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The payments on the Notes will be based on the Official Closing Price of the Reference Asset on sewking Coupon Observation Dates, including the Final Valuation Date, subject to postponement for non-trading days and certain market disruption events. We will make such discretionary election and determine this temporary reimbursement period on the basis of a of factors, including the tenor of the Notes and any agreement we may have with the distributors of the Notes.
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I am a sweetheart. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities easily. This internal funding rate is typically lower than the rate we would use when we issue conventional fixed or floating rate debt securities.
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The Estimated Initial Value of the Notes, which will be determined by us on the Pricing Date, will be less than the price to public and may differ from the market value of the Notes in the secondary market, if any. These pricing models rely in part on certain forecasts about future events, which may prove to be incorrect.
The Estimated Initial Value will reflect our internal funding rate, which is the borrowing rate we pay to issue market-linked securities, as well as the mid-market value of the embedded derivatives in the Notes. The price to public takes into certain costs. The amount of our estimated costs which we effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such reimbursement at any time or revise the duration of the reimbursement period after the Original Issue Date of the securities based on changes in market conditions and other factors that cannot be predicted.
If we were to repurchase your Notes immediately after the Original Issue Date, the price you receive may be higher than the Estimated Initial Value of the Mww. In addition, if we were to use the rate we use for our conventional fixed or floating rate debt issuances, we would expect the economic terms of the Notes to be more favorable to you.
If you were to sell your Notes in the secondary market, if any, the price you would receive for your Notes may be less than the price you paid for them because secondary market prices will not take into these costs. Fir m looking for a man who may be fkr the same boat I am The securities are not insured or guaranteed by any governmental agency of the United States or any other jurisdiction.
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Seekinb you were to sell your securities in the secondary market, if any, the price you would receive for your securities may be less than the price you paid for them because secondary market prices will not take into these costs. Any sale of the securities prior to maturity could result in a loss to you. The price to public takes into certain costs. As a result of the difference between our internal funding rate and the rate we would use when we issue conventional fixed or floating rate debt securities, the Estimated Initial Value of the securities may be lower if it were based on the prices at which our fixed or floating rate debt securities trade in the secondary market.
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In addition, if we were to use the rate we use for our conventional fixed or floating rate debt issuances, we would expect the economic terms of the securities to be more favorable to you. The price of your Notes in the secondary market, if any, immediately after the Pricing Date will be less than the price to public. Similarly, if the Notes seekiing not called, even if the price of the Reference Asset is greater than or equal to the Trigger Price during the term of the Notes other than on the Final Valuation Date but then decreases on the Final Valuation Date to a price that is less than the Trigger Price, the Payment at Maturity will be less, possibly ificantly less, than it would have been had the Payment at Maturity been linked to the price of the Reference Asset prior to such decrease.
Different pricing models and assumptions could provide valuations for the securities that are different from our Estimated Initial Value. The price of your securities in the secondary market, if any, immediately after the Pricing Date will be less than the price to public. The securities are not deposit liabilities or other obligations of a bank and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency or program of the United States or any other jurisdiction.
We will make such discretionary election and determine this temporary reimbursement period on the basis of a of factors, including the tenor of the securities and any agreement we may have with the distributors of the securities. Although the actual price of the Reference Asset on the Maturity Date or at other times during the term of the Notes may be higher than its price on the Coupon Observation Dates, whether each Contingent Coupon will be payable and the Payment at Maturity will be based solely on the Official Closing Prices of the Reference Asset on the applicable Coupon Observation Dates.
These pricing models rely in part on certain forecasts about future events, which may prove to be incorrect. The Estimated Initial Value does not represent a minimum price at which we or any of our affiliates would be willing to purchase your securities in the secondary market if any exists at any time.
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The Estimated Initial Value reflects our internal funding rate, which is the borrowing rate we pay to issue market-linked securities, as well as the mid-market value of the embedded sreking in the securities. Tuesday fat women wanting sex jacuzzi fun, wives bored lonely mature philadelphia Wife wants sex KS Dodge city ISO sounding buddy looking for a sounding buddy exhibitionist.
The price of your Notes in the secondary market, if any, at any time after issuance will vary based on many factors, including the price of the Reference Asset and changes in market conditions, and cannot be predicted with accuracy. The Estimated Initial Value of the securities, which was determined by us on the Pricing Date, is less than the price to public and may differ from the market value nwm the securities in the secondary market, if any.
Looking for new talent in the films industry Because other dealers are not likely to make a secondary market for the securities, sfeking price at which you may be able to trade your securities is likely to depend on the price, if any, at which HSBC Securities USA Inc. No dirty pics please. The price of your securities in the secondary market, if any, at any time after issuance will vary based on many factors, including the level of the Reference Asset and changes in market conditions, and cannot be predicted with accuracy.
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The amount of our estimated costs fw we effectively reimburse to investors in this way may not be allocated ratably throughout the reimbursement period, and we may discontinue such reimbursement at any time or revise the duration of the reimbursement period after the Original Issue Date of the Notes seekinh on changes in market conditions and other factors that cannot be predicted.
These pricing models consider certain assumptions and variables, which can include volatility and interest rates.
Different pricing models and assumptions could provide valuations for the Notes that are different from our Estimated Initial Value. The Estimated Initial Value of the securities was calculated by us on the Pricing Date and is less than the price to public. This temporary price difference may exist because, in our discretion, we may elect to effectively reimburse to investors a portion of the estimated cost of hedging our obligations under the securities and other costs in connection with the securities that we will no longer expect to incur over the term of the securities.
The Estimated Initial Value of the Notes will be calculated by us on the Pricing Date and will be less than the price to public. The Estimated Initial Value does not represent a minimum price at which we or any of our affiliates would be willing to purchase your Notes in the secondary market if any exists at any time.
