Rt-1 (Specified Currency) definition

Rt-1 (Specified Currency) means the Specified Currency Factor Designation for the Factor Frequency which appears on the relevant page of Reuters as of Valuation Day t-1 (which will be the Reuters Page or other source specified as Specified Currency Factor Determination) as specified in respect of the Asset, in the Pricing Supplement Term entitled “Asset Foreign Exchange Hedge” in the section entitled “Provisions relating to the Asset”. In respect of the first Valuation Day t after the Initial Valuation Date the rate shall be determined in the foregoing manner on the Initial Valuation Date. If on any date on which the rate of interest is to be determined the rate does not appear on that screen, the Calculation Agent may use