BWVTF Stock, iPath Goldman Sachs Barclays Bank PLC Exchange Traded Notes Linked to the CBOE S&P 500 BuyWrite Index Structured Product Information

The investment seeks to replicate, net of expenses, the CBOE S&P 500 BuyWrite Index. The index is designed to measure the total rate of return of a hypothetical buy-write, or covered call, strategy on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a long position indexed to the S&P 500 Index and the sale of a succession of one-month, at- or slightly out-of-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange.