Auto-Call Trigger Event means an event which occurs if, in the determination of the Calculation Agent, the Index Performance as of the Valuation Time on an Auto-Call Valuation Date is greater than or equal to the relevant Auto-Call Trigger Level.
Auto-Call Trigger Level means the level set out below for the relevant Auto-Call Valuation Date (i.e. as shown in the same row as that date):
Mid-Swap Rate means, in relation to a Reset Determination Date and subject to Condition 3(b)(ii), either:
5-year Mid-Swap Rate means, in relation to a Reset Interest Period and the Reset Rate of Interest Determination Date in relation to such Reset Interest Period:
Final Trigger Level means 85.00%, being a percentage against which the performance of the Index will be measured in order to determine the Final Redemption Amount.