r the Cash Settlement Amount, if any, on the relevant Cash Settlement Payment Date and (B) if Physical Settlement is applicable, the right to cause the Underlying Swap Transaction to become effective; (ii) in respect of a Swap Transaction to which Optional Early Termination is applicable, (A) the party specified as such or a

7 (Currencies). Section 12.5. Notional Amount for Option Transactions. (a) "Notional Amount" means, in respect of an Option Transaction: (i) if the Underlying Swap Transaction or the Swap Transaction, as appropriate, involves one currency, the Notional Amount of the Underlying Swap Transaction or the Swap Transaction, as

ction. "Relevant Swap Transaction" means: (i) in respect of a Swaption and in respect of an Exercise Date, a Swap Transaction on the same terms as the Underlying Swap Transaction but with a Notional Amount equal to the Notional Amount of the Underlying Swap Transaction exercised or deemed exercised on that Exercise Date; (i

the currency, if any, specified as such in the related Confirmation, and, if no currency is specified as such in the related Confirmation: (i) if the Underlying Swap Transaction or the Swap Transaction, as appropriate, involves one currency. that currency; or (ii) if the Underlying Swap Transaction or the Swap Transaction,

art of a Swaption Straddle will be either an Underlying Payer Swap or an Underlying Receiver Swap) will become effective and the Notional Amount of the Underlying Swap Transaction will (subject to the provisions of Section 13.3 (Partial Exercise), if Partial Exercise is applicable, or Section 13.4 (Multiple Exercise), if Multi

fied in the relevant ISDA Master Agreement. or. if none, the currency in which Fixed Amount(s) under the Underlying Swap Transaction arc payable (if the Underlying Swap Transaction is a cross-cumawy swap). it Include if Cash Settlement is applicable and Par Yield Curve - Adjusted, Par Yield Curve • Unadjusted or Zero Coupon Cu