...· The securities are designed for investors who are mildly bearish or neutral on the Underlyings. Investors should be willing to lose some or all of their investment if a Knock-In Event occurs. Any payment on the securities is subject to our ability to pay our obligations as they become due. · Subject to Automatic Redemption, if, for any contingent coupon period, a Coupon Barrier Event does not occur, we will pay a contingent coupon at a Contingent Coupon Rate of 10.00% per annum. If a Coupon Barrier Event occurs, no contingent coupon will be paid for the corresponding contingent coupon period. Contingent coupons will be calculated on a 30/360 basis from and including the Settlement Date to and excluding the earlier of the Automatic Redemption Date and the Maturity Date, as applicable. · If a Trigger Event occurs, the securities will be automatically redeemed and you will be entitled to receive a cash payment equal to the principal amount of the securities you hold and any contingent coupon...
