Swap Spread definition

Swap Spread means an amount payable by the Issuer to the Equity Contract

Swap Spread means, in respect of any date of determination, the annual rate of interest (expressed as a percentage) above and beyond the effective yield on the Applicable Treasury Security, as of such date of determination, which the fixed-rate payor would be required to pay under an interest rate swap agreement to be entered into on such date of determination in order to receive a floating rate of interest based upon the Eurodollar Rate under such interest rate swap agreement, all as determined by the Agent.

Swap Spread means 0.075%.

Examples of Swap Spread in a sentence

• Credit Spread and Swap Spread Sensitivities We have estimated the immediate impact or sensitivity of our net income attributable to certain instantaneous changes in credit and swap spreads.

• Credit Spread and Swap Spread Sensitivities We have estimated the immediate impact or sensitivity of our shareholder net income attributable to certain instantaneous changes in credit and swap spreads.

• Swap Spread Sensitivities ($ millions, after-tax) (1) Sensitivities have been rounded to the nearest $25 million.

• Credit Spread and Swap Spread Sensitivities We have estimated the immediate impact or sensitivity of our reported net income attributable to certain instantaneous changes in credit and swap spreads.

• Credit Spread and Swap Spread Sensitivities We have estimated the immediate impact or sensitivity of our shareholders' net income attributable to certain instantaneous changes in credit and swap spreads.

More Definitions of Swap Spread

Swap Spread means the difference of (i) the weighted average (weighted based on the Outstanding Balance of the Receivables) APR of the Aggregate Outstanding Balance minus (ii) the weighted average (weighted based on the notional amount of the Hedge Agreements as of the related date of determination) of the fixed interest rates payable by the Borrower under the Hedge Agreements.

Swap Spread means, as of the date of determination, the nine-year swap spread rate, offer side, as displayed on the Reuters Monitor Money Rate Services page RTRSWP1 (or such other page of such service as may replace such page) as determined by KfW.

Swap Spread. The comparable term swap spread under $$$SWAP Index HP published on the release date of the edition of Statistical Release H.15 most recently published prior to 5 Banking Days before the Drop Lock election date, by Bloomberg (rounded upwards to

Swap Spread has the meaning defined in the Pricing Letter.

Swap Spread means 0.10%.

Swap Spread means the difference between the yield of the current benchmark two (2) year U.S. Treasury Note and the current ask price of the two (2) year swap rate each of the foregoing as obtained from the "US Dollar Swap Curve" as provided by Bloomberg as of the date of funding.

Swap Spread. The twenty-year swap spread (bid side) determined by the Calculation Agent as of the Rate Setting Time from Telerate Page 19901, subject to the Swap Spread Fallback.