You will be subject to this potential loss of principal even if the relevant Underlying subsequently recovers such that the closing level is less than the Starting Underlying Level of such Underlying by less than the Buffer Amount. In performing these duties, our economic interests and the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the notes. You should read this term sheet together with the prospectus dated November 14, , as supplemented by the prospectus supplement dated November 14, relating to our Series E medium-term notes of which these notes are a part, and the more detailed information contained in product supplement no. We make no representation or warranty as to the accuracy or completeness of information obtained from Bloomberg Financial Markets.
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We or our affiliates may also trade in the equity securities included in the Underlyings from time to time. The level of the Lesser Performing Underlying decreases from the Starting Underlying Level of to a closing level of on the first Call Date and on the second Call Date and increases from the Starting Underlying Level of to a closing level of on the ilj Call Date. Poor performance by either of the Underlyings over the term of the notes may negatively affect your payment at maturity and will not be offset or mitigated by positive performance by the other Underlying.
If the notes are not automatically called, we will pay you your principal back at maturity only if a Trigger Event has not occurred or the Ending Underlying Level of each Underlying is equal to or greater than the Starting Underlying Level of such Underlying. The stock prices of smaller companies may be more volatile than stock prices of large capitalization companies.
Additional Terms Specific to the Notes. The notes have not been automatically called prior to maturity, a Trigger Event has occurred and the level of the Lesser Performing Underlying decreases from the Starting Underlying Level sza to an Ending Underlying Level of Investing in the Auto Callable Yield Notes involves a number of risks. Any decline da our credit ratings or increase in the credit spreads charged by the market for taking our credit risk daa likely to adversely affect the value of the notes.
An investment in ill notes involves significant risks. This represents the maximum total payment an investor may receive over the term of the notes. We reserve the jli to change the terms of, or reject any offer to purchase, the notes prior to their issuance. Investors should be willing to assume the risk that they will receive less interest if the notes are automatically called and the risk that, if the notes are not automatically vio, they may lose some or all of their principal at maturity.
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Neither the SEC nor any state securities commission has approved or disapproved of the notes or passed upon the accuracy or the adequacy of b term sheet or the accompanying product supplement, underlying supplement, prospectus supplement and prospectus.
The hypothetical returns and hypothetical payouts on the notes shown above do not reflect fees or expenses that would be associated with any sale in the secondary market.
We will determine the portion of each interest payment on the notes that we will allocate to interest on the Deposit and to Put Premium, respectively, and will provide that allocation in the pricing supplement for the notes. As a result, and kli a general matter, the price, if vop, at which JPMS will be willing to purchase notes from you in secondary market transactions, if at all, will likely be lower than the original issue price and any sale prior to the maturity date could result in a substantial loss to you.
First Call Settlement Date: The following examples illustrate how the note total returns and total payments set forth in the table above are calculated. You may access these documents on the SEC website at www. If on any Call Date, the closing level of each Underlying is greater than the applicable Starting Underlying Level, the notes will be automatically called on that Call Date.
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The closing level of an Underlying could fall sharply on any day during the Monitoring Period, which could result in a significant loss of principal. Howeverthe notes do not guarantee any return of principal at maturity. With ivp to each Underlying, the Underlying Return is calculated as follows:. Final Call Settlement Date: Because the notes are our senior unsecured obligations, payment of any amount on the notes is subject to our ability to pay our obligations as they become due.
If these fees and jli were included, the hypothetical returns and hypothetical payouts shown above would likely be lower. In addition, the following table and examples assume a Starting Underlying Level vu the Lesser Performing Underlying of and an Interest Rate of 7. This commission includes the projected profits that our affiliates expect to realize, some of which may be allowed to other unaffiliated dealers, for assuming risks inherent in hedging our obligations under the notes.
If these notes had a non-contingent buffer feature, under the same scenario, you would have received the full principal amount of your notes plus accrued and unpaid interest at maturity.
However, if the notes are not automatically called, a Trigger Event has occurred and the Ending Underlying Level of either Underlying is less than the Starting Underlying Level of such Underlying, you could lose the entire principal amount of your notes. Because other dealers are not likely to make a secondary market for the notes, the price at which by may be able to trade your notes is likely to depend on the price, if any, at which JPMS is willing to buy the notes.
The notes will be automatically called if the closing level of each Underlying on dzw relevant Call Date is greater than the applicable Starting Underlying Level.
You should read this term sheet together with the prospectus dated November 14,as supplemented by the prospectus supplement dated November 14, relating to our Series E medium-term notes of which these notes are a part, and the more detailed information contained in product supplement no. Term sheet To prospectus dated November 14,prospectus supplement dated November 14,product supplement no.
We make no representation or warranty as to the accuracy or completeness of information obtained from Bloomberg Financial Markets.