Index Securities means Securities of those companies which are at the relevant time the constituent companies of the Index, any Securities used to track the performance of such Securities constituting the Index at the relevant time or such other Securities designated by the Manager.
SOFR Index means, with respect to any U.S. Government Securities Business Day:
SOFR IndexEnd means the SOFR Index value on the date that is the number of U.S. Government Securities Business Days specified in the relevant Final Terms preceding the Interest Payment Date relating to such Interest Accrual Period (or in the final Interest Accrual Period, the Maturity Date).
Final Index Price means the average of the Index Prices for the 20 consecutive full trading days ending on the trading day prior to the Determination Date.
SOFR Index Cessation Date means, in respect of a SOFR Index Cessation Event, the date on which the FRBNY (or any successor administrator of the SOFR), ceases to publish the SOFR, or the date as of which the SOFR may no longer be used.