Terms
Reference Currency: British pound (GBP)
Base Currency: European Union euro (EUR)
UpsideLeverageFactor: At least 2.16. The actual UpsideLeverageFactor will be provided in the pricing supplement ... principal amount note equal to the Currency Retum times the UpsideLeverageFactor, subject to the
Maximum Return. Accordingly, your payment at maturity per $1.000 principal amount note will ... calculated as follows:
$1.000 + ($1,000 x Currency Return x UpsideLeverageFactor), subject to the Maximum Return
If the Currency Return is zero (i.e., the British pound remains flat