EFTA Document EFTA01378974

Lowest The Underlying with the lowest Underlying Return. Performing Underlying: Underlying For each Underlying, the lesser of () zero and (ii) an amount calculated as follows: Return: Final Level - Initial Level Initial Level Initial Level: For each Underlying, the closing level of such Underlying on the Trade Date. In the event that the closing level for any Underlying is not available on the Trade Date, the Initial Level for such Underlying will be determined on the immediately fol