JPMORGAN CHASE & CO. - Irish Stock Exchange

(g)
Definitions
For the purposes of these Conditions:
“Business Day” means a day which is both:
(A)
(B)
a day on which commercial banks and foreign exchange markets settle payments and are open for
general business (including dealing in foreign exchange and foreign currency deposits) in London and
any Additional Business Centre specified in the applicable Final Terms or Prospectus; and
either (1) in relation to any sum payable in a Specified Currency other than euro, a day on which
commercial banks and foreign exchange markets settle payments and are open for general business
(including dealing in foreign exchange and foreign currency deposits) in the principal financial centre
of the country of the relevant Specified Currency (if other than London and any Additional Business
Centre and which if the Specified Currency is Australian dollars or New Zealand dollars shall be
Sydney or Auckland, respectively) or (2) in relation to any sum payable in euro, a day on which
Trans-European Automated Real-Time Gross Settlement Express Transfer (TARGET) System which
utilises a single shared platform and which was established on 19 November 2007, or any successor
thereto (the “TARGET2 System”) is open.
“Day Count Fraction” means, in respect of the calculation of an amount of interest for any Interest Period:
(i)
(ii)
(iii)
(iv)
if “Actual/Actual” or “Actual/Actual — ISDA” is specified in the applicable Final Terms, the actual
number of days in the Interest Period divided by 365 (or, if any portion of that Interest Period falls in a
leap year, the sum of (A) the actual number of days in that portion of the Interest Period falling in a
leap year divided by 366 and (B) the actual number of days in that portion of the Interest Period falling
in a non-leap year divided by 365);
if “Actual/365 (Fixed)” is specified in the applicable Final Terms, the actual number of days in the
Interest Period divided by 365;
if “Actual/360” is specified in the applicable Final Terms, the actual number of days in the Interest
Period divided by 360;
if “30/360”, “360/360” or “Bond Basis” is specified in the applicable Final Terms, the number of days
in the Interest Period divided by 360 calculated on a formula basis as follows:
[360 x (Y(2)-
Y(1))] + [30 x (M(2) - M(1))] + (D(2)-
D(1))
Day Count Fraction =
360
where:
“Y(1)” is the year, expressed as a number, in which the first day of the Interest Period falls;
“Y(2)” is the year, expressed as a number, in which the day immediately following the last day
included in the Interest Period falls;
“M(1)” is the calendar month, expressed as a number, in which the first day of the Interest Period
falls;
“M(2)” is the calendar month, expressed as number, in which the day immediately following the last
day included in the Interest Period falls;
“D(1)” is the first calendar day, expressed as a number, of the Interest Period, unless such number
would be 31, in which case D(1) will be 30; and
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