Hedge Positions - Equity Derivatives Provision: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
Line 1: | Line 1: | ||
{{eqderivanat|13.2(b)}} | {{eqderivanat|13.2(b)}} | ||
In the actual {{eqderivdefs}}, “{{eqderivprov|Hedge Positions}}” is really used only for that “what me guv no i never” acknowledgement in Section {{eqderivprov|13.2}}. However many users co-opt it more fully into their master confirmations. | In the actual {{eqderivdefs}}, “{{eqderivprov|Hedge Positions}}” is really used only for that “what me guv no i never” acknowledgement in Section {{eqderivprov|13.2(a)}}. However many users co-opt it more fully into their master confirmations. | ||
Now. Would a {{eqderivprov|Hedge Position}} include any [[FX]] transactions required to convert positions and proceeds of hedge disposal into the {{eqderivprov|Settlement Currency}}? You may find assiduous fellows that would find it prudent to clarify. Not this one, however: [[FX]] risk seems to this commentator to be a natural consequence of Section {{eqderivprov|13.2(b)}}, so no such [[Anal paradox|anality]] required. | Now. Would a {{eqderivprov|Hedge Position}} include any [[FX]] transactions required to convert positions and proceeds of hedge disposal into the {{eqderivprov|Settlement Currency}}? You may find assiduous fellows that would find it prudent to clarify. Not this one, however: [[FX]] risk seems to this commentator to be a natural consequence of Section {{eqderivprov|13.2(b)}}, so no such [[Anal paradox|anality]] required. |