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Potential Repudiation / Moratorium

the Repudiation/Moratorium Extension Condition

the Interest Commencement Date

Accrual of Interest

the Final Valuation Notice

Repudiation/Moratorium

Credit Event Determination

Credit Linked Notes Provisions

the Scheduled Maturity Date

no Unsettled Credit Event

an Interest Payment Date

the Credit Technical Annex Reference Portfolio Reference

Maturity Date

the Final Terms

Interest Period

Noteholders

the Credit Event

Issuer

Successor

Reuters

ISDA

Moody's

the Maturity Date

Unsettled Credit Event

the Cash Redemption Date

the Credit Event Determination Date