Hedge Ratio definition

Hedge Ratio means the “Hedge Ratio” of the Holder set forth in Exhibit A hereto.

Hedge Ratio means the Hedge Ratio set forth in Schedule A hereto in respect of the Hedge Price.

Hedge Ratio. For any ex-dividend date, the number of Shares (expressed as a percentage of the Number of Options for the relevant Component) that the Calculation Agent determines in a commercially reasonable manner Deutsche and/or one or more of its affiliates, as applicable, theoretically would be short in order to hedge the equity price risk of such Component as of the close of the regular trading session on the Exchange on the Exchange Business Day immediately preceding the relevant ex-dividend date. Dividend Period: The period from, but excluding, the Trade Date to, and including, the Valuation Date for the relevant Component. Dividend Payment Date: Each date on which the relevant Dividend Amount is paid or distributed by the Issuer to holders of record of a Share.

Examples of Hedge Ratio in a sentence

• The Trustees have invested the Scheme’s investment portfolio in accordance with a Target Return and Target Hedge Ratio.

• Assuming a fixed spot position letrst andrftbe logarithmic returns on the spot and futures series respectively, and β be the Optimal Hedge Ratio (OHR).

• Due to the liquidity of the futures contracts purchased, these contracts do not require an investment grade rating.b. Maximum Hedge Ratio.

• The Trustees have invested the Plan’s investment portfolio in accordance with a Target Return and Target Hedge Ratio.

• An Interest Rate Hedge Ratio a) greater than 2.0 to 1.0 from the Close Date until and including June 30, 2015; and b) greater than 2.5 to 1.0 from and including December 31, 2015 and c) greater than 3.0 to 1.0 from and including January 1, 2016 from and including the maturity date.

More Definitions of Hedge Ratio

Hedge Ratio means 90%.

Hedge Ratio means the “Hedge Ratio” of the Holder set forth on Exhibit A hereto.

Hedge Ratio means 70%.

Hedge Ratio means the value assigned thereto in the column labeled “Hedge Ratio” set forth on Exhibit A for the applicable series of Exchanged Notes.

Hedge Ratio means 80%.

Hedge Ratio means the absolute value of the quotient of (i) the number of shares of the Recognized Equity Hedge and (ii) the number of shares the convertible Debt Security position may be converted into.

Hedge Ratio means, on the Issue Date, 3.1, and on any date thereafter, an amount determined pursuant to Conditions 18 (l) and (m).