Floating Rate Payer Calculation Amount definition

Floating Rate Payer Calculation Amount means the amount defined as such in any Subparts of this Part 2 of Chapter VIII of the Clearing Conditions with respect to a Product Type of CCP Transactions or, if not so defined, the amount shown as such in the relevant OTC Trade Event Report.
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Floating Rate Payer Calculation Amount means, for each Reference Entity, the amount specified as such in the Relevant Credit Default Swap.
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Floating Rate Payer Calculation Amount means, for each Reference Entity the amount specified as such in Schedule A to the Credit Swap from time to time.
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Examples of Floating Rate Payer Calculation Amount in a sentence

  • The Floating Rate Payer Calculation Amount for the Selected Successor shall be the Floating Rate Payer Calculation Amount for the Affected Reference Entity prior to such Succession Event.(b) Movement Option.

  • Each such Credit Event Notice must specify the amount of the Floating Rate Payer Calculation Amount of the Reference Entity to which such Credit Event Notice applies (the “Exercise Amount”), which shall be equal to the Floating Rate Payer Calculation Amount unless the relevant Credit Event is an M(M)R Restructuring.

  • Any Credit Event Notice delivered in respect of a Restructuring Matched Pair for an amount which is greater than the related Floating Rate Payer Calculation Amount shall be ineffective as to such excess.

  • Recovery Balance “Recovery Balance” means in relation to any Loss Determination Amount, the absolute difference between the relevant Floating Rate Payer Calculation Amount and the Loss Determination Amount.

  • JSCC will notify each CDS Buyer and CDS Seller of the details of the Matched CDS Contracts, Matched CDS Buyer and Matched CDS Seller and the associated MP Amount, and, if applicable the details of the JSCC Matched CDS Contract and its Floating Rate Payer Calculation Amount (“Matched Pair Notice”).

  • Very truly yours, [ ] By: Name: Title: 9 Adjustment of this provision will be required where Buyer is delivering Deliverable Obligations with an Outstanding Principal Balance equal to less than the relevant Floating Rate Payer Calculation Amount.

  • The Matched CDS Buyer Contract and Matched CDS Seller Contract in respect of a Matched Pair will each have a Floating Rate Payer Calculation Amount equal to the MP Amount in respect of the Matched Pair.

  • Settlement Matched Pair Delivery Amount: In respect of a Settlement Matched Pair, the amount of the Floating Rate Payer Calculation Amount in respect of the relevant Physically Settled Cleared Transactions allocated by LCH SA to such Settlement Matched Pair under Section 8.1 (Creation of Matched Pairs).

  • A JSCC Matched CDS Contract will have a Floating Rate Payer Calculation Amount equal to the amount of the JSCC Matched CDS Buyer’s Open Position or the JSCC Matched CDS Seller’s Open Position (as the case may be) matched with JSCC.

  • When such Credit Event Notice specifies an Exercise Amount less than the Floating Rate Payer Calculation Amount for the Reference Entity, such Reference Entity shall continue to be a Reference Entity for the purpose of the Notes and, for such Reference Entity, further Credit Event Notices may be given and an Event Determination Date may occur again in respect of such Credit Event Notices, but the Floating Rate Payer Calculation Amount for such Reference Entity will be reduced by the Exercise Amount.


More Definitions of Floating Rate Payer Calculation Amount

Floating Rate Payer Calculation Amount. The Notional Amount multiplied as set forth in the Notional Amount Schedule on page 4 hereof. Floating Rate Payer Payment Dates: One New York Business Day prior to each Period End Date [LOGO OF JPMORGAN CHASE] Floating Rate Payer Payment Dates: The 25 August, 25 September, 25 October, 25 November, 25 December, 25 January, 25 February, 25 March, 25 April, 25 May, 25 June and 25 July in each year, from and including 25 August 2006 to and including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention and there will be an adjustment to the Calculation Period. Floating Rate Option: USD-LIBOR-BBA; provided, however, that if the Floating Rate determined from such Floating Rate Option for any Calculation Period is greater than 9.00000% then the Floating Rate for such Calculation Period shall be deemed equal to 9.00000%.
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Related to Floating Rate Payer Calculation Amount

  • Floating Rate Calculation Date means, for any Quarterly Floating Rate Period, the 30th day prior to the first day of such Quarterly Floating Rate Period.

  • Calculation Amount means the amount specified as such on the face of any Note, or if no such amount is so specified, the Denomination Amount of such Note as shown on the face thereof;

  • Valuation Amount means, in respect of each Mortgaged Vessel, the value thereof as most recently determined under clause 8.2.2; and

  • Fixed Rate Calculation Date means, for any Subsequent Fixed Rate Period, the 30th day prior to the first day of such Subsequent Fixed Rate Period.

  • Floating Rate Period shall have the meaning set forth in Section 2.05(b) hereof.

  • Floating Allocation Percentage means, with respect to any Monthly Period, the percentage equivalent (which percentage shall never exceed 100%) of a fraction, the numerator of which is the Invested Amount as of the last day of the preceding Monthly Period (or with respect to the first Monthly Period, the Initial Invested Amount) and the denominator of which is the greater of (1) the sum of (x) the total amount of Principal Receivables in the Trust at the end of the day on such date (or with respect to the first Monthly Period, at the end of the day on the Closing Date) and (y) the principal amount on deposit in the Excess Funding Account as of the end of the day on such date and (2) the sum of the numerators used to calculate the Series Percentages (as such term is defined in the Agreement) with respect to Finance Charge Receivables or Defaulted Receivables, as applicable, for all Series then outstanding; provided, however, that with respect to any Monthly Period in which an Addition Date occurs and the Servicer need not make daily deposits of Collections into the Collection Account, the denominator in (x) above shall be the Average Principal Balance; provided further, however, that with respect to any Monthly Period in which an Addition Date occurs and the Servicer is required to make daily deposits of Collections into the Collection Account, the denominator in (x) above shall be (1) for the period from and including the first day of such Monthly Period to but excluding the related Addition Date, the aggregate amount of Principal Receivables in the Trust at the end of the day on the last day of the prior Monthly Period and (2) for the period from and including the related Addition Date to and including the last day of such Monthly Period, the aggregate amount of Principal Receivables in the Trust at the end of the day on the related Addition Date.

  • Coupon Amount means (i) in respect of a Coupon Payment, the amount of interest payable on a Security for the relevant Coupon Period in accordance with Condition 5 and (ii) for the purposes of Conditions 8(c) and 8(d), any interest accrued from (and including) the preceding Coupon Payment Date (or, if none, the Issue Date) to (but excluding) the due date for redemption if not a Coupon Payment Date as provided for in Condition 5(b);

  • Floating Rate Interest Period means, during the Floating Rate Period, the period beginning on (and including) a Floating Rate Period Interest Payment Date and ending on (but excluding) the next succeeding Floating Rate Period Interest Payment Date; provided that the first Floating Rate Interest Period will begin on (and include) April 18, 2025 and will end on (but exclude) the first Floating Rate Period Interest Payment Date.

  • Quarterly Floating Rate Period means, for the initial Quarterly Floating Rate Period, the period commencing on September 20, 2018 and ending on and including December 19, 2018, and thereafter the period from and including the day immediately following the end of the immediately preceding Quarterly Floating Rate Period to but excluding the next succeeding Quarterly Commencement Date.

  • Class Notional Amount Not applicable.

  • Termination Amount has the meaning set forth in Section 7.02(a).