1
The threshold would be based on the notional value of a company's annual swaps trade.
2
The bank has cut its exposure by 95 percent of its notional value since the crisis.
3
The amount would rise to 5 percent of the notional value of the transaction for some other currencies.
4
ICE Trust has cleared over $1 billion in cumulative gross notional value for buy-side customers, it said.
5
That is the practice of assigning what can turn out to be an entirely notional value to a security.
6
A source close to the bank said the trades involved positions with a notional value of about $10 billion.
7
The volume of rates contracts tripled from the prior quarter to $41 billion in notional value each day, Gill said.
8
How much Waddell paid for the contracts was not stated, but typically the cost would be far less than their notional value.
9
The final value of the contracts is 2 percent of notional value, according to results published by auction administrators Creditex and Markit.
10
The notional value of the contracts sold by Waddell was $4.2 billion, according to document.
11
Italy's central bank put the notional value of derivatives contracts at 24.1 billion euros in June 2009.
12
The survey is based on notional value of CDS trades and includes rollovers but not netting trades or internal transfers, EMTA said.
13
The gross notional value of CDS contracts at the end of 2011 was $26 trillion.
14
All contracts will be cleared through LME Clear, the exchange's clearing house, which has an annual traded notional value of $12 trillion.
15
The cash bonds were trading at 3.75 percent of notional value on Thursday before the auction, a trader said.
16
The U.N. losses stemmed from Myanmar's insistence that donors convert aid dollars into foreign exchange certificates with a notional value of $1 each.
