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Earthquake and Natural Disaster Countermeasures Conference 1991
Economic interests of the issuer, the calculation agent, the agent of the offering of the securities and other affiliates of the issuer may be different from those of investors. If the securities have not previously been redeemed and the final stock g112 is greater than or equal to the downside threshold level, the payment at maturity will also be the sum of the stated principal amount and the contingent quarterly payment with respect to the final determination date.
It is possible that the closing price of the underlying stock could be below the downside threshold level on most or all of the determination dates so that you will receive few or no contingent quarterly payments. Although the final stock price is less than the initial stock price, because the final stock price is still not less than the downside threshold level, you receive the stated principal amount g2112 a contingent quarterly payment with respect to the final determination date.
If you are not a United States person, you are urged to consult your tax adviser regarding the U. MSI, prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below. We have derived all disclosures contained in this document regarding the common stock of F2112 Energy Corporation from the publicly available documents described in the preceding paragraph, without dv verification. Dtv the securities are redeemed prior to maturity, you will receive no more contingent quarterly payments and may be forced to reinvest in a lower interest rate environment and may not be able to reinvest the proceeds from an investment in the securities at a comparable return for a similar level of risk.
Because the closing price is drf than or equal to the initial stock price on one of the first three determination dates, the securities are automatically redeemed following the relevant determination date. If the IRS were successful in asserting an alternative treatment for the securities, the timing and character of any income or loss on the securities could be materially affected.
In the event of any withholding, we will not be required to pay any additional amounts with respect to amounts so withheld. The historical performance of the underlying stock should not be taken as an indication of its future performance, and no assurance can be given as to the price of the underlying stock at any time, including on the determination dates. The hypothetical returns and hypothetical payments on the securities shown above apply only if you hold the securities for their entire term or until early redemption.
MSI and this communication if you so request by calling toll-free Valero also owns 10 ethanol plants in the central plains region of the United States that primarily produce ethanol, which it markets on a wholesale basis through a bulk marketing network.
You may revoke your offer to purchase the securities at any time prior to the time at which we accept such offer by notifying the applicable agent.
Japan – Postage stamps – – Earthquake and Natural Disaster Countermeasures Conference
If you do not earn sufficient contingent quarterly payments over the term of the securities, the overall return on the securities may be less than the amount that would be paid on a conventional debt security of the issuer of comparable maturity.
The notice focuses in particular on whether to require investors in these instruments to accrue income over the term of their investment. Because hedging our obligations entails risk and may be influenced by market forces beyond our control, this hedging may result in a profit that is more or less than expected, or it may result in a loss.
In Example 2the securities are automatically redeemed following the third determination date as the closing price on the third determination rdv is greater than the initial stock price. On any determination date other than the final determination datethe closing dev is greater than or equal to the initial stock price.
The term of your investment in the securities may be limited to as short as approximately three months by the automatic early redemption feature of the securities. In performing these duties, our economic interests and the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the securities. Valero Energy Corporation owns and operates petroleum refineries located in the Drg States, Canada, the United Kingdom and Aruba that produce conventional gasolines, premium gasolines, gasoline meeting the specifications of the California Air Resources Board CARBdiesel fuel, low-sulfur diesel fuel, ultra-low-sulfur diesel fuel, CARB diesel fuel, other distillates, jet fuel, asphalt, petrochemicals, lubricants and other refined products.
The record date for each contingent payment date is the date one business day prior to that contingent payment date. Determinations made by the calculation agent, including with respect to the occurrence or gg2112 of market disruption events, may affect the payment to you at maturity or whether the securities are redeemed early. The anti-dilution protection for the underlying stock is limited and may be discretionary.
No affiliation with Valero Energy Corporation. Please read this information in conjunction with the summary terms on the front cover of this document. The contingent quarterly payment is based solely on the closing prices on the specified determination dates.
Consequently, our use of an internal funding rate would have g2112 adverse effect on the terms of the securities and any secondary market prices of the securities. The secondary market price of the securities during their term will be impacted by a number of economic and market factors, which may either offset or magnify each other, aside from the selling commissions, projected hedging profits, if any, estimated hedging costs and the closing price of one share of the underlying stock, including: Valero markets branded and unbranded refined products on a wholesale basis dv the United States, Canada, the Caribbean, the United Kingdom and Ireland through a bulk and rack marketing network and through outlets that carry its brand names.
Your payment at maturity is calculated as follows: Fees and Commissions 2.
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If the securities are redeemed early, you will stop receiving contingent quarterly payments. Any sale by you prior to the maturity date could result in a substantial loss to you. The length of any such initial period reflects the structure of the securities, whether our affiliates expect to earn a profit in connection with our hedging activities, the estimated costs of hedging the securities and when these costs are incurred, as determined by JPMS.
Secondary trading may be limited. It is possible that these hedging or trading activities could result in substantial returns for us or our affiliates while the value of the securities declines. We may engage in business with or involving Valero Y2112 Corporation without 2g112 to your interests. We generally expect that some of the costs included in the original issue price of the securities will be partially paid back to you in connection with any repurchases of your securities by JPMS in an amount that will decline to zero over an initial predetermined period.
Investing in the securities involves a number of risks. The securities may be redeemed prior to maturity for the stated principal amount per security plus the applicable contingent quarterly payment, and the payment at maturity will vary depending on the final stock price, as follows: Additional Information about the Securities.
In addition, our business activities, including hedging and trading activities, could cause our economic interests to crv adverse to yours and could adversely affect any payment on the securities and the value of the securities.
The securities are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, dev are they obligations of, or guaranteed by, a bank.
Any actual or anticipated decline in our credit ratings or increase in the credit spreads determined by the market for taking our credit risk is likely to adversely affect the market value of the securities.