Q-100 Index" in the accompanying underlying supplement. Each Underlying is identified in the table below, together with its Bloomberg ticker symbol, Initial Level and expected Knock-In Level and Coupon Barrier Level (each level to be determined on the Trade Date): Underlying Ticker Initial Level Knock-In

Event will occur and, in the event that there is a Knock-In Event, by how much the level of the Lowest Performing Underlying has decreased from its Initial Level to its Final Level. You will not participate in any appreciation in the Underlyings. You should consider carefully whether the securities are suitab

ing. As such, the securities will perform poorly if only one of the Underlyings performs poorly. For example, if one Underlying appreciates from its Initial Level to its Final Level, but the Final Level of the Lowest Performing Underlying is less than its Knock-In Level, you will be exposed to the depreciatio

Example 1: A Knock-In Event has occurred. Underlying Final Level SPX 110% of Initial Level RTY 50% of Initial Level NDX 90% of Initial Level Because the Final Level of an Underlying is less than its Knock-In Level, a Knock-In Event has occurred. RTY is the Lowes

Event will occur, and in the event that there is a Knock-In Event, by how much the level of the Lowest Performing Underlying has decreased from its Initial Level to its Final Level. Any payment on the securities is subject to our ability to pay our obligations as they become due. • REGARDLESS OF THE AMOUNT