SUPPLEMENTAL INFORMATION MEMORANDUM XENON ...

additional amounts is subject to a contingency or determined by reference to a formula
or index, or (ii) periodic cash interest is also payable.
"Accrued Fixed Amount" means, for the purposes of a Series of Securities, an amount,
expressed in the Currency of Issue, equal to the amount which would have been payable
by the Counterparty to the Issuer under the credit derivative transaction described in
Section A of the Charged Agreement (based on the fixed rate, day count fraction and
calculation amount as set out therein) in respect of the period from (and including) the
Interest Payment Date immediately preceding the Event Determination Date (or, in the
case of the first Interest Period, the Interest Commencement Date) to (but excluding) the
Event Determination Date (as may be converted at the relevant spot rate, if necessary).
"Adjustment Rounding Amount" means an amount (if any) equal to the difference
between the absolute value of the Early Redemption Adjustment and the liquidation
value of such whole number of Deliverable Obligations as are not required to be
Delivered by the Counterparty pursuant to the definition of "Portfolio".
"Affiliate" has the meaning ascribed to it in the 2002 ISDA Master Agreement.
"Alternative Cash Settlement Amount" has the meaning given to it in Condition
CL7(b) (Physical Settlement).
"Alternative Cash Settlement Date" has the meaning given to it in Condition CL7(b)
(Physical Settlement).
"Assignable Loan" means a Loan that is capable of being assigned or novated to, at a
minimum, commercial banks or financial institutions (irrespective of their jurisdiction
of organisation) that are not then a lender or a member of the relevant lending syndicate,
without the consent of the relevant Reference Entity or the guarantor, if any, of such
Loan (or the consent of the applicable borrower if a Reference Entity is guaranteeing
such Loan) or any agent, and, if specified as applicable to a Deliverable Obligation
Category, the Assignable Loan Deliverable Obligation Characteristic shall be applicable
only in respect of obligations within that Deliverable Obligation Category that are
Loans.
"Bankruptcy" means a Reference Entity (a) is dissolved (other than pursuant to a
consolidation, amalgamation or merger); (b) becomes insolvent or is unable to pay its
debts or fails or admits in writing in a judicial, regulatory or administrative proceeding
or filing its inability generally to pay its debts as they become due; (c) makes a general
assignment, arrangement or composition with or for the benefit of its creditors; (d)
institutes or has instituted against it a proceeding seeking a judgment of insolvency or
bankruptcy or any other relief under any bankruptcy or insolvency law or other similar
law affecting creditors' rights, or a petition is presented for its winding up or liquidation,
and, in the case of any such proceeding or petition instituted or presented against it,
such proceeding or petition (i) results in a judgment of insolvency or bankruptcy or the
entry of an order for relief or the making of an order for its winding up or liquidation or
(ii) is not dismissed, discharged, stayed or restrained in each case within 30 calendar
days of the institution or presentation thereof; (e) has a resolution passed for its winding
up, official management or liquidation (other than pursuant to a consolidation,
amalgamation or merger); (f) seeks or becomes subject to the appointment of an
administrator, provisional liquidator, conservator, receiver, trustee, custodian or other
similar official for it or for all or substantially all its assets; (g) has a secured party take
possession of all or substantially all its assets or has a distress, execution, attachment,
sequestration or other legal process levied, enforced or sued on or against all or
substantially all its assets and such secured party maintains possession, or any such
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