Basis Portfolio definition

Basis Portfolio means a Portfolio containing both SwapClear Contracts and Portfolio Listed Interest Rates Contracts, as more fully defined in Rule 2.3 below;
Sample 1Sample 2Sample 3
Basis Portfolio means a Portfolio containing SwapClear Contracts, Portfolio Margined Contracts and/or Listed Interest Rates Contracts as more fully defined in Rule
Sample 1Sample 2Sample 3
Basis Portfolio means a Portfolio containing both SwapClear Contracts and, Portfolio Margined Contracts and/or Listed Interest Rates Contracts, as more fully describeddefined in Rule 2.3 belowof this Annex and which is not, for the avoidance of doubt, an OTC Auction Portfolio;
Sample 1

Examples of Basis Portfolio in a sentence

  • The aim in constructing the Basis Portfolio is to transfer all futures risk associated with the Portfolio Margined Contracts into (a) OTC-equivalent risk, and (b) an OTC-futures basis position.

  • Prior to each Auction and for each relevant currency, theThe Clearing House may, in consultation with, and with the assistance of, the Rates Service DMG, and for each relevant currency, construct a Basis Portfolio, which may include Hedging Rates Service ContractContracts concluded by the Clearing House through Risk Neutralisation.

  • CPIM Academy 2017 // INV 310 Potential Liquidity in 2019… CPIM Academy 2017 // INV 310 Potential Liquidity in 2020… Cash Basis Portfolio Accounting • Public entity investment reports use cash basis portfolio accounting.

Related to Basis Portfolio

  • Portfolio means all policies of the same terms and conditions and the benefit schedule as certified by the Government as a Certified Plan under VHIS.