Prospectus Supplement for Index Linked Notes slide image

Prospectus Supplement for Index Linked Notes

Even if Index levels appreciate from the Initial Index Level during the term of the Notes, the market value of the Notes may not increase by a corresponding amount. It is also possible for the market value of the Notes prior to maturity to decline while Index levels appreciate. Extraordinary Events will affect the return on the Notes If an Extraordinary Event occurs, then the Bank may accelerate the calculation and payment of the return (if any) on the Notes. Unless otherwise specified in the relevant pricing supplement, in such case a holder of Notes will receive the Accelerated Value on such Notes and following such payment, no further payments will be made on such Notes. As a result, a holder of Notes may lose substantially all of his or her investment. See "Special Circumstances - Extraordinary Event". The Bank may be permitted to redeem the Notes prior to their maturity On the occurrence of an Extraordinary Event or as otherwise specified in the applicable pricing supplement for the Notes, the Bank may have the right to redeem the Notes prior to their maturity date. If the Bank redeems, or "calls" the Notes prior to their maturity, investments in the Notes will terminate and holders of such Notes will not be entitled to any appreciation in Index levels or any regular payment of interest or principal, if applicable, after such redemption. Unless the redemption feature of the Notes is expressed in the applicable pricing supplement to be mandatory or automatic upon the occurrence of specified events, there is no assurance that the Bank will exercise any right of early redemption that it may have. Risk Factors Relating to Conflicts of Interest The Bank's other business activities may create conflicts of interest The Bank and its affiliates expect to engage in trading activities related to underlying interests, which activities will not be for the account of holders of the Notes and will not be undertaken on behalf of such holders. These trading activities may present a conflict between a holder's interest in the Notes and the Bank's or its affiliates' interests in proprietary accounts and in facilitating transactions (including options and other derivatives transactions) for customers and in accounts under the management of the Bank's or its affiliates' management. These trading activities could influence the level, value or price of underlying interests or the Indices in a manner adverse to the interests of holders of the Notes. The Bank and its affiliates may, at present or in the future, engage in business with the issuers of underlying interests, including making loans to or providing advisory services (including investment banking and merger and acquisition advisory services). These activities may present a conflict between the Bank and its affiliates', interests and the interests of holders of the Notes. Moreover, the Bank and its affiliates may have published, or in the future may publish, research reports with respect to the issuers of underlying interests. This research may be modified from time to time without notice and may express opinions or make recommendations that are inconsistent with purchasing or holding the Notes. Advisors at Scotia Capital Inc. or advisors at other dealers may request and may negotiate the terms of certain Notes on behalf of their clients, including any fees payable to such advisors under the Notes, which may pose a potential conflict of interest between the advisors and their clients. Any of these activities by the Bank or its affiliates or the dealers may affect the level, price or value of the underlying interests or the Indices and, therefore, the market value of the Notes. The Bank will carry on business including with respect to its dividend policy without regard to the effect that its decisions may have on the Notes. See "Dealings in Underlying Interests". Trading and other transactions by the Bank or its affiliates in underlying interests or derivative products on underlying interests or indices may adversely affect the market value of the Notes The Bank or one or more of its affiliates may hedge the Bank's obligations under the Notes by purchasing or selling underlying interests, or futures contracts, options or other derivatives relating to underlying interests or Indices, and the Bank may adjust these hedges by, among other things, purchasing or selling PROD-SUP-ILN-13
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