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