Excess Return Index definition

Excess Return Index means the excess return version of an Index, the level of which is determined as per Sections 2.2 and 2.3.
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Excess Return Index means the excess return and non currency hedged version of the Index, the level of which is determined as per Sections 2.2 and 2.3.
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Excess Return Index means an Index with the Index Type "Excess Return" specified in the relevant Index Terms Module for such Index, which is calculated in accordance with Section 4(b)(ii) (Calculation of the Risk Controlled Portfolio Level (Step One)) of this Index Calculation Module.
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Examples of Excess Return Index in a sentence

  • The index is the Standard & Poor’s 500 Low Volatility Daily Risk Control 5% Excess Return Index, which includes the portion of returns generated by the underlying index that come from dividend reinvestment and is funded at LIBOR or such other rate as may be set by S&P.

  • Interest credited under Option U is based on a formula linked in part to the annual change of the index values of the S&P 500® Low Volatility Daily Risk Control 5% Excess Return Index.

  • The Index is calculated as an Excess Return Index and published in US Dollar.

  • The Index Value is the closing value of the S&P 500® Low Volatility Daily Risk Control 5% Excess Return Index on a scheduled trading day.

  • The price-return index includes 500 leading companies in leading industries of the U.S. economy and does not include dividends in the index valuation.S&P Multi-Asset Risk Control 5% Excess Return Index (SPMARC5P) S&P MARC 5% ERThe S&P MARC 5% ER Index is a multi-asset excess return index that strives to create more stable index performance through diversification, an excess return methodology, and volatility management (i.e. risk control).

  • In GSCI futures and GSCI Excess Return Index futures the block trade minimum is 300 contracts for each leg of the spread or combination.

  • The Excess Return Index represents the performance of a synthetic, unfunded exposure to the Components of the Index, that is, the Index tracks what an investor would receive if it purchased or sold the futures contracts underlying the Index without taking into consideration the cost of investment capital.

  • The returns of the Total Return Index are thus the same as those of the Excess Return Index, with the addition of a “cash” return that is based on the Treasury Bill Rate.

  • The RICI — Excess Return Index is not related to any commodities production data.

  • Interest credited under Option U is linked in part to a formula based on the annual change of the index values of the S&P 500® Low Volatility Daily Risk Control 5% Excess Return Index.

Related to Excess Return Index

  • Reference Index means each of the indices comprising the Reference Portfolio.

  • SOFR Compounded Index means the Compounded Daily SOFR rate as published at 15:00 (New York time) by Federal Reserve Bank of New York (or a successor administrator of SOFR) on the website of the Federal Reserve Bank of New York, or any successor source; and

  • SOFR Index means, with respect to any U.S. Government Securities Business Day:

  • Inflation Index means each inflation index specified in the applicable Final Terms and related expressions shall be construed accordingly.

  • annual return means the return required to be made in the case of a company having a share capital, under section 132 and in the case of a company not having a share capital, under section 133;

  • Final Index Level : means the Closing Level of the FTSE 100 Index on the Investment End Date.

  • HICP Daily Inflation Reference Index means (A) in relation to the first calendar day of any given month, the HICP Monthly Reference Index of the third month preceding such month, and (B) in relation to a calendar day (D) (other than the first calendar day) in any given month (M), the linear interpolation of the HICP Monthly Reference Index pertaining respectively to the third month preceding such month (M - 3) and the second month preceding such month (M - 2) calculated in accordance with the following formula: