Notes arc uncertain as to both the tiring and character of any inclusio