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).

  • 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).

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

  • 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".

  • Fixed Rate Payer Calculation Amount: For any Fixed Rate Payer Calculation Period, an amount determined by the Calculation Agent equal to (a) the sum of the Outstanding Swap Notional Amount as at 5 p.m. in the Calculation Agent City on each day in such Fixed Rate Payer Calculation Period, divided by (b) the actual number of days in such Fixed Rate Payer Calculation Period.


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: Distribution Date Swap Notional Amount ($) 6/25/2006 161,924,963.00 7/25/2006 152,121,711.00 8/25/2006 142,902,535.00 9/25/2006 134,241,503.00 10/25/2006 126,104,853.00 11/25/2006 118,460,865.00 12/25/2006 111,279,736.00 1/25/2007 104,533,463.00 2/25/2007 98,195,739.00 3/25/2007 92,241,845.00 4/25/2007 86,648,556.00 5/25/2007 81,394,053.00 6/25/2007 76,457,834.00 7/25/2007 71,820,639.00 8/25/2007 67,464,372.00 9/25/2007 63,372,029.00 10/25/2007 59,527,636.00 11/25/2007 55,916,186.00 12/25/2007 52,523,578.00 1/25/2008 49,336,564.00 2/25/2008 46,342,699.00 3/25/2008 43,530,287.00 4/25/2008 40,888,343.00 5/25/2008 38,406,546.00 6/25/2008 36,075,198.00 7/25/2008 33,885,188.00 8/25/2008 31,827,957.00 9/25/2008 29,895,464.00 10/25/2008 28,080,153.00 11/25/2008 26,374,927.00 12/25/2008 24,773,117.00 1/25/2009 23,268,458.00 2/25/2009 21,855,066.00 3/25/2009 20,527,410.00 4/25/2009 19,280,297.00 5/25/2009 18,108,844.00 6/25/2009 17,008,468.00 7/25/2009 15,974,862.00 8/25/2009 15,003,978.00 9/25/2009 14,092,015.00 10/25/2009 13,235,402.00 11/25/2009 12,430,783.00 12/25/2009 11,675,007.00 1/25/2010 10,965,113.00 2/25/2010 10,298,318.00 3/25/2010 9,672,009.00 4/25/2010 9,083,732.00 5/25/2010 8,531,179.00 6/25/2010 8,012,185.00 7/25/2010 7,524,714.00 8/25/2010 7,066,853.00 9/25/2010 6,636,807.00 10/25/2010 6,232,889.00 11/25/2010 5,853,512.00 12/25/2010 5,497,189.00 1/25/2011 5,162,520.00 2/25/2011 4,848,190.00 3/25/2011 4,552,967.00 4/25/2011 4,275,689.00 5/25/2011 4,015,269.00 6/25/2011 3,770,682.00 7/25/2011 3,540,967.00 8/25/2011 3,325,221.00 9/25/2011 3,122,597.00
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.