Floating Rate Payer Calculation Amount definition

Floating Rate Payer Calculation Amount means the amount defined as such in any Subparts of this Part 2 of Chapter VIII of the Clearing Conditions with respect to a Product Type of CCP Transactions or, if not so defined, the amount shown as such in the relevant OTC Trade Event Report.

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Floating Rate Payer Calculation Amount means, for each Reference Entity, the amount specified as such in the Relevant Credit Default Swap.

Floating Rate Payer Calculation Amount means, for each Reference Entity the amount specified as such in Schedule A to the Credit Swap from time to time.

Examples of Floating Rate Payer Calculation Amount in a sentence

• First Floating Rate Payer Calculation Amount: In relation to any First Floating Rate Payer Calculation Period and any Transaction, the daily average of the Notional Funded Amount of such Transaction during such First Floating Rate Payer Calculation Period.

• Notwithstanding that the Settlement Method is Physical Settlement, if the Floating Rate Payer Calculation Amount as at the Event Determination Date is less than USD 50,000 (if the Original Notional Amount is denominated in USD) or EUR 50,000 (if the Original Notional Amount is denominated in EUR), as applicable, then the Settlement Method in respect of the Component Transaction shall be deemed to be Cash Settlement.

• Compounding: Inapplicable Second Floating Amount Payer: Counterparty Second Floating Amount: In relation to any Second Floating Rate Payer Payment Date, the product of (a) the Second Floating Rate Payer Calculation Amount for the related Second Floating Rate Payer Calculation Period multiplied by (b) the Spread multiplied by (c) the Floating Rate Day Count Fraction.

• First Floating Rate Payer Calculation Amount: In relation to any First Floating Rate Payer Payment Date and any Transaction, the daily average of the Notional Funded Amount of such Transaction during the related First Floating Rate Payer Calculation Period.

• First Floating Rate Payer Calculation Amount: In relation to any First Floating Rate Payer Payment Date, the daily average of the Notional Amount during the related First Floating Rate Payer Calculation Period.

• Calculation Agent City: New York Payments by Counterparty First Floating Amount Payer: Counterparty First Floating Amount: In relation to any First Floating Rate Payer Payment Date, the sum of the product of (a) the First Floating Rate Payer Calculation Amount for such First Floating Rate Payer Payment Date multiplied by (b) the Floating Rate Option during the related First Floating Rate Payer Calculation Period plus the Spread multiplied by (c) the Floating Rate Day Count Fraction.

• Fixed Rate Payer Calculation Amount: The Floating Rate Payer Calculation Amount Fixed Rate Payer Payment Dates: Each 20 March, 20 June, 20 September and 20 December in each year.

• Third Floating Rate Payer Calculation Amount: In relation to any Third Floating Rate Payer Calculation Period, the excess, if any, of (a) the Maximum Portfolio Notional Amount over (b) the greater of (i) 80% of the Maximum Portfolio Notional Amount and (ii) the daily average Portfolio Notional Funded Amount for such Third Floating Rate Payer Calculation Period.

• Compounding: Inapplicable Third Floating Amount Payer: Counterparty Third Floating Amount: In relation to any Third Floating Rate Payer Payment Date, the product of (a) the Third Floating Rate Payer Calculation Amount for the related Third Floating Rate Payer Calculation Period multiplied by (b) the Spread multiplied by (c) the Floating Rate Day Count Fraction.

• Second Floating Rate Payer Calculation Amount: In relation to any Second Floating Rate Payer Calculation Period, the excess, if any, of (a) 80% of the Maximum Portfolio Notional Amount over (b) the Utilization Amount for such Second Floating Rate Payer Calculation Period.

More Definitions of Floating Rate Payer Calculation Amount

Floating Rate Payer Calculation Amount. The Notional Amount multiplied as set forth in the Notional Amount Schedule on page 4 hereof. Floating Rate Payer Payment Dates: One New York Business Day prior to each Period End Date [LOGO OF JPMORGAN CHASE] Floating Rate Payer Payment Dates: The 25 August, 25 September, 25 October, 25 November, 25 December, 25 January, 25 February, 25 March, 25 April, 25 May, 25 June and 25 July in each year, from and including 25 August 2006 to and including the Termination Date, subject to adjustment in accordance with the Following Business Day Convention and there will be an adjustment to the Calculation Period. Floating Rate Option: USD-LIBOR-BBA; provided, however, that if the Floating Rate determined from such Floating Rate Option for any Calculation Period is greater than 9.00000% then the Floating Rate for such Calculation Period shall be deemed equal to 9.00000%.