the Specified Denomination
Credit Linked Notes Provisions
no Unsettled Credit Event
the Final
Valuation Notice
the Repudiation/Moratorium Evaluation Date
Rate of Interest x Nominal Amount
the Scheduled Maturity Date
the Credit
Technical Annex
Reference Portfolio
Reference
Potential
Repudiation / Moratorium
Repudiation/Moratorium Evaluation
Date
the Credit
Event Determination Date