| The ETRACS Alerian Midstream Energy High Dividend Index ETN is an Exchange Traded Note linked to the performance of the Alerian Midstream Energy Dividend Index. The Alerian Midstream Energy Dividend Index is a fundamentally-weighted index based on the liquid, dividend-paying portion of the North American energy infrastructure market. The Index measures the performance of companies domiciled in the U.S. or Canada, listed on major U.S. or Canadian stock exchanges, that pay regular cash dividends and meet specific liquidity requirements, as described elsewhere in this prospectus supplement. The Index is calculated by S&P DJI Netherlands B.V. using a modified market capitalization weighted methodology. The Index is a price return index (i.e., the reinvestment of dividends is not reflected in the value of the Index). |