f "Zero Coupon Yield - Adjusted" is specified in the related Confirmation to be the Cash Settlement Method applicable to a Swap Transaction to which Optional Early Termination or Mandatory Early Termination is applicable, and the Optional Early Termination Date or Mandatory Early Termination date, as the case

tion 13.8 (Fallback Exercise), that it believes such exercise has occurred. (b) In respect of each Exercise Date under a Swap Transaction to which Optional Early Termination and Cash Settlement am applicable, the party which is out-of-the-money will pay to the party which is in-the-money, subject to any othe