Annex XII - Minimum Disclosure Requirements for the Securities Note for derivative securities (schedule)

1.1.

All persons responsible for the information given in the prospectus and, as the case may be, for certain parts of it, with, in the latter case, an indication of such parts. In the case of natural persons including members of the issuer’s administrative, management or supervisory bodies indicate the name and function of the person; in case of legal persons indicate the name and registered office.

1.2.

A declaration by those responsible for the prospectus that, having taken all reasonable care to ensure that such is the case, the information contained in the prospectus is, to the best of their knowledge, in accordance with the facts and contains no omission likely to affect its import. As the case may be, declaration by those responsible for certain parts of the prospectus that, having taken all reasonable care to ensure that such is the case, the information contained in the part of the prospectus for which they are responsible is, to the best of their knowledge, in accordance with the facts and contains no omission likely to affect its import.

4.1.1.

A description of the type and the class of the securities being offered and/or admitted to trading, including the ISIN (International Security Identification Number) or other such security identification code.

4.1.2.

A clear and comprehensive explanation to help investors understand how the value of their investment is affected by the value of the underlying instrument (s), especially under the circumstances when the risks are most evident unless the securities have a denomination per unit of at least EUR ►M5 100 000 ◄ or can only be acquired for at least EUR ►M5 100 000 ◄ per security.

4.1.3.

Legislation under which the securities have been created.

4.1.4.

An indication whether the securities are in registered form or bearer form and whether the securities are in certificated form or book-entry form. In the latter case, name and address of the entity in charge of keeping the records.

4.1.5.

Currency of the securities issue.

4.1.6.

Ranking of the securities being offered and/or admitted to trading, including summaries of any clauses that are intended to affect ranking or subordinate the security to any present or future liabilities of the issuer.

4.1.7.

A description of the rights, including any limitations of these, attached to the securities and procedure for the exercise of said rights.

4.1.8.

In the case of new issues, a statement of the resolutions, authorisations and approvals by virtue of which the securities have been or will be created and/or issued.

4.1.9.

The issue date of the securities.

4.1.10.

A description of any restrictions on the free transferability of the securities.

4.1.11.

— The expiration or maturity date of the derivative securities. — The exercise date or final reference date.

4.1.12.

A description of the settlement procedure of the derivative securities.

4.1.13.

A description of how any return on derivative securities takes place, the payment or delivery date, and the way it is calculated.

4.1.14.

In respect of the country of registered office of the issuer and the country(ies) where the offer is being made or admission to trading is being sought: (a) information on taxes on the income from the securities withheld at source; (b) indication as to whether the issuer assumes responsibility for the withholding of taxes at the source.

4.2.1.

The exercise price or the final reference price of the underlying.

4.2.2.

A statement setting out the type of the underlying and details of where information on the underlying can be obtained: — an indication where information about the past and the further performance of the underlying and its volatility can be obtained, — where the underlying is a security, — — the name of the issuer of the security, — the ISIN (international security identification number) or other such security identification code, ▼M6 — where the underlying is an index: — — the name of the index, — a description of the index if it is composed by the issuer or by any legal entity belonging to the same group, — a description of the index provided by a legal entity or a natural person acting in association with, or on behalf of, the issuer, unless the prospectus contains the following statements: — — the complete set of rules of the index and information on the performance of the index are freely accessible on the issuer’s or on the index provider’s website, — and — the governing rules (including methodology of the index for the selection and the re-balancing of the components of the index, description of market disruption events and adjustment rules) are based on predetermined and objective criteria. — If the index is not composed by the issuer, where information about the index can be obtained. ▼C1 — where the underlying is an interest rate, — — a description of the interest rate, — others: — — Where the underlying does not fall within the categories specified above the securities note shall contain equivalent information. — where the underlying is a basket of underlyings, — — disclosure of the relevant weightings of each underlying in the basket.

4.2.3.

A description of any market disruption or settlement disruption events that affect the underlying.

4.2.4.

Adjustment rules with relation to events concerning the underlying.

5.1.1.

Conditions to which the offer is subject.

5.1.2.

Total amount of the issue/offer; if the amount is not fixed, description of the arrangements and time for announcing to the public the amount of the offer.

5.1.3.

The time period, including any possible amendments, during which the offer will be open and description of the application process.

5.1.4.

Details of the minimum and/or maximum amount of application, (whether in number of securities or aggregate amount to invest).

5.1.5.

Method and time limits for paying up the securities and for delivery of the securities.

5.1.6.

A full description of the manner and date in which results of the offer are to be made public.

5.2.1.

The various categories of potential investors to which the securities are offered. If the offer is being made simultaneously in the markets of two or more countries and if a tranche has been or is being reserved for certain of these, indicate any such tranche.

5.2.2.

Process for notification to applicants of the amount allotted and indication whether dealing may begin before notification is made.

5.4.1.

Name and address of the coordinator(s) of the global offer and of single parts of the offer and, to the extend known to the issuer or to the offeror, of the placers in the various countries where the offer takes place.

5.4.2.

Name and address of any paying agents and depository agents in each country.

5.4.3.

Entities agreeing to underwrite the issue on a firm commitment basis, and entities agreeing to place the issue without a firm commitment or under ‘best efforts’ arrangements. Where not all of the issue is underwritten, a statement of the portion not covered.

5.4.4.

When the underwriting agreement has been or will be reached.

5.4.5.

Name and address of a calculation agent.

6.1.

An indication as to whether the securities offered are or will be the object of an application for admission to trading, with a view to their distribution in a regulated market or other equivalent markets with indication of the markets in question. This circumstance shall be mentioned, without creating the impression that the admission to trading necessarily will be approved. If known, the earliest dates on which the securities will be admitted to trading shall be given.

6.2.

All the regulated markets or equivalent markets on which, to the knowledge of the issuer, securities of the same class of the securities to be offered or admitted to trading are already admitted to trading.

6.3.

Name and address of the entities which have a firm commitment to act as intermediaries in secondary trading, providing liquidity through bid and offer rates and description of the main terms of their commitment.

7.1.

If advisors connected with an issue are mentioned in the Securities Note, a statement of the capacity in which the advisors have acted.

7.2.

An indication of other information in the Securities Note which has been audited or reviewed by statutory auditors and where auditors have produced a report. Reproduction of the report or, with permission of the competent authority, a summary of the report.

7.3.

Where a statement or report attributed to a person as an expert is included in the Securities Note, provide such person’s name, business address, qualifications and material interest, if any, in the issuer. If the report has been produced at the issuer’s request a statement to that effect that such statement or report is included, in the form and context in which it is included, with the consent of that person who has authorised the contents of that part of the Securities Note.

7.4.

Where information has been sourced from a third party, provide a confirmation that this information has been accurately reproduced and that as far as the issuer is aware and is able to ascertain from information published by that third party, no facts have been omitted which would render the reproduced information inaccurate or misleading. In addition, the issuer shall identify the source(s) of the information.

7.5.

An indication in the prospectus whether or not the issuer intends to provide post-issuance information. Where the issuer has indicated that it intends to report such information, the issuer shall specify in the prospectus what information will be reported and where such information can be obtained.