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