PS-2| Structured Investments
Auto Callable Contingent Interest Notes Linked to the MerQube US Large-
Cap Vol Advantage Index
Key Terms Relating to the Review Dates and Interest Payment Dates
Review Dates*: September 27, 2024, October 28, 2024,
November 27, 2024, December 27, 2024, January 27, 2025,
February 27, 2025, March 27, 2025, April 28, 2025, May 27,
2025, June 27, 2025, July 28, 2025, August 27, 2025,
September 29, 2025, October 27, 2025, November 28,
2025, December 29, 2025, January 27, 2026, February 27,
2026, March 27, 2026, April 27, 2026, May 27, 2026, June
29, 2026, July 27, 2026, August 27, 2026, September 28,
2026, October 27, 2026, November 27, 2026, December 28,
2026, January 27, 2027, March 1, 2027, March 29, 2027,
April 27, 2027, May 27, 2027, June 28, 2027, July 27, 2027,
August 27, 2027, September 27, 2027, October 27, 2027,
November 29, 2027, December 27, 2027, January 27, 2028,
February 28, 2028, March 27, 2028, April 27, 2028, May 30,
2028, June 27, 2028, July 27, 2028, August 28, 2028,
September 27, 2028, October 27, 2028, November 27,
2028, December 27, 2028, January 29, 2029, February 27,
2029, March 27, 2029, April 27, 2029, May 29, 2029, June
27, 2029, July 27, 2029 and August 27, 2029 (final Review
Date)
Interest Payment Dates*: October 2, 2024, October 31,
2024, December 3, 2024, January 2, 2025, January 30,
2025, March 4, 2025, April 1, 2025, May 1, 2025, May 30,
2025, July 2, 2025, July 31, 2025, September 2, 2025,
October 2, 2025, October 30, 2025, December 3, 2025,
January 2, 2026, January 30, 2026, March 4, 2026, April 1,
2026, April 30, 2026, June 1, 2026, July 2, 2026, July 30,
2026, September 1, 2026, October 1, 2026, October 30,
2026, December 2, 2026, December 31, 2026, February 1,
2027, March 4, 2027, April 1, 2027, April 30, 2027, June 2,
2027, July 1, 2027, July 30, 2027, September 1, 2027,
September 30, 2027, November 1, 2027, December 2,
2027, December 30, 2027, February 1, 2028, March 2,
2028, March 30, 2028, May 2, 2028, June 2, 2028, June 30,
2028, August 1, 2028, August 31, 2028, October 2, 2028,
November 1, 2028, November 30, 2028, January 2, 2029,
February 1, 2029, March 2, 2029, April 2, 2029, May 2,
2029, June 1, 2029, July 2, 2029, August 1, 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