explain in detail please

Collateralized Loan Obligations and the Bistro Trust 299-016 Exhibit 18 Structure of the BISTRO Transaction Credit Default Swap on a 10 bn" portfolio of high-grade entities Default Fee Payment S460 MM Senior Notes (Aaa) BankUS SPV $697 MM Treasuries Debt Capital Markets Investors $237 MM Subordinated Notes (Ba2) $32 MM Unrated Reserve Account - 1 - 1 1 1 a Actual: $9.722,000,000 Bankus pays a periodic fee to the SPV which provides a contingent payment(s) in the case of the default of any of the 302 reference entities. The SPV has issued two tranches of notes: $237 mm of Ba2 notes yielding T +375 basis points and $460 mm of Aaa notes yielding T + 60 basis points. The interest payment on the notes is funded by the treasuries and the periodic fee paid by Bankus. Collateralized Loan Obligations and the Bistro Trust 299-016 Exhibit 18 Structure of the BISTRO Transaction Credit Default Swap on a 10 bn" portfolio of high-grade entities Default Fee Payment S460 MM Senior Notes (Aaa) BankUS SPV $697 MM Treasuries Debt Capital Markets Investors $237 MM Subordinated Notes (Ba2) $32 MM Unrated Reserve Account - 1 - 1 1 1 a Actual: $9.722,000,000 Bankus pays a periodic fee to the SPV which provides a contingent payment(s) in the case of the default of any of the 302 reference entities. The SPV has issued two tranches of notes: $237 mm of Ba2 notes yielding T +375 basis points and $460 mm of Aaa notes yielding T + 60 basis points. The interest payment on the notes is funded by the treasuries and the periodic fee paid by Bankus