Template:Nutshell Equity Derivatives 13.2(b): Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
(Created page with "{{eqderivprov|13.2(b)}} “'''{{eqderivprov|Hedge Positions}}'''” means any positions in securities, derivatives or FX, any stock loans or any other arrangem...")
 
No edit summary
 
Line 1: Line 1:
{{eqderivprov|13.2(b)}} “'''{{eqderivprov|Hedge Positions}}'''” means any positions in [[securities]], [[derivatives]] or [[FX]], any [[stock loan]]s or any other arrangements a party makes to hedge {{eqderivprov|Transaction}}s, whether individually or across a portfolio.  <br>
:{{eqderivprov|13.2(b)}} “'''{{eqderivprov|Hedge Positions}}'''” means any positions in [[securities]], [[derivatives]] or [[FX]], any [[stock loan]]s or any other arrangements a party makes to hedge {{eqderivprov|Transaction}}s, whether individually or across a portfolio.  <br>

Latest revision as of 16:17, 6 September 2018

13.2(b)Hedge Positions” means any positions in securities, derivatives or FX, any stock loans or any other arrangements a party makes to hedge Transactions, whether individually or across a portfolio.