EFTA Document EFTA01459326

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, subject to the Maximum Return of at least 40.00%. • If the closing level of the Index increases 5.00%, investors will receive at maturity a 10.00% return, or S1,100.00 per $1,000 principal amount note. • Assuming a hypothetical Maximum Return of 40.00%, if