Common use of Calculations and Information Provided Clause in Contracts

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index or such Successor Index, as the case may be, had such changes or modifications not been made, (d) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreement. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by (a) The Calculation Agent will determine the Trustee Cash Settlement Value in respect of an exercise of Warrants and will be responsible for a determination determining each of the Maturity Payment Amount due on following items: (i) the Stated Maturity Date Final Index Level, including any adjustments thereto, and the Initial Index Level; (ii) whether and what adjustments to any Relevant Index should be made; (iii) any successor or substitute index if publication of a Relevant Index is discontinued; (iv) the Final Index Level of the Securities, Relevant Index if (1) the publisher of the Relevant Index discontinues publication of such index and the Calculation Agent shall determine determines that no successor or substitute index is available at such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinuedtime, (b2) the Closing Index Level if no Successor Index is available or if S&P or the publisher of any Successor Index, as the case may be, such Relevant Index fails to calculate and publish a Closing closing level for the Relevant Index Level on any date, the Valuation Date in accordance with customary practice or (c3) adjustments to the Index, any Successor Index or circumstances described in the Closing Index Level if proviso of the method first paragraph of calculating any of these items changes in Section 2.05 hereof occur; (v) whether a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" particular day is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index or such Successor Index, as the case may be, had such changes or modifications not been made, Scheduled Trading Day; (dvi) whether a Market Disruption Event has occurred and the applicable Valuation Date; (fvii) whether to limit the number of Warrants exercisable on any date, other than automatic exercises, to an aggregate of 400,000 as described in Section 2.08 hereof; (viii) any Limit Option Index Level; and (ix) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this AgreementAgreement or the relevant Warrants. The Calculation Agent shall timely notify the Trustee Warrant Agent of all such adjustments or any such Successor Indexcalculations, determinations and adjustment or if a Market Disruption Event with respect to the Warrants has occurred. Annex A hereto sets forth the procedures . (b) Any calculation or determination by the Calculation Agent under this Agreement shall be made at the sole discretion of the Calculation Agent and shall (in the absence of manifest error) be final and binding on the Company, the Warrant Agent, the Warrantholders and any Participant. Any such calculations will use be made available to determine a Warrantholder for inspection at the information described in this Section 2Warrant Agent's Office.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P STOXX or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- ---------- * "RAPIDSEURO STOXX" and "EURO STOXX 50" are trademarks of STOXX Limited and "Dow Xxxxx EURO STOXX 50 Index" is a service xxxx of Xxxxxx Brothers Inc. "Standard Dow Xxxxx & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-XxxxCompany, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. the Company. The Securities, linked to the performance of the S&P 500 Dow Xxxxx EURO STOXX 50 Index, are not sponsored, endorsed, sold or promoted by Standard STOXX Limited or Dow Xxxxx & Poor's Company, Inc. and Standard STOXX Limited and Dow Xxxxx & Poor's makes Company, Inc. make no representation regarding the advisability of investing in the Securities. modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine be responsible for (a) the determination of the Applicable USD/EUR Exchange Rate, (b) the determination of the Successor Index if publication of the Index is discontinued, (bc) the determination of the Closing Index Level if no Successor Index is available or if S&P STOXX Limited or the publisher of any Successor Index, as the case may be, fails to calculate and publish announce a Closing Index Level on any dateday, (cd) adjustments to the Index, any the Successor Index, the Closing Index Level or the Closing USD Index Level if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level value of the Index or such Successor Index, as --------------------------------- * The Dow Xxxxx STOXX 50 Index is proprietary and copyrighted material. The Dow Xxxxx STOXX 50 Index and the related trademarks have been licensed for certain purposes by the Company. Neither STOXX Limited nor Dow Xxxxx & Company, Inc. sponsors, endorses or promotes the Securities based on the Dow Xxxxx STOXX 50 Index and neither STOXX Limited nor Dow Xxxxx & Company, Inc. makes a representation regarding the advisability of investing in the Securities. the case may be, had such changes or modifications not been made, (de) adjustments to the Threshold Level, if required in order to reflect adjustments made to the Index or Successor Index, and (f) the determination of whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such determinations and adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine in making the information determinations, adjustments or calculations described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P STOXX or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- ---------- * "RAPIDSEURO STOXX" and "EURO STOXX 50" are trademarks of STOXX Limited and "Dow Jones EURO STOXX 50 Index" is a service xxxx mark of Xxxxxx Brothers Inc. "Standard Dow Jones & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-XxxxCompany, Inc. and have axx xxve been licensed for use by Xxxxxx Brothers Holdings Inc. the Comxxxx. The SecuritiesSexxxxxies, linked to the performance of the S&P 500 Dow Jones EURO STOXX 50 Index, are not sponsored, endorsed, sold or promoted by Standard XXXXX Limited or Dow Jones & Poor's Company, Inc. and Standard STOXX Limited and Dow Jones & Poor's makes no representation Company, Inc. make xx xxpresentation regarding the advisability of investing xxxxxting in the Securities. modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P NKS or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been ---------- * "Nikkei" and "Nikkei 225" are the service marks of Nihon Keizai Shimbun, Inc. and have been licensed for use by the Company. The Securities, linked to the performance of the Nikkei 225 Index, are not sponsored, endorsed, sold or promoted by Nihon Keizai Shimbun, Inc., and Nihon Keizai Shimbun, Inc. makes no representation regarding the advisability of investing in the Securities. made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the a Component Index is discontinued, (b) the Closing Multiplier and Weight of each remaining Component Index Level if no Successor Index is available or if S&P or the publisher of any such Component Index or Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the a Component Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the a Component Index or Successor Index is in any other way modified so --------------- that --------------------------- * "RAPIDS" Each Component Index is a service xxxx trademark of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," the sponsor of such Component Index and "500" are trademarks of XxXxxx-Xxxx, Inc. and have has been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 IndexComponent Indices, are not sponsored, endorsed, sold or promoted by Standard & Poor's the sponsors of the Component Indices and Standard & Poor's makes the sponsors of the Component Indices make no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index such Component Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in a Component Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount amount, if any, due on the Stated Maturity Date of the SecuritiesInterest Payment Date, the Calculation Agent shall determine such Maturity Interest Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- that it does not, in the opinion of --------------------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securitiesnotes, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securitiesnotes. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, made and (d) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the a Component Index is discontinued, (b) the Closing Multiplier and Weight of each remaining Component Index Level if no Successor Index is available or if S&P or the publisher of any such Component Index or Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the a Component Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor ----------------------------- * Each Component Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx trademark of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," the sponsor of such Component Index and "500" are trademarks of XxXxxx-Xxxx, Inc. and have has been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 IndexComponent Indices, are not sponsored, endorsed, sold or promoted by Standard & Poor's the sponsors of the Component Indices and Standard & Poor's makes the sponsors of the Component Indices make no representation regarding the advisability of investing in the Securities. material respect or if a Component Index or Successor Index is in any other way modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index such Component Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in a Component Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the a Component Index is discontinued, (b) the Closing Weight of each remaining Component Index Level if no Successor Index is available or if S&P or the publisher of any such Component Index or Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the a Component Index, any Successor Index or the Closing Index Level if the method of calculating any of these items changes in a material respect or if the a Component Index or Successor Index is in any other way modified so --------------- that it does not, in the opinion of the Calculation Agent, fairly represent the level of such Component Index, or ------------------ * "RAPIDS" Each Component Index is a service xxxx trademark of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," the sponsor of such Component Index and "500" are trademarks of XxXxxx-Xxxx, Inc. and have has been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 IndexComponent Indices, are not sponsored, endorsed, sold or promoted by Standard & Poor's the sponsors of the Component Indices and Standard & Poor's makes the sponsors of the Component Indices make no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in a Component Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount, the Redemption Payment Amount due on or the Stated Maturity Date Optional Repurchase Amount with respect to any series of the SecuritiesNotes, the Calculation Agent shall determine such Maturity the applicable Payment Amount in accordance with the terms of the relevant Notes and this Agreement and notify the Trustee of its determination. The In addition, the Calculation Agent shall also determine be responsible for determining each of the following items for each series of the Notes, to the extent applicable: (a) the Successor Settlement Value and any adjustments thereto; (b) in the case of Notes whose performance is linked to a common stock or a basket of common stocks: (i) the Closing Price of each Settlement Value Security on any date that the Settlement Value is to be determined, (ii) the Multiplier for each Settlement Value Security, and (iii) whether and what adjustments to the Multipliers should be made; (c) in the case of Notes whose performance is linked to an index or a basket of indices: (i) the Closing Level of each Relevant Index on any date that the Settlement Value is to be determined, (ii) whether and what adjustments to any Relevant Index should be made, (iii) any successor or substitute index if publication of the a Relevant Index is discontinued, and (biv) the Closing Level of the Relevant Index Level if no Successor Index is available or if S&P or the publisher of any Successor Indexa Relevant Index discontinues publication of such index and the Calculation Agent determines that no successor index is available at such time, as or if the case may be, publisher of such Relevant Index fails to calculate and publish a Closing Level for the Relevant Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level if the method of calculating any of these items changes date when it would ordinarily do so in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index or such Successor Index, as the case may be, had such changes or modifications not been made, accordance with customary practice; (d) whether a Market Disruption Event has occurred occurred; (e) if Stock Settlement is applicable, the number and kind of Settlement Value Securities to be delivered, the value of any fractional shares thereof and whether cash or other property shall be delivered in lieu of, or in addition to, any Settlement Value Securities; (f) the Amortized Principal Amount; (g) the amount payable upon repayment of the Notes on any Optional Reset Date; (h) whether a particular day is a Scheduled Trading Day; (i) the applicable Valuation Date; and (j) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreement, the relevant Pricing Supplement or the relevant Notes. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Indexcalculations, determinations and adjustment or if a Market Disruption Event with respect to a series of Notes has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 22 with respect to a series of Notes.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount, the Redemption Payment Amount due on or the Stated Maturity Date Optional Repurchase Amount with respect to any series of the SecuritiesNotes, the Calculation Agent shall determine such Maturity the applicable Payment Amount in accordance with the terms of the relevant Notes and this Agreement and notify the Trustee of its determination. The In addition, the Calculation Agent shall also determine be responsible for determining each of the following items for each series of the Notes, to the extent applicable: (a) the Successor Settlement Value and any adjustments thereto; (b) in the case of Notes whose performance is linked to a common stock, an exchange traded fund or a basket of common stocks: (i) the Closing Price of each Settlement Value Security on any date that the Settlement Value is to be determined, (ii) the Multiplier for each Settlement Value Security, and (iii) whether and what adjustments to the Multipliers should be made; (c) in the case of Notes whose performance is linked to an index or a basket of indices: (i) the Closing Level of each Relevant Index on any date that the Settlement Value is to be determined, (ii) whether and what adjustments to any Relevant Index should be made, (iii) any successor or substitute index if publication of the a Relevant Index is discontinued, and (biv) the Closing Level of the Relevant Index Level if no Successor Index is available or if S&P or the publisher of any Successor Indexa Relevant Index discontinues publication of such index and the Calculation Agent determines that no successor index is available at such time, as or if the case may be, publisher of such Relevant Index fails to calculate and publish a Closing Level for the Relevant Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level if the method of calculating any of these items changes date when it would ordinarily do so in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index or such Successor Index, as the case may be, had such changes or modifications not been made, accordance with customary practice; (d) whether a Market Disruption Event has occurred occurred; (e) if Stock Settlement is applicable, the number and kind of Settlement Value Securities to be delivered, the value of any fractional shares thereof and whether cash or other property shall be delivered in lieu of, or in addition to, any Settlement Value Securities; (f) the Amortized Principal Amount; (g) the amount payable upon repayment of the Notes on any Optional Reset Date; (h) whether a particular day is a Scheduled Trading Day; (i) the applicable Valuation Date; and (j) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreement, the relevant Pricing Supplement or the relevant Notes. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Indexcalculations, determinations and adjustment or if a Market Disruption Event with respect to a series of Notes has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 22 with respect to a series of Notes.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the a Component Index is discontinued, (b) the Closing Multiplier and Weight of each remaining Component Index Level if no Successor Index is available or if S&P or the publisher of any such Component Index or Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the a Component Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the a Component Index or Successor Index is in any other way modified so --------------- that ---------- * "RAPIDS" Each Component Index is a service xxxx trademark of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," the sponsor of such Component Index and "500" are trademarks of XxXxxx-Xxxx, Inc. and have has been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 IndexComponent Indices, are not sponsored, endorsed, sold or promoted by Standard & Poor's the sponsors of the Component Indices and Standard & Poor's makes the sponsors of the Component Indices make no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index such Component Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in a Component Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P NKS or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) ------------ * "Nikkei" and "Nikkei 225" are the service marks of Nihon Keizai Shimbun, Inc. and have been licensed for use by the Company. The Securities, linked to the performance of the Nikkei 225 Index, are not sponsored, endorsed, sold or promoted by Nihon Keizai Shimbun, Inc. and Nihon Keizai Shimbun, Inc. makes no representation regarding the advisability of investing in the Securities. adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P STOXX or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- -------------------- * "RAPIDSEURO STOXX" and "EURO STOXX 50" are trademarks of STOXX Limited and "Dow Xxxxx EURO STOXX 50 Index" is a service xxxx of Xxxxxx Brothers Inc. "Standard Dow Xxxxx & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-XxxxCompany, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. the Company. The Securities, linked to the performance of the S&P 500 Dow Xxxxx EURO STOXX 50 Index, are not sponsored, endorsed, sold or promoted by Standard STOXX Limited or Dow Xxxxx & Poor's Company, Inc. and Standard STOXX Limited and Dow Xxxxx & Poor's makes Company, Inc. make no representation regarding the advisability of investing in the Securities. modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine be responsible for (a) the determination of the Successor Index if publication of the Index is discontinued, (b) the determination of the Closing Index Level if no Successor Index is available or if S&P Russell or the publisher pubxxxxxx of any Successor Index, as the case may be, fails to calculate and publish announce a Closing Index Level on any date, (c) adjustments to the Index, any the Successor Index or the Closing Index Level if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level value of the Index Index, or such Successor Index, as the case may ----------------------- * Russell 2000(R) Index is a xxxxxxxrk of Frank Russell Company and has been licensed for use by Lehman Brothers Holdings Inx. The Securities, based on the performance of the Russell 2000 Xxxex, are not sponsored, endorsed, sold or promoted by Frank Rusxxxx Xxxxxxx xxx Xxxxx Xxxxxxx Company makes xx representation regarding the advisability of investing in the Securities. be, had such changes or modifications not been made, (d) adjustments to the threshold level, if required in order to reflect adjustments made in the Index or Successor Index and (e) the determination of whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P NKS or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- --------------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. the Company. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500,Nikkei" and "500Nikkei 225" are trademarks the service marks of XxXxxx-XxxxNihon Keizai Shimbun, Inc. ("NKS") and have been will be licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Nikkei 225 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's NKS, and Standard & Poor's NKS makes no representation regarding the advisability of investing in the Securities. modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- ---------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or any Successor Index, (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreement. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the a Component Index is discontinued, (b) the Closing Multiplier and Weight of each remaining Component Index Level if no Successor Index is available or if S&P or the publisher of any such Component Index or Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the a Component Index, any the Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the a Component Index or Successor Index is in any other way modified so --------------- that ----------------- * "RAPIDS" Each Component Index is a service xxxx trademark of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," the sponsor of such Component Index and "500" are trademarks of XxXxxx-Xxxx, Inc. and have has been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 IndexComponent Indices, are not sponsored, endorsed, sold or promoted by Standard & Poor's the sponsors of the Component Indices and Standard & Poor's makes the sponsors of the Component Indices make no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index such Component Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in a Component Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date or for a determination of the SecuritiesRedemption Price due on the Redemption Date, the Calculation Agent shall determine such Maturity Payment Amount or Redemption Price and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the an Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P a Publisher or the publisher of any Successor Index, as the case ---------- * "Standard & Poor's," "S&P," "S&P 100," and "100" are trademarks of McGraw Hill, Inc. and have been licensed for use by the Company. "Russell 2000 Index" is x xxxxemark of the Frank Russell Company and hxx xxxx xxxxxsed for use by the Company. The Securities, linked to the performance of the S&P 100 Index relative to the performance of the Russell 2000 Index, are xxx xponsored, endorsed, sold or promoted by Standard & Poor's or the Frank Russell Company xxx xxxxxxx Xxxxxxrd & Poor's nor the Frank Russell Company xxxxx xxx xxxresentation regarding the advisability of investing in the Securities. may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the an Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the an Index or Successor Index is in any other way modified so --------------- * "RAPIDS" is a service xxxx of Xxxxxx Brothers Inc. "Standard & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-Xxxx, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. The Securities, linked to the performance of the S&P 500 Index, are not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no representation regarding the advisability of investing in the Securities. that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index such Index, or such Successor Index, as the case may be, had such changes or modifications not been made, and (d) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.

Calculations and Information Provided. In response to a request made by the Trustee for a determination of the Maturity Payment Amount due on the Stated Maturity Date of the Securities, the Calculation Agent shall determine such Maturity Payment Amount and notify the Trustee of its determination. The Calculation Agent shall also determine (a) the Successor Index if publication of the Index is discontinued, (b) the Closing Index Level if no Successor Index is available or if S&P STOXX or the publisher of any Successor Index, as the case may be, fails to calculate and publish a Closing Index Level on any date, (c) adjustments to the Index, any Successor Index or the Closing Index Level thereof if the method of calculating any of these items changes in a material respect or if the Index or Successor Index is in any other way modified so --------------- ------------------------- * "RAPIDSEURO STOXX" and "EURO STOXX 50" are trademarks of STOXX Limited and "Dow Xxxxx EURO STOXX 50 Index" is a service xxxx of Xxxxxx Brothers Inc. "Standard Dow Xxxxx & Poor's," "S&P," "S&P 500," "Standard & Poor's 500," and "500" are trademarks of XxXxxx-XxxxCompany, Inc. and have been licensed for use by Xxxxxx Brothers Holdings Inc. the Company. The Securities, linked to the performance of the S&P 500 Dow Xxxxx EURO STOXX 50 Index, are not sponsored, endorsed, sold or promoted by Standard STOXX Limited or Dow Xxxxx & Poor's Company, Inc. and Standard STOXX Limited and Dow Xxxxx & Poor's makes Company, Inc. make no representation regarding the advisability of investing in the Securities. modified so that it does not, in the opinion of the Calculation Agent, fairly represent the level of the Index Index, or such Successor Index, as the case may be, had such changes or modifications not been made, (d) adjustments to the Threshold Level, if required in order to reflect adjustments made in the Index or Successor Index and (e) whether a Market Disruption Event has occurred and (f) any other calculation, determination or adjustment specified as being made by the Calculation Agent in this Agreementoccurred. The Calculation Agent shall notify the Trustee of all such adjustments or any such Successor Index, or if a Market Disruption Event has occurred. Annex A hereto sets forth the procedures the Calculation Agent will use to determine the information described in this Section 2.