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Under the Euro Medium Term Note Programme ... - Finance - EDF

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Form of Final <strong>Term</strong>s<br />

can be obtained:<br />

- where <strong>the</strong> underlying is an<br />

interest rate:<br />

a description of <strong>the</strong> interest<br />

rate:<br />

[Applicable/Not Applicable]<br />

[Applicable/Not Applicable]<br />

- o<strong>the</strong>rs:<br />

where <strong>the</strong> underlying does<br />

not fall within <strong>the</strong> categories<br />

specified above <strong>the</strong><br />

securities note shall contain<br />

equivalent information:<br />

- where <strong>the</strong> underlying is a<br />

basket of underlyings:<br />

[Applicable/Not Applicable]<br />

disclosure of <strong>the</strong> relevant<br />

weightings of each<br />

underlying in <strong>the</strong> basket:<br />

A description of any market<br />

disruption or settlement<br />

disruption events that affect<br />

<strong>the</strong> underlying:<br />

Annex XII, 4.2.3<br />

Annex XII, 4.2.4<br />

Adjustment rules with<br />

relation to events<br />

concerning <strong>the</strong> underlying:] 1 Annex XII, 4.2.4<br />

1 Required for derivative securities to which Annex 12 to <strong>the</strong> Prospectus Directive Regulation applies. See footnote**<br />

below.<br />

** If <strong>the</strong> Final Redemption Amount is less than 100% of <strong>the</strong> nominal value <strong>the</strong> <strong>Note</strong>s will be derivative securities for <strong>the</strong><br />

purposes of <strong>the</strong> Prospectus Directive and <strong>the</strong> requirements of Annex 12 to <strong>the</strong> Prospectus Directive Regulation will<br />

apply. This pro forma has been annotated to indicate where <strong>the</strong> key additional requirements of Annex 12 are dealt<br />

with.<br />

-154 -

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