Time to Maturity definition

Time to Maturity means the time period from trade date to expiry of the futures contract.
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Time to Maturity means the day count fraction from (but excluding) the relevant Interest Determination Date to (and including) the Maturity Date, based on the actual number of days comprised in such period divided by 365.
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Time to Maturity means the length of time between when the FX Forward is entered into and the date on which settlement is to occur;
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Examples of Time to Maturity in a sentence

  • The maximum spread of those series stated in paragraph 7 is determined by time to maturity: Time to Maturity Maximum Spread 4 years and longer 0,30% The following Treasury Notes and Treasury Bills are excluded from the maximum spread obligations.

  • Table 5.1 Summary Statistics of Live Hog Spot Prices and Fixed Time to Maturity Live Hog Futures for the period between 12/07/1984 to 11/29/1996 Mean Price Maturity # of weekly Price (Standard Deviation) (Standard Deviation) observations Spot 46.97 (6.98) 0 (0) 626 F1 47.57 (5.97) 1.42 (0.496) 626 F3 46.70 (5.10) 3.

  • Holdings shall not permit the Average Life of Remaining Contracts to be less than the Remaining Time to Maturity of the Loans, as of the last day of any Fiscal Quarter.

Related to Time to Maturity

  • Weighted Average Life to Maturity means, when applied to any Indebtedness at any date, the number of years obtained by dividing: (a) the sum of the products obtained by multiplying (i) the amount of each then remaining installment, sinking fund, serial maturity or other required payments of principal, including payment at final maturity, in respect thereof, by (ii) the number of years (calculated to the nearest one-twelfth) that will elapse between such date and the making of such payment; by (b) the then outstanding principal amount of such Indebtedness.

  • Applicable Maturity means: (a) in relation to Screen Rate Determination, the period of time designated in the Reference Rate, and (b) in relation to ISDA Determination, the Designated Maturity.

  • Yield to Maturity means the yield to maturity, computed at the time of issuance of a Security (or, if applicable, at the most recent redetermination of interest on such Security) and as set forth in such Security in accordance with generally accepted United States bond yield computation principles.

  • Average Life to Stated Maturity means, as of the date of determination with respect to any Indebtedness, the quotient obtained by dividing (i) the sum of the products of (a) the number of years from the date of determination to the date or dates of each successive scheduled principal payment of such Indebtedness multiplied by (b) the amount of each such principal payment; by (ii) the sum of all such principal payments.

  • Maximum Maturity means an obligation that has a remaining maturity of not greater than the period specified in the Standard (or if no such period is specified, thirty years);