Floating Amounts. Floating Rate Payer: Party A Floating Rate Payer Payment Dates: Each [Monthly/Quarterly]Distribution Date Floating Rate Option: Relevant Bank Xxxx Rate for the Accrual Period corresponding to the Calculation Period Spread: [Monthly/Quarterly]Weighted Margin in respect of the relevant Distribution Date plus [ ]% per annum Floating Rate Day Count Fraction: Actual/365 (Fixed) Business Day: Sydney Business Day Convention: Following
Floating Amounts. For each Floating Rate Payer Payment Date, the Floating Amount shall equal the product of (i) the Notional Amount for the related Calculation Period, (ii) Floating Rate Option for the related Calculation Period, (iii) 250, and (iv) Floating Rate Day Count Fraction. Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 month Spread: none Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Calculation Agent: Party A Business Days: New York Account Details:
Floating Amounts. Floating Rate Payer: Party A Floating Rate Payer Calculation Amount: The Notional Amount Cap Rate I: 5.45000% Cap Rate II: 8.70000% Floating Rate Payer Payment Dates: Early Payments shall be applicable - 1 Business Day prior to each Floating Rate Payer Period End Date Floating Rate Payer Period End Dates: The 25th of each Month, commencing on 25 July 2006 and ending on the Termination Date. No Adjustment.
Examples of Floating Amounts in a sentence
Citibank Floating Amounts: Floating Amount Payer: Citibank Floating Amount: In relation to any Terminated Obligation or Repaid Obligation, Capital Appreciation, if any.
In the event of SwapClear being closed on a Coupon Payment Date it will pay the Fixed and Floating Amounts on the next Business Day following the Coupon Payment Date.
In the event of SwapClear being closed on a Coupon Payment Date it will pay the Fixed and Floating Amounts on the next business day following the Coupon Payment Date.
Floating Amounts: With respect to each Floating Rate Payer Payment Date, an amount equal to the aggregate of the Interest Amounts payable by VIS in respect of the Class [•] Notes on the Interest Payment Date falling one Business Day after such Floating Rate Payer Payment Date.
Fixed and Floating Amounts: All amounts payable to VIS in respect of the Class [•] Notes' Pro Rata Share of the Charged Assets.
More Definitions of Floating Amounts
Floating Amounts. The Floating Amount payable by DBAG shall be an amount equal to (i) the Notional Amount for such Floating Rate Payer Payment Date * (ii) Floating Rate * (iii) 250 * (iv) Floating Rate Day Count Fraction Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable Calculation Agent: DBAG Business Days: New York
Floating Amounts. Floating Rate Payer: BSFP
Floating Amounts. The amount calculated pursuant to Section 6.1(a) of the 2000 ISDA Definitions as the Floating Amount shall be multiplied by 250 for each Calculation Period and the resulting product shall be the actual Floating Amount, respectively, with respect to each Calculation Period, payable by DBAG. Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 month Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable: Calculation Agent: Party A Business Days: New York
Floating Amounts. Floating Rate Payer: Party A Floating Rate Payer Period End Dates: The 25th day of each month of each year, commencing on September 25, 2005 to and including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention. Floating Rate Payer Payment Dates: Early Payment, one (1) Business Day preceding each Floating Rate Payer Period End Date. Floating Rate Option: USD-LIBOR-BBA Designated Maturity: One month Spread: None 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 a Sunday, or (ii) a day on which banking institutions in (1) the city in which the Corporate Trust Office is located or (2) the States of New York, Massachusetts or Colorado are closed.
Floating Amounts. Floating Rate Payer: Party A.
Floating Amounts. Floating Rate Payer: Party A Floating Rate Payer Payment Dates: Each Distribution Date
Floating Amounts. The Floating Amount payable by Barclays shall be an amount equal to (i) the Notional Amount for such Floating Rate Payer Payment Date * Floating Rate Option * Floating Rate Day Count Fraction * 250 Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 month, however, with respect to the initial Calculation Period Linear interpolation shall apply based upon a designated maturity of 2 weeks and 1 month. Spread: None Floating Rate Day Count Fraction: Actual/360 Reset Dates: The first day of each Calculation Period Compounding: Inapplicable: Calculation Agent: Party A Business Days: