OTC Structured Product Risk Disclosures

Daily Accumulator No Knock-Out 100% with Daily Double-Up


Daily Accumulator No Knock-Out 100% with Daily Participation Cap

Daily Accumulator No Knock-Out 100% with Daily Participation Floor

Daily Accumulator No Knock-Out 100% with Knock-In Euro Double-Up


Daily Accumulator No Knock-Out 50% - 50% Upfront with Daily Double-Up


Daily Accumulator No Knock-Out 50% - 50% Upfront with Daily Knock-In Double-Up


Daily Accumulator No Knock-Out 50% - 50% Upfront with Euro Double-Up


Daily Accumulator No Knock-Out 50% - 50% Upfront with Euro Knock-In Double-Up


Daily Accumulator No Knock-Out 50% with Daily Double-Up


Daily Accumulator No Knock-Out 50% with Daily Participation Cap

Daily Accumulator No Knock-Out 50% with Daily Participation Floor

Daily Accumulator No Knock-Out 50% with Euro Double-Up


Daily Accumulator with Daily Double-Up and Guaranteed Quantity


Daily Accumulator with Daily Double-Up and Knock-Out


Daily Accumulator with Euro Double-Up and Guaranteed Quantity


Daily Accumulator with Euro Double-Up and Knock-Out


Daily Average Swap


Daily Cash Accumulator with Knock-In Euro Double-Up


Daily Collar with Daily Double-Up


Daily Collar with Euro Double-Up


Daily Collar with No Double Up


Daily Flex Advantage


Daily Flex Advantage with Bullet Option


Daily Laddered Accumulator No Knock-Out 100 Percent with Euro Double-Up


Daily Range with Daily Double-Up


Daily Range with Euro Double-Up


Daily Range with Knock-In Daily Double-Up


Daily Range with Knock-In Euro Double-Up


FX Accumulator


FX Accumulator No Knock Out 100% with Euro Double Up


FX Accumulator No Knock Out 100% with Weekly Double Up


FX Accumulator with Euro Double Up


FX Accumulator with Guaranteed Quantity & Knock-In Euro Double Up – End Date Settlement Version


FX Accumulator with Guaranteed Quantity & Knock-In Euro Double Up – End Date Settlement Version


FX Accumulator with Guaranteed Quantity & Knock-Out Euro Double-Up – End Date Settlement Version


FX Accumulator with Weekly Double Up


FX Range with Euro Double Up – End Date Settlement Version


FX Range with Knock-In Euro Double Up – End Date Settlement Version


FX Range with Weekly Double Up – End Date Settlement Version


Weekly Accumulator No Double-Up with Knock-Out


Weekly Accumulator No Knock-Out 100 Percent with Weekly Double-Up


Weekly Accumulator No Knock-Out 100% with Euro Double-Up


Weekly Accumulator No Knock-Out 100% with Weekly Participation Cap

Weekly Accumulator No Knock-Out 100% with Weekly Participation Floor

Weekly Accumulator No Knock-Out 50% - 50% Upfront with Euro Double-Up


Weekly Accumulator No Knock-Out 50% - 50% Upfront with Euro Knock-In Double-Up


Weekly Accumulator No Knock-Out 50% - 50% Upfront with Euro Knock-In Double-Up


Weekly Accumulator No Knock-Out 50% - 50% Upfront with Weekly Double-Up


Weekly Accumulator No Knock-Out 50% with Euro Double-Up


Weekly Accumulator No Knock-Out 50% with Weekly Double-Up


Weekly Accumulator No Knock-Out 50% with Weekly Participation Cap

Weekly Accumulator with Euro Double-Up and Knock-Out


Weekly Accumulator with Euro Double-Up Knock-Out and Guaranteed Quantity


Weekly Accumulator with Knock-In Euro Double-Up and Guaranteed Quantity


Weekly Accumulator with Weekly Double-Up and Knock-Out


Weekly Accumulator with Weekly Double-Up Knock-Out and Guaranteed Quantity


Weekly Cash Accumulator with Knock-In Euro Double-Up


Weekly Collar with Euro Double-Up


Weekly Collar No Double Up


Weekly Collar with Weekly Double-Up


Weekly Flex Advantage


Weekly Flex Advantage with Bullet Option


Weekly Laddered Accumulator No Knock-Out 100% with Euro Double-Up


Weekly Laddered Accumulator with Euro Double-Up


Weekly Range with Euro Double-Up


Weekly Range with Knock-In Euro Double-Up


Weekly Range with Knock-In Weekly Double-Up


Weekly Range with Weekly Double-Up