%[ (Annual) 100.00% Market Triggers are applicable, i.e. Gs right to terminate the structure if either one of the 2 conditions is satisfied: (i) MtM of Swap (from GS perspective) > 60% MtM of BTP (ii) SPV Note value < 50% (Note value defined as Swap MtM from SPV perspective + MtM of BTP) Note that: a