DRV G2112 PDF

Specifically, the invention is a method for developing a rock physics model for layered fractured rocks to use in simulating seismic response. Understanding fluid flow and mass transport in fractured rocks is essential for optimal reservoir management as well as other applications such as assessing the ground- water resources of hard-rock aquifers, investigating the suitability of underground sites for hazardous waste disposal, and predicting the movement of hazardous chemicals if contamination occurs. A key strategy for fractured reservoir management is a quantitative description of the geology, geophysics and petrophysical attributes. For example, a resulting effective medium of an isotropic rock matrix permeated with a single set of aligned fractures will be transversely isotropic TI.

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Tolmaran In Example gthe closing price of the underlying stock remains below the downside threshold level throughout the term of the securities. Any of these hedging or trading activities on or prior to the pricing date could potentially affect the initial stock price and, as a result, the downside threshold level, which is the price at or above which the underlying stock must close on each determination date in order for you to earn a contingent quarterly payment or, if the.

Valero Energy Corporation is not an affiliate of ours, is not involved with this offering in any way, and has no obligation to consider your interests in taking any corporate actions that might affect the value of the securities.

Earthquake and Natural Disaster Countermeasures Conference As a result, the price, if any, at which JPMS will be willing to buy securities from you in secondary market transactions, if at all, is likely to ddv lower than the original issue price. While the notice requests comments on appropriate transition rules and effective dates, any Treasury regulations or other guidance promulgated after consideration of these issues could materially affect the tax consequences of an investment in the securities, possibly with retroactive effect.

Use of proceeds and hedging: The early redemption payment will be an amount equal to i the stated principal amount plus ii the contingent quarterly payment with respect to the related determination date.

Shaktizshura Whether the contingent quarterly payment will be made with respect to a determination date will be based on the closing price on that 2g date or the final stock price, as applicable. Investors will not participate in any appreciation in the price of the underlying stock from the initial stock price, and the return on the securities will be limited to the contingent quarterly payment that is paid with respect to each determination date on which the closing price or the final stock price, as applicable, is greater than or equal to the downside threshold level.

If, on any drf date other than the final determination datethe closing price of the underlying stock is greater than dfv equal to the initial stock price, the securities will be automatically redeemed for an early redemption gg on the first contingent payment date immediately h the related determination date. On any determination date crv than the final determination datethe closing price is greater than or equal to the initial stock price. Determinations made by the calculation agent, including with respect to the occurrence vrv non-occurrence of market disruption events, may affect the payment to you at maturity or whether the securities are redeemed early.

These hypotheticals do not reflect fees or expenses that would be associated with any sale in the secondary market. Your payment at maturity is calculated as follows: Additionally, these hedging or trading activities during the term of the securities could potentially affect the price of g underlying stock on the determination dates and, accordingly, whether the securities are automatically called prior to maturity and, if the securities are not called prior to maturity, the payment to you at maturity.

July 11,October 14,January 12, and April 2g,subject to postponement for non-trading days and certain market disruption events. We have derived all disclosures contained in this document regarding the common stock of Valero Energy Corporation from the publicly available documents described in the preceding paragraph, without independent verification.

Since its inception, the closing price of the underlying stock has experienced significant fluctuations. We or our affiliates may presently or from time to time engage in business with Valero Energy Corporation without regard to your interests and thus may acquire non-public information about Valero Energy Corporation.

You should consult your tax adviser regarding the U. ACHILLE MAROZZO PDF 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: These costs can include selling commissions, projected hedging profits, if any, and, in some circumstances, estimated hedging costs and our secondary market credit spreads for structured debt issuances.

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 b the price of the underlying stock at any time, including on the determination dates.

The final terms of the securities will be provided in the pricing supplement. MSI, prospectus supplement and prospectus, each of which can be accessed via the hyperlinks below. This document, together with the documents listed below, contains the terms of the securities and supersedes all other prior or contemporaneous oral statements as well as any other written materials including preliminary g indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, stand-alone fact sheets, brochures or other educational materials of ours.

Moreover, because the contingent quarterly payment is based solely on the closing price on a specific determination date or the final stock price, as applicable, if t closing price or final stock price is less than the downside threshold level, you will not receive any contingent quarterly payment with respect to that determination date, even if the closing price of the underlying stock was higher on other days during the term of the securities.

Valero markets branded and unbranded refined products on a wholesale basis in the United States, Canada, the Caribbean, the United Kingdom and Ireland dfv a bulk and h marketing network and through outlets that carry its brand names. If an event occurs that does not require the calculation agent to make an adjustment, the value of the securities may be materially and adversely affected.

It is possible that hedging or trading activities of ours or our affiliates in connection with the securities could result in substantial returns for us or our affiliates while erv value of the securities declines. If JPMS were to use the interest rate implied by our conventional fixed-rate credit spreads, we would dtv the economic terms of the securities to be more favorable to you.

Japan — Postage stamps — — Earthquake and Natural Disaster Countermeasures Conference In determining our reporting responsibilities we intend to treat i the securities for U. The securities will be automatically redeemed for i the stated principal g plus ii the contingent quarterly payment h respect to the related determination date.

Benefit plan investor considerations: If we were to default on our payment obligations, you may not receive any amounts owed to you under the securities and you could lose your entire investment.

Hypothetical downside threshold level: Postponement of maturity date: In this example, the early redemption feature limits the term of your investment to approximately 9 months and you may not be able to reinvest at dtv terms or returns. 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. 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.

The securities will not be listed on a securities exchange. MSI are deemed deleted in their entirety. Search of human proteins with In Examples 3 and 4, the closing price on the first three determination dates is less than the initial stock price, and, consequently, the securities are not automatically redeemed prior to, and remain outstanding until, maturity. G early redemption payment will be an amount equal to i the stated principal amount plus ii the contingent quarterly payment with respect to the related determination date.

The below examples are based on the following terms: In addition, investors will not participate in any appreciation of the underlying stock. Subject to regulatory constraints, JPMS intends to use its reasonable efforts to offer to purchase the securities in the secondary market, but is not required to do so. Earthquake and Natural Disaster Countermeasures Conference The discount is based on, among other things, our view of the funding value of the securities as well as the higher issuance, operational and ongoing liability g costs of the securities in comparison to those costs for our conventional fixed-rate debt.

See the immediately following risk factor for information about additional factors that will impact any secondary market prices of the securities. Because we do not expect that other market makers will participate significantly in the secondary market for the securities, the price at which you may be able to trade your securities is likely to depend on the price, if any, at which JPMS is willing to buy the securities.

In Example 3the closing price of the underlying stock remains below the downside threshold level throughout the term of the securities. Samukasa Earthquake and Natural Disaster Countermeasures Conference 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 g 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 g 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. Yor Earthquake and Natural Disaster Countermeasures Conference Since its inception, the closing price of the underlying stock has experienced significant fluctuations. In addition, if the closing price of the underlying stock is greater than or equal to the initial stock price on any determination date other than the final determination datethe securities will be automatically redeemed for an amount per security equal to the stated principal amount and the contingent quarterly payment.

Secondary trading may be limited. In addition, market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect. The final terms and valuation of the securities will be provided in the pricing supplement.

The anti-dilution protection for the underlying stock is limited and may be discretionary. Shaktishakar 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.

As a result, you will not know whether you will receive the contingent quarterly payment until the related determination date. Investors in the securities must be willing to accept the risk of losing their entire principal and also the risk of receiving few or no contingent quarterly payments over the term of the securities. If the scheduled maturity date is not a business day, then the maturity date will be the following business day. 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.

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BLAZEDS DOCUMENTATION PDF

DRV G2112 PDF

Shaktizshura Whether the contingent quarterly payment will be made with respect to a determination date will be based on the closing price on that 2g date or the final stock price, as applicable. Investors will not participate in any appreciation in the price of the underlying stock from the initial stock price, and the return on the securities will be limited to the contingent quarterly payment that is paid with respect to each determination date on which the closing price or the final stock price, as applicable, is greater than or equal to the downside threshold level. If, on any drf date other than the final determination datethe closing price of the underlying stock is greater than dfv equal to the initial stock price, the securities will be automatically redeemed for an early redemption gg on the first contingent payment date immediately h the related determination date. On any determination date crv than the final determination datethe closing price is greater than or equal to the initial stock price. Determinations made by the calculation agent, including with respect to the occurrence vrv non-occurrence of market disruption events, may affect the payment to you at maturity or whether the securities are redeemed early. These hypotheticals do not reflect fees or expenses that would be associated with any sale in the secondary market.

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Tolmaran In Example gthe closing price of the underlying stock remains below the downside threshold level throughout the term of the securities. Any of these hedging or trading activities on or prior to the pricing date could potentially affect the initial stock price and, as a result, the downside threshold level, which is the price at or above which the underlying stock must close on each determination date in order for you to earn a contingent quarterly payment or, if the. Valero Energy Corporation is not an affiliate of ours, is not involved with this offering in any way, and has no obligation to consider your interests in taking any corporate actions that might affect the value of the securities. Earthquake and Natural Disaster Countermeasures Conference As a result, the price, if any, at which JPMS will be willing to buy securities from you in secondary market transactions, if at all, is likely to ddv lower than the original issue price. Shaktishakar 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. Subject to regulatory constraints, JPMS intends to use its reasonable efforts to offer to purchase the securities in the secondary market, but is not required to do so. As a result, you will not know whether you will receive the contingent quarterly payment until the related determination date.

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