PS-2| Structured Investments
Auto Callable Contingent Interest Notes Linked to the MerQube US Large-
Cap Vol Advantage Index
Key Terms Relating to the Interest Review Dates, Autocall Review Dates and Interest Payment Dates
Interest Review Dates*: September 9, 2024, October 7,
2024, November 7, 2024, December 9, 2024, January 7,
2025, February 7, 2025, March 7, 2025, April 7, 2025, May
7, 2025, June 9, 2025, July 7, 2025, August 7, 2025,
September 8, 2025, October 7, 2025, November 7, 2025,
December 8, 2025, January 7, 2026, February 9, 2026,
March 9, 2026, April 7, 2026, May 7, 2026, June 8, 2026,
July 7, 2026, August 7, 2026, September 8, 2026, October
7, 2026, November 9, 2026, December 7, 2026, January 7,
2027, February 8, 2027, March 8, 2027, April 7, 2027, May
7, 2027, June 7, 2027, July 7, 2027, August 9, 2027,
September 7, 2027, October 7, 2027, November 8, 2027,
December 7, 2027, January 7, 2028, February 7, 2028,
March 7, 2028, April 7, 2028, May 8, 2028, June 7, 2028,
July 7, 2028, August 7, 2028, September 7, 2028, October
9, 2028, November 7, 2028, December 7, 2028, January 8,
2029, February 7, 2029, March 7, 2029, April 9, 2029, May
7, 2029, June 7, 2029, July 9, 2029 and August 7, 2029 (the
“final Review Date”)
Autocall Review Dates*: February 7, 2025, May 7, 2025,
August 7, 2025, November 7, 2025, February 9, 2026, May
7, 2026, August 7, 2026, November 9, 2026, February 8,
2027, May 7, 2027, August 9, 2027, November 8, 2027,
February 7, 2028, May 8, 2028, August 7, 2028, November
7, 2028, February 7, 2029 and May 7, 2029
Interest Payment Dates*: September 12, 2024, October
10, 2024, November 13, 2024, December 12, 2024,
January 10, 2025, February 12, 2025, March 12, 2025, April
10, 2025, May 12, 2025, June 12, 2025, July 10, 2025,
August 12, 2025, September 11, 2025, October 10, 2025,
November 13, 2025, December 11, 2025, January 12,
2026, February 12, 2026, March 12, 2026, April 10, 2026,
May 12, 2026, June 11, 2026, July 10, 2026, August 12,
2026, September 11, 2026, October 13, 2026, November
13, 2026, December 10, 2026, January 12, 2027, February
11, 2027, March 11, 2027, April 12, 2027, May 12, 2027,
June 10, 2027, July 12, 2027, August 12, 2027, September
10, 2027, October 13, 2027, November 12, 2027,
December 10, 2027, January 12, 2028, February 10, 2028,
March 10, 2028, April 12, 2028, May 11, 2028, June 12,
2028, July 12, 2028, August 10, 2028, September 12, 2028,
October 12, 2028, November 10, 2028, December 12,
2028, January 11, 2029, February 12, 2029, March 12,
2029, April 12, 2029, May 10, 2029, June 12, 2029, July 12,
2029 and the Maturity Date
* Subject to postponement in the event of a market disruption event
and as described under "Supplemental Terms of the Notes —
Postponement of a Determination Date — Notes Linked Solely to
an Index" in the accompanying underlying supplement and
"General Terms of Notes — Postponement of a Payment Date" in
the accompanying product supplement