Swap Data definition

Swap Data means all of the terms of a swap matched and agreed by the counterparties to the swap on the Platform, or, in the case of swaps transacted away from but pursuant to the Rules of the Exchange, all of the terms of a swap verified by the counterparties to the swap on the Platform, including at a minimum, in any case, each of the terms included in the most recent Federal Register released by the CFTC listing minimum primary economic terms for swaps in the relevant swap asset class.
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Swap Data means (a) the specific data elements and information set forth in Parts 45 and 46 of the CFTC Rules that are required to be reported by a Reporting Entity to an SDR such as BSDR, including, without limitation, PET Data and Continuation Data, and (b) the business transactions, trade data, or market positions of any Non-Reporting Counterparty or Reporting Entity that are reported to BSDR.
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Swap Data means the specific data elements and information required to be reported to a SDR pursuant to Part 45 of CFTC regulations or made available to the CFTC pursuant to Part 49 of CFTC regulations, as applicable.
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Examples of Swap Data in a sentence

  • The Company may enter into any information-sharing agreements or other arrangements or procedures, including an information-sharing agreement or other arrangement or procedure similar to that described above in paragraph (A), with any Person or body (including but not limited to a Regulatory Agency or Swap Data Repository) if the Company considers such agreement, arrangement or procedures to be in furtherance of the Company’s purpose or duties under these Rules or Applicable Law.

  • Swap Data Repository Rulebook, Security-Based Swap Data Reporting Annex, Ex. HH.2, sec.

  • ICE Trade Vault’s ICE SDR Service is subject to regulation by the U.S. Commodity Futures Trading Commission (“CFTC”) as a Swap Data Repository.

  • The cancelled trade price and any price quotes that have been adjusted will be reflected as cancelled in the Company’s official records and shall be reported by the Company to the Swap Data Repository.

  • Registered entities and swap counterparties must report swap creation data electronically to a Swap Data Repository (“SDR”).

  • Swap Data Repository Rulebook, Security- Based Swap Data Reporting Annex, Ex. HH.2, sec.

  • In the event a transaction is void ab initio, the Company will notify the Participants and/or Sponsored Access Firms, their Clearing Firms and the Swap Data Repository in accordance with applicable CFTC Regulations and guidance.

  • A decision by the Company to adjust trade prices or bust a trade will be made as soon as practicable, and the Company shall notify all Participants and Authorized Traders, the Swap Data Repository and, if applicable, the Derivatives Clearing Organization of any such decision.

  • A decision by the Company to adjust trade prices or bust an RFQ will be made as soon as practicable, and the Company shall notify the affected Participants and/or Authorized Traders, the Swap Data Repository and, if applicable, the Derivatives Clearing Organization of any such decision.

  • Commodity Futures Trading Commission, Swap Data Recordkeeping and Reporting Requirements, 17 CFR pt 45.


More Definitions of Swap Data

Swap Data means all of the data reported to CME under the CEA and applicable CFTC regulations, including voluntary, supplemental data reported pursuant to CFTC Rule 45.12.
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Related to Swap Data

  • Swap Agreement means any agreement with respect to any swap, forward, future or derivative transaction or option or similar agreement involving, or settled by reference to, one or more rates, currencies, commodities, equity or debt instruments or securities, or economic, financial or pricing indices or measures of economic, financial or pricing risk or value or any similar transaction or any combination of these transactions; provided that no phantom stock or similar plan providing for payments only on account of services provided by current or former directors, officers, employees or consultants of the Borrower or the Subsidiaries shall be a Swap Agreement.

  • Swap means any agreement, contract, or transaction that constitutes a “swap” within the meaning of section 1a(47) of the Commodity Exchange Act.

  • Transaction Data is anonymized or aggregated data which has had all personally identifiable information removed.

  • Currency Swap Agreement means any currency swap agreement, including all schedules and confirmations thereto, entered into by the Issuer and the Currency Swap Counterparty, as the same may be amended, supplemented, renewed, extended or replaced from time to time.

  • Derivative Contract means (a) any and all rate swap transactions, basis swaps, credit derivative transactions, forward rate transactions, commodity swaps, commodity options, forward commodity contracts, equity or equity index swaps or options, bond or bond price or bond index swaps or options or forward bond or forward bond price or forward bond index transactions, repurchase transactions, interest rate options, forward foreign exchange transactions, cap transactions, floor transactions, collar transactions, currency swap transactions, cross-currency rate swap transactions, currency options, spot contracts, or any other similar transactions or any combination of any of the foregoing (including any options to enter into any of the foregoing), whether or not any such transaction is governed by or subject to any master agreement, and (b) any and all transactions of any kind, and the related confirmations, which are subject to the terms and conditions of, or governed by, any form of master agreement published by the International Swaps and Derivatives Association, Inc., any International Foreign Exchange Master Agreement, or any other master agreement, including any such obligations or liabilities under any such master agreement.

  • Interest Rate Swap Agreement means the agreement(s) (including any further replacement agreements) entered into between the Guarantor LP and the Interest Rate Swap Provider(s) in the form of an ISDA Master Agreement, as the same may be amended, varied, supplemented, restated or extended from time to time, including a schedule and confirmations in relation to each Tranche or Series of Covered Bonds;

  • Swap Transaction means the swap transaction with an effective date of 8 June 2015 entered into between the Issuer and the Counterparty pursuant to a 2002 ISDA Master Agreement and Schedule thereto (in the form of the Swap Schedule Terms Module, July 2014 Edition) dated as of 19 May 2015 (the “Master Agreement”) as supplemented by a swap transaction confirmation with an effective date of 8 June 2015, in the form set out in Annex I hereto as amended and/or restated from time to time (the "Swap Transaction Confirmation").

  • Interest Swap and Hedging Obligation means any obligation of any Person pursuant to any interest rate swap agreement, interest rate cap agreement, interest rate collar agreement, interest rate exchange agreement, currency exchange agreement or any other agreement or arrangement designed to protect against fluctuations in interest rates or currency values, including, without limitation, any arrangement whereby, directly or indirectly, such Person is entitled to receive from time to time periodic payments calculated by applying either a fixed or floating rate of interest on a stated notional amount in exchange for periodic payments made by such Person calculated by applying a fixed or floating rate of interest on the same notional amount.

  • Interest Rate Hedge Agreement any interest rate swap agreement, interest rate cap, collar or other arrangement between the Borrower and a Hedge Provider, consisting of a “Master Agreement” in a form published by the International Swaps and Derivatives Association, Inc., together with a “Schedule” thereto in substantially such form as the Program Agent shall have approved, each “Confirmation” thereunder confirming the terms of each transaction thereunder and any credit support annex and schedule thereto.

  • Net Hedging Obligations means, as of any date, the Termination Value of any such Hedging Agreement on such date.

  • Interest Rate Hedging Agreement means any interest rate protection agreement or other interest rate hedging arrangement.

  • Net Swap Receipt With respect to any Distribution Date, any net payment (other than a Swap Termination Payment) made by the Swap Provider to the Trust on the related Floating Rate Payer Payment Date (as defined in the Interest Rate Swap Agreement).

  • Net Swap Receipts means, for the Interest Rate Swap Agreement, the net amounts owed by the Swap Counterparty to the Issuer, if any, on any Swap Payment Date, excluding any Swap Termination Payments.]

  • Interest Rate Hedging Agreements means, with respect to any Person, the obligations of such Person under (i) interest rate swap agreements, interest rate cap agreements and interest rate collar agreements and (ii) other agreements or arrangements designed to protect such Person or any of its Subsidiaries against fluctuations in interest rates.

  • Interest Rate Hedge means an interest rate exchange, collar, cap, swap, floor, adjustable strike cap, adjustable strike corridor, cross-currency swap or similar agreements entered into by any Loan Party in order to provide protection to, or minimize the impact upon, such Loan Party of increasing floating rates of interest applicable to Indebtedness.

  • Swap Contract means (a) any and all rate swap transactions, basis swaps, credit derivative transactions, forward rate transactions, commodity swaps, commodity options, forward commodity contracts, equity or equity index swaps or options, bond or bond price or bond index swaps or options or forward bond or forward bond price or forward bond index transactions, interest rate options, forward foreign exchange transactions, cap transactions, floor transactions, collar transactions, currency swap transactions, cross-currency rate swap transactions, currency options, spot contracts, or any other similar transactions or any combination of any of the foregoing (including any options to enter into any of the foregoing), whether or not any such transaction is governed by or subject to any master agreement, and (b) any and all transactions of any kind, and the related confirmations, which are subject to the terms and conditions of, or governed by, any form of master agreement published by the International Swaps and Derivatives Association, Inc., any International Foreign Exchange Master Agreement, or any other master agreement (any such master agreement, together with any related schedules, a “Master Agreement”), including any such obligations or liabilities under any Master Agreement.

  • Interest Swap Obligations means the obligations of any Person pursuant to any arrangement with any other Person, whereby, directly or indirectly, such Person is entitled to receive from time to time periodic payments calculated by applying either a floating or a fixed rate of interest on a stated notional amount in exchange for periodic payments made by such other Person calculated by applying a fixed or a floating rate of interest on the same notional amount and shall include, without limitation, interest rate swaps, caps, floors, collars and similar agreements.

  • Interest Hedge Agreement means an interest rate protection agreement that may be entered into between the Borrower and an Interest Hedge Counterparty on or after the Closing Date, for the sole purpose of hedging interest rate risk between the portfolio of Collateral Loans and the Loans, as amended from time to time in accordance with the terms thereof, with respect to which the Rating Condition is satisfied.

  • Portfolio Data means the Key Terms in relation to all outstanding Trades between you and us in a form and standard that is capable of being reconciled. The information comprising the Portfolio Data for Portfolio Data Delivery Date will be prepared as at the close of business New York time on the immediately preceding Business Day.

  • REMIC Swap Rate For each Distribution Date (and the related Accrual Period), a per annum rate equal to the Fixed Rate under the Swap Agreement for such Distribution Date, as set forth in the Prospectus Supplement.

  • input data means data provided to or directly acquired by an AI system on the basis of which the system produces an output;

  • Net Swap Payment With respect to each Distribution Date, the net payment required to be made pursuant to the terms of the Swap Agreement by either the Swap Provider or the Swap Administrator, which net payment shall not take into account any Swap Termination Payment.

  • Noteholder FATCA Information means, with respect to any Noteholder or Note Owner, information sufficient to eliminate the imposition of, or determine the amount of, U.S. withholding tax under FATCA.

  • Interest Rate Contracts means all interest rate swap agreements, interest rate cap agreements, interest rate collar agreements and interest rate insurance.

  • Commodity Hedging Agreement means any agreement with respect to a commodity swap or other agreement regarding the hedging of commodity purchase and sale exposure executed in connection with hedging the commodity purchase and sale exposure of the Borrower and its Subsidiaries, and any confirming letter executed pursuant to such commodity hedging agreement, all as amended, restated or otherwise modified.

  • Interest Rate Contract means any interest rate swap agreement, interest rate cap agreement, interest rate floor agreement, interest rate collar agreement, interest rate option or any other agreement regarding the hedging of interest rate risk exposure executed in connection with hedging the interest rate exposure of any Person and any confirming letter executed pursuant to such agreement, all as amended, restated, supplemented or otherwise modified from time to time.