The listing of the following
securities has been cancelled with effect from 3:15 p.m. on July 26,
2010:
Number and Description of
Securities:
US$83,000,000 Series CAQ Class A-2
Principal At-Risk Variable Note due 2010
US$100,000,000 Series USW Class A-2
Principal At-Risk Variable Note due 2010
US$97,000,000 Series USW Class B-1
Principal At-Risk Variable Note due 2010
Type of
Issue:
Specialist Debt
Reason for
cancellation:
Matured
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