Notional Value

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Notional Value

1. In an interest rate swap, see notional principal amount.

2. The total value of the spot price of the underlying asset in a derivative contract.
References in periodicals archive ?
The revised regulations' "one owner" rule requires affiliates to pay royalties to the "owners" of the intangibles--which must be identified--based on the intangibles' notional values.
com/derivserv, will include a new Section III covering weekly trading activity registered in the Warehouse--such as new trades, terminations and assignments--for the previous week, in terms of gross notional values as well as number of contracts.
DTCC began posting gross and net notional values and numbers of contracts for single-name reference entity sectors, indices and tranches on November 4, 2008.
com/derivserv the outstanding gross and net notional values ("stock" values) of credit default swap (CDS) contracts registered in the Warehouse for the top 1,000 underlying single-name reference entities and all indices, as well as certain aggregates of this data on a gross notional basis only.
Section 1 will show the outstanding notional values at a given point in time (the end of each week).
s articles of association, be calculated on a pro-rata basis, taking into account the notional values for the relevant part of the dividend period.
After conversion the preference shares remain outstanding with a notional value of 5 Eurocent.
ordinary shares and the notional value of the cumulative preference shares of NLG 14.
annual general meeting of shareholders to be held in May 2005 that all outstanding cumulative preference shares are cancelled upon repayment of the notional value of NLG 0.
40 of the notional value of each outstanding cumulative preference share with a nominal value of NLG 0.
Commencing 16 February 2005, the Preference Shares will be traded over the stock market of Euronext Amsterdam with their new notional value of NLG 0.
Most of the swaps entail cash settlements, meaning ACE Guaranty Re is required to pay the counterparties the difference between the swaps' notional values and their average market values as measured over a predetermined time period.