EFTA Document EFTA01378978

Example 1: A Knock-In Event has occurred. Underlying Final Level SPX 110% of Initial Level RTY 50% of Initial Level NDX 90% of Initial Level Because the Final Level of an Underlying is less than its Knock-In Level, a Knock-In Event has occurred. RTY is the Lowest Performing Underlying. Therefore, the Redemption Amount is determined as follows: Underlying Return of the Lowest Performing = the lesser of () zero and (i) (Final Level - Initial Level) / Initial Level = the lesser of ()