the Repudiation/Moratorium Extension Condition
Grace Period Extension Date
the Credit
Technical Annex
Reference Portfolio
Reference
the Credit
Event Determination Date
Credit Event Determination
no Unsettled Credit Event
the Final
Valuation Notice
Potential
Repudiation / Moratorium
the Repudiation/Moratorium Evaluation Date
Rate of Interest x Nominal Amount
the Interest Payment Date
the Credit Technical Annex
the Grace Period Extension Date
Credit Event / Not Capital Guaranteed