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