Adjustments and Modifications - Equity Derivatives Provision: Difference between revisions

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Revision as of 22:51, 2 August 2016

Article 11. Adjustments and Modifications Affecting Indices, Shares and Transactions
Section 11.1 Adjustments to Indices

11.1(a) (Successor Indices)
11.1(b) (Index Adjustment Events)
11.1(b)(A) (Calculation Agent Adjustment (Adjustment Events))
11.1(b)(B) (Negotiated Close-out (Adjustment Events))
11.1(b)(C) (Cancellation and Payment (Adjustment Events))

Section 11.2. Adjustments to Share Transactions and Share Basket Transactions

11.2(a). Method of Adjustment
11.2(b). Options Exchange Adjustment
11.2(c). Calculation Agent Adjustment
11.2(d). Options Exchange
11.2(e). Potential Adjustment Event

Section 11.3. Adjustments to Certain Share Transactions and Share Basket Transactions in European Currencies
Section 11.4. Correction of Share Prices and Index Levels

Equity Derivatives Anatomy™

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