CONTENTS

TERMS AND CONDITIONS OF THE PROGRAMME(i)(ii)(iii)(iv)“Following Business Day Convention” means that the relevant date shall be postponed tothe first following day that is a Business Day;“Modified Following Business Day Convention” or "Modified Business DayConvention" means that the relevant date shall be postponed to the first following day that isa Business Day unless that day falls in the next calendar month in which case that date will bethe first preceding day that is a Business Day;“Preceding Business Day Convention” means that the relevant date shall be broughtforward to the first preceding day that is a Business Day;“Floating Rate Convention” means that each relevant date shall be the date whichnumerically corresponds to the preceding such date in the calendar month which is thenumber of months specified in the applicable Final Terms as the Specified Period after thecalendar month in which the preceding such date occurred, provided, however, that:(A)(B)(C)if there is no such numerically corresponding day in the calendar month in which anysuch date should occur, then such date will be the last day which is a Business Day inthat calendar month;if any such date would otherwise fall on a day which is not a Business Day, then suchdate will be the first following day which is a Business Day unless that day falls in thenext calendar month, in which case it will be the first preceding day which is a BusinessDay; andif the preceding such date occurred on the last day in a calendar month which was aBusiness Day, then all subsequent such dates will be the last day which is a BusinessDay in the calendar month which is the specified number of months after the calendarmonth in which the preceding such date occurred.“Day Count Fraction” means in respect of the calculation of an amount for any period of time(the "Calculation Period"), such day count fraction as may be specified in these conditions or theapplicable Final Terms and:(i)(ii)(iii)(iv)if "Actual/365" or "Actual/Actual" is so specified, means the actual number of days in theCalculation Period divided by 365 (or, if any portion of the Calculation Period falls in a leapyear, the sum of (A) the actual number of days in that portion of the Calculation Periodfalling in a leap year divided by 366 and (B) the actual number of days in that portion of theCalculation Period falling in a non-leap year divided by 365);if "Actual/365 (Fixed)" is so specified, means the actual number of days in the CalculationPeriod divided by 365;if "Actual/360" is so specified, means the actual number of days in the Calculation Perioddivided by 360; andif "30/360" is so specified, means the number of days in the Calculation Period divided by360 (the number of days to be calculated on the basis of a year of 360 days with 12 30-daymonths (unless (i) the last day of the Calculation Period is the 31st day of a month but thefirst day of the Calculation Period is a day other than the 30th or 31st day of a month, in20