![](https://www.sec.gov/Archives/edgar/data/1665650/000101376224002648/bg3.jpg)
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*: August 26, 2024, September 26, 2024,
October 28, 2024, November 26, 2024, December 26, 2024,
January 27, 2025, February 26, 2025, March 26, 2025, April
28, 2025, May 27, 2025, June 26, 2025, July 28, 2025,
August 26, 2025, September 26, 2025, October 27, 2025,
November 26, 2025, December 26, 2025, January 26, 2026,
February 26, 2026, March 26, 2026, April 27, 2026, May 26,
2026, June 26, 2026, July 27, 2026, August 26, 2026,
September 28, 2026, October 26, 2026, November 27,
2026, December 28, 2026, January 26, 2027, February 26,
2027, March 29, 2027, April 26, 2027, May 26, 2027, June
28, 2027, July 26, 2027, August 26, 2027, September 27,
2027, October 26, 2027, November 26, 2027, December 27,
2027, January 26, 2028, February 28, 2028, March 27,
2028, April 26, 2028, May 26, 2028, June 26, 2028, July 26,
2028, August 28, 2028, September 26, 2028, October 26,
2028, November 27, 2028, December 26, 2028, January 26,
2029, February 26, 2029, March 26, 2029, April 26, 2029,
May 29, 2029, June 26, 2029 and July 26, 2029 (final
Review Date)
Interest Payment Dates*: August 29, 2024, October 1,
2024, October 31, 2024, December 2, 2024, December 31,
2024, January 30, 2025, March 3, 2025, March 31, 2025,
May 1, 2025, May 30, 2025, July 1, 2025, July 31, 2025,
August 29, 2025, October 1, 2025, October 30, 2025,
December 2, 2025, December 31, 2025, January 29, 2026,
March 3, 2026, March 31, 2026, April 30, 2026, May 29,
2026, July 1, 2026, July 30, 2026, August 31, 2026, October
1, 2026, October 29, 2026, December 2, 2026, December
31, 2026, January 29, 2027, March 3, 2027, April 1, 2027,
April 29, 2027, June 1, 2027, July 1, 2027, July 29, 2027,
August 31, 2027, September 30, 2027, October 29, 2027,
December 1, 2027, December 30, 2027, January 31, 2028,
March 2, 2028, March 30, 2028, May 1, 2028, June 1, 2028,
June 29, 2028, July 31, 2028, August 31, 2028, September
29, 2028, October 31, 2028, November 30, 2028,
December 29, 2028, January 31, 2029, March 1, 2029,
March 29, 2029, May 1, 2029, June 1, 2029, June 29, 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