Interest Rate Derivatives definition

Interest Rate Derivatives means any contract as defined in Annex I, Section C(4) of Directive 2014/65/EU whose underlying is an interest rate, a bond, a loan, a swapnote, any basket, portfolio or index including an interest rate, a bond, a loan, a swapnote or any other product representing the performance of an interest rate, a bond, a loan, or a swapnote.
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Interest Rate Derivatives or “IRDs” means the Financial Instruments and Transactions set
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Interest Rate Derivatives means any Derivative entered into in connection with protection against or benefit from fluctuations in interest rates;
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Examples of Interest Rate Derivatives in a sentence

  • While Interest Rate Derivatives are powerful new tools, the investor should understand instrument and its risk-return profile.

  • Derivative instruments like Interest Rate Swaps, Forward Rate Agreements, Interest Rate Derivatives and such other derivative instruments permitted by SEBI/RBI.

  • For cash settled Interest Rate Derivatives, the Exchange Delivery Settlement Price (EDSP) shall be calculated in accordance with the relevant Contract Specification.

  • Derivative instruments like Interest Rate Swaps, Forward Rate Agreements, Interest Rate Derivatives, Exchange Traded Interest Rate Futures and such other derivative instruments permitted by SEBI/RBI.

  • Member Firms are responsible for settling Contracts executed on the Exchange and in the event of a settlement default are bound by the rules and procedures of the Designated Clearing House, and for Interest Rate Derivatives that are physically settled the Deliverable Bond Futures Contract Procedures.

  • Open interest for a Trading Day in Interest Rate Derivatives will be published on the next Trading Day.

  • Daily Settlement Prices and Exchange Delivery Settlement Price for all Interest Rate Derivatives.

  • With regard to Interest Rate Derivatives and Options on VSTOXX® Futures transactions, carried out after the exercise of an Option in the resulting Futures contract, the fees for the underlying Futures shall be applicable respectively.

  • The debt market is primarily divided into four segments - government securities market (Gsecs, SDLs, Non SLR SDLs), corporate bond market, money markets (CDs, CPs, Tbills, overnight instruments like TREPS, Call, Repo, etc) and Interest Rate Derivatives market (Interest rate futures and swaps).

  • Figure 1: The global OTC derivatives market (in trillion USD as at 30/6/2017) Total volume: 542.2 trillion USD 9,96,81,431,177416 FX Interest Rate Derivatives Equity-linked Credit Derivatives Commodities Unallocated Source: Own chart based on BIS (2017) The market for central OTC derivatives clearing in Europe is currently highly concentrated.


More Definitions of Interest Rate Derivatives

Interest Rate Derivatives means those Yield-X securities which are derivative instruments and the financial terms of which are determined by a rate of interest;“intermediary services”has the same meaning as that contained in section 1 of the FAIS Act;“investment services”means the services provided by an investment services provider to its clients, and includes:(a) exercising discretion in the management of JSE authorised investments on behalf of clients;(b) providing advice to a client in respect of JSE authorised investments;(c) executing transactions in JSE authorised investments other than equity securities; and(d) safeguarding JSE authorised investments other than uncertificated equity securities and funds intended for the purchase of equity securities;“investment services provider”means a member which has been authorised by the JSE to perform investment services in terms of the rules;“ISP”means an investment services provider;“JSE”means JSE Limited, a company duly registered and incorporated with limited liability under the company laws of the Republic, licensed to operate an exchange under the Act;“JSE authorised investments”means –(a) equity securities;(b) JSE listed securities traded on the JSE derivatives trading system or the Yield-X trading system;(c) securities listed on an exchange in the Republic other than the JSE;(d) securities listed on an external exchange;(e) participatory interests in a collective investment scheme as defined in the Collective Investment Schemes Control Act, 2002 (Act No. 45 of 2002), and units or any other form of participation in a foreign collective investment scheme approved by the Registrar of Collective Investment Schemes in terms of section 65 of that Act;(f) units or any other form of participation in a collective investment scheme licensed or registered in a foreign country; and(g) funds intended for the purchase of such securities, units or participation;"JSE commodities trading system"means the computer system or systems and associated network or networks operated or used by the JSE for the purpose of providing a market for the trading of commodity securities;"JSE derivatives trading system"means the computer system or systems and associated network or networks operated or used by the JSE for the purpose of providing a market for the trading of derivative securities;“JSE equities trading system”means the computer system or systems and associated network or networks operated or used by the JSE for the purpose of providing a market for...
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Interest Rate Derivatives means those Yield-X securities which are derivative instruments and the financial terms of which are determined by a rate of interest;
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Interest Rate Derivatives or “IRDs” means the Financial Instruments and Transactions set out in section 5, below.
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Interest Rate Derivatives means any Derivatives entered into in connection with protection against or benefit from fluctuations in interest rates;
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Interest Rate Derivatives means any Derivative entered into in connection with protection against or benefit from
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Related to Interest Rate Derivatives

  • 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.

  • Prime Interest Rate means the publicly quoted variable annual basic rate of interest, published from time to time by the bankers of FUNDI as being their prime rate and as certified by the auditors of FUNDI, whose appointment it shall not be necessary to prove. Details of such bankers will be provided to the Applicant when so requested in writing.

  • Interest Rate Hedge means an interest rate exchange, collar, cap, swap, adjustable strike cap, adjustable strike corridor or similar agreements entered into by the Borrower or its Subsidiaries in order to provide protection to, or minimize the impact upon, the Borrower, any Guarantor and/or their respective Subsidiaries of increasing floating rates of interest applicable to Indebtedness.

  • Interest Rate Agreement means with respect to any Person any interest rate protection agreement, interest rate future agreement, interest rate option agreement, interest rate swap agreement, interest rate cap agreement, interest rate collar agreement, interest rate hedge agreement or other similar agreement or arrangement as to which such Person is party or a beneficiary.

  • Interest Rate Cap means the establishment of an upper limit for a variable interest rate.

  • Reference Interest Rate means the interest rate which is used as the basis for calculating any interest to be applied and which comes from a publicly available source which can be verified by both parties to a payment service contract;

  • Interest Rate Period means any Daily Interest Rate Period, Weekly Interest Rate Period, Short-Term Interest Rate Period, Long- Term Interest Rate Period or ARS Interest Rate Period.

  • Interest Rate Protection Agreement means any interest rate swap agreement, interest rate cap agreement, interest collar agreement, interest rate hedging agreement or other similar agreement or arrangement.

  • Interest Rate Protection Agreements means any interest rate swap agreement, interest rate cap agreement, synthetic cap, collar or floor or other financial agreement or arrangement designed to protect Guarantor or any Consolidated Subsidiary against fluctuations in interest rates or to reduce the effect of any such fluctuations.

  • Interest Rate Protection Obligations of any Person means the obligations of such 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 a fixed rate of interest on a stated notional amount in exchange for periodic payments made by such Person calculated by applying a floating rate of interest on the same notional amount.

  • Applicable Interest Rate means the rate of interest prescribed under the Act from time to time;

  • Note Interest Rate means a per annum rate equal to 0.06% in excess of LIBOR as determined by the Calculation Agent on the related LIBOR Determination Date with respect to each Interest Period.