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Key Terms and Assumptions. Neither a market disruption event nor a non-trading day occurs on the originally scheduled determination date. No change in or affecting any of the underlier stocks or the method by which the underlier sponsor calculates the underlier. Notes purchased on original issue date at the face amount and held to the stated maturity date. Moreover, we have not yet set the initial underlier level that will serve as the baseline for determining the underlier return and the amount that we will pay on your notes, if any, at maturity.

We will not do so until the trade date. As a result, the actual initial underlier level may differ substantially from the underlier level prior to the trade date and may be higher or lower than the actual closing level of the underlier on the trade date. For these reasons, the actual performance of the underlier over the life of your notes, as well as the amount payable at maturity, if any, may bear little relation to the hypothetical examples shown below or to the historical underlier levels shown elsewhere in this pricing supplement.

Before investing in the offered notes, you should consult publicly available information to determine the levels of. Also, the hypothetical examples shown below do not take into account the effects of applicable taxes. Because of the U. The levels in the left column of the table below represent hypothetical final underlier levels and are expressed as percentages of the initial underlier level. The amounts in the right column represent the hypothetical payment amounts, based on the corresponding hypothetical final underlier level expressed as a percentage of the initial underlier level , and are expressed as percentages of the face amount of a note rounded to the nearest one-thousandth of a percent.

Thus, a hypothetical payment amount of If, for example, the final underlier level were determined to be As a result, if you purchased your notes on the original issue date at the face amount and held them to the stated maturity date, you would lose In addition, if the final underlier level were determined to be As a result, if you held your notes to the stated maturity date, you would not benefit from any increase in the final underlier level over The following chart also shows a graphical illustration of the hypothetical payment amounts expressed as a percentage of the face amount of your notes that we would pay on your notes on the stated maturity date, if the final underlier level expressed as a percentage of the initial underlier level were any of the hypothetical levels shown on the horizontal axis.

The chart shows that any hypothetical final underlier level expressed as a percentage of the initial underlier level of less than The chart also shows that any hypothetical final underlier level expressed as a percentage of the initial underlier. The payment amounts shown above are entirely hypothetical; they are based on market prices for the underlier stocks that may not be achieved on the determination date and on assumptions that may prove to be erroneous.

The actual market value of your notes on the stated maturity date or at any other time, including any time you may wish to sell your notes, may bear little relation to the hypothetical payment amounts shown above, and these amounts should not be viewed as an indication of the financial return on an investment in the offered notes.

The hypothetical payment amounts on notes held to the stated maturity date in the examples above assume you purchased your notes at their face amount and have not been adjusted to reflect the actual issue price you pay for your notes. The return on your investment whether positive or negative in your notes will be affected by the amount you pay for your notes.

If you purchase your notes for a price other than the face amount, the return on your investment will differ from, and may be significantly lower than, the hypothetical returns suggested by the above examples. We cannot predict the actual final underlier level or what the market value of your notes will be on any particular trading day, nor can we predict the relationship between the underlier level and the market value of your notes at any time prior to the stated maturity date.

The actual amount that you will receive, if any, at maturity and the rate of return on the offered notes will depend on the actual initial underlier level, cap level and maximum settlement amount we will set on the trade date and the actual final underlier level determined by the calculation agent as described above.

Moreover, the assumptions on which the hypothetical returns are based may turn out to be inaccurate. Consequently, the amount of cash to be paid in respect of your notes, if any, on the stated maturity date may be very different from the information reflected in the table and chart above.

Your notes are a riskier investment than ordinary debt securities. Also, your notes are not equivalent to investing directly in the underlier stocks, i. You should carefully consider whether the offered notes are suited to your particular circumstances. In addition to the factors discussed above, the value or quoted price of your notes at any time, however, will reflect many factors and cannot be predicted.

These changes may adversely affect the market price of your notes, including the price you may receive for your notes in any market making transaction. In addition, even if our creditworthiness does not decline, the value of your notes on the trade date is expected to be significantly less than the original issue price taking into account our credit spreads on that date.

Furthermore, if you sell your notes, you will likely be charged a commission for secondary market transactions, or the price will likely reflect a dealer discount. You can lose your entire investment in the notes. Thus, you may lose your entire investment in the notes, which would include any premium to face amount you paid when you purchased the notes.

Also, the market price of your notes prior to the stated maturity date may be significantly lower than the purchase price you pay for your notes. Consequently, if you sell your notes before the stated maturity date, you may receive far less than the amount of your investment in the notes. You will not receive any interest payments on your notes.

As a result, even if the amount payable for each of your notes on the stated maturity date exceeds the face amount of your notes, the overall return you earn on your notes may be less than you would have earned by investing in a non-indexed debt security of comparable maturity that bears interest at a prevailing market rate. Your ability to participate in any change in the value of the underlier over the life of your notes will be limited because of the cap level, which will be set on the trade date and is expected to be between Skip to main content Skip to table of contents.

Advertisement Hide. This service is more advanced with JavaScript available. Landscapes and Landforms of the Lesser Antilles. Editors view affiliations Casey D. Front Matter Pages i-xx.

Small Islands, Intriguing Landscapes. Pages Geologic and Tectonic Background of the Lesser Antilles. Travis Garmon, Casey D. Allen, Kaelin M. The Virgin Islands. Kaelin M. As a result, an index constituent that appears to violate the criteria for addition to the Index will not be deleted unless ongoing conditions warrant a change in the composition of the Index.

Computation of the Index. The initial divisor is set to have a base index value of 1, on December 17, The index value is calculated as the index market value divided by the index divisor:. In order to maintain index series continuity, the divisor is also adjusted at each rebalancing. At each quarterly rebalancing, the stocks underlying the Index are initially equally-weighted using closing prices as of the second Friday of the last month of the quarter as the reference price.

All excess weight is redistributed across the Index to the uncapped component stocks. If necessary, a final adjustment is made to ensure that no stock in the Index has a weight greater that 4. This step of the iterative weighting process may force the weight of those stocks limited to their maximum basket liquidity weight to exceed that weight.

In such cases, the Index sponsor will make no further adjustments. If the Index contains exactly 22 companies as of the rebalancing effective date, the Index will be equally weighted without basket liquidity constraints. The membership of the Index is reviewed quarterly.

Rebalancing occurs after the closing on the third Friday of the quarter ending month. The reference date for additions and deletions is after the closing of the last trading date of the previous month. Unless a constituent deletion causes the number of companies in the Index to fall below 22, no addition will be made to the Index until the next rebalancing.

At that time, the entire Index will be rebalanced based on all eligibility criteria, including the minimum number of companies. If a constituent deletion causes the number of companies in the Index to fall below 22, an addition is made assuming the weight of the dropped stock. No Index adjustment will be made when there are share changes between quarterly share adjustments. In case of GICS changes, where a company does not belong to the oil and gas exploration and production sub-industry after the classification change, it is removed from the Index at the next rebalancing.

In case of a spin-off, generally both the parent company and spin-off companies will remain in the Index until the next rebalancing, regardless of whether they conform to the theme of the Index. When there is no market-determined price available for the spin-off company, the spin-off company is added to the Index at zero price at the close of the day before the ex-date.

In case of stock dividend, stock split or reverse stock split, the Index Shares are multiplied by and price is divided by the split factor. Share issuance, share repurchase, equity offering or warrant conversion will not cause an Index adjustment. When special dividends are paid, the price of the stock making the special dividend payment is reduced by the per share special dividend amount after the close of trading on the day before the dividend ex-date.

The following graph shows the monthly historical performance of the Index in the period from January through June We obtained this historical data from Bloomberg L. We have not independently verified the accuracy or completeness of the information obtained from Bloomberg L. On the pricing date, the closing level of the Index was 5, Historical Performance of the Index. This historical data on the Index is not necessarily indicative of the future performance of the Index or what the value of the notes may be.

Any historical upward or downward trend in the level of the Index during any period set forth above is not an indication that the level of the Index is more or less likely to increase or decrease at any time over the term of the notes.

Before investing in the notes, you should consult publicly available sources for the levels and trading pattern of the Index. There is no assurance that investment products based on the Index will accurately track index performance or provide positive investment returns. It is possible that this trading activity will affect the value of the Index and the notes.

Supplement to the Plan of Distribution. We will deliver the notes against payment therefor in New York, New York on a date that is greater than three business days following the pricing date. Under Rule 15c of the Securities Exchange Act of , trades in the secondary market generally are required to settle in three business days, unless the parties to any such trade expressly agree otherwise. Accordingly, purchasers who wish to trade the notes more than three business days prior to the original issue date will be required to specify alternative settlement arrangements to prevent a failed settlement.

The notes will not be listed on any securities exchange. In the original offering of the notes, the notes will be sold in minimum investment amounts of units. Any such price may be higher than or lower than the initial estimated value of the notes. The distribution of the Note Prospectus in connection with these offers or sales will be solely for the purpose of providing investors with the description of the terms of the notes that was made available to investors in connection with their initial offering.

Secondary market investors should not, and will not be authorized to, rely on the Note Prospectus for information regarding Credit Suisse or for any purpose other than that described in the immediately preceding sentence. Structuring the Notes. The notes are our debt securities, the return on which is linked to the performance of the Index. As is the case for all of our debt securities, including our market-linked notes, the economic terms of the notes reflect our actual or perceived creditworthiness at the time of pricing.

In addition, because market-linked notes result in increased operational, funding and liability management costs to us, the internal funding rate we use in pricing market-linked notes is typically lower than a rate reflecting the yield on our conventional debt securities of similar maturity in the secondary market. Because we use our internal funding rate to determine the value of the theoretical bond component, if on the pricing date our internal funding rate is lower than our secondary market credit rates, the initial estimated value of the notes will be higher than if the initial estimated value was based our secondary market credit rates.

The economic terms of the notes and their initial estimated value depend in part on the terms of these hedging arrangements. Material U. Federal Income Tax Considerations. The following discussion is a brief summary of material U. There are no statutory provisions, regulations, published rulings, or judicial decisions addressing the characterization for U.

Thus, the characterization of the notes is not certain. In the absence of an administrative or judicial ruling to the contrary and pursuant to the terms of the notes, you agree with us to treat the notes, for U. The balance of this discussion assumes that the notes will be treated as prepaid financial contracts.

You should be aware that such characterization of the notes is not certain, nor is it binding on the U. Thus, it is possible that the IRS would seek to characterize your notes in a manner that results in tax consequences to you that are different from those described below or in the accompanying product supplement.

We are not responsible for any adverse consequences that you may experience as a result of any alternative characterization of the notes for U.

You should consult your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of the notes for U. If the notes are treated as prepaid financial contracts, a U. Holder as defined in the accompanying product supplement should generally recognize gain or loss upon the sale, exchange or maturity of its notes in an amount equal to the difference between the amount realized at such time and the U.

Such gain or loss generally should be long-term capital gain or loss if the notes have been held for more than one year. For notes with a term of one year or less, such gain or loss will be short-term capital gain or loss. You should consult your tax advisor concerning the U.

We have filed a registration statement including a product supplement, a prospectus supplement, and a prospectus with the SEC for the offering to which this term sheet relates.

The information in this preliminary pricing supplement is not complete and may be changed. This preliminary pricing supplement is not an offer to sell nor does it seek an offer to buy these securities in any jurisdiction where the offer or sale is not permitted. Subject determinatoon Completion. The Goldman Sachs Group, Inc. The notes will not bear interest. 4 non blondes songs free download the index return defined below is negative the final index level is less than the initial index levelyou determinatkon lose a determinatiion http 44 svt free fr jpg determination htm your investment in the notes and may lose your entire investment, depending on the performance of the index. To determine your payment at maturity, we will first calculate the percentage increase or decrease in the final index level determined on the determination date, subject to adjustment from the initial index level set on the trade date and may be higher or lower than the actual closing http 44 svt free fr jpg determination htm of the index on the trade datewhich we refer to as the index how to get ipvanish for free. The index return may reflect a positive return based on any increase in the index level http 44 svt free fr jpg determination htm the life of the notes or http 44 svt free fr jpg determination htm negative return based on any decrease in the index level over the life of the notes. The amount you will be paid on your notes on the stated maturity date will not be affected by the closing level of the index on any day other than the determination date. You could lose http 44 svt free fr jpg determination htm entire investment in the notes. In addition, the notes will not pay interest, and no other payments on your notes will be http 44 svt free fr jpg determination htm prior determinatiom the stated maturity date. Your investment in the notes involves certain rf. Original issue date settlement date :. The issue price, underwriting discount and net proceeds listed above relate to the notes we sell initially. We may decide to sell additional http 44 svt free fr jpg determination htm after determinaation date of this pricing supplement, at issue prices, underwriting discounts and net proceeds that differ from the amounts set forth above. The return whether positive or negative on your investment in notes will depend in part on the issue price you pay for such notes. Neither the Securities and Exchange Commission nor any other regulatory body has approved or detrmination of these securities or passed upon the accuracy or adequacy of this pricing supplement, the accompanying prospectus supplements or the accompanying prospectus. Any representation to the contrary is a criminal offense. The notes are not bank deternination and are not insured by the Federal Deposit Insurance Corporation or any other governmental ddetermination, nor are they obligations of, or guaranteed by, a bank. http 44 svt free fr jpg determination htm D http://www.​genericpills24h.com responsible for and have not participated in the determination of the prices, send you these documents if you so request by calling MLPF&S toll-free. Camiky strokesvthanksgiving. Don't miss the chance qo see her free online video sex chat show now!. http:// wKing David Primary School Sports Day (30).​jpg. 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