Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.94250% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFP
Appears in 2 contracts
Sources: Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-He7), Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-He7)
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August October 25, 2005 2006 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August October 25, 2005 2006 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942505.19750% Fixed Amount: To be determined in accordance with the following Following formula: 100 250 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing October 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August October 25, 2005 2006 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following Following formula: 100 250 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Fraction. Spread: None Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation AgentBusiness Day Convention: BSFPFollowing
Appears in 1 contract
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing June 25, 2006 and ending on the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August July 25, 2005 2006 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942504.67350% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fraction Fixed Rate Day Count Fraction: Fraction 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August July 25, 2005 2006 and ending on the Termination Date, subject to adjustment in accordance with the Modified Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFP
Appears in 1 contract
Sources: Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-Aq2)
Fixed Amount. Fixed Rate Payer: Counterparty Premium Amount: USD 330,000.00 Fixed Rate Payer Payment Date: 27 February 2006 Floating Rate Payer: JPMorgan Cap Rate: 5.30000 percent Floating Rate Payer I Period End Dates: The 25th calendar day of each month during the Term of this Transactioncalendar month, commencing August 25, 2005 25 March 2006 to and ending on including the Termination Date, with No Adjustmentno adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.94250% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer I Payment Dates: The 25th calendar day of Two Business Days prior to each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Period End Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month 1 Month Spread: None Floating Rate Day Count Fraction: Actual/360 30/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFPJPMorgan, unless otherwise stated in the Agreement. Floating Rate Payer: Counterparty Cap Rate: 8.80000 percent Floating Rate Payer II Period End Dates: The 25th day of each calendar month, commencing 25 March 2006 to and including the Termination Date, with no adjustment. Floating Rate Payer II Payment Dates: Two Business Days prior to each Period End Date. Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: None Floating Rate Day Count Fraction: 30/360 (unadjusted) Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York Calculation Agent: JPMorgan, unless otherwise stated in the Agreement.
Appears in 1 contract
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August March 25, 2005 2006, and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: Early Payment shall be applicable. The 25th calendar day of each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Fixed Rate Payer Payment Date shall be one Business Day Conventionprior to each Fixed Rate Payer Period End Date. Fixed Rate: 3.942505.05000% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August March 25, 2005 2006, and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: Early Payment shall be applicable. The Floating Rate Payer Payment Date shall be one Business Day prior to each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: Any day other than (i) a Saturday or Sunday, or (ii) a day on which banking institutions in the state of New York and Illinois Calculation AgentYork, Maryland or Minnesota are closed. Business Day Convention: BSFPFollowing Additional Amount: In connection with entering into this Transaction USD 738,000 is payable by Counterparty to BSFP on February 28, 2006.
Appears in 1 contract
Sources: Fixed Income Derivatives Confirmation and Agreement (HSI Asset Securitization CORP Trust 2006-Opt2)
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Floating Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August June 25, 2005 2006 and ending on the Termination Date, with No Adjustment. Fixed Floating Rate Payer Payment Date: Early Payment shall be applicable. The 25th calendar day of Fixed Rate Payer Payment Dates shall be one Business Days prior to each month during the Term of this Transaction, commencing August 25, 2005 and ending on the Termination Fixed Rate Payer Period End Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942505.36000% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August June 25, 2005 2006 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: Early Payment shall be applicable. The Floating Rate Payer Payment Dates shall be one Business Days prior to each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-LIBOR BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Period Compounding: Inapplicable Business Days: New York and Illinois Calculation AgentBusiness Day Convention: BSFPFollowing Additional Amount: In connection with entering into this Transaction USD 535,000 is payable by BSFP to Counterparty May 2, 2006.
Appears in 1 contract
Sources: Transfer and Servicing Agreement (Aames Mortgage Investment Trust 2006-1)
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August June 25, 2005 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August June 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942503.95600% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August June 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFP
Appears in 1 contract
Sources: Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-He5)
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August September 25, 2005 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August September 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942504.412% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP IXIS Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August September 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFPIXIS
Appears in 1 contract
Sources: Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-He8)
Fixed Amount. Fixed Rate Payer: Counterparty Fixed Rate Payer Period End Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August July 25, 2005 and ending on the Termination Date, with No Adjustment. Fixed Rate Payer Payment Date: The 25th calendar day of each month during the Term of this Transaction, commencing August July 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Fixed Rate: 3.942503.83250% Fixed Amount: To be determined in accordance with the following formula: 100 * Fixed Rate * Notional Amount * Fixed Rate Day Count Fraction. Fixed Rate Day Count Fraction: 30/360 Floating Rate Payer: BSFP Floating Rate Payer Payment Dates: The 25th calendar day of each month during the Term of this Transaction, commencing August July 25, 2005 and ending on the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Option: USD-LIBOR-BBA Floating Amount: To be determined in accordance with the following formula: 100 * Floating Rate Option * Notional Amount * Floating Rate Day Count Fraction Designated Maturity: One month Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Business Days: New York and Illinois Calculation Agent: BSFP
Appears in 1 contract
Sources: Pooling and Servicing Agreement (Bear Stearns Asset Backed Securities I Trust 2005-He6)