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SUPPLEMENTAL INFORMATION MEMORANDUM XENON ...

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(c) Interest Commencement Date: 11th September, 2007.<br />

and the Maturity Date are adjusted in accordance<br />

with the Business Day Convention for the<br />

purpose of payment only.<br />

If an Extension Notice has been given, the<br />

Securities will continue to bear interest after the<br />

Scheduled Termination Date in accordance with<br />

Condition CL4(a)(ii) (Interest).<br />

(d) Business Day Convention: Modified Following Business Day Convention.<br />

(e) Additional Business Centre(s): New York and TARGET.<br />

(f)<br />

Manner in which Rate of Interest is<br />

to be determined:<br />

ISDA Determination:<br />

(A) Floating Rate Option: EUR-EURIBOR-<br />

Telerate<br />

(B) Designated Maturity: Three months<br />

(C) Margin: Plus 0.80 per cent.<br />

(g) Floating Day Count Fraction: Actual/360.<br />

(h) Cessation of interest: Subject to Condition CL4 (Interest), if an Event<br />

Determination Date occurs with respect to the<br />

Reference Entity (see paragraph 7 below), interest<br />

on the Securities shall cease to accrue from, and<br />

including, the Interest Payment Date immediately<br />

preceding the Event Determination Date (or, in<br />

the case of the first Interest Period, from and<br />

including the Interest Commencement Date).<br />

(i) ISDA Definitions: 2000 ISDA Definitions.<br />

PROVISIONS RELATING TO REDEMPTION<br />

5. Maturity Date: The Securities shall be redeemed at their<br />

Outstanding Principal Amount on the Scheduled<br />

Termination Date (see paragraph 6 below) unless<br />

(a) the Counterparty has given an Extension<br />

Notice, (b) the Securities have previously been<br />

redeemed mandatorily under Conditions 8(b)<br />

(Redemption for taxation reasons) or 8(c)<br />

(Mandatory Redemption) or purchased under<br />

Condition 9 (Purchase) or, as the case may be, are<br />

in the process of being so redeemed or purchased,<br />

(c) in relation to a Credit Event, the Conditions to<br />

Settlement have been satisfied or (d) an Event of<br />

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