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Source: Hypothetical Imperatives, by Associate Prof Richard McCarty (... MA, PhD, University of Missouri) [I found the author's name at the bottom of 'Source']

Kant introduced a technical term for the imperatives that tell us to take actions as means to ends (goals). He called them “hypothetical” because they presuppose that we have the ends to which the actions they command are means (Kant 1997a, 24-27/4:413-16). Since for most ends it is not necessary that we have them, when we don’t, the hypothetical imperatives presupposing that we do are not true.

I admit that I must improve my reading comprehension, but are the pronouns here (as greyed) used ambiguously? Could anyone please clarify the pronouns? Here's my guess at the syntax:

we have the ends
  to which the actions
        they command
  are means

Footnote: I originally asked about this at Philosophy SE. This inspired me to indent in my guess.

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The first three uses of they all refer to imperatives that tell us to take actions as means to ends in the prior sentence:

Kant called them (= those imperatives) "hypothetical"
He did so because they (= those imperatives) presuppose that we have (= know) the ends to which the actions they (=those imperatives) are means.

The next use, in the next sentence, refers to the first entity named in that next sentence, most ends.

Since it is not necessary to have (= know) most ends,
when we don't have them (= those ends), the hypothetical imperatives which presuppose that we do have them (= those ends) are not true.

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Let's say that we are talking about some ends. And earlier we were talking about "hypothetical" imperatives, which tell us to take actions as means to ends.

These imperatives, referred to as "they", command actions.

These actions are means to those ends.
In other words, the actions they (the imperatives) command are means to those ends.
In yet other words, we have the ends to which the actions they (the imperatives) command are means.

  • (Imperatives presuppose that "we have the ends to which the actions they (the imperatives) command are means" is the condition Kant used to argue that the imperatives are "hypothetical", as explained in the next sentence.) – Damkerng T. Mar 26 '15 at 20:12
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McCarty means by "we have" merely that we have taken an imperative unto ourselves. He gives the example Be polite to others and says that we may or may not care about being polite. But if we do care, and we do wish to act politely, then we can be said to "have that end".

With respect to the clauses whose pronouns are giving you trouble:

 Hypothetical imperatives presuppose that
  we have the ends 
               to which 
                    the actions they [the ends] command
                      are means



 Hypothetical imperatives presuppose that
    we {have taken unto ourselves} the ends
                 to which
                        the actions they {those ends} command
                             are means.

An imperative, again let's say Be polite to others, demands action of us, but we may or may not have taken "politeness" unto ourselves as an end. We might not give a damn about politeness. A "hypothetical imperative" is one whose end we are supposed to have taken unto ourselves.

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