the Grace Period Extension Date
Rate of Interest x Nominal Amount
Credit Event / Not Capital Guaranteed
the Repudiation/Moratorium Extension Condition
the Final
Valuation Notice
the Repudiation/Moratorium Evaluation Date
Credit Event Determination
the Credit
Technical Annex
Reference Portfolio
Reference
Credit Event
Credit Event
Interest Periods No Accrued Interest
Potential
Repudiation / Moratorium
the Interest Payment Date
Repudiation/Moratorium Evaluation
Date
Credit Linked Notes Provisions