Cash-Settledindex Swap General Terms Confirmation

ANNEX IS

(Cash-settledIndex Swap General Terms Confirmation)

[Insert Date]

Re:Index Swap General Terms Confirmation[1]

Dear Sir/Madam:

The purpose of this Index Swap General Terms Confirmation (this “IS General Terms Confirmation”) is to confirm certain general terms and conditions of accrualequity financeIndex Swap Transactions entered into between us under the 2007 European Master Equity Derivatives Confirmation Agreement dated as of [Insert Date] (the “Master Confirmation Agreement”).

In the event of any inconsistency between this IS General Terms Confirmation and the Definitions, this IS General Terms Confirmation shall govern.

All provisions contained in the Master Agreement govern each Confirmation(each as defined in the Master Confirmation Agreement), except as expressly modified below or in the Transaction Supplement.

The general terms of each Index Swap Transaction to which this IS General Terms Confirmation relates are as follows, unless otherwise specified in, and as supplemented by, the Transaction Supplement related to that Index Swap Transaction (for the avoidance of doubt, none of the terms herein shall apply to any other Transaction, including Index Swap Transactions documented under another form of Confirmation):

General Terms:

Trade Date:As specified in the Transaction Supplement.

Effective Date:One Settlement Cycle following either Strike Date[2]: If the TradeInitial Price is Forward Starting, then the Strike Date or, if such a date is shall be as specified in the Transaction Supplement, the Strike Date, unless otherwise and shall be treated as a Valuation Date for the purposes of the Equity Definitions; provided, however, that if the Initial Price Election is either Hedge Execution or Agreed Initial Price and the Strike Date is a Disrupted Day, Section 6.6(a) shall not apply if the Hedging Party has concluded the establishment of its Hedge Positions by the Initial Price Valuation Time on such Disrupted Day.

Effective Date:As specified in the Transaction Supplement.[3].

Termination Date:The final Cash Settlement Payment Date, unless otherwise specified in the Transaction Supplement.[4].

Strike Date[5]:The Trade Date, unless otherwise specified in the Transaction Supplement, provided that if such date is not a Scheduled Trading Day, the Strike Date shall be the next following Scheduled Trading Day and provided further that [if such date is a Disrupted Day, Section 6.6(a) of the Equity Definitions shall apply.][6]

Index:As specified in the Transaction Supplement.

Number of Index Units:As specified in the Transaction Supplement,subject to adjustment for any applicable partial early termination.

Index Unit:Means a single unit out of the total Number of Index Units.

Exchange(s):As specified in the Transaction Supplement.

If the Multiple Exchange Index Annex applies to an Index Swap Transaction, for each Component Security (as defined in the Multiple Exchange Index Annex) the Exchange is the stock exchange on which that Component Security is principally traded.

Multiple Exchange Index Annex:The Multiple Exchange Index Annex shall apply in the event that “Multiple Exchange” is specified in the Transaction Supplement as the Exchange..[7]

Related Exchange:As specified in the Transaction Supplement.

Hedging Party: Party A(or any of its Affiliates[8]affiliates)1

Equity Amounts:

Equity Amount Payer:As specified in the Transaction Supplement.

Equity Notional Amount:AsIf the Initial Price is not Forward Starting, as specified in the Transaction Supplement.

If the Initial Price is Forward Starting, the product of (i) the Number of Index Units, (ii) the Initial Price, adjusted, if applicable, as provided in the Equity Definitions and as provided in this IS General Terms Confirmation, unless otherwise specified in the Transaction Supplement, which, in the event that the Initial Price Election is Hedge Execution or Agreed Initial Price, will be reissued to reflect such Equity Notional Amount and (iii) one unit of the Settlement Currency.

Equity Notional Reset:If there is one Valuation Date, Not Applicable; if there is more than one Valuation Date, Applicable, unless otherwise specified in the Transaction Supplement..[9]

Type of Return:As specified in the Transaction Supplement.

[10]

Initial Price:As Election:Close, unless Hedge Execution or Agreed Initial Price is specified in the Transaction Supplement. In

Initial Price: Unless the event that a Strike DateInitial Price is specified[11],Forward Starting, the Initial Price shall beprice as specified in the Transaction Supplement.

If the Initial Price is Forward Starting, the Initial Price shall be the level determined per the Initial Price Election as set forth below, and shall be reflected in the Transaction Supplement, which will be reissued to reflect such Initial Price:

(i) If the Initial Price Election is Strike Date Valuation TimeClose, the Initial Price shall be the level of the Index as published by the Index Sponsor at the Strike DateInitial Price Valuation Time on the Strike Date (or if no such level is published at such time, such level as of the immediately preceding publication time).[12]).

(ii) If the Initial Price Election is Hedge Execution, the effective level of the Index determined by the Calculation Agent after taking into account the trading activity that would be realised by a Hypothetical Broker Dealer,[13], acting in a commercially reasonable manner, in establishing itsApplicable Hedge Positions, as adjusted to account for any factors (including the impact of any costs, commissions or other fees in determining the level of an index) that may be separately agreed between the parties from time to time.

Initial Price Election: Strike Date Valuation Time, unless Hedge Execution is specified in the Transaction Supplement.

If the Strike Date is a Disrupted Day and the Hedging Party has established a portion of its Hedge Positions, such portion shall be considered part of the Hedging Party’s Hedge Positions for the purposes of the preceding paragraph. Further, the Hedging Party may, if necessary for the purposes of determining the Initial Price, establish the remainder of its Hedge Positions on the next succeeding Exchange Business Day following the Disrupted Day.[14]

(iii) If the Initial Price is Agreed Initial Price, the level of the Index as agreed separately between the parties (which agreement may, by way of example only, consist of a methodology or a specific level).

Final Price: (i) In respect of any Valuation Date that is not the final Valuation Date, Close. Unless otherwise specified in the Transaction Supplement, inthe official closing level of the Index as at the Valuation Time on that Valuation Date as determined by the Calculation Agent.

(ii) In respect of the final Valuation Date, [Hedge Execution] / [Close].

Close:Where Futures Price Valuation is Not Applicable, the official closing level of the Index as published by the Index Sponsor as at the Valuation Time on that Valuation Date, as determined by the Calculation Agent, as adjusted to account for any factors (including the impact of any costs, commissions or other feesin determining the level of an index))[15] that may be separately agreed between the parties from time to time..[16]

Where Futures Price Valuation is Applicable and the election for Final Price is Close, the provisions of Section 6.8 of the Equity Definitions shall apply to determine the Final Price.[17].

Hedge Execution:Where Futures Price Valuation is Not Applicable, the effective level of the Index determined by the Calculation Agent [after taking into account the trading activity that would be realised by a Hypothetical Broker Dealer][18],, acting in a commercially reasonable manner, in terminating or liquidating Applicable Hedge Positions, as adjusted to account for any factors (including the impact of any costs, commissions or other fees in determining the level of an index) that may be separately agreed between the parties from time to time.[19].

Where Futures Price Valuation is Applicable and the election for Final Price is Hedge Execution, Futures Price Valuation shall be deemed to be Not Applicable, regardless of the election for Futures Price Valuation in the Transaction Supplement.[20].

Strike Date If the Valuation Date is a Disrupted Day and the Hedging Party has terminated or liquidated a portion of its Hedge Positions, such portion shall be considered part of the Hedging Party’s Hedge Positions for the purposes of the preceding paragraph. Further, the Hedging Party may, if necessary for the purposes of determining the Final Price, terminate or liquidate the remainder of its Hedge Positions on the next succeeding Exchange Business Day following the Disrupted Day. [21]

Initial Price Valuation Time ::[22]In respect of anytheStrike Date, if applicable:

(i) If the Initial Price Election is Strike Date Valuation Time, the time specified in the Transaction Supplement or, if no time is specifiedClose, the Scheduled Closing Time on the relevant Exchange on the relevant Strike Date.[23]Strike Date; provided, however, that if the Exchange closes prior to the Scheduled Closing Time, then the Scheduled Closing Time shall be such actual closing time.

(ii) If the Initial Price Election is Hedge Execution, the Strike Date Valuation Time shall be each of the timestime at which the Hedging Party, acting in good faith and in a commercially reasonable manner, would establishhas concluded the establishment of its Hedge Positions for the purposes of determining the relevant Initial Price.

(iii) If the Initial Price Election is Agreed Initial Price, the time, or each of the times, agreed separately between the parties.

ValuationTime:Unless:[24](i) In respect of a Strike Date, the Initial Price Valuation Time.

(ii) [In respect of any Valuation Date that is not the final Valuation Date, unless otherwise specified in the Transaction Supplement: [ ]]

(iii) In respect of the final Valuation Date:

(a)where the election for Final Price is Close,

(i)if Futures Price Valuation is Not Applicable, then the Valuation Time shall be the time at which the Index Sponsor calculates and publishesthe closing level of the Index, and[25]

(ii)if Futures Price Valuation is Applicable,then notwithstanding the provisions of the Multiple Exchange Index Annex, the Valuation Time shall be the time the Official Settlement Price of the Exchange-traded Contract is determined; and

(b)where the election for Final Price is Hedge Execution (regardless of whether Futures Price Valuation applies), then notwithstanding the provisions of the Multiple Exchange Index Annex, the Valuation Time shall be each of the times at which a Hypothetical Broker Dealer, acting in good faith and in a commercially reasonable manner, would terminate or liquidate Applicable Hedge Positions for the purposes of determining the relevant Final Price (as determined by the Calculation Agent).).][26]

Valuation Date(s):As specified in the Transaction Supplement.

Floating Amounts:

Floating Amount Payer:As specified in the Transaction Supplement.

Notional Amount:Unless otherwise specified in the Transaction Supplement, the The Equity Notional Amount.

Payment Date(s):Unless otherwise specified in the Transaction Supplement, each Each Cash Settlement Payment Date, unless otherwise specified in the Transaction Supplement.

Business Days:Unless otherwiseIf each Payment Date is specified to occur on each Cash Settlement Payment Date, each Cash Settlement Payment Date shall be deemed a Business Day. In all other cases, as specified in the Transaction Supplement, [●].[27] [28] [29].

Business Day Convention:Unless otherwiseIf each Payment Date is specified in the Transaction Supplementto occur on each Cash Settlement Payment Date, then no adjustment in accordance with a Business Day Convention shall apply. In all other cases, Modified Following, unless otherwise specified in the Transaction Supplement.

Floating Rate Option:As specified in the Transaction Supplement.

Designated Maturity:As specified in the Transaction Supplement.

Spread:As specified in the Transaction Supplement.

Linear Interpolation:[Applicable] only in respect of the [initial] [initial and final] Calculation Period(s)] [Not Applicable][30],], unless otherwise specified in the Transaction Supplement.

If Applicable, it shall be applicable only [in respect of the initial Calculation Period] [in respect of the initial and final Calculation Periods]. Linear Interpolation shall be Not Applicable with respect to any other Calculation Period, unless otherwise agreed.

In respect of any Calculation Period to which Linear Interpolation is Not Applicable, the Relevant Rate for the Reset Date in respect of that Calculation Period or any Compounding Period included in that Calculation Period shall be determined by reference to the Designated Maturity specified for the Transaction, without any adjustment to account for the length of the Calculation Period or Compounding Period.

Reset Date(s):The first day of each Calculation Period. [Where, provided, however, if the Designated Maturity is specified as daily,“Daily” in the Transaction Supplement, it shall mean each Business Day in each Calculation period, and if Compounding is Applicable, it shall mean each Business Day in each Compounding Period][31].[32]

Compounding:[Applicable] [Not Applicable]

Compounding Period:If Compounding is Applicable, each Calculation Period.

Method of Calculation: If the Designated Maturity is specified as Daily in the Transaction Supplement, Weighted Average.[33]

Futures Price Valuation:[34]:

Futures Price Valuation:As specified in the Transaction Supplement; provided, however, that where the Final Price is Hedge Execution, Futures Price Valuation shall be Not Applicable, notwithstanding any election in the Transaction Supplement stating that Futures Price Valuation shall be Applicable.

Exchange-traded Contract:The Nearest Index Contract, unless otherwise specified in the Transaction Supplement.

Nearest Index Contract:The options or futures contract on the relevant Index traded on the Related Exchange with an expiry date (or the date which would have been the expiry date but for that day being a Disrupted Day or not being a Scheduled Trading Day) that matches the final Valuation Date and that is most closely equivalent to the terms of the Transaction.

Adjustment to Section 6.8 of the

Equity Definitions:Sections 6.8(b)(ii) and 6.8(d) of the Equity Definitions are amended by replacing the term “Exchange” with the term “Related Exchange”.

Settlement Terms:

Cash Settlement:Applicable

Cash Settlement Payment Date:As provided in the Equity Definitions, unlessotherwise specified in the Transaction Supplement.

Settlement Currency:As specified in the Transaction Supplement.

FX Provisions:[35]:If, with respect to a Transaction, the currency in which any Relevant Dividend is denominatedis different from the Settlement Currency, the Calculation Agent shall determine the value of that amount in the Settlement Currency, taking into consideration all available information that it considers relevant, which information shall include the rate(s) of exchange which it determines would apply if that amount or price[36]were converted into the Settlement Currency by a Hypothetical Broker Dealer acting in a commercially reasonable manner.[37][38].

Dividends (the following provisions shall apply if and only ifthe Type of Return is Total Return):

For purposes of Article 10 of the Equity Definitions, references to “Shares” shall be deemed to be references to shares within the Index.

Dividend Payment Date(s):[39]):As provided in the Equity Definitions, unless otherwise specified in the Transaction Supplement, or if such date is not a Currency Business Day, the next following Currency Business Day.

Dividend Period:Second Period; provided that if the Initial Price is Forward Starting, Section 10.3(b) of the Equity Definitions is amended by replacing “Trade Date” with “Strike Date.”

Dividend Amount:[40]:In respect of each Dividend Period, an amount in the Settlement Currency to be paid by the Equity Amount Payer on the related Dividend Payment Date, determined by the Calculation Agent in accordance with the following formula:

Number of Index Units x

where:

“t” means each day (each a “Relevant Dayt”) in the relevant Dividend Period;

“i” means, in respect of each Relevant Dayt, each share (each, a “Sharei”) that is comprised in the Index on such Relevant Dayt;

“” means, in respect of each Sharei and a Relevant Dayt, the number of[41]shares relating to such Sharei comprised in the Index, as calculated and published by the Index Sponsor (or if not published directly, implied from information published by the Index Sponsor as determined by the Calculation Agent) on such Relevant Dayt, subject to “Failure to Publish” below;

“”means, in respect of each Sharei and a Relevant Dayt:

(a)if an Ex-Dividend Date in respect of such Sharei falls on such Relevant Dayt, an amount equal to the Relevant Dividend in respect of such Sharei and such Relevant Dayt; or

(b)otherwise, zero (0);

“Dt” means, in respect of each Relevant Dayt, the Official Index Divisor, as calculated and published by the Index Sponsor on such Relevant Dayt, (or if not published directly, implied from information published by the Index Sponsor as determined by the Calculation Agent) subject to “Failure to Publish” below; and

“Official Index Divisor”means, in respect of any Relevant Dayt, the value, calculateddivisor applied by the Index Sponsor, necessary to ensure that the numerical value in respect of the Index remains unchanged after a change in the composition of the Index. The value of the Index after any change in its composition is divided by the Official Index Divisor to ensure that the value of the Index returns to its normalised valueon such day.[42]

[43]

Relevant Dividend:In respect of each Sharei and each Relevant Dayt in a Dividend Period:

(a) the Declared Cash Dividend Percentage multiplied by any Declared Cash Dividend; and

(b) if Treatment of Non-cash Distributionsis Cash Equivalent, the Declared Cash Equivalent Dividend Percentage multiplied byany Declared Cash Equivalent Dividend;

excluding any dividends (or portion of such dividends) that the Index has taken into account, either through a change in the composition and/or Official Index Divisor of the Index made by the Index Sponsor, such that payment of a cash equivalent of such dividend would have the effect of accounting for such dividend (or portion of such dividends) more than once.

“Declared Cash Dividend” means the gross cash dividend per Sharei as declared by the issuer of such Sharei where the Ex-Dividend Date falls on a Relevant Dayt, before the withholding or deduction of taxes at source by or on behalf of any applicable authority having power to tax in respect of such a dividend (an “Applicable Authority”), and shall exclude: