Total Return Swap definition

Total Return Swap means a derivative (and a transaction within the scope of SFTR)
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Total Return Swap means an agreement between counterparties in which one party agrees to make payments of the total return from underlying asset(s), which may include securities, baskets of securities, or securities indices during the specified period, in return for payments equal to a fixed or floating rate of interest or the total return from other underlying asset(s).
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Total Return Swap means any total return swap entered into by a Financing Subsidiary.
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Examples of Total Return Swap in a sentence

  • The reference obligation of a Total Return Swap may be any security or other investment in which the relevant Sub-Fund is permitted to invest.

  • Where a Sub-Fund is permitted to use Securities Financing Transactions and/or Total Return Swaps, all types of assets which may be held by the relevant Sub-Fund in accordance with its investment objectives and policies may be subject to a Securities Financing Transaction and/or Total Return Swap.

  • Under a Total Return Swap, a Sub-Fund may exchange floating or fixed payments for payments based on the total return of a reference asset (such as equity or a fixed income instrument).

  • Upon the Effective Date, the Total Return Swap Agreement is hereby terminated and shall be void and of no further effect.

  • Under the Total Return Swap Agreement, Enron is obligated to pay the Trust certain amounts on the payment dates provided therein.


More Definitions of Total Return Swap

Total Return Swap means a derivative (and a transaction within the scope of SFTR) whereby the total economic performance of a reference obligation is transferred from one counterparty to another counterparty;
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Total Return Swap means an over the counter derivative contract in which one counterparty transfers the total economic performance, including income from interest and fees, gains and losses from price movements, and credit losses, of a reference obligation to another counterparty
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Total Return Swap means a derivative contract as defined in point (7) of Article 2 of Regulation (EU) No 648/2012 in which one counterparty transfers the total economic performance, including income from interest and fees, gains and losses from price movements, and credit losses, of a reference obligation to another counterparty.
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Total Return Swap means a total return swap (which expression shall include a price return swap that results in the receipt of a total return) between an acceptable counterparty and an ETF, as applicable, pursuant to which such ETF will gain underlying exposure;
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Total Return Swap means a credit derivative contract under which a protection buyer, during the term of the contract:
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Total Return Swap means a total return swap as defined in the Securities
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Total Return Swap. ( ) means an agreement under which one party ("total return payer") transfers the total economic performance of a reference obligation to the other party ("total return receiver");
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