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