Rebalancing Day definition

Rebalancing Day means each date specified as such in, or determined in accordance with, the applicable Index Methodology.
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Rebalancing Day means the dates specified as such in the definition of the relevant Series in the applicable Final Terms, or if such day is not a Trading Day the next succeeding Trading Day;
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Rebalancing Day means each Option Portfolio Business Day;
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Examples of Rebalancing Day in a sentence

  • The higher volatility of the two time periods is used to scale the Index’s exposure to the ETFs. ETFs with a Trend Signal of 0 on a Rebalancing Day will not be allocated any exposure and therefore will not be a part of the Asset Portfolio on that day.

  • On each Rebalancing Day, the 200 days simple moving average (“SMA”) of each equity index LEFRI is compared to the most recent value of the respective LEFRI.

  • Depending on the number of neutral positions in the Equity Sub-Index, the weight of the Bond Sub-Index may be increased above the default value of 50% notional (before leverage) on a Rebalancing Day.

  • On the Disrupted Rebalancing Day and on each Disrupted Day on which the relevant Market Disruption Event is continuing until (but excluding) the Market Disruption End Date or the next Rebalancing Day (as applicable) (the Rebalancing Deferral Period), the calculation of the Index Level will be modified to reflect such deferral of the Disrupted Action.

  • On any given Index Business Day following the Index Base Date (any such day, a "Total Return Index Rebalancing Day"), the "Total Return Index" may be partially rebalanced from the Base Index into the Deleverage Position as a result of the volatility control feature.

  • These weights are then implemented as shares on the Rebalancing Day.

  • Table 2: Allocation 2.4.3. Rebalancing ProcessTo carry out the aforementioned long-neutral trend following strategy in equities, an adjustment with regard to the default weights may be made for the equity index futures markets on an individual basis.A Rebalancing Day is defined as the first Index Business Day of each month.

  • If a Market Disruption Event occurs (or is continuing) on an Index Business Day on which the Index is synthetically trading in (i.e. rolling or rebalancing) the Disrupted Contract (a Disrupted Rebalancing Day), then the Index will defer the Index action (i.e. the roll or rebalance) relating to the Disrupted Contract (the Disrupted Action) until the earlier of (i) the next Rebalancing Day or (ii) the Market Disruption End Date.

  • On any Total Return Index Rebalancing Day, the Base Index may also be ratably rebalanced into the Deleverage Position as a result of the volatility control feature of the Methodology.

  • The Strategy tracks the performance of the dynamically weighted Basket, which will be rebalanced on a regular basis on specified days set out in the Strategy Supplement (each a "Basket Rebalancing Day").

Related to Rebalancing Day

  • Rebalance Business Day means any day which is a, Exchange Business Day and also a day on which commercial banks and foreign exchange markets settle payment in the country in which the relevant Reference Asset is admitted to trading or any other day designated as a Rebalance Business Day by the Issuer.

  • polling day means the day fixed for holding the poll at an election;

  • Scheduled Trading Day means a day that is scheduled to be a Trading Day on the principal U.S. national or regional securities exchange or market on which the Common Stock is listed or admitted for trading. If the Common Stock is not so listed or admitted for trading, “Scheduled Trading Day” means a Business Day.

  • Operating Day means the daily 24 hour period beginning at midnight for which transactions on the PJM Interchange Energy Market are scheduled.

  • Calculation Day means any Index Business Day during the Calculation Period on which a Market Disruption Event has not occurred.

  • Daily Non-Cumulative Compounded RFR Rate means, in relation to any U.S. Government Securities Business Day during a Floating Rate Interest Period for a Loan (or any part of it), the percentage rate per annum determined by the Facility Agent in accordance with the methodology set out in Schedule 15B (Daily Non-Cumulative Compounded RFR Rate) or in any relevant Compounding Methodology Supplement.

  • Fixed Day Count Fraction means, in respect of the calculation of an amount of interest in accordance with this Condition 4(a):

  • Rate Calculation Business Day means a day (other than a Saturday or Sunday) on which commercial banks are open for general business (including dealings in foreign exchange) in Hong Kong and New York City;

  • Rate Fixing Day means the second TARGET Day before the first day of a Term or such other day as the Facility Agent determines is generally treated as the rate fixing day by market practice in the relevant interbank market.

  • Floating Day Count Fraction means, in respect of the calculation of an amount of interest for any Interest Period:

  • SBI 1 Year MCLR Rate means 1 year Marginal Cost of Funds Based Lending Rate (MCLR) fixed by State Bank of India (SBI) / any replacement thereof by SBI for the time being in effect applicable for 1 year period, as on 1st April of the respective financial year in accordance with regulations and guidelines of Reserve Bank of India. In absence of such rate, any other arrangement that substitutes such rate as mutually agreed to by the Parties.

  • Interest Quotation Day means, in relation to any period for which Interest Rate is to be determined, 2 Quotation Business Days before the first day of the relevant Interest Period.

  • 5-year Mid-Swap Rate means, in relation to a Reset Interest Period and the Reset Rate of Interest Determination Date in relation to such Reset Interest Period:

  • Valuation Day means any day on which Repo Custodian is open for business.

  • Computation Day and "Record Date" shall mean 10, 10, 10, and 10.

  • 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.

  • RMB Rate Calculation Business Day means a day (other than a Saturday or Sunday) on which commercial banks are open for general business (including dealings in foreign exchange) in Hong Kong and in New York City.

  • VWAP Trading Day means a Business Day.

  • Recalculation Date means the Valuation Date that gives rise to the dispute under Paragraph 5; provided, however, that if a subsequent Valuation Date occurs under Paragraph 3 prior to the resolution of the dispute, then the “Recalculation Date” means the most recent Valuation Date under Paragraph 3.

  • Valuation Business Day means, with respect to each Reference Currency, any day, other than a Saturday or Sunday, that is neither a legal holiday nor a day on which commercial banks are authorized or required by law, regulation or executive order to close (including for dealings in foreign exchange in accordance with the practice of the foreign exchange market) in the city or jurisdiction indicated in the table below:

  • 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 Date means each day on which the Reference Price is published by the Index Sponsor or the Index Calculation Agent, as the case may be.

  • Series Adjusted Portfolio Yield means, with respect to any Monthly Period, the annualized percentage equivalent of a fraction, (A) the numerator of which is equal to (a) Reallocated Investor Finance Charge Collections with respect to such Monthly Period, plus (b) the amount of any Principal Funding Account Investment Proceeds for the related Distribution Date, plus (c) provided that each Rating Agency has consented in writing to the inclusion thereof in calculating the Series Adjusted Portfolio Yield, any Excess Finance Charge Collections that are allocated to Series 2022-4 with respect to such Monthly Period, plus (d) the amount of funds, if any, withdrawn from the Reserve Account which pursuant to subsection 4.12(d) are required to be deposited into the Collection Account and included as Class A Available Funds for the Distribution Date with respect to such Monthly Period, minus (e) the Investor Default Amount for the Distribution Date with respect to such Monthly Period, and (B) the denominator of which is the Invested Amount as of the last day of the preceding Monthly Period.

  • Working Day means a day (other than a Saturday or Sunday) on which banks are open for general business in the City of London.

  • Preceding Business Day Convention means that the relevant date shall be brought forward to the first preceding day that is a Business Day;