Prospectus Supplement for Index Linked Notes
the Indices it sponsors included in any pricing supplement will be derived from such publicly available
information. The Bank and the Investment Dealers are not responsible for an unrelated Index Sponsor's
public disclosure of information on itself or the relevant Index, whether contained in filings made with a
securities regulator or otherwise.
The inclusion or exclusion of underlying interests in an Index is not a recommendation by the Bank or any
Investment Dealer to invest in or divest such underlying interests. The Bank and any Investment Dealer
appointed in respect of the offering of the Notes makes no representation as to the performance of any
Index or its underlying interests. A prospective investor should undertake such independent investigation
of an Index and its underlying interests as the investor considers necessary in order to make an informed
decision as to the merits of an investment in the Notes.
Maturity Date
The maturity date for the Notes will be specified in the relevant pricing supplement. The Bank will redeem
the Notes on their maturity date, subject to (i) early redemption or call rights, which will be specified in the
applicable pricing supplement, or (ii) redemption under Extraordinary Event (as defined below), which
includes a Market Disruption Event in certain circumstances. See "Special Circumstances - Extraordinary
Event" and "Special Circumstances Market - Disruption Event".
Amounts Payable
The return on the Notes, if any, will be based on the performance of the Indices to which the Notes are
linked determined as specified in the applicable pricing supplement. The performance of each Index will
be measured from the level of the Index at another one or more points in time and may be based on an
average of measurements of the level of the Index made at various points in time, or on the lowest
measurement of the level of the Index during a period of time, to the level of the Index at a subsequent
point in time, in each case determined as specified in the applicable pricing supplement. Measurement of
Index levels may be determined by reference to closing levels of the Indices or determined in accordance
with a specified formula or other method of calculation and may occur at one or more intervals over the
term of the Notes, all as specified in the applicable pricing supplement. Measurement of any other factors
relating to the Indices relevant to payments that may be made on the Notes from time to time will be
determined as specified in the applicable pricing supplement. The percentage change in an Index level over
the measurement period, and in turn, the return on the Notes, may be zero, positive or negative.
The return on the Notes will be determined in the manner described in the applicable pricing supplement
and may be paid at maturity or at various times over the term of the Notes, all as specified in the applicable
pricing supplement. The specific formula for determining the return on the Notes will be set out in the
applicable pricing supplement for such Notes. The return on the Notes will depend on the change and/or
percentage change in Index levels over the term of the Notes and may be:
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enhanced by a participation rate which may amplify, maintain or reduce the return on the Notes;
subject to an upper limit or cap;
subject to a lower limit or floor;
subject to such other variables or methods of calculation as described in the applicable pricing
supplement; or
reduced by an amount attributed to withholding taxes on dividends or other distributions paid on
the underlying interests.
Changes in Index levels during the term of the Notes may not be reflected in the calculation of the return
on the Notes. The Calculation Agent (as defined in the Prospectus) will calculate the return by comparing
the Index level only at one or more points in time relative to the Index level at one or more subsequent
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