§ The Observation Dates will occur approximately one year and two years after the pricing date § Automatic call of the notes per unit at $10.00 plus the applicable Call Premium ($1.105 on the first Observationĭate and $2.21 on the second Observation Date) if the Basket is flat or increases above 100% of the Starting Value on the relevant § Maturity of approximately three years, if not called prior to maturity Market-Linked Step Up Notes Linked to an International Equity Index Basket Product Supplement EQUITY INDICES SUN-1 dated August 4, 2015)