PS-2| Structured Investments
Callable Contingent Interest Notes Linked to the Least Performing of the
Dow Jones Industrial Average
®
, the Russell 2000
®
Index and the S&P 500
®
Index
Key Terms Relating to the Review Dates and Interest Payment Dates
Review Dates*: September 16, 2024, October 14, 2024,
November 14, 2024, December 16, 2024, January 14, 2025,
February 14, 2025, March 14, 2025, April 14, 2025, May 14,
2025, June 16, 2025, July 14, 2025, August 14, 2025,
September 15, 2025, October 14, 2025, November 14,
2025, December 15, 2025, January 14, 2026, February 17,
2026, March 16, 2026, April 14, 2026, May 14, 2026, June
15, 2026, July 14, 2026, August 14, 2026, September 14,
2026, October 14, 2026, November 16, 2026, December 14,
2026, January 14, 2027, February 16, 2027, March 15,
2027, April 14, 2027, May 14, 2027, June 14, 2027, July 14,
2027, August 16, 2027, September 14, 2027, October 14,
2027, November 15, 2027, December 14, 2027, January 14,
2028, February 14, 2028, March 14, 2028, April 17, 2028,
May 15, 2028, June 14, 2028, July 14, 2028, August 14,
2028, September 14, 2028, October 16, 2028, November
14, 2028, December 14, 2028, January 16, 2029, February
14, 2029, March 14, 2029, April 16, 2029, May 14, 2029,
June 14, 2029, July 16, 2029 and August 14, 2029 (the “final
Review Date”)
Interest Payment Dates*: September 19, 2024, October
17, 2024, November 19, 2024, December 19, 2024,
January 17, 2025, February 20, 2025, March 19, 2025, April
17, 2025, May 19, 2025, June 20, 2025, July 17, 2025,
August 19, 2025, September 18, 2025, October 17, 2025,
November 19, 2025, December 18, 2025, January 20,
2026, February 20, 2026, March 19, 2026, April 17, 2026,
May 19, 2026, June 18, 2026, July 17, 2026, August 19,
2026, September 17, 2026, October 19, 2026, November
19, 2026, December 17, 2026, January 20, 2027, February
19, 2027, March 18, 2027, April 19, 2027, May 19, 2027,
June 17, 2027, July 19, 2027, August 19, 2027, September
17, 2027, October 19, 2027, November 18, 2027,
December 17, 2027, January 20, 2028, February 17, 2028,
March 17, 2028, April 20, 2028, May 18, 2028, June 20,
2028, July 19, 2028, August 17, 2028, September 19, 2028,
October 19, 2028, November 17, 2028, December 19,
2028, January 19, 2029, February 20, 2029, March 19,
2029, April 19, 2029, May 17, 2029, June 20, 2029, July 19,
2029 and the Maturity Date
* Subject to postponement in the event of a market disruption event
and as described under “General Terms of Notes — Postponement
of a Determination Date — Notes Linked to Multiple Underlyings”
and “General Terms of Notes — Postponement of a Payment Date”
in the accompanying product supplement