Initial Underlying Assets definition

Initial Underlying Assets means EUR 114,000,000 in principal amount of Asset- Backed Securitization Bonds issued by AyT Cédulas Cajas IV, Fondo de Titulización de Activos.

Initial Underlying Assets means EUR50,000,000 of Öffentlicher Pfandbrief/Public Sector Covered Bonds of Eurohypo AG (ISIN: DE000EH093L0).

Initial Underlying Assets means, in relation to each Class of Notes, the initial Underlying Assets relating to such Class of Notes, in which the proceeds of the issue of such Notes shall be invested. The portion of the Initial Underlying Assets in respect of each Class of Notes which is invested in cash shall not exceed twenty per cent of the Aggregate Flexed Amount of such Class of Notes.

Initial Underlying Assets means cash collateral in the amount of EUR 38,430,086.

Initial Underlying Assets means EUR28,500,000 in principal amount of the EUR800,000,000 4.9% Bonds due 28 October 2024 issued by Trasmissione Elettricità Rete Nazionale S.p.A. (ISIN: XS0203712939) and EUR28,500,000 in principal amount of the EUR1,500,000,000 Floating Rate Notes due 23 May 2016 issued by Goldman Sachs Group Inc. (ISIN:XS0255243064).

Initial Underlying Assets means EUR84,000,000 of euro denominated shares issued by Morgan Stanley Funds plc Euro Liquidity Fund.

Initial Underlying Assets means (i) in respect of a Secured Series, the Initial Charged Assets; and (ii) in respect of an Unsecured Series, the Initial Series Assets.

Initial Underlying Assets means GBP 60,000,000 of Sterling denominated shares issued by Lehman Brothers Liquidity Funds plc Lehman Sterling Liquidity Fund.

Initial Underlying Assets means USD 62,500,000 in principal amount of shares in the Morgan Stanley Funds plc US Dollar Liquidity Fund.