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If the Notes are not automatically called you will receive a payment on the Maturity Date calculated as follows, in addition to the final coupon payment: The Notes are held until maturity and are not automatically called. Autocallable Yield Notes.

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Subject to the limitations described therein, and based on certain factual representations received from us, in the opinion of our special U. The prospectus at: Since the Official Closing Level of both Underlyings was at or above their respective Initial Levels, the Notes were automatically called and you are no longer entitled to receive any Final Settlement Value.

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