Total Return Swap definition

Total Return Swap means an agreement between counterparties in which one party agrees to make payments of the total return from underlying asset(s), which may include securities, baskets of securities, or securities indices during the specified period, in return for payments equal to a fixed or floating rate of interest or the total return from other underlying asset(s).

Total Return Swap means a derivative (and a transaction within the scope of SFTR) whereby the total economic performance of a reference obligation is transferred from one counterparty to another counterparty;

Total Return Swap means a derivative (and a transaction within the scope of SFTR)

Examples of Total Return Swap in a sentence

• The reference obligation of a Total Return Swap may be any security or other investment in which the relevant Sub-Fund is permitted to invest.

• Where a Sub-Fund is permitted to use Securities Financing Transactions and/or Total Return Swaps, all types of assets which may be held by the relevant Sub-Fund in accordance with its investment objectives and policies may be subject to a Securities Financing Transaction and/or Total Return Swap.

• The Directors reserve the right to reject in whole or part any subscription at their sole discretion, but in particular may do so where the Approved Counterparty is unwilling to agree to an equivalent increase in the notional of the Portfolio Total Return Swap.

• A Total Return Swap is a contract in which one party (payer of the total return) transfers the entire financial performance of a reference obligation to the other party (receiver of the total return).

• In particular, an Indirect Investment Fund will conclude OTC Total Return Swap transactions negotiated at arm’s length with one or more Swap Counterparties (“OTC Swap Transaction(s)”).

More Definitions of Total Return Swap

Total Return Swap means any total return swap entered into by a Financing Subsidiary.

Total Return Swap means an over the counter derivative contract in which one counterparty transfers the total economic performance, including income from interest and fees, gains and losses from price movements, and credit losses, of a reference obligation to another counterparty

Total Return Swap means a derivative contract as defined in point (7) of Article 2 of Regulation (EU) No 648/2012 in which one counterparty transfers the total economic performance, including income from interest and fees, gains and losses from price movements, and credit losses, of a reference obligation to another counterparty.

Total Return Swap means a credit derivative contract under which a protection buyer, during the term of the contract:

Total Return Swap means a total return swap (which expression shall include a price return swap that results in the receipt of a total return) between an acceptable counterparty and an ETF, as applicable, pursuant to which such ETF will gain underlying exposure;

Total Return Swap means a total return swap as defined in the Securities

Total Return Swap. ( ) means an agreement under which one party ("total return payer") transfers the total economic performance of a reference obligation to the other party ("total return receiver");