SUPPLEMENTAL INFORMATION MEMORANDUM XENON ...

(c)
In the case of a Portfolio CLS, Condition 7(b)(iv) (Determination of Rate of Interest and Interest
Amounts) shall be deemed to be deleted and the following provision shall be deemed to be inserted:
"The Agent Bank will, on or as soon as practicable after each time at which the Rate of Interest is to
be determined, but in any event no later than the second Business Day thereafter, determine and
notify the Issuer, the Trustee, the Counterparty and the Principal Paying Agent of the Rate of Interest
for the relevant Interest Period.
The Agent Bank will determine the amounts payable (the "Interest Amount") pertaining to an
Interest Period on the last day of such Interest Period. The Interest Amount in respect of each
Security shall be calculated by applying the Rate of Interest to each Specified Denomination,
multiplying such sum by the applicable Day Count Fraction, and rounding the resultant figure to the
nearest sub-unit of the relevant Currency of Issue, half of any such sub-unit being rounded upwards
or otherwise in accordance with applicable market convention.
CL5.
(a)
(b)
SALE OF CHARGED ASSETS
In the case of Credit-Linked Securities other than a Portfolio CLS, upon the occurrence of an Event
Determination Date and provided that the Charged Assets have not been redeemed, the Trustee shall
release the security over an aggregate principal amount of Charged Assets equal to the relevant
Credit Event Portion and such Charged Assets shall be sold by the Selling Agent (in accordance with
the provisions of the Agency Agreement and based on the determination of Charged Asset Quotation
and Charged Asset Market Value obtained by the Calculation Agent on or around the Sale Date or in
such other manner as may be specified in the Issue Terms) on any date on or prior to the Cash
Settlement Date, the Auction Redemption Date or the Physical Settlement Date, as the case may be
(such date, the "Sale Date") (and, for the avoidance of doubt, the Counterparty may bid for such
Charged Assets). The net sale proceeds (following deduction of all costs and expenses in connection
with such sale) shall be paid into the Issuer's Account and shall be applied to meet the Issuer's
obligations in respect of the Securities and the Charged Agreements.
In the case of a Portfolio CLS, unless otherwise specified in the Issue Terms, the Calculation Agent
shall, in the event that the relevant Payable Cash Settlement Amount is greater than zero and
provided that the Charged Assets have not been redeemed, determine the Portfolio Charged Asset
Market Value and the Required Notional Amount on the Required Notional Amount Determination
Date and shall notify the Trustee, the Principal Paying Agent and the Issuer thereof.
Upon such determination on the Required Notional Amount Determination Date, the Trustee shall
release the security over an amount of Charged Assets equal to the relevant Credit Event Portion and
such Charged Assets shall be sold at the Portfolio Charged Asset Market Value by the Selling Agent
as soon as reasonably practicable after the Required Notional Amount Determination Date and for
settlement no later than the first Business Day (including any day on which securities systems are
open for settlement of the Charged Assets) preceding the relevant Cash Settlement Date or Auction
Redemption Date, as the case may be.
(c)
CL6.
If there is more than one issue of securities comprising the Charged Assets, the Calculation Agent
shall obtain a quotation in respect of each of the securities and will sell the securities with the highest
quotation (and thereafter those with the next highest quotation and so on).
CASH SETTLEMENT
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