ic./Adj. Factor 100% Protection (%) (80 - 821% Protection (Type) Contingent, At Maturity Callable N/A Other Features *CBEN is an acronym for Contingent Buffered Enhanced Note. Indicative pricing terms as of (9/1/20151, based on assumed notionals of [US$ 5 - 10mm]. Actual terms subject to market conditions at the time of