The notional principal amount is a theoretical value. This means while it is predetermined by parties in the swap, that dollar ... What Does Notional Value Mean in Finance? The term notional ...

This type of swap includes a notional principal–a predetermined dollar amount on which the exchanged interest payments are based–a specified duration, and pre-specified payment periods.

MONTREAL--(BUSINESS WIRE)-- More than half of interest rate derivatives (IRD) and over 70% of credit default swap (CDS) index average daily notional volumes were traded on swap execution ...

The statutory definition of a specified NPC (found in Sec. 871(m)(3)(A)) is effective for only two years; and for payments after March 18, 2012, any notional principal contract will be a specified NPC ...

The Commodities Futures Trading Commission (CFTC), the US agency that regulates futures and option markets, has tightened its swap dealer definition by altering ... calculated in terms of the gross ...

DE MINIMIS EXEMPTION FROM DEALER DEFINITION: * An entity must meet both of the following criteria to receive this exemption: * During a phase-in period, the aggregate effective notional amount ...

OTC derivatives notional outstanding rose by 2.8% at year-end 2021 compared ... Firms posted $323.4 billion of initial margin (IM) for cleared interest rate derivatives (IRD) and single-name and index ...

An interest rate swap in which the notional principal amount increases over time, for example as with a construction loan provided in tranches as each stage of the project is completed.