the Credit
Technical Annex
Reference Portfolio
Reference
Repudiation/Moratorium Evaluation
Date
the Credit Technical Annex
Grace Period Extension Date
Credit Event Determination Date
Credit Event / Not Capital Guaranteed
the Repudiation/Moratorium Evaluation Date
Potential
Repudiation / Moratorium
Rate of Interest x Nominal Amount
the Specified Denomination
the Grace Period Extension Date
the Interest Payment Date
the Swiss Financial Market Supervisory Authority