Embedded Derivative definition

Embedded Derivative is in the definition of Eurodollar Rate that states “if the Eurodollar Rate shall be less than zero, such rate shall be deemed zero for purposes of this Agreement”. The Embedded Derivative resulted in Hedge Ineffectiveness, which is calculated quarterly.”
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Embedded Derivative is in the applicable definitions comprising interest rates or components thereof set forth in this Agreement that state that if the applicable rate (including the Eurodollar Rate) shall be less than zero, such rate shall be deemed zero for purposes of this Agreement. The Embedded Derivative resulted in Hedge Ineffectiveness, which is calculated quarterly.
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Embedded Derivative means a security or money market instrument which includes a derivative, where—
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Examples of Embedded Derivative in a sentence

  • The Natural Gas Embedded Derivative is an instrument that is not exchange-traded.

  • Management is responsible for the valuation of the Natural Gas Embedded Derivative discussed in Note 15.

  • Included in the valuation of the Natural Gas Embedded Derivative are assumptions about the forward price curves for NGLs and natural gas for periods in which price curves and not available from third-party pricing services due to insufficient market data.

  • Embedded derivative in commodity contracts - The Natural Gas Embedded Derivative liability is a single embedded derivative comprised of both the purchase of natural gas at prices impacted by the frac spread and the probability of contract renewal as discussed further in Note 15.

  • We carry the Natural Gas Embedded Derivative at fair value with changes in fair value recognized in income each period.

  • The Partnership’s Risk Management Department (the “Risk Department”) is responsible for the valuation of the Partnership’s commodity derivative contracts and embedded derivatives in commodity contracts, except for the Natural Gas Embedded Derivative.

  • The Risk Department must develop forward price curves for NGLs and natural gas through the initial contract term (January 2016 through December 2022) for management’s use in determining the fair value of the Natural Gas Embedded Derivative.

  • Notwithstanding any other provision, the Embedded Derivative Rate shall adjust upward by an amount equal to the Credit Spread Adjustment for each amount equal to the Adjustment Factor, if any, or any portion thereof that the Measuring Metric falls below the Minimum Triggering Level; provided, however, that in no event shall the Embedded Derivative Rate exceed the Maximum Rate.

  • Financial Statements and Supplementary Data - Note 15 for more information related to the Natural Gas Embedded Derivative.

  • Notwithstanding any other provision, the Embedded Derivative Rate shall adjust upward by an amount equal to the Credit Spread Adjustment for each amount, if any, equal to the Adjustment Factor, or any portion thereof that the Measuring Metric falls below the Minimum Triggering Level; provided, however, that in no event shall the Embedded Derivative Rate exceed the Maximum Rate.


More Definitions of Embedded Derivative

Embedded Derivative means a derivative where -
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Related to Embedded Derivative

  • OTC derivative or ‘OTC derivative contract’ means a derivative contract the execution of which does not take place on a regulated market as within the meaning of Article 4(1)(14) of Directive 2004/39/EC or on a third-country market considered as equivalent to a regulated market in accordance with Article 19(6) of Directive 2004/39/EC;

  • Unmodified Derivatives means substances created by Recipient, which constitute an unmodified functional subunit or product expressed by the Original Material (for example, subclones of unmodified cell lines, purified or fractionated subsets of the original material, proteins expressed by DNA/RNA supplied by Provider, or monoclonal antibodies secreted by a hybridoma cell line).

  • Short Derivative Instrument means a Derivative Instrument (i) the value of which generally decreases, and/or the payment or delivery obligations under which generally increase, with positive changes to the Performance References and/or (ii) the value of which generally increases, and/or the payment or delivery obligations under which generally decrease, with negative changes to the Performance References.

  • Specified Derivatives Provider means any Lender, or any Affiliate of a Lender that is a party to a Derivatives Contract at the time the Derivatives Contract is entered into.

  • Specified Derivatives Obligations means all indebtedness, liabilities, obligations, covenants and duties of the Borrower or its Subsidiaries under or in respect of any Specified Derivatives Contract, whether direct or indirect, absolute or contingent, due or not due, liquidated or unliquidated, and whether or not evidenced by any written confirmation.