Swap Notional Amount definition

Swap Notional Amount. With respect to any Distribution Date is the amount set forth on Schedule II attached hereto with respect to such Distribution Date.
Swap Notional Amount. For each calculation period as defined in the Swap Agreement, the amount set forth below: Distribution Date Swap Notional Amount ($) April 2007 615,730,544.00 May 2007 595,247,062.00 June 2007 573,372,905.00 July 2007 550,622,176.00 August 2007 528,081,270.00 September 2007 506,224,125.00 October 2007 485,223,404.00 November 2007 465,089,904.00 December 2007 445,795,092.00 January 2008 427,196,995.00 February 2008 409,304,481.00 March 2008 392,112,333.00 April 2008 375,452,130.00 May 2008 358,996,234.00 June 2008 336,619,996.00 July 2008 298,552,319.00 August 2008 258,637,115.00 September 2008 222,214,490.00 October 2008 194,073,300.00 November 2008 178,373,452.00 December 2008 168,062,884.00 January 2009 160,080,560.00 February 2009 152,877,587.00 March 2009 146,004,622.00 April 2009 139,446,147.00 May 2009 133,187,412.00 June 2009 127,214,504.00 July 2009 121,514,516.00 August 2009 116,074,757.00 September 2009 110,883,956.00 October 2009 105,930,517.00 November 2009 101,202,351.00 December 2009 96,689,053.00 January 2010 92,380,756.00 February 2010 88,268,001.00 March 2010 84,341,814.00 April 2010 80,593,702.00 May 2010 77,015,263.00 June 2010 73,598,691.00
Swap Notional Amount. The notional amount specified in Schedule III. Swap Payment Date: Not Applicable Swap Rate: Not Applicable

Examples of Swap Notional Amount in a sentence

  • For the purposes of this Schedule 2, "Outstanding Swap Notional Amount", "Incurred Loss Amount" and "Incurred Recovery Amount" have the meanings specified in the relevant forms published by CDS IndexCo LLC, Markit North America, Inc., or any predecessor or successor thereto (or, if the relevant tranched transaction is documented under another form of documentation, meanings analogous thereto, to the extent applicable).

  • The terms of the particular Transaction to which this Confirmation relates are as follows: Type of Transaction: Interest Rate Swap Notional Amount: With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto.

  • Incurred Recovery Amount: With respect to a Reference Entity and a Calculation Date, an amount, calculated on that Calculation Date, equal to the lowest of: (a) the Recovery Amount; (b) the Aggregate Recovery Amount (including the related Recovery Amount for that Reference Entity and Calculation Date) minus the Recovery Threshold Amount (subject to a minimum of zero); and (c) the Outstanding Swap Notional Amount (prior to any reduction thereto in respect of that Reference Entity and Calculation Date).

  • Section 5.4 of the Credit Derivatives Definitions is amended by replacing the words "the earlier to occur of the Scheduled Termination Date and the Event Determination Date" with "the earlier to occur of the Scheduled Termination Date and the Calculation Date on which the Outstanding Swap Notional Amount is reduced to zero".

  • The Outstanding Total Return Swap Notional Amount shall never be less than zero.


More Definitions of Swap Notional Amount

Swap Notional Amount if applicable, with respect to any Interest Rate Swap, shall mean the notional amount specified in such Interest Rate Swaps, provided, however, that the sum of the Swap Notional Amounts for all Interest Rate Swaps on any Distribution Date shall not exceed the sum of the Class A Invested Amount and the Class B Invested Amount on such Distribution Date.
Swap Notional Amount. With respect to the Swap Agreement, the notional amount as determined in accordance with the terms of the Confirmation of the Swap Agreement.
Swap Notional Amount. As specified in the Terms Schedule.
Swap Notional Amount. For each calculation period as defined in the Swap Agreement, the amount set forth below: From and including: To but excluding: Swap Notional Amount: 10/25/2005 11/25/2005 $ 679,384,598 11/25/2005 12/25/2005 $ 672,851,709 12/25/2005 1/25/2006 $ 665,130,733 1/25/2006 2/25/2006 $ 656,782,948 2/25/2006 3/25/2006 $ 640,969,406 3/25/2006 4/25/2006 $ 623,417,894 4/25/2006 5/25/2006 $ 604,206,342 5/25/2006 6/25/2006 $ 583,428,106 6/25/2006 7/25/2006 $ 561,207,497 7/25/2006 8/25/2006 $ 537,683,834 8/25/2006 9/25/2006 $ 515,147,936 9/25/2006 10/25/2006 $ 493,558,266 10/25/2006 11/25/2006 $ 472,875,036 11/25/2006 12/25/2006 $ 453,060,130 12/25/2006 1/25/2007 $ 434,077,042 1/25/2007 2/25/2007 $ 415,890,797 2/25/2007 3/25/2007 $ 398,467,898 3/25/2007 4/25/2007 $ 381,776,254 4/25/2007 5/25/2007 $ 365,785,125 5/25/2007 6/25/2007 $ 350,148,370 6/25/2007 7/25/2007 $ 334,873,784 7/25/2007 8/25/2007 $ 279,260,034 8/25/2007 9/25/2007 $ 233,147,677 9/25/2007 10/25/2007 $ 195,149,284 10/25/2007 11/25/2007 $ 53,672,064 11/25/2007 12/25/2007 $ 51,310,950 12/25/2007 1/25/2008 $ 49,056,017 1/25/2008 2/25/2008 $ 46,902,401 2/25/2008 3/25/2008 $ 44,845,463 3/25/2008 4/25/2008 $ 42,880,784 4/25/2008 5/25/2008 $ 41,004,145 5/25/2008 6/25/2008 $ 39,211,526 6/25/2008 7/25/2008 $ 37,499,092 7/25/2008 8/25/2008 $ 35,863,158 8/25/2008 9/25/2008 $ 34,283,350 9/25/2008 10/25/2008 $ 32,774,788 10/25/2008 11/25/2008 $ 11,608,709 11/25/2008 12/25/2008 $ 11,206,518 12/25/2008 1/25/2009 $ 10,818,262 1/25/2009 2/25/2009 $ 10,443,456 2/25/2009 3/25/2009 $ 10,081,636 3/25/2009 4/25/2009 $ 9,732,352
Swap Notional Amount. With respect to each Distribution Date, the related notional amount set forth on the schedule to the confirmation of each Interest Rate Swap Agreement.
Swap Notional Amount. As specified in the Trust Agreement.
Swap Notional Amount. The Notional Amount specified in Schedule III. Swap Payment Date: Any date upon which the rights under the Swap Agreement may be exercised.