SUPPLEMENTAL INFORMATION MEMORANDUM XENON ...

"Credit Derivatives Auction Settlement Terms" means the Credit Derivatives Auction Settlement
Terms published by ISDA, in accordance with the Rules, with respect to the relevant Reference
Entity (which may be amended in accordance with the Rules from time to time), and in relation to
which (i) an Event Determination Date has occurred with respect to the relevant Reference Entity on
or prior to the Business Day immediately preceding the Auction Final Price Determination Date, and
(ii) the Calculation Agent determines acting in a commercially reasonable manner that the provisions
for establishing what obligations may constitute Deliverable Obligations are substantially the same
as the provisions in the relevant Credit Default Swap (such conditions (i) and (ii) constituting the
"Auction Conditions"). The Calculation Agent may, at any time in its sole and absolute discretion,
amend the Deliverable Obligation Category and Deliverable Obligation Characteristics to
correspond with the most recently published Credit Derivatives Physical Settlement Matrix version.
"Credit Derivatives Definitions" means the 2003 ISDA Credit Derivatives Definitions as
supplemented by (i) the May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions, (ii)
the Additional Provisions for LPN Reference Entities (published on 3 October, 2006) (the
Additional LPN Provisions) and (iii) the 2009 ISDA Credit Derivatives Determinations
Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions,
each as published by ISDA.
"Credit Derivatives Determinations Committees" means the committees established by ISDA for
purposes of reaching certain DC Resolutions in connection with Credit Derivative Transactions, as
more fully described in the Credit Derivatives Determinations Committees Rules set forth in Annex
A to the 2009 ISDA Credit Derivatives Determinations Committees and Auction Settlement
Supplement to the 2003 ISDA Credit Derivatives Definitions (published on March 12, 2009), as
amended from time to time in accordance with the terms thereof (the "Rules").
"Credit Event" means one or more of Bankruptcy, Failure to Pay, Obligation Acceleration,
Repudiation/Moratorium (1999 version) or Repudiation/Moratorium (2003 version) or Restructuring
as specified in the Issue Terms. If an occurrence would otherwise constitute a Credit Event, such
occurrence will constitute a Credit Event whether or not such occurrence arises directly or indirectly
from, or is subject to a defence based upon: (i) any lack or alleged lack of authority or capacity of a
Reference Entity to enter into any Obligation or, as applicable an Underlying Obligor (which, for the
purposes of this definition, includes the Insured Obligor) to enter into any Underlying Obligation
(which, for the purposes of this definition, shall include Insured Instruments), (ii) any actual or
alleged unenforceability, illegality, impossibility or invalidity with respect to any Obligation or, as
applicable, any Underlying Obligation, however described, (iii) any applicable law, order,
regulation, decree or notice, however described, or the promulgation of, or any change in, the
interpretation by any court, tribunal, regulatory authority or similar administrative or judicial body
with competent or apparent jurisdiction of any applicable law, order, regulation, decree or notice,
however described, or (iv) the imposition of, or any change in, any exchange controls, capital
restrictions or any other similar restrictions imposed by any monetary or other authority, however
described.
"Credit Event Backstop Date" means (a) for purposes of any DC Resolution by the relevant Credit
Derivatives Determinations Committee as to whether an event that constitutes a Credit Event (or
with respect to Repudiation/Moratorium, the event described in sub-paragraph (ii) of the definition
of Repudiation/Moratorium (2003 Version) has occurred with respect to the relevant Reference
Entity or Obligation thereof, the date that is 60 calendar days prior to the Credit Event Resolution
Request Date or (b) otherwise, the date that is 60 calendar days prior to the earlier of (i) the first date
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