SUPPLEMENTAL INFORMATION MEMORANDUM XENON ...

Terms of Series 149 EUR15,000,000 Limited Recourse Secured Floating Rate Credit-
Linked Notes due 2008 are set out in the Issue Terms below.
ISSUE TERMS
The Securities referred to below are Single Name Physically Settled Credit-Linked Securities
credit-linked to Citigroup Inc. and any Successors only. Upon the occurrence of a Credit Event
and satisfaction of the Conditions to Settlement with respect to the Reference Entity and/or any
Obligation of the Reference Entity, the Securities will be redeemed in whole by physical
settlement (subject to the occurrence of a Succession Event pursuant to Condition CL9
(Succession Event Applicable) and to the delivery of multiple Credit Event Notices pursuant to
Condition CL10 (Restructuring Credit Event Applicable)).
The Securities have the Terms as set out in these Issue Terms, which will complete and modify
(i) the Bearer Securities Base Conditions Module, June 2007 Edition (the Bearer Securities
Base Conditions Module), (ii) the General Definitions Module, June 2007 Edition, (the
General Definitions Module), (iii) the Credit-Linked Securities Conditions Module, June 2007
Edition (the Credit-Linked Securities Conditions Module) and (iv) the Credit-Linked
Definitions Module, June 2007 Edition (the Credit-Linked Definitions Module), all of which
are incorporated by reference into these Issue Terms (together, the Conditions).
1. Issuer: Xenon Capital Public Limited Company.
2. Description of Securities: Series 149 EUR15,000,000 Limited Recourse
Secured Floating Rate Credit-Linked Notes due
2008.
3. (a) Issue Date: 11th September, 2007.
INTEREST
(b) Issue Price: 100 per cent. of the aggregate nominal amount.
4. The Securities are Floating Rate Securities which pay interest at the applicable Rate of
Interest set out in paragraph 4(f) below on their Outstanding Principal Amount on the
Specified Interest Payment Dates set out below.
(a) Interest Rate Basis: Floating Rate.
(b) Specified Interest Payment Dates: Subject to Condition CL4 (Interest), paragraph
4(h) below and Condition 7(g) (Cessation of
interest), 11th March, 11th June, 11th September
and 11th December commencing on (and
including) 11th December, 2007 to (and
including) the Scheduled Termination Date or (if
later than the Scheduled Termination Date) the
Maturity Date, in each case subject to adjustment
in accordance with the Business Day Convention
specified below. The Scheduled Termination Date
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