Index Roll Date definition

Index Roll Date means the 15th day of each month, beginning on February 15, 2008 and ending on January 15, 2038, or, if any such day is not a Business Day in all of the Relevant Cities, or the Trans-European Automated Real-Time Gross Settlement Express Transfer System is not open on such day, the next following day that is a Business Day in all of the Relevant Cities and on which the Trans-European Automated Real-Time Gross Settlement Express Transfer System is open, in each case as determined by Barclays Capital.
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Index Roll Date means the 15th day of each month, beginning on April 15, 2008 and ending on March 15, 2038, or, if any such day is not a Business Day in all of the Roll Date Cities, or the Trans-European Automated Real-Time Gross Settlement Express Transfer System is not open on such day, the next following day that is a Business Day in all of the Roll Date Cities and on which the Trans-European Automated Real-Time Gross Settlement Express Transfer System is open, in each case as determined by Barclays Capital. The first Index Roll Date shall be the Inception Date.
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Index Roll Date means on or about each 20th March and 20th September, being the dates on which new version of the European Index and US Index are published by the relevant index sponsor, provided that, in the event that one or more of the roll dates for an Index change, then the Index Roll Dates shall change accordingly.
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More Definitions of Index Roll Date

Index Roll Date means each date on which a change to the composition of either the CDX Index or the iTraxx Index becomes effective (as determined by the Determination Agent in its sole and absolute discretion but acting in a commercially reasonable manner);
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Related to Index Roll Date

  • SOFR Index Cessation Date means, in respect of a SOFR Index Cessation Event, the date on which the FRBNY (or any successor administrator of the SOFR), ceases to publish the SOFR, or the date as of which the SOFR may no longer be used.

  • OBFR Index Cessation Date means, in respect of an OBFR Index Cessation Event, the date on which the FRBNY (or any successor administrator of the OBFR), ceases to publish the OBFR, or the date as of which the OBFR may no longer be used.

  • Subsequent Rate Period means, with respect to any Series of RVMTP Shares, the period consisting of seven calendar days, but adjusted in each case to reflect any changes when the regular calendar day that is a Rate Determination Date is not a Business Day, from, and including, the first calendar day following the Initial Rate Period of such Series to, and including, the next Rate Determination Date for such Series and any period thereafter from, and including, the first calendar day following a Rate Determination Date for shares of such Series to, and including, the next succeeding Rate Determination Date for shares of such Series.

  • Five-year U.S. Treasury Rate means, as of any Reset Dividend Determination Date, as applicable, (i) an interest rate (expressed as a decimal) determined to be the per annum rate equal to the arithmetic mean of the five most recent daily yields to maturity for U.S. Treasury securities with a maturity of five years from the next Reset Date and trading in the public securities markets or (ii) if there is no such published U.S. Treasury security with a maturity of five years from the next Reset Date and trading in the public securities markets, then the rate will be determined by interpolation between the arithmetic mean of the five most recent daily yields to maturity for each of the two series of U.S. Treasury securities trading in the public securities market, (A) one maturing as close as possible to, but earlier than, the Reset Date following the next succeeding Reset Dividend Determination Date, and (B) the other maturity as close as possible to, but later than, the Reset Date following the next succeeding Reset Dividend Determination Date, in each case as published in the most recent H.15. If the Five-year U.S. Treasury Rate cannot be determined pursuant to the methods described in clauses (i) or (ii) above, then the Five-year U.S. Treasury Rate will be the same interest rate determined for the prior Reset Dividend Determination Date.

  • Quarterly Floating Rate Period means, for the initial Quarterly Floating Rate Period, the period commencing on April 1, 2022 and ending on and including June 30, 2022, and thereafter the period from and including the day immediately following the end of the immediately preceding Quarterly Floating Rate Period to but excluding the next succeeding Quarterly Commencement Date.