Template:2002 ISDA Equity Derivatives Definitions 6.8(e)

6.8(e) Non-Commencement or Discontinuance of the Exchange-traded Contract. If there
is no Official Settlement Price as a result of the fact that trading in the Exchange-traded Contract never
commences or is permanently discontinued at any time on or prior to a Valuation Date, the Official
Settlement Price for that Valuation Date shall be deemed to be the level of the relevant Index at the close
of the regular trading session on the relevant Exchange on the Valuation Date. If this Section 6.8(e)
applies, then the Expiration Date, in respect of an Option Transaction, or the relevant Valuation Date, in
respect of a Forward Transaction or an Equity Swap Transaction, shall mean the date that, but for the
non-commencement or permanent discontinuance of the Exchange-traded Contract, would have been the
date of publishing the relevant Official Settlement Price unless such day is a Disrupted Day, in which
case the provisions of Sections 3.1(f) or 6.6, as applicable, will apply.