Time to Maturity definition
Time to Maturity means the time period from trade date to expiry of the futures contract.
Time to Maturity means the day count fraction from (but excluding) the relevant Interest Determination Date to (and including) the Maturity Date, based on the actual number of days comprised in such period divided by 365.
Time to Maturity means the length of time between when the FX Forward is entered into and the date on which settlement is to occur;
Examples of Time to Maturity in a sentence
The maximum spread of those series stated in paragraph 7 is determined by time to maturity: Time to Maturity Maximum Spread 4 years and longer 0,30% The following Treasury Notes and Treasury Bills are excluded from the maximum spread obligations.
Table 5.1 Summary Statistics of Live Hog Spot Prices and Fixed Time to Maturity Live Hog Futures for the period between 12/07/1984 to 11/29/1996 Mean Price Maturity # of weekly Price (Standard Deviation) (Standard Deviation) observations Spot 46.97 (6.98) 0 (0) 626 F1 47.57 (5.97) 1.42 (0.496) 626 F3 46.70 (5.10) 3.
Holdings shall not permit the Average Life of Remaining Contracts to be less than the Remaining Time to Maturity of the Loans, as of the last day of any Fiscal Quarter.