Template:Nutshell Equity Derivatives 6.3(a): Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) m Amwelladmin moved page Template:Nutshell 6.3(a) Equity Derivatives Definitions to Template:Nutshell Equity Derivatives 6.3(a) |
Amwelladmin (talk | contribs) No edit summary |
||
Line 1: | Line 1: | ||
{{eqderivprov|6.3(a)}} | {{eqderivprov|6.3(a)}} “{{eqderivprov|Market Disruption Event}}” means, for a {{eqderivprov|Share}} or {{eqderivprov|Index}}, a material {{eqderivprov|Trading Disruption}} or {{eqderivprov|Exchange Disruption}} during the one hour before the relevant {{eqderivprov|Valuation Time}} (etc), or an {{eqderivprov|Early Closure}}. <br> | ||
The percentage contribution of an {{eqderivprov|Index}} constituent to the {{eqderivprov|Index}} level will be based on that its contribution to the overall level of the {{eqderivprov|Index}} immediately before the occurrence of the {{eqderivprov|Market Disruption Event}}. <br> |
Revision as of 13:33, 14 July 2017
6.3(a) “Market Disruption Event” means, for a Share or Index, a material Trading Disruption or Exchange Disruption during the one hour before the relevant Valuation Time (etc), or an Early Closure.
The percentage contribution of an Index constituent to the Index level will be based on that its contribution to the overall level of the Index immediately before the occurrence of the Market Disruption Event.