Market Closed:
Issuance of US$150,000,000 Series 2011-1 Class A Principal-at-Risk Variable Rate Notes due January 8, 2015 (the “Series 2011-1 Notes”) which are exposed to loss events on a per occurrence basis, as specified in the Circular. The Series 2011-1 Notes are subject to extension at the election of the risk transfer counterparty, as described in the Circular.
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