Transaction-Specific Hedge means any Transaction that is an interest rate cap, interest rate floor or interest rate swaption, or an interest rate swap if (x) the notional amount of the interest rate swap is “balance guaranteed” or (y) the notional amount of the interest rate swap for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.
Transaction-Specific Hedge means any Transaction in respect of which the Transaction Notional Amount for each Calculation Period is “balance guaranteed” or otherwise not an amount that is fixed at the inception of the Transaction.
Transaction-Specific Hedge means any Transaction that is a cap, floor or swaption or a Transaction in respect of which (x) the notional amount of the interest rate swap is "balance guaranteed" or (y) the notional amount of the interest rate swap for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.
Examples of Transaction-Specific Hedge in a sentence
Optionality Hedge means any Transaction that is a cap, floor, swaption, or a Transaction-Specific Hedge.
More Definitions of Transaction-Specific Hedge
Transaction-Specific Hedge means any Transaction that is a cap, floor or swaption, or a Transaction in respect of which (x) the notional amount of the swap is "balance guaranteed" or (y) the notional amount of the swap for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.
Transaction-Specific Hedge means (A) any Transaction that is a cap, floor or swaption, or (B) any Swap Transaction in which (x) the Notional Amount of the Transaction is “balance guaranteed” or (y) the Notional Amount for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction. Accepted and Agreed: By: /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: Vice President By: /s/ Xxxxxx Xxxx Name: Xxxxxx Xxxx Title: Vice President U.S. Dollar Cash 100% 100% 100 EURO Cash 97% 93% 89.8 Sterling Cash 97% 94% 91.9 Fixed-Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity <1 year 100% 100% 98.6 1 to 2 years 100% 99% 97.3 2 to 3 years 100% 98% 95.8 3 to 5 years 100% 97% 93.8 5 to 7 years 100% 95% 91.4 7 to 10 years 100% 94% 90.3 10 to 20 years 100% 89% 87.9 >20 years 100% 87% 84.6 Floating-Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department All Maturities 100% 99% N/A Fixed-Rate U.S. Agency Debentures with Remaining Maturity <1 year 100% 99% 98 1 to 2 years 100% 98% 96.8 2 to 3 years 100% 97% 96.3 3 to 5 years 100% 96% 94.5 5 to 7 years 100% 94% 90.3 7 to 10 years 100% 93% 86.9 10 to 20 years 100% 88% 82.6 >20 years 100% 86% 77.9 Floating-Rate U.S. Agency Debentures – All Maturities 100% 98% N/A Floating-Rate Euro-Zone Government Bonds Rated Aa3 or Above and AAA by S&P with Remaining Maturity <1 year 97% 93% 98 1 to 2 years 97% 92% 96.3 2 to 3 years 97% 91% 95.8 3 to 5 years 97% 89% 89.3 5 to 7 years 97% 87% 85.7 7 to 10 years 97% 86% 80.7 10 to 20 years 97% 82% 72.5 >20 years 97% 80% Floating-Rate Euro-Zone Government Bonds Rated Aa3 or Above All Maturities 97% 92% Fixed-Rate United Kingdom Gilts with Remaining Maturity <1 year 97% 93% 1 to 2 years 97% 92% 2 to 3 years 97% 91% 3 to 5 years 97% 90% 5 to 7 years 97% 89% 7 to 10 years 97% 88% 10 to 20 years 97% 84% >20 years 97% 82% Floating-Rate United Kingdom Gilts All Maturities 97% 93% For purposes of Appendix A:
Transaction-Specific Hedge means any Transaction that is a cap, floor or swaption or a Transaction in respect of which (x) the notional amount of the interest rate swap is “balance guaranteed” or (y) the notional amount of the interest rate swap for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.
Transaction-Specific Hedge means any Transaction in respect of which the Transaction Notional Amount for each Calculation Period is “balance guaranteed” or otherwise not an amount that is fixed at the inception of the Transaction. Credit Support Amount shall mean at any time for the purposes of the Fitch Criteria with respect to a Transferor on a Valuation Date (i) at any time that the Fitch Threshold for Party A is infinity (irrespective of whether the Threshold is infinity or zero), zero and (ii) at any time that the Threshold for Party A is zero by virtue of the Fitch Threshold, the result of the following formula: max [MV plus VC x 105 per cent multiplied by N; 0] where: max means maximum;
Transaction-Specific Hedge means any Transaction that is a cap, floor or swaption, or a Transaction in respect of which (x) the notional amount is “balance guaranteed” or (y) the notional amount for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.
Transaction-Specific Hedge means (A) any Transaction that is a cap, floor or swaption, or (B) any Swap Transaction in which (x) the Notional Amount of the Transaction is “balance guaranteed” or (y) the Notional Amount for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction. By: Name: Title: By: Name: Title: Appendix A Valuation Percentages Applicable if the rated Certificates issued by the Counterparty are U.S.$ Denominated U.S. Dollar Cash 100 % 100 % 100 EURO Cash 97 % 93 % 89.8 Sterling Cash 97 % 94 % 91.9 Fixed Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department with Remaining Maturity <1 year 100 % 100 % 98.6 1 to 2 years 100 % 99 % 97.3 2 to 3 years 100 % 98 % 95.8 3 to 5 years 100 % 97 % 93.8 5 to 7 years 100 % 95 % 91.4 7 to 10 years 100 % 94 % 90.3 10 to 20 years 100 % 89 % 87.9 >20 years 100 % 87 % 84.6 Floating Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department All Maturities 100 % 99 % N/A Fixed Rate U.S. Agency Debentures with Remaining Maturity <1 year 100 % 99 % 98 1 to 2 years 100 % 98 % 96.8 2 to 3 years 100 % 97 % 96.3 3 to 5 years 100 % 96 % 94.5 5 to 7 years 100 % 94 % 90.3 7 to 10 years 100 % 93 % 86.9 10 to 20 years 100 % 88 % 82.6 >20 years 100 % 86 % 77.9 Floating Rate U.S. Agency Debentures – All Maturities 100 % 98 % N/A Floating Rate Euro Zone Government Bonds Rated Aa3 or Above and AAA by S&P with Remaining Maturity <1 year 97 % 93 % 98 1 to 2 years 97 % 92 % 96.3 2 to 3 years 97 % 91 % 95.8 3 to 5 years 97 % 89 % 89.3 5 to 7 years 97 % 87 % 85.7 7 to 10 years 97 % 86 % 80.7 10 to 20 years 97 % 82 % 72.5 >20 years 97 % 80 % Floating Rate Euro Zone Government Bonds Rated Aa3 or Above All Maturities 97 % 92 % Fixed Rate United Kingdom Gilts with Remaining Maturity <1 year 97 % 93 % 1 to 2 years 97 % 92 % 2 to 3 years 97 % 91 % 3 to 5 years 97 % 90 % 5 to 7 years 97 % 89 % 7 to 10 years 97 % 88 % 10 to 20 years 97 % 84 % >20 years 97 % 82 % Floating Rate United Kingdom Gilts All Maturities 97 % 93 % For purposes of Appendix A:
Transaction-Specific Hedge means any Transaction that is (i) an interest rate swap in respect of which (x) the notional amount of the interest rate swap is "balance guaranteed" or (y) the notional amount of the interest rate swap for any Calculation Period (as defined in the related Confirmation)