To determine your annualized interest rate with respect to each interest payment date after the first 24 monthly interest payment dates, we will (i) divide the number of reference dates in the immediately preceding interest period on which the above condition is met by the total number of reference dates in that interest period and (ii) multiply the resulting fraction by 7.25%. After the first 24 monthly interest payment dates, the amount of interest that you will be paid each month will be based on the number of scheduled trading days, each a reference date, on which the closing level of the Russell 2000 ® Index is greater than or equal to 50.00% of the initial index level of 1,040.66, which is 520.33. On the first 24 monthly interest payment dates, you will be paid interest at a fixed rate of 7.25% per annum. Subject to our redemption right described below, interest, if any, on your notes will be paid monthly on the last calendar day of each month, commencing on the first interest payment date (August 31, 2013) and ending on the stated maturity date (July 31, 2028). Callable Monthly Russell 2000 ® Index-Linked Range Accrual Notes due 2028