...Subject to our redemption right described below, interest, if any, on your notes will be paid monthly on the 28th day of each month, commencing on the first interest payment date (May 28, 2015) and ending on the stated maturity date (April 28, 2030). The amount of interest that you will be paid each month will be based on the number of scheduled trading days, each a "reference date", on which the closing level of the Russell 2000 Index is greater than or equal to 75.00% of the initial index level of 1,271.535, which is 953.65125. To determine your annualized interest rate with respect to each interest payment date, we will divide the number of reference dates in the immediately preceding interest period on which the above condition is met by the total number of reference dates in that interest period. We will then multiply the resulting fraction by the interest factor of 8.15%. Your monthly interest payment for each $1,000 face amount of your notes will equal the product of the applicable...
