no Unsettled Credit Event
the Credit
Technical Annex
Reference Portfolio
Reference
Credit Event Determination
the Credit Technical Annex
Credit Event / Not Capital Guaranteed
the Specified Denomination
Grace Period Extension Date
Credit Event Determination Date
Potential
Repudiation / Moratorium
the Swiss Financial Market Supervisory Authority
Repudiation/Moratorium Evaluation
Date
Rate of Interest x Nominal Amount
the Repudiation/Moratorium Evaluation Date