The hypothetical Starting Value of used in the table above has been chosen for illustrative purposes only and does not represent a likely Starting Value for any Underlying. No periodic interest payments. Alternative Tax Treatments. Before investing in the Notes, you should consult publicly available sources for the levels of the SPX. The following examples do not take into account any tax consequences from investing in the Notes. Each of those broker-dealers may sell the Notes to one or more additional broker-dealers.
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