EFTA Document EFTA01390586

If between the occurrence of the relevant Event of Default and the Default Valuation Time the non-Defaulting Party gives to the Defaulting Party a written notice (a "Default Valuation Notice") which - (A) states that, since the occurrence of the relevant Event of Default, the non-Defaulting Party has sold. in the case of Receivable Securities, or purchased, in the case of Deliverable Securities. Securities which form part of the same issue and arc of an identical type and description as tho