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 relevant Non-Defaulting SCMs (in respect of each OTC Auction Portfolio) and Non-Defaulting Joint Rates Service Clearing Members (in respect of each Basis Portfolio) will submit bids to the Clearing House representatives on the Rates Service DMG, who will ensure that the identities of the bidders are not revealed to the Rates Service Clearing Member representatives on the Rates Service DMG.

  • In the case of an Auction in which no bid is accepted or received, one or more further Auctions will be held in relation to the relevant OTC Auction Portfolio or Basis Portfolio (as applicable).

  • Each Non-Defaulting SCM agrees to use all reasonable efforts to make a bid in an Auction for an OTC Auction Portfolio in respect of which it is an Expected Auction Participant and each Non-Defaulting Joint Rates Service Clearing Member agrees to use all reasonable efforts to make a bid in an Auction for a Basis Portfolio.

  • In the case of an Auction in which no bid is Accepted or received, one or more further Auctions will be held in relation to the relevant OTC Auction Portfolio or Basis Portfolio (as applicable).

  • Auction Losses, in respect of a Basis Portfolio, will be met using the available resources as set out in Rule 15 of the Default Rules.

  • The Clearing House shall notify each Non-Defaulting SCM of all details that may be reasonably required in relation to an OTC Auction Portfolio and each Non-Defaulting Joint Rates Service Clearing Member of all details that may be reasonably required in relation to a Basis Portfolio, before the relevant Auction.

  • The AIP for a Basis Portfolio will be the sum of the AIP Amounts for such Basis Portfolio.

  • The Clearing House shall notify each Non-Defaulting SCM of all details that may be reasonably required in relation to an OTC Auction Portfolio and each Non-Defaulting Joint Rates Service Clearing Member of all details that may be reasonably required in relation to a Basis Portfolio, prior to the relevant Auction.

  • 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.

  • Portfolio H contains the five commodities with the highest positive basis (High Basis Portfolio) whereas portfolio L contains those five with the lowest negative figures (Low Basis Portfolio).

Related to Basis Portfolio

  • Current Portfolio At any time, the portfolio of Collateral Obligations and Cash and Eligible Investments representing Principal Proceeds (determined in accordance with Section 1.3 to the extent applicable), then held by the Issuer.

  • Investment Portfolio means invested assets (including cash and cash equivalents, short-term investments, bonds or other fixed income securities and equity investments).

  • Collateral Portfolio means all right, title, and interest (whether now owned or hereafter acquired or arising, and wherever located) of the Borrower in the property identified below in clauses (i) through (iv) and all accounts, cash and currency, chattel paper, tangible chattel paper, electronic chattel paper, copyrights, copyright licenses, equipment, fixtures, contract rights, general intangibles, instruments, certificates of deposit, certificated securities, uncertificated securities, financial assets, securities entitlements, commercial tort claims, deposit accounts, inventory, investment property, letter-of-credit rights, software, supporting obligations, accessions, or other property consisting of, arising out of, or related to any of the following (in each case excluding the Retained Interest and the Excluded Amounts):

  • Portfolio Asset means an asset of an investment fund;

  • 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.

  • Portfolio Assets means the portion of the net assets of the Fund managed by the Sub-Adviser pursuant to the following investment strategy as agreed to by the Adviser and the Sub-Adviser in a separately negotiated investment mandate: Emerging Markets (each a “Strategy”).

  • Accrual Period With respect to each Payment Date, the period beginning on and including the prior Payment Date (or, in the case of the first Payment Date, the Closing Date) and ending on and including the day preceding such Payment Date.