Template:M comp disc Equity Derivatives 6.6: Difference between revisions

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Replaced content with "{{2002 ISDA Equity Derivatives Definitions Section 6 TOC}}"
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You roll it for eight {{eqderivprov|Scheduled Trading Days}}, at the end of which, if the {{eqderivprov|Exchange Disruption}} hasn’t lifted, the {{eqderivprov|Calculation Agent}} makes its [[good faith]] determination and the trade carries serenely on.
{{2002 ISDA Equity Derivatives Definitions Section 6 TOC}}
 
Not routinely [[negotiation|negotiated]] because, realistically when would an {{eqderivprov|Exchange}} be closed for 8 successive {{eqderivprov|Scheduled Trading Days}}?
 
What do you mean, “if there was a global respiratory virus epidemic and the entire Western world’s financial system shut down indefinitely?
 
Oh come ''on''. Try to be ''vaguely'' realistic. We’re not living in a flipping Jerry Bruckheimer movie for goodn —
 
Oh, hang on a minute.

Latest revision as of 23:29, 5 August 2023

Article 6. Valuation

Section 6.1. Valuation Time
Section 6.2. Valuation Date
Section 6.3. General Terms Relating to Market Disruption Events

6.3(a) Market Disruption Event
6.3(b) Trading Disruption
6.3(c) Exchange Disruption
6.3(d) Early Closure

Section 6.4. Disrupted Day
Section 6.5. Scheduled Valuation Date
Section 6.6. Consequences of Disrupted Days
Section 6.7. Averaging

6.7(a). Averaging Date
6.7(b). Settlement Price and Final Price
6.7(c). Averaging Date Disruption
6.7(d). Adjustments of the Exchange-traded Contract
6.7(e). Adjustments to Indices (Averaging)

Section 6.8. Futures Price Valuation

6.8(a) Valuation Date (Futures Price Valuation)
6.8(b) Additional definitions (Futures Price Valuation)
6.8(c) Settlement Price and Final Price (Futures Price Valuation)
6.8(d) Adjustments of the Exchange-traded Contract (Futures Price Valuation)
6.8(e) Non-Commencement or Discontinuance of the Exchange-traded Contract
6.8(f) Corrections of the Official Settlement Price
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