Derivatives

Notional Amount

Definition

What is Notional Amount?

The reference amount used to calculate derivativeA contract whose value depends on an underlying asset, rate, index, or event. payments, which may exceed the cash initially exchanged.

Example in practice

How This Looks in Practice

An interest-rate swapA swap exchanging fixed-rate and floating-rate interest payments on a notional amount. has a ₦1 billion notional amount.

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