f the Reference Currency has depreciated against the U.S. Dollar, compared to the Initial Spot Rate, by more than 15%, then the benefit provided by the Barrier Level will terminate. IN THAT SITUATION, YOU MAY LOSE UP TO 100% OF YOUR INVESTMENT. • THE MAXIMUM RETURN ON THE NOTES IS LIMITED — The payment on your N

er $1,000 Principal Amount of Notes equal to $1,050.00. If the Reference Currency Return is less than or equal to zero but greater than or equal to the Barrier Level, meaning that the Reference Currency depreciates against the U.S. Dollar by no more than 15% on the Final Valuation Date, you will receive $1,000,

er $1,000 Principal Amount of Notes equal to $1,050.00. If the Reference Currency Return is less than or equal to zero but greater than or equal to the Barrier Level, meaning that the Reference Currency depreciates against the U.S. Dollar by no more than 15% on the Final Valuation Date, you will receive $1,000, t