Examples of Portfolio Calculation in a sentence
Separately in respect of the Impacted FCM SwapClear Contracts allocated to each Maturity Bucket in each Proprietary Account and FCM Client Sub-Account, determine a portfolio of Discounting Risk Swaps which is designed to, in the Clearing House's sole and absolute discretion and to the extent practicable, replicate the Fed Funds Rate discounting risk profile in relation to such FCM SwapClear Contracts as of the Swap Portfolio Calculation Date.
De Minimis Participant Account means, in relation to a Maturity Bucket, any Proprietary Account, or any FCM Client Sub-Account that, as of the Swap Portfolio Calculation Date, would have an allocation of Discounting Risk Swaps in a given Maturity Bucket with a notional amount that is closer to zero than to the integral number set out in the table in paragraph 5.1(c) in relation to that Maturity Bucket.
Upon any failure to maintain the required Portfolio Calculation, the Corporation shall use its best efforts to reattain a Portfolio Calculation at least equal to the Basic Maintenance Amount on or prior to the Basic Maintenance Amount Cure Date, by altering the composition of its portfolio or otherwise.
For so long as any shares of Cumulative Preferred Stock are outstanding, the Corporation shall maintain, on each Valuation Date, a Portfolio Calculation at least equal to the Basic Maintenance Amount, each as of such Valuation Date.
A failure by the Corporation to deliver a Basic Maintenance Report under this paragraph 5(a)(ii)(B) shall be deemed to be delivery of a Basic Maintenance Report indicating a Portfolio Calculation less than the Basic Maintenance Amount, as of the relevant Valuation Date.
In determining the Portfolio Calculation, the Corporation shall use the Moody's Discount Factor applicable to the loaned securities rather than the Moody's Discount Factor applicable to the collateral.
DETERMINING THE PORTFOLIO OF DISCOUNTING RISK SWAPS 5.1 On the Swap Portfolio Calculation Date, the Clearing House shall allocate Impacted SwapClear Contracts into different Maturity Buckets based on the tenor of the discounting risk associated with such Impacted SwapClear Contracts.
DETERMINING THE PORTFOLIO OF DISCOUNTING RISK SWAPS 5.1 On the Swap Portfolio Calculation Date, the Clearing House shall allocate Impacted FCM SwapClear Contracts into different Maturity Buckets based on the tenor of the discounting risk associated with such Impacted FCM SwapClear Contracts.
Investors should be aware that the composition of the Dynamic Portfolio may change after the implementation of a rebalancing decided discretionary by the Portfolio Advisor, after an adjustment decided by the Portfolio Calculation Agent in order to comply with the portfolio technical eligibility criteria or after an adjustment of the Dynamic Portfolio following an Event.
De Minimis Participant Account means, in relation to a Maturity Bucket, any Proprietary Account, or any FCM Client Sub-Account that, as of the Swap Portfolio Calculation Date, would have an allocation of Discounting Risk Swaps in a given Maturity Bucket with a notional amount that is closer to zero than to the integral number set out in the table in paragraph 5.1(c) in relation to that Maturity Bucket.Discounting Risk Auction has the meaning given to it in the Cash Settlement Schedule.