23 Issuer Call [Applicable/Not Applicable]
(If not applicable, delete the remaining sub-paragraphs of this paragraph)
(i) Optional Redemption Date(s): [●] (ii) Business Day convention for
Optional Redemption Dates:
[Following Business Day Convention/Modified Following Business Day Convention/Preceding Business Day Convention/Not Applicable]
(NB: This should be not applicable unless the Optional Redemption Date is not expected to fall on an Interest Payment Date)
(iii)Additional Business Centre(s): [Not Applicable][specify other financial centres required for the Business Day definition]
(NB: This should be not applicable unless the Optional Redemption Date is not expected to fall on an Interest Payment Date)
(iv)Optional Redemption Amount: [●] per Calculation Amount (v) Issuer Call Period (if other than as
set out in Condition 5(c)):
[●]]
[not] [less than [●]] [nor more than [●]]
(N.B. If setting issuer call periods which are different to those provided in the Conditions, the Issuer is advised to consider the practicalities of distribution of information through intermediaries, for example, clearing systems and custodians, as well as any other notice requirements which may apply, for example, as between the Issuer and the Agent)
24 Autocall Early Redemption [Applicable/Not Applicable]
(If not applicable, delete the remaining sub-paragraphs of this paragraph)
(i) Autocall Type: [Index]
[Underlying Equity]
[Currency] [– Index and details of the
relevant Index Sponsor:
Index: [name and short description of type of index]
Index Sponsor: [specify] Multiplier (per cent.): [specify]
Exchange: [specify]
Related Exchange: [All Exchanges][specify] Designated Multi-Exchange
Index:
[Applicable][Not Applicable]
Valuation Time: [specify]] [– Index Linked Interest
Payment Extension Number:
[●]]
[– Valuation Time: [Condition 6(d) applies]/[●]] [– Correction of Index
Levels:
Correction of Index Levels [applies/does not apply and the Reference Price shall be calculated without regard to any subsequently published correction].]
[– Correction Cut-Off Date: [[●] Business Days prior to each Interest Payment Date/Not Applicable.]]
[– The identity of the relevant Equity Issuer(s) of the equity security/equity securities in the basket:
[Give or annex details of the relevant Underlying Equities/Underlying Equity, as applicable]:
[The following apply only to Notes which have a single equity component]:
Underlying Equity: [name and short description of type of shares (which, if “ETF Share” is specified below as applicable, will be ETF Shares)] issued by the Equity Issuer (ISIN: [●])
ETF Share [Applicable/Not Applicable] Underlying Equity Currency: [specify]
Equity Issuer: [specify](in the case of ETF Shares, specify the relevant ETF Issuer)
Exchange: [specify]
Related Exchange: [All Exchanges][specify] [(The following additional provisions apply only where the relevant equity component is an ETF Share):
ETF Administrator: [specify] Reference Index: [specify]]
[The following apply only to Notes with an equity basket component]:
A basket composed of Underlying Equities in the relative proportions of Underlying Equities of each Equity Issuer specified below:
Underlying Equity: [name and short description of type of shares (which, if “ETF Share” is specified below as applicable, will be ETF Shares)] issued by the Equity Issuer (ISIN: [●])
ETF Share [Applicable/Not Applicable] Underlying Equity Currency: [specify]
Equity Issuer: [specify](in the case of ETF Shares, specify the relevant ETF Issuer)
Multiplier (per cent.): [specify]
Exchange: [specify]
Related Exchange: [All Exchanges][specify] [(The following additional provisions apply only where the relevant equity component is an ETF Share):
ETF Adviser: [specify]
ETF Administrator: [specify] Reference Index: [specify]]
[Replicate the details in respect of each Equity in the Basket]] [– Equity Linked Interest
Payment Extension Number: [●]] [– Potential Adjustment Events: [Applicable/Not Applicable]]
[– De-listing, Merger Event, Nationalisation and Insolvency:
[Applicable/Not Applicable]]
[– Tender Offer: [Applicable/Not Applicable]] [– Valuation Time: [Condition 7(d) applies]/[●] [– Exchange Rate: [Applicable/Not Applicable]
[Insert details]]
[– Correction of Share Prices: Correction of Share Prices [applies/does not apply and the Reference Price shall be calculated without regard to any
subsequently published correction].]
[– Correction Cut-Off Date: [●] Business Days prior to each Interest Payment Date/Not Applicable.]]
[– Trade Date: [●]]
[– Currency Rate: [●]] [– Currency Page: [●]]
[– Event Currency: [●]/[Reference Currency]] [– Base Currency: [●]/[Specified Currency]] [– Reference Currency: [●]]
[– Valuation Time: [●]] [– Currency Disruption
Events:
[Not applicable]
[Benchmark Obligation Default]
[Benchmark Obligation description: [●]] (if Benchmark obligation default applicable)
[Dual Exchange Rate] [General Inconvertibility] [General Non-Transferability] [Governmental Authority Default] [Illiquidity]
[Minimum Amount: [●]];
[Illiquidity Valuation Date: [●]] (if Illiquidity applicable)
[Material Change in Circumstances] [Nationalisation]
[Price Materiality]
[Secondary Rate: [●]]
[Price Materiality Percentage [●]](if Price Materiality applicable)
[Price Source Disruption] [Specific Inconvertibility]
[Minimum Amount: [●]] (if Specific Inconvertibility applicable)
[Specific Non-Transferability]] (ii) Autocall Condition: [Greater Than]
[Less Than]
[Greater Than Or Equal To] [Less Than Or Equal To] (iii)Autocall Observation Dates: [●]
(iv)Business Day Convention for Autocall Observation Dates:
[Floating Rate Convention/Following Business Day Convention/Modified Following Business Day Convention/Preceding Business Day Convention/Not Applicable] (v) Autocall Variable:
– Autocall Variable Averaging:
[Applicable/Not Applicable]
– Valuation Date(s): Autocall Observati on Dates Valuation Date (where Autocall Variable Averaging is Not Applicable)
Valuation Datest (where Autocall Variable Averaging is Applicable) [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●]
(Insert the different Valuation Dates for the purpose of determining each Autocall Variable)
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
(vi)Autocall Strike:
– Autocall Strike Amount: [Applicable/Not Applicable]
(If not applicable, delete table and populate Autocall Strike Determination or Autocall Strike Averaging)
Autocall Observation Dates Autocall Strike [●] [●] [●] [●] [●] [●] – Autocall Strike Determination: [Applicable/Not Applicable]
– Autocall Strike Averaging: [Applicable/Not Applicable]
[– Valuation Date(s): Autocall Observation Dates Valuation Date (where Autocall Strike Determination is Applicable)
Valuation Datest (where Autocall Strike Averaging is Applicable) [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [N/A]
[●] [●],[●],[●]
[●] [N/A]
[●]
[N/A] [●],[●],[●]
(Insert the different Valuation Dates for the purpose of determining each Autocall Variable, unless Autocall Strike Amount applies in which case delete the above table)]
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
(vii)Average Autocall Reference Price:
– Autocall Variable Averaging:
[Applicable][Not Applicable]
– Autocall Strike Averaging: [Applicable][Not Applicable] – Autocall Reference
Iteminitial Averaging:
[Applicable][Not Applicable]
– Autocall Reference Itemfinal Averaging:
[Applicable][Not Applicable]
(viii) Scaling Factor: [[100]/[●] per cent.]
[Scaling Factor Interest Period From (and including) To (but excluding) [●] per cent. [●] [●] [●] per cent. [●] [●] [●] per cent. [●] [●]]
(ix)Autocall Redemption Amount: [[●]
[Autocall Redemption Amount Autocall Notes redeeming From (and including) To (but excluding) [●] [●] [●] [●] [●] [●] [●] [●] [●]]
(If one or more specific amounts are specified, delete the remainder of this paragraph. If a specific amount is not specified, populate the provisions below)
– Reference Iteminitial: [[●]
(Insert relevant level or amount, depending on Autocall Type, unless Reference Iteminitial Determination or Autocall Reference Itemfinal Averaging applies)]
[Autocall Reference Iteminitial Averaging: [Applicable/Not Applicable]
– Valuation Date(s): Autocall Observation Dates Valuation Date (where Reference Iteminitial Determination is Applicable)
Valuation Datest (where Autocall Reference Iteminitial Averaging is Applicable) [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●]] [– Averaging Disruption Provisions: [Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
– Reference Itemfinal: [[●]
(Insert relevant level or amount, depending on Autocall Type, unless Reference Itemfinal Determination or Autocall Reference Itemfinal Averaging applies)]
[Reference Itemfinal Determination: [Applicable/Not Applicable]]
[Autocall Reference Itemfinal Averaging: [Applicable/Not
Applicable]] – Valuation Date(s): Autocall
Observation Dates Valuation Date (where Reference Itemfinal Determination is Applicable)
Valuation Datest (where Autocall Reference Itemfinal Averaging is Applicable) [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●] [●] [N/A] [●] [N/A] [●],[●],[●]] [– Averaging Disruption Provisions: [Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]] – Cap %: [●]/[Infinity] – Floor %: [●]/[Zero]
– Scaling Factor: [[100]/[●] per cent.] Autocall Observation Dates
Scaling Factor
[●] [●] per cent.
[●] [●] per cent.
[●] [●] per cent.
– Autocall Multiplier: [●] [100] per cent.
25 Final Redemption Amount: [Redemption will be at par][●]
[In accordance with Conditions] (applicable for Index Linked Redemption Notes, Equity Linked Redemption Notes and Currency Linked Redemption Notes only)
26 Early Redemption Amount: Early Redemption Amount payable on redemption for taxation reasons or on an illegality (or, in the case of Floating Rate Notes, following a cessation of the Reference Rate or, in the case of Index Linked Notes, following an Index Adjustment Event in accordance with Condition 6(b)(ii)(b) or, in the case of Equity Linked Notes, following a De-listing and/or Merger Event and/or
Nationalisation and/or Insolvency and/or Tender Offer in accordance with Condition 7(b)(ii)(b) or, in the case of Inflation Linked Notes, following an Inflation Index Cancellation pursuant to a Cessation of Publication in accordance with Condition 8 or, in the case of Currency Linked Notes, following a Currency Disruption Event, in accordance with Condition 9(b)(i)(D)) or following an Additional Disruption Event (if applicable) or, following a Scheduled Payment Currency Disruption Event:
Condition 5(e) applies
– Fixed Early Redemption Amount: [●][Not Applicable] – Fixed Early Redemption Percentage: [●]%[Not Applicable] – Including Interest: [Applicable][Not Applicable]
27 Index Linked Redemption Notes: [Applicable/Not Applicable]
(If not applicable, delete the remaining sub-paragraphs of this paragraph)
(i) Index and details of the relevant
Sponsors: Index: [name and short description of type
of index.] Index Sponsor: [specify] Multiplier (per cent.): [specify] Exchange: [specify]
Designated Multi- Exchange Index:
[Applicable][Not Applicable]
Valuation Time: [specify]
[The Index is a Designated Multi-Exchange Index]
(N.B. Designated Multi-Exchange Index only applies in relation to the Euro Stoxx Index unless otherwise specifically agreed) (ii) Index Linked Redemption
Amount:
(Populate the provisions below)
[– Index Redemption Multiplier:
[+/-][100]/[●] per cent. (This may be a negative value.) [– Reference Iteminitial: [[●]
(Insert relevant amount, unless Reference Iteminitial Determination or Reference Itemfinal Averaging applies)]
[Reference Iteminitial Determination: [Applicable/Not Applicable] [Reference Iteminitial Averaging: [Applicable/Not Applicable] [– Valuation Date(s): Valuation Date (where
Reference Iteminitial Determination Applicable)
Valuation Datest (where Reference Iteminitial Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Iteminitial, unless relevant amount specified in which case delete the above table)]
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
[– Reference Itemfinal: [[●]
(Insert relevant amount, unless Reference Itemfinal Determination or Reference Itemfinal Averaging applies)]
[Reference Itemfinal Determination: [Applicable/Not Applicable] [Reference Itemfinal Averaging: [Applicable/Not Applicable] [– Valuation Date(s): Valuation Date (where
Reference Itemfinal
Determination Applicable)
Valuation Datest (where Reference Itemfinal Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Itemfinal, unless relevant amount specified in which case delete the above table)]
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
[– Cap %: [●]/[Infinity]] [– Floor %: [●]/[Zero]]
(iii) Exchange(s): [●]
(iv) Related Exchange(s): [All Exchanges] (v) Valuation Date: [●]
(vi) Valuation Time: [Condition 6(d) applies]/[●] (vii)Multiplier: [+/-] [●] [100] per cent.
(viii)Correction of Index Levels: Correction of Index Levels [applies/does not apply and the Reference Price shall be calculated without regard to any subsequently published correction].
(ix) Correction Cut-Off Date: [●] Business Days prior to the Maturity Date/Not Applicable 28 Equity Linked Redemption Notes [Applicable/Not Applicable]
(i) Whether the Notes relate to a basket of equity securities or a single equity security, and the identity of the relevant Equity Issuer(s):
[Basket of Underlying Equities/Single Underlying Equity] [(Give or annex details of the relevant Underlying Equities/ Underlying Equity, as applicable):
[The following apply only to Notes which have a single equity component]:
Underlying Equity: [name and short description of type of shares (which, if “ETF Share” is specified below as applicable, will be ETF Shares)] issued by the Equity Issuer (ISIN: [●])
ETF Share [Applicable/Not Applicable] Underlying Equity
Currency:
[specify]
Equity Issuer: [specify] (in the case of ETF Shares, specify the relevant ETF Issuer)
Exchange [specify]
Related Exchange: [All Exchanges][specify]
[(The following additional provisions apply only where the relevant equity component is an ETF Share):
ETF Adviser: [specify] ETF Administrator: [specify] Reference Index: [specify]]
[The following apply only to Notes with an equity basket component]:
A basket composed of Underlying Equities in the relative proportions of Underlying Equities of each Equity Issuer specified below:
Underlying Equity [name and short description of type of shares (which, if “ETF Share” is
specified below as applicable, will be ETF Shares)] issued by the Equity Issuer (ISIN: [●])
ETF Share [Applicable/Not Applicable] Underlying Equity
Currency
[specify]
Equity Issuer [specify](in the case of ETF Shares, specify the relevant ETF Issuer) Multiplier (per cent.) [specify]
Exchange [specify]
[(The following additional provisions apply only where the relevant equity component is an ETF Share):
ETF Adviser: [specify] ETF Administrator: [specify] Reference Index: [specify]]
[Replicate the details in respect of each Equity in the Basket] (ii) Equity Linked Redemption
Amount:
[[●]]
(Populate the provisions below) [– Equity Redemption
Multiplier:
[+/-][100]/[●] per cent. (This may be a negative value.) [– Reference Iteminitial: [[●]
(Insert relevant amount, unless Reference Iteminitial Determination or Reference Iteminitial Averaging applies)]
[Reference Iteminitial Determination: [Applicable/Not Applicable] [Reference Iteminitial Averaging: [Applicable/Not Applicable] [– Valuation Date(s): Valuation Date (where
Reference Iteminitial Determination Applicable)
Valuation Datest (where Reference Iteminitial Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Iteminitial, unless relevant amount specified in which case delete the above table)]
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
[– Reference Itemfinal: [[●]
(Insert relevant amount, unless Reference Itemfinal Determination or Reference Itemfinal Averaging applies)]
[Reference Itemfinal Averaging: [Applicable/Not Applicable] [– Valuation Date(s):
Valuation Date (where Reference Itemfinal
Determination Applicable)
Valuation Datest (where Reference Itemfinal Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Itemfinal, unless relevant amount specified in which case delete the above table)]
[– Averaging Disruption Provisions:
[Omission]/[Postponement]/[Modified Postponement]/[Not Applicable]]
[– Scaling Factor: [100]/[●] per cent.]] [– Cap %: [●]/[Infinity]] [– Floor %: [●]/[Zero]] (iii) Related Exchange(s): [All Exchanges]
(iv) Potential Adjustment Events: [Applicable/Not Applicable] (v) De-listing, Merger Event,
Nationalisation and Insolvency:
[Applicable/Not Applicable]
(vi) Tender Offer: [Applicable/Not Applicable] (vii) Reference Price: [●]
(viii)Valuation Date: [●]
(ix) Valuation Time: [Condition 7(d) applies]/[●] (x) Multiplier: [+/-] [●] [100] per cent.
(xi) Exchange Rate: [Applicable/Not Applicable] [Insert details]
(xii) Correction of Share Prices: Correction of Share Prices [applies/does not apply and the Reference Price shall be calculated without regard to any subsequently published correction].
(xiii)Correction Cut-Off Date: [[●] Business Days prior to the Maturity Date]/[Not Applicable.]
(xiv)Trade Date: [●]
29 Currency Linked Redemption Notes
[Applicable][Not Applicable]
(If not applicable, delete the remaining sub-paragraphs of this paragraph)
(i) Currency Linked Redemption Amount:
[[●]]
(Populate the provisions below) [– Currency Redemption
Multiplier:
[+/-][100]/[●] per cent. (This may be a negative value.) [– Reference Iteminitial: [[●]
(Insert relevant amount, unless Reference Iteminitial Determination or Reference Itemfinal Averaging applies)]
[Reference Iteminitial Determination: [Applicable/Not Applicable] [Reference Iteminitial Averaging: [Applicable/Not Applicable] [– Valuation Date(s):
Valuation Date (where Reference Iteminitial Determination Applicable)
Valuation Datest (where Reference Iteminitial Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Iteminitial, unless relevant amount specified in which case delete the above table)]
[– Reference Itemfinal: [[●]
(Insert relevant amount, unless Reference Itemfinal Determination or Reference Itemfinal Averaging applies)]
[Reference Itemfinal Determination: [Applicable/Not Applicable] [Reference Itemfinal Averaging: [Applicable/Not Applicable] [– Valuation Date(s):
Valuation Date (where Reference Itemfinal
Determination Applicable)
Valuation Datest (where Reference Itemfinal Averaging Applicable)
[N/A] [●]
[N/A] [●], [●], [●]
(Insert the different Valuation Dates for the purpose of determining each Reference Itemfinal, unless relevant amount specified in which case delete the above table)]
[– Scaling Factor: [100]/[●] per cent.] [– Cap %: [●]/[Infinity]] [– Floor %: [●]/[Zero]] (ii) Currency Rate: [●] (iii) Currency Page: [●]
(iv) Event Currency: [●]/[Reference Currency] (v) Base Currency: [●]/[Specified Currency] (vi) Reference Currency: [●]
(vii) Valuation Date: [●] (viii)Valuation Time: [●]
(ix) Multiplier: [+/-] [●] [100] per cent. (x) Currency Disruption Events: [Not applicable]
[Benchmark Obligation Default]
[Benchmark Obligation description: [●]] (if Benchmark obligation default applicable)
[Dual Exchange Rate] [General Inconvertibility] [General Non-Transferability] [Governmental Authority Default] [Illiquidity]
[Minimum Amount: [●]]; [Illiquidity Valuation Date: [●]] (if Illiquidity applicable)
[Material Change in Circumstances] [Nationalisation]
[Price Materiality]
[Secondary Rate: [●]]
[Price Materiality Percentage [●]](if Price Materiality applicable)
[Price Source Disruption] [Specific Inconvertibility]
[Minimum Amount:[●]] (if Specific Inconvertibility applicable)
[Specific Non-Transferability]] 30 Credit Linked Notes: [Applicable][Not Applicable]
(If not applicable, delete the remaining sub-paragraphs of this paragraph)
(i) Type of Notes: [Single Name Credit Linked Notes][Basket Credit Linked Notes Notes][Index Tranche Credit Linked Notes]
(ii) Credit Event Redemption Method:
[Auction Redemption][Cash Redemption][Fixed Recovery Redemption]
[– Fallback Redemption Method:
[Cash Redemption][Not Applicable]] (Only applicable where ‘Auction Redemption’ is the Credit Event Redemption Method) (iii) [Fixed Recovery Percentage: [●] per cent.]] (Delete this row if not applicable)
(iv) Credit Payment on Maturity: [Applicable][Not Applicable] (v) Credit Event Accrued Interest: [Applicable][Not Applicable] (vi) Credit Event Suspended
Interest:
[Applicable][Not Applicable]
(vii) Credit Event Deferred Interest on Loss Amount:
[Applicable][Not Applicable]
Notes: (If not applicable, delete remaining sub-paragraphs of this paragraph)
– Reference Entity: [Specify]
– Seniority Level: [Senior Level][Subordinated Level] – Standard Reference
Obligation:
[Applicable][Not Applicable]
(Where Applicable, specify Reference Obligation below if the fallback to a Non-Standard Reference Obligation under paragraph (c) of the definition of “Reference Obligation” is to apply)
– Reference Obligation: [Specify Reference Obligation] – Auction Redemption
Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions] (Only include if ‘Auction Redemption’ is applicable)
– Cash Redemption Amount: [Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions] (Only include if ‘Cash Redemption’ is applicable, including where ‘Cash Redemption’ is the Fallback Redemption Method)
– Cash Redemption Date: [[●] Business Days following the relevant date specified in the Credit Linked Conditions][As per the Credit Linked Conditions] (Only include if Cash Redemption is the Credit Event Redemption Method or the Fallback Redemption Method)
– Final Auction Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions](Only include if ‘Auction Redemption’ and ‘Credit Payment on Maturity’ applies)
– Final Cash Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions](Only include if ‘Cash Redemption’ and ‘Credit Payment on Maturity’ applies)
– Funding Interest Rate: [●]
(ix) Basket Credit Linked Notes: [Applicable][Not Applicable]
(If not applicable, delete remaining sub-paragraphs of this paragraph)
– Index: [Specify][Not Applicable] – Reference Entities,
Weighting, Reference Entity Notional Amount and Seniority Level:
[As set out in Appendix 1 to the Final Terms](Insert if ‘Index’ is applicable)
[(Insert below table if ‘Index’ is not applicable) Reference Entity: Weighting: Reference Entity Notional Amount: Seniority Level:
[Specify] [Specify] [Specify] [Senior Level] [Subordinated Level]
[Specify] [Specify] [Specify] [Senior Level] [Subordinated Level] (Repeat rows as necessary)]
– Standard Reference Obligations:
[Applicable][Not Applicable]
(Where applicable, specify Reference Obligation(s) below if the fallback to a Non-Standard Reference Obligation under paragraph (c) of the definition of “Reference Obligation” is to apply. Insert the Non-Standard Reference Obligation for each Reference Entity)
– Reference Obligations: [Specify Reference Obligation(s)] (If ‘Index’ is not applicable, insert the Reference Obligation for each Reference Entity) [In respect of each Reference Entity, the obligation identified in respect of such Reference Entity in the Appendix hereto](Insert if ‘Index’ is applicable)
– Basket Auction Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions] (Only include if ‘Auction Redemption’ is applicable)
– Basket Auction Redemption Date:
[[●] Business Days following the relevant date specified in the Credit Linked Conditions][As per the Credit Linked Conditions] (Only include if Auction Redemption is the Credit Event Redemption Method)
– Basket Cash Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions] (Only include if ‘Cash Redemption’ is applicable, including where’ Cash Redemption’ is the Fallback Redemption Method) – Basket Cash Redemption
Date:
[[●] Business Days following the relevant date specified in the Credit Linked Conditions][As per the Credit Linked Conditions] (Only include if Cash Redemption is the Credit Event Redemption Method or the Fallback Redemption Method)
– Basket Final Auction Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions](Only include if ‘Auction Redemption’ and ‘Credit Payment on Maturity’ applies)
– Basket Final Cash Redemption Amount:
[Specify if an alternative to that set out in the Credit Linked Conditions is to apply][As per the Credit Linked Conditions](Only include if ‘Cash Redemption’ and ‘Credit Payment on Maturity’ applies)
– Funding Interest Rate: [●] (x) Index Tranche Credit Linked
Notes:
[Applicable][Not Applicable]
(If not applicable, delete remaining sub-paragraphs of this paragraph)
– Reference Entities: As set out in Appendix 1 to the Final Terms – Standard Reference
Obligations:
[Applicable][Not Applicable]
(Where Applicable, specify Reference Obligation(s) below if the fallback to a Non-Standard Reference Obligation under paragraph (c) of the definition of “Reference Obligation” is to apply. Insert the Non-Standard Reference Obligation for each Reference Entity)
– Reference Obligations: [In respect of each Reference Entity, the obligation identified in respect of such Reference Entity in the Appendix hereto]
– Attachment Point: [●] per cent. – DetachmentPoint: [●] per cent. – Leverage: [●] per cent.
– Tranche Size: [●] [This is the product of (a) the Original Aggregate Nominal Amount of the Notes and (b) the Detachment Point minus the Attachment Point]
– Loss Threshold Amount: [●] [This is the product of the Original Aggregate Nominal Amount and the Attachment Point]
– Recovery Threshold Amount:
[●] [This is the product of (a) the Original Aggregate Nominal Amount and (b) 100% minus the DetachmentPoint]
– Index Tranche Incurred Loss Amount:
[Specify][As per the Credit Linked Conditions]
– Index Tranche Incurred Recovery Amount:
[Specify][As per the Credit Linked Conditions]
– Index Tranche Cash Redemption Date:
[[●] Business Days following the relevant date specified in the Credit Linked Conditions][As per the Credit Linked Conditions] – Index Tranche Auction
Redemption Date:
[[●] Business Days following the relevant date specified in the Credit Linked Conditions][As per the Credit Linked Conditions] – Funding Interest Rate: [●]
(xi) Obligations:
– Obligation Category: [Payment][Borrowed Money][Reference Obligation Only] [Bond][Loan][Bond or Loan] (Select one only)
– Obligation Characteristics: [Not Subordinated]
[Specified Currency] (Specify unless the fallback in the definition of “Specified Currency” applies)
[Not Sovereign Lender] [Not Domestic Currency] [Not Domestic Law] [Listed]
[Not Domestic Issuance] [None]
(Select all that apply) – Excluded Obligation: [Specify][Not Applicable]
– All Guarantees: [Applicable][Not Applicable]
Fixed Cap: [Specify] [Not Applicable] (xii) Valuation Obligations:
– Valuation Obligation Category:
[Payment][Borrowed Money][Reference Obligations Only] [Bond][Loan][Bond or Loan] (Select one only)
– Valuation Obligation Characteristics:
[Not Subordinated]
[Specified Currency] (Specify unless the fallback in the definition of “Specified Currency” applies)
[Not Sovereign Lender] [Not Domestic Currency]
[Domestic Currency] (Specify unless the fallback in the definition of “Domestic Currency” in the Credit Linked Conditions applies) [Not Domestic Law]
[Listed]
[Not Domestic Issuance] [Assignable Loan] [Consent Required Loan] [Direct Loan Participation] [Transferable]
[Maximum Maturity [of [•] years (Specify if default is not to apply)]]
[Accelerated or Matured]
[Not Bearer] (Select all that apply)
[Together with [Specify other obligation applicable for each Reference Entity other than those determined by reference to Obligation Category and Obligation Characteristics]]
– Excluded Valuation Obligation:
[Specify][Not Applicable]
– All Guarantees: [Applicable][Not Applicable]
Fixed Cap: [Specify] [Not Applicable] (xiii)Financial Reference Entity
Terms:
[Applicable][Not Applicable]
(xiv)Subordinated European Insurance Terms: [Applicable][Not Applicable] (xv) Coco Supplementary Provisions: [Applicable][Not Applicable] [– [Trigger Percentage: [●]]
(xvi)Credit Event[(s)]: [Bankruptcy] [Failure to Pay
Payment Requirement: [● or its equivalent in the relevant Obligation Currency as of the occurrence of the relevant failure to pay] [OR] [As per the Credit Linked Conditions] Grace Period Extension: [Applicable][Not Applicable] [Grace Period: [Specify][As per the Credit Linked
Conditions]] [Governmental Intervention] [Obligation Acceleration] [Obligation Default] [Repudiation/Moratorium] [Restructuring
Mod R: [Applicable][Not Applicable] Mod Mod R: [Applicable][Not Applicable]
Multiple Holder Obligation: [Applicable][Not Applicable]] [Select all that apply]
– Default Requirement: [Specify][As per the Credit Linked Conditions] – All Guarantees: [Applicable][Not Applicable]
Fixed Cap: [Specify] [Not Applicable] – Notice of Publicly Available
Information:
[Not Applicable] [Note that it is not necessary to specify “Applicable” as the default position under the Credit Linked Conditions is for a Notice of Publicly Available Information to