the Scheduled Maturity Date
Credit Linked Notes Provisions
the Interest Commencement Date
Credit Event
Credit Event
Interest Periods No Accrued Interest
the Repudiation/Moratorium Extension Condition
the Potential Repudiation/Moratorium
the Final
Valuation Notice
the Credit
Event Determination Date
no Unsettled Credit Event
Credit Event Determination
the Credit
Technical Annex
Reference Portfolio
Reference
the Credit Technical Annex