Credit Event / Not Capital Guaranteed
the Swiss Financial Market Supervisory Authority
Credit Linked Notes Provisions
Rate of Interest x Nominal Amount
Repudiation/Moratorium Evaluation
Date
the Grace Period Extension Date
the Credit
Technical Annex
Reference Portfolio
Reference
the Repudiation/Moratorium Extension Condition
the Credit
Event Determination Date
Credit Event Determination
the Specified Denomination
the Interest Commencement Date
the Scheduled Maturity Date
the Final
Valuation Notice
no Unsettled Credit Event