EFTA01459879.pdf

Component Security Each component security of an Index. Amendment to Section 6.8(e): The words She level of the relevant index at the dose of the regular trading session on the relevant Exchange" on fines 4 and 5 of Section 8.8(e) of the Equity Definitions shat be deleted and replaced with the words She official closing level of the Index as calculated and published by the Index Sponsor. Scheduled Trading Day: Any day on which: (I) the Index Sponsor Is scheduled to publish the level of the index; and (II) the Related Exchange la scheduled to be open for trading for its regular trading session. Exchange Business Day: Any Scheduled Trading Day on which: (i) the Index Sponsor publishes the level of the Index; and (ii) the Related Exchange Is open for trading during its regular trading session, notwithstanding the Related Exchange closing prior to its Scheduled Closing Time. Valuation Time: (i) For the purposes of determining whether a Market Disruption Event has occurred: (a) in respect of any Component Security, the Scheduled Closing Time on the Exchange in respect of such Component Security, and (b) in respect of any options willies:1u ut Mums milts:Is on the Index, the close of trading on the Related Exchange; and (ii) in all other circumstances, the time at which the official dosing level of the Index is calculated and published by the index Sponsor. Market Disruption Event Either (a) The occurrence or existence, in respect of any Component Security, of: (1) a Trading Disruption, which the Calculation Agent determines is material, at any time during the one hour period that ends at the relevant Valuation Time in respect of the Exchange on which such Component Security is principally traded; (2) an Exchange Disruption, which the Calculation Agent determines is material, at any time during the one hour period that ends at the relevant Valuation Time in respect of the Exchange on which such Component Security Is principally traded; OR (3) en Eady Closure; AND (b) the aggregate of all Component Securities in respect of which a Trading Disruption, an Exchange Disruption or an Early Closure occurs or exists comprises 20 per cent or more of the level of the Index; OR the occurrence or existence, in respect of futures or options contracts relating to the Index, of. (a) a Trading Disruption; (b) an CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120631 CONFIDENTIAL SDNY GM_00266815 EFTA01459879