of Notes — Postponement of a Payment Date" in the accompanying product supplement no. 4a•I Payment at Maturity: If the Final Value is greater than the Initial Value, your payment at maturity per $1,000 principal amount note will be calculated as follows: $1,000 + ($1,000 x Index Return x Upside Leverage Factor

HOW the Notes Work Upside Scenario: If the Final Value is greater than the Initial Value, investors will receive at maturity the $1,000 principal amount plus a return equal to the Index Return times the Upside Leverage Factor of 2.00, su