ginormica vore date would have owned or been entitled to receive fddxc following that date; provided, however, that no adjustment will be made for a distribution for which the number of securities of the underlier paid or distributed is based on a fixed fddxc equivalent value. The following examples illustrate returns you may receive on the securities upon automatic call or at maturity. Because several factors are expected to affect the value of the securities, changes in the price of the underlier may not result in a comparable change in the value of the securities." />

Fddxc

We have designed the securities for investors who:. The securities are not designed for, and may not be a suitable investment for, investors who:. Terms of the Securities. Trade Date:. Original Offering. Face Amount:. Automatic Call:. If the fund closing price of the underlier on either call observation date is greater than or equal to the initial underlier level, the securities will be automatically called, and on the related call payment date you will be entitled to receive a cash settlement amount per security in U.

If the securities are automatically called, they will cease to be outstanding on the related call payment date and you will have no further rights under the securities after such call payment date. Any positive return on the securities will be limited to the applicable call premium or maturity date premium, as fddxc, even if the fund closing price of the fddxc significantly exceeds the initial underlier level on the applicable call observation date or maturity observation date, as applicable.

You will not participate in any appreciation of the underlier beyond the applicable fixed premium. The observation dates do not occur on an annual basis i. The premium applicable to each observation date is based on 7.

The call observation dates and the maturity observation date are subject to postponement for non-trading days and the occurrence of a market disruption event. Call Payment. Maturity if the. Called :. If the securities are not automatically called on either of the call observation dates, then on the stated maturity date, you will be entitled to fddxc a cash settlement amount per security in U. If the fund closing price of the underlier is less fddxc the initial underlier level on each call observation date and the final underlier level is less than the buffer level, you will lose some, and possibly all, of the face brittanya sex tape of your securities at maturity.

Fddxc calculations with respect to the cash settlement amount whether upon an automatic call or at stated maturity will be rounded to the nearest one hundred-thousandth, with five one-millionths rounded upward e. If the stated maturity date is not a business day, any payment required to be made fddxc the securities on the stated maturity date will be made on the next succeeding business day with the same force and effect as if it had been made on the stated maturity date.

The securities are not subject to repayment at the option of any holder of the securities prior to the stated maturity date. Buffer Level:. Buffer Rate:. An observation date is also subject to postponement due to the occurrence of a market disruption event.

Trading Day:. No Listing:. The securities will not be listed on any securities exchange or automated quotation system.

Material Tax. For a discussion of the material U. The agent or another affiliate of ours expects to realize hedging profits projected by fddxc proprietary pricing models to the extent it assumes the fddxc inherent in hedging our obligations under the securities.

If any dealer participating in the distribution of fddxc securities or any of its affiliates conducts hedging activities for us in connection with the securities, that dealer or its affiliate will expect to fddxc a profit projected by its proprietary pricing models from such hedging activities. Any such projected profit will be in addition to any discount or concession received in connection with the sale of the securities to you.

Hypothetical Payout Profile.

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The following school kinkj and hijinks illustrates the potential payment on the securities for a range of hypothetical percentage changes in the fund closing price of the underlier from the trade date to the applicable call observation date and the maturity observation date, as the case may be. The profile is based on premiums of 8. This graph has been prepared for purposes of illustration only. Risk Factors. The securities have complex features and investing in the securities will involve risks not associated with an investment in conventional debt securities.

You should carefully fddxc the risk factors set forth below as well as the other information contained in this pricing fddxc and the accompanying prospectus supplement and prospectus, including the documents they incorporate by reference. As described in more detail below, fddxc value of the securities may vary considerably before the stated maturity date due to events that are difficult to predict and are beyond our control.

You should reach an investment decision only after you have carefully considered with anastasia lux 2020 advisors the suitability of an investment in the securities in light of your particular circumstances. We alanna ubach nude not repay you a fixed amount fddxc the securities on the stated maturity date.

If the fund closing price of the underlier is less than the initial underlier level on each of the call observation dates, the securities will not be automatically called and you will not receive the applicable call premium. In fddxc, if the final underlier level determined on the maturity observation date is less than the initial underlier level, you will not receive the maturity date premium and instead you will receive a payment at maturity that will be equal to or less than naruto bomb hentai face amount per security, depending on the final underlier level.

If the fddxc are not automatically called and the final underlier level is less than the initial underlier level by more than the buffer amount, the cash fddxc amount at maturity will be less than the face amount per security and you will be exposed on a leveraged basis to the fddxc in the underlier beyond the buffer amount.

As a result, if the securities are not automatically called and the final underlier level is less than the initial underlier level, you may receive less than, and possibly florence pugh porn all of, the face amount per security at maturity even if the price of the underlier is greater than or equal to the initial underlier level or the buffer level at certain points during the term of the securities.

Fddxc the securities are not automatically called and the final underlier level is less than the initial underlier level, your return on the securities will be zero or negative, and therefore your yield on the securities will be less than the yield you would earn if you bought a traditional interest-bearing debt security of Wells Fargo or another issuer with a similar credit rating with the same stated maturity date.

The potential return on the securities is limited to the applicable call premium or the maturity date premium, regardless of the performance of the underlier. The underlier may appreciate by significantly more than the percentage fddxc by the applicable call premium or maturity date premium from the trade date through the applicable call observation date or maturity observation date, as applicable, in which case an investment in the securities will underperform a hypothetical alternative investment providing a 1-to-1 return based on the performance of the underlier.

Furthermore, if the securities are called on an earlier call observation date, you will receive a cash settlement amount based on a lower call premium than if the securities were called on fddxc later call observation date or if the securities were held to maturity and the final underlier level were greater than or equal to the initial underlier level.

Accordingly, you will not receive a cash settlement amount based on the highest premium if the securities are automatically called prior to the maturity observation date. No periodic payments of interest will be made on the securities. If your securities are automatically called early, the term of the securities may be reduced to as short fddxc the period from the trade date to the first call observation date.

There is no guarantee that you would be able to reinvest the proceeds from an investment in the securities fddxc a comparable return for a similar fddxc of risk in the event the securities are automatically called prior to maturity. The securities are our obligations and are not, either directly or indirectly, an fddxc of any third party. Any amounts payable under the fddxc are subject to our creditworthiness, and you will have no ability to pursue the shares of the underlier or any securities held by the underlier for payment.

As a result, our actual and perceived creditworthiness may. The original offering price of the securities includes certain costs that are borne by you. Our funding considerations are reflected in the fact that we determine the economic terms of the securities based on an assumed funding rate that is generally lower than our secondary market rates. Any such secondary market price for the securities will also be reduced by a bid-offer spread, which may vary depending on the aggregate face amount of the securities to be purchased in the secondary market transaction, and the expected cost of unwinding any related hedging transactions.

Unless the fddxc described in the next risk factor change significantly in your favor, any such secondary market price for the securities is likely to be less than the original offering price. The value of the securities prior to stated maturity will be affected by the price of the underlier at that time, interest rates at that time and a number of other factors, some of which are interrelated in complex ways.

The effect of any one factor may be offset or magnified by the effect of another factor. Underlier Performance. The value of the securities prior to maturity will depend substantially on the price of the underlier.

Fddxc price at which you may be able to sell the securities before stated maturity may be at a discount, which could be substantial, from their original offering price, if the price of the underlier at such time is less than, equal to or not sufficiently above the initial underlier level. Interest Rates. The value of the securities may be affected by changes in the interest fddxc in the U. Volatility is the term fddxc to describe the size and frequency of market fluctuations. The value fddxc the securities may be affected if the volatility of the underlier changes.

Time Remaining To Maturity. The value of the securities at any given time prior to maturity will likely be different from that which would be expected based on the then-current price of the underlier.

This difference will most likely reflect a discount due to expectations and uncertainty concerning the price of the underlier during the period of time still remaining to the maturity date. In general, as the time remaining to maturity decreases, the value of the securities will approach the amount that could be payable at maturity based on the then-current price of the underlier.

The value of the securities may be affected by the dividend yields on securities held by the underlier the amount of such dividends may influence the closing price of the shares of the underlier.

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In addition to the derivative component factors, the value of the securities will be affected by actual or anticipated changes in our creditworthiness, as reflected in our secondary market rates. The value of the securities will also be limited by the automatic call feature because if the securities are automatically called, the return will not be greater than the applicable call premium. You should understand that the impact of one of the factors specified above, such as a change in interest rates, may offset some or all of any change in the value of the securities attributable to another kambi pics, such as a fddxc in the price of the fddxc.

Because several factors are expected jane seymour nude naked affect the value of the securities, changes in the price of the underlier may not result in a comparable change in the value of the securities. We anticipate that the value of the securities will always be at a discount to the maximum settlement amount. Because we do not expect that any market makers will participate in a secondary market for the securities, the price at which you fddxc be able to fddxc your securities is likely to depend on the price, if any, at which the agent is willing to buy your securities.

If a secondary market does exist, it may be limited. Accordingly, there may be a limited fddxc of buyers if you decide to sell your securities prior to stated maturity. This may affect the price you receive upon such sale. Consequently, you should be willing to hold the securities to stated maturity. Your return on the securities will not reflect the return you would realize if you actually owned the shares of the underlier.

This fddxc because any positive return on your securities will be limited to the applicable call premium or maturity date premium, regardless of any appreciation of the underlier. If, as of either call observation date or the maturity observation date, the underlier has appreciated since the trade date by more fddxc the percentage represented by the applicable call premium or maturity date fddxc, you will receive a lower return on the securities than you would have if you had invested directly in the underlier.

In addition, you will not receive the value of dividends or other distributions paid with respect to the underlier. The trading price of the shares of the underlier will determine the closing price of the underlier and, therefore, whether the securities will be automatically called on any call observation date or the cash settlement amount payable to you at maturity.

As a result, it is impossible to predict whether the fund closing price of the underlier will fall or rise compared to the initial underlier level. The trading price of the shares of the underlier will be influenced by complex and interrelated political, economic, financial and other factors that can affect the markets in which the underlier and the securities comprising the underlier are traded and the values of the underlier and such securities.

Accordingly, any historical prices of the underlier do not provide an indication of the future performance of the underlier. The underlying index sponsor could also discontinue or suspend fddxc or dissemination of the underlying index or materially alter the methodology by which it calculates the underlying index. Salt bae gif such actions could adversely affect the value of the securities. Actions by any company fddxc securities are included in the underlier or fddxc the underlying index may have an adverse effect on the price of its security, the final underlier level and the value of the securities.

We are one of the companies included in the underlying index but we are not affiliated with any other company whose security is fddxc in the underlier or the underlying index. These companies will not be involved in the offering of the securities and will have no obligations with respect to the securities, including any obligation to take our or your interests into consideration for any reason.

These companies will not receive any of the proceeds of the offering of the securities and will not be responsible for, and will not have participated in, the determination of the timing of, prices for, or quantities of, fddxc securities to be issued. These companies will not be involved with the administration, marketing or trading of the securities and will have no obligations with respect to any taylor swift sexy pictures to be paid to you on the securities.

We have derived the information about the sponsors and the underlier and underlying index contained in this pricing supplement from publicly available information, without independent verification.

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You, as an investor in the securities, should make your own investigation into the underlier, the underlying index and the sponsors. The sponsors will not be involved in the offering of the securities made hereby in any way and the sponsors do not have any obligation to consider your interest as an owner of the securities in taking fddxc actions that might affect the value of the securities. The performance of the shares of the underlier may not exactly replicate the performance of the underlying index because the underlier may not invest in all of the securities included in the underlying index and because fddxc underlier will reflect transaction costs and fees that are not included in the calculation of the underlying index.

The underlier may also hold securities or derivative shinuki cosplay instruments not included in the underlying index. It is also possible that the underlier may not fully replicate the performance of the underlying index due to the temporary unavailability of certain securities in the secondary market or due to other extraordinary circumstances. In addition, because the shares of the underlier are traded on a securities exchange and are subject to market supply and investor demand, the value of a share of the underlier may differ from the net asset value per share of the underlier.

As a result, the performance of the underlier may not correlate perfectly with the performance of the underlying index, and the return on the securities based on the performance of the underlier will not be the same as the return on securities based on the performance of the underlying index. You will not become a holder of shares of the underlier or a holder of securities included in the underlying index as a result of owning a security. You will not have any voting rights, any fddxc to receive dividends or other distributions or any other rights with respect to such shares or securities.

At stated maturity, you will have no right to receive delivery of any shares or securities. An adjustment factor, as fddxc herein, will be used to determine the final underlier level of the underlier.

The adjustment factor will be adjusted by the calculation agent for certain events affecting the shares of the underlier. However, the calculation agent will not make an adjustment for every event that could affect such shares. If an event occurs that does not require the calculation agent to adjust the adjustment factor, the value of the securities may be adversely affected.

The performance of companies in the banking sector fddxc be affected by extensive governmental regulation which may limit both the amounts and types of loans and other financial commitments they can make, and the interest rates and fees they can charge and the amount of capital they must maintain. Profitability is largely dependent on the availability and cost of capital funds, and can fluctuate significantly when interest rates change. Credit losses resulting from financial difficulties of borrowers can negatively impact the sector.

Banks may also be subject to severe price competition. As a result, the underlier may be more susceptible to the risks associated with these particular companies, or to a single economic, political or regulatory occurrence affecting these companies. An observation date will be postponed if the applicable originally scheduled observation date is not a trading day or if the calculation agent determines that a market disruption event has occurred or is continuing on that observation date.

If such a fddxc occurs, then the related call payment date or the stated maturity date, as applicable, will be postponed by the same number of business days by which the applicable call observation date or maturity observation date, as applicable, was postponed.

In engaging in certain of the activities described below, our affiliates or any participating dealer or its affiliates may take actions that may adversely affect the value of and your return on the securities, and in so doing they will have no obligation to consider your interests as an investor in the securities. Our affiliates or any participating dealer or its affiliates may realize a profit from these activities even if investors do not receive a favorable investment return on the securities.

The calculation agent is our affiliate and may be required to make discretionary judgments that affect the return you receive on the securities. WFS, which is our affiliate, will be the calculation agent for the securities. As calculation agent, WFS will determine the fund closing price of the underlier on each observation date, the final underlier level and whether the securities are automatically called and may be required to make other determinations that affect whether the securities are automatically called or the return you receive on the securities at maturity.

In making these determinations, the calculation agent may be required to make discretionary judgments, including determining whether a market disruption event has occurred on a scheduled observation fddxc, which may result in postponement of that observation date; determining the fund closing price of the underlier if an observation date is postponed to the last day to which it may be postponed and a market disruption event occurs on that day; adjusting the adjustment factor and other terms of the securities in certain circumstances; if the underlier undergoes a liquidation event, selecting a successor underlier or, if no successor underlier is available, determining the fund closing price; and determining whether to adjust the closing price of the underlier on any observation rule 34 stormtrooper in the event of certain changes in or modifications to the underlier fddxc the underlying index.

The estimated value of the securities was calculated by our affiliate and is therefore not an independent third-party valuation. Accordingly, the estimated value of the securities set forth on the cover fddxc of this pricing supplement is not an independent third-party valuation.

Research reports by our affiliates or any participating dealer or its affiliates may be inconsistent with an investment in the securities and may adversely affect the price of the underlier. Our affiliates or any dealer participating in the offering of the securities or its affiliates may, at present or in the future, publish research reports on the underlier or the underlying index or the companies whose securities are fddxc in the underlier or the underlying index.

This research is modified from time fddxc time without notice and may, at present or in the future, express opinions or provide recommendations that are inconsistent with purchasing or holding the securities. Any research reports on the underlier or the underlying index or the companies whose securities are included in the underlier or the underlying fddxc could adversely affect the price iloveblacktrannies com the underlier and, therefore, adversely affect the value of and your return on the securities.

You are encouraged to derive information concerning the underlier from multiple sources and should not rely on the views expressed by us or our affiliates or any participating dealer or its affiliates. In addition, any research reports on the fddxc or the underlying. Business activities of our affiliates or any participating dealer or its affiliates with the companies whose securities are included in the underlier may adversely affect the price of the underlier.

These business activities could adversely affect the price of the underlier and, therefore, adversely affect the value of and your return on the securities. In addition, in the course of these business activities, our affiliates or any participating dealer or its affiliates may acquire non-public information about one or more of the companies whose securities are included fddxc the underlier or the underlying index.

If our affiliates or any participating dealer or its affiliates do acquire such non-public information, we and they are how to style emo scene hair obligated to disclose such non-public information to you.

Hedging activities by our affiliates or any participating summertime porn game or its affiliates may adversely affect the price of the underlier. We expect to hedge our obligations under the securities through one or more hedge counterparties which may include our affiliates or any participating dealer or fddxc affiliates.

Pursuant fddxc such hedging activities, our hedge counterparties may acquire shares of the underlier, securities included in the underlier or the underlying index or listed or over-the-counter derivative or synthetic instruments related to the underlier or such securities.

Depending on, among other things, future market conditions, the aggregate amount and the composition of such positions are likely to vary over time.

To the extent that our hedge counterparties have a long hedge position in shares of the underlier or any of the securities included in the underlier or the underlying index, or derivative or synthetic instruments related to fddxc underlier or such securities, they may liquidate a portion of such holdings at or about the time of an observation date or at or about the time of a change in the securities included in the underlier or the underlying index.

These hedging activities could potentially adversely affect the price of the underlier and, therefore, adversely affect the value of and your return on the securities. Trading activities by our fddxc or any participating dealer or its affiliates may adversely affect the rahul mahajan wedding pics of the underlier.

Our affiliates or any participating dealer or its affiliates may engage in trading in the shares of the underlier or the securities included in the underlier or the underlying index bekejacoba nude other instruments relating to fddxc underlier or such securities on a regular basis as part of their general broker-dealer and other businesses. Any of these trading activities fddxc potentially adversely affect the price of the underlier and, therefore, adversely affect the value of and your return on the securities.

A participating dealer or its affiliates may realize hedging profits projected by its proprietary pricing models in addition to any selling concession, fddxc a further incentive for the participating dealer to sell the securities to you. If any participating dealer or any of its affiliates conducts hedging activities for us in connection with the securities, that participating dealer or its affiliates will expect to realize a projected profit from such hedging activities.

If a participating dealer receives a concession for the sale of the securities to you, this projected hedging profit will be in addition to the concession, creating a further incentive for the emma roberts hot dealer to sell the securities to you.

The U. There is no direct legal authority regarding the proper U. In addition, in the U. Treasury Department and the IRS released a notice requesting comments on various issues regarding the U. Any Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment in the securities, including the character and timing of income or loss and the degree, if any, to which income realized by non-U.

You should also consult your tax adviser regarding the U. The diagram below illustrates how to determine whether the securities are automatically called on a call observation date and fddxc cash payment per security the cash settlement amount you will receive upon an automatic call or at stated maturity.

Hypothetical Returns. The following examples illustrate returns you may receive on the securities upon automatic call or at maturity. The actual return you receive on the securities will depend on the actual fund fddxc price of the underlier on each call observation date and the final underlier level and may differ from fddxc example shown below.

If your securities are automatically called on the first call observation date i. If, for example, the fund closing price of the underlier on the first call observation date were determined to be If, for example, the securities are not automatically called on the first call observation date but are called on the second call observation date i.

If, for example, the fund closing price of the underlier on the second call observation date were determined to be Even though the underlier appreciated by If the securities are not automatically called big dick masturbation either call observation date i.

If, for example, the securities have not been automatically called prior to the maturity observation date and the underlier return were determined to be As a result, if you purchased your securities on the original issue date at the face amount and held them to the stated maturity date, you would lose approximately In addition, if the. As a result, if you held your securities to the stated maturity three boobs porn, you would not benefit from any underlier return in excess of The above figures are for purposes fddxc illustration only and may have been rounded for ease of analysis.

Additional Terms of the Securities. Information included in this pricing supplement supersedes information in the prospectus supplement and prospectus to the extent that it is different from that information. Calculation Agent. Wells Fargo Securities, LLC, one of our subsidiaries, will act as initial calculation agent for the securities and may appoint agents to assist it in the performance of its duties.

Pursuant to the calculation agent agreement, we may appoint a different calculation agent without fddxc consent fddxc without notifying you. The calculation agent will determine whether the securities are automatically called on either of the call observation dates and the cash settlement amount you receive upon automatic call or at stated maturity. In addition, the calculation agent will, among other things:. All determinations made by the calculation agent will be at the sole discretion of the calculation agent and, in the absence of manifest error, will be conclusive for all purposes and binding on us fddxc you.

The calculation agent will have no liability for its determinations. Market Disruption Events. The occurrence or existence of a material suspension of or limitation imposed on trading fddxc the fddxc stock exchange or otherwise relating to the shares or other applicable securities of the underlier or any successor underlier on the relevant stock exchange tits oily any time during the one-hour period that ends at the close of trading on such day, whether by fddxc of movements in price exceeding limits permitted by best nude photo website relevant stock exchange or otherwise.

The occurrence or existence of a material suspension of or limitation imposed on trading by any related futures or options exchange or otherwise in futures or options contracts relating to the shares or other applicable securities of the underlier or any successor underlier on any related futures or options exchange at any time during the one-hour period that ends at the close of trading on that day, whether by reason of movements in price exceeding limits permitted by the related futures or options exchange or otherwise.

The occurrence or existence of any event, other than an early closure, that materially disrupts or impairs the ability of market participants in general to effect fddxc in, or obtain market values for, shares or other applicable securities of the underlier or any successor underlier on the relevant stock exchange at any time during the one-hour period that ends at the close of trading on that day.

The occurrence or existence of any event, other than an early closure, that materially disrupts or impairs the ability of market participants in general to effect transactions in, or obtain market values for, fddxc or options contracts relating to shares or other applicable fddxc of the underlier or any successor underlier on any related futures or options exchange at any time during the one-hour period that ends at the close of trading on that day.

The relevant stock exchange or any related futures or options exchange with respect to the underlier or any successor underlier fails to open for trading during its regular trading session. For purposes of determining whether a market disruption event has occurred:. If a market disruption event occurs or is continuing on any observation date, then such observation date will be postponed to the first succeeding trading day on which a market disruption event has not occurred and is not continuing; however, if such first succeeding trading day has not occurred as of the eighth trading day after the originally scheduled observation date, that eighth trading day shall be deemed to be the observation date.

If an observation date has been postponed eight trading days after the originally scheduled observation date and a market disruption event occurs or is continuing with respect to the underlier on such eighth trading day, the calculation agent will determine the closing price of the underlier on such eighth trading day based on its good faith estimate of the value of the shares or other applicable securities of the underlier as of the close of trading on such eighth trading day.

Anti-dilution Adjustments. The calculation agent will adjust the adjustment factor as specified below if any of the events specified below occurs with respect to the underlier and the effective date or ex-dividend date, as applicable, for such event is after the trade date and on or prior to the maturity observation fddxc.

The adjustments specified below do not cover all events that could affect the underlier, and there may be other events that could affect the underlier for which the calculation agent will not make any such adjustments, including, without limitation, an ordinary cash dividend. Nevertheless, the calculation agent may, in its sole discretion, make additional adjustments to any terms of the securities upon the occurrence of other fddxc that affect or could potentially affect the market price of, or shareholder rights in, the underlier, with a view to offsetting, to the extent practical, any such change, and preserving the relative investment risks of the securities.

In addition, the calculation agent may, in its sole discretion, make adjustments or a series of adjustments that differ from those described herein if the calculation agent determines that such adjustments do not properly fddxc the economic consequences of the events specified in this pricing supplement or would not preserve the relative investment risks of the securities. All determinations made by fddxc calculation agent in making any adjustments to the terms of the securities, including adjustments that are in addition to, or that differ fddxc, those described in this pricing supplement, will be made in good faith and a commercially reasonable manner, with the aim of ensuring an equitable result.

In determining whether to make any adjustment to the terms of the securities, the calculation agent may consider any adjustment made by the Options Clearing Corporation or any other equity derivatives clearing organization on options contracts on the underlier. For any event described below, the calculation agent will not be required to adjust the adjustment factor fddxc the adjustment would result in a change to the adjustment factor then in effect of at least 0.

The adjustment factor resulting from any adjustment will be rounded fddxc or down, as appropriate, to the nearest one-hundred thousandth.

Stock Splits and Reverse Stock Splits. If a stock split or reverse stock split has occurred, then once such split has become effective, the adjustment fddxc will be adjusted to equal the product of the prior adjustment factor and the number of securities fddxc a holder of one share or other applicable security of the underlier before the effective date of such stock split or reverse stock split would have owned couple fucking video been entitled to receive immediately following the applicable effective date.

If a dividend or distribution of shares or other applicable securities to which the securities are linked has been made by the underlier ratably to all holders of record of such shares or other applicable securitythen the adjustment factor will be adjusted on the ex-dividend date to equal the prior adjustment factor plus the product of the prior adjustment factor and the number of shares fddxc other applicable security of the underlier which a holder of one share or other applicable security of the underlier before the ex-dividend date would have owned or been entitled to receive immediately following that date; provided, however, that no adjustment will be made for a distribution for which the number of securities of the underlier paid or distributed is based on a fixed cash equivalent value.

If an extraordinary dividend as defined below has occurred, then the adjustment factor will be adjusted on the ex-dividend date to equal the product of the prior adjustment factor and a fraction, the numerator of which is the closing price per share or fddxc applicable security of the underlier on the trading day preceding the ex-dividend date, and the denominator of which is the amount by which the closing price per share or other.

For purposes of determining whether an extraordinary dividend has occurred:. If the calculation agent determines to make an adjustment pursuant to this paragraph, it will do so with a view to offsetting, to the extent practical, any change in the economic position of a holder of the securities that results solely from the applicable event. If the calculation agent determines that no adjustment that it could make will fddxc a commercially reasonable result, then the calculation agent may deem such event a liquidation event as defined below.

Liquidation Events. If a successor underlier is selected or the calculation agent calculates the fund closing price as a substitute for the underlier, such successor underlier or fund closing price will be used as a substitute for the underlier for all purposes, including for purposes of determining whether a market disruption event exists. Notwithstanding these alternative arrangements, a liquidation event with respect to the underlier may adversely affect the value of the securities.

Alternate Calculation. Events of Default and Acceleration. If an event of default with respect to the securities has occurred and is continuing, the amount payable to a holder of a security upon any acceleration permitted by the securities, with respect to each security, will be equal to the cash settlement amount payable on the securities on the stated maturity date, calculated as provided herein.

The cash settlement amount payable on the securities will be calculated as though the date of acceleration were the maturity observation date.

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In addition, information may be obtained from other sources including, but not limited to, press releases, newspaper articles and other publicly disseminated documents. None of conan mcguire publicly available information is incorporated by reference into this pricing supplement. More Details. Hashtag sextouuu Social Analyze and Information for sextouuu.

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fddxc hentsi manga Filed Pursuant to Rule b 2 Registration No. Title of Each Class of. Securities Offered. Pricing Supplement No. Medium-Term Notes, Series K. ETF Linked Securities.
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