AATY definition

AATY is the adjusted annual target yield, obtained by increasing the annual target yield ("ATY") of 10% on the Income 10 Buy-Write Index on the first day of each quarterly calculation period by an amount intended to, but which may or may not, offset the value of the Income 10 Buy-Write Index Adjustment Factor. The adjusted annual target yield will be calculated as follows:
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Examples of AATY in a sentence

  • Before seeking bids on the strike price of a notional call option, the calculation agent will determine the "Target Quarterly Premium" for such option, which will equal: CP * (AATY - HADY) ------------------ 4 Once the calculation agent has determined the Target Quarterly Premium for a notional call option, it will seek strike prices for that notional call option from as many dealers in options (which may include Citigroup Global Markets Inc.

  • Before seeking bids on the strike price of a notional call option, the calculation agent will determine the "Target Quarterly Premium" for such option, which will equal: CP * (AATY - HADY) 4 Once the calculation agent has determined the Target Quarterly Premium for a notional call option, it will seek strike prices for that notional call option from as many dealers in options (which may include Citigroup Global Markets Inc.

  • Before seeking bids on the strike price of a notional call option, the calculation agent will determine the "Target Quarterly Premium" for such option, which will equal: CP * (AATY - HADY) -------------------- 4 Once the calculation agent has determined the Target Quarterly Premium for a notional call option, it will seek strike prices for that notional call option from as many dealers in options (which may include Citigroup Global Markets Inc.