Prospectus Supplement for Index Linked Notes slide image

Prospectus Supplement for Index Linked Notes

Description of Index Linked Notes The following terms and conditions, subject to completion and amendment and as supplemented or varied as specified in the applicable pricing supplement, will be applicable to index linked Notes. The applicable pricing supplement in relation to any particular Notes offering may specify other terms and conditions which will, to the extent so specified or to the extent inconsistent with the following conditions, replace or modify the following conditions for the purposes of such Notes. Indices Notes issued pursuant hereto will be linked to a particular index or a basket of indices which will be specified in the relevant pricing supplement. If the return on the Notes is linked to a basket of indices, the relevant pricing supplement will indicate the relative weighting of each index in the basket and any other compositional or weighting factors relevant to such basket. In this product supplement, references to "Indices" means one or more indices to which the Notes are linked as specified in the applicable pricing supplement, and references to an "Index" means any one of the Indices (including an AR Index and a Target Index as herein defined). References herein to "underlying interests" are to the securities or other interests that comprise an Index or a Target Index. References to an "Index Sponsor" or "Index Sponsors" are to the public sponsor or sponsors of the Indices to which the Notes are linked as specified in the applicable pricing supplement. Unless otherwise specified in a pricing supplement in respect of the Notes, the Bank is not, and is not related to, any Index Sponsor. To the extent the Bank is not, and is not related to, an Index Sponsor: (a) the Notes are not issued, endorsed, sponsored or promoted by and are not financial or legal obligations of such Index Sponsor; (b) the trade names, service marks, trademarks or registered trademarks of such Index Sponsor are the property of their owner; (c) neither the Bank nor any Investment Dealer makes any representation or warranty as to the accuracy or completeness of information regarding the Index or the Index Sponsor; (d) neither the Bank nor any Investment Dealer has participated in the preparation of publicly available information or made any due diligence inquiry with respect to the Index or the Index Sponsor; (e) the Index Sponsor makes no warranties and bears no liabilities with respect to the Notes or the administration or operation of the Notes; (f) the Notes have not been reviewed by the Index Sponsor as to their legality or their suitability for investment; and (g) neither the Bank nor any Investment Dealer can give any assurance that all events occurring prior to the date of the relevant pricing supplement that would affect the levels of the Index or the value of the underlying interests (and therefore the level of the Index at the time the Notes are priced) have been publicly disclosed. Subsequent disclosure of any such events or the disclosure of or failure to disclose material events concerning the Index, an Index Sponsor or the underlying interests could affect the amounts that may be payable on the Notes and therefore the market value of the Notes in a secondary market, if any. Information regarding an Index and Index Sponsor may be obtained from various public sources including, the Index Sponsor's website and other sources publicly disseminated by an Index Sponsor. Where the Bank is not, and is not related to, an Index Sponsor, any and all information regarding such Index Sponsor and PROD-SUP-ILN-2
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