Template:Nutshell Equity Derivatives 6.8(b)

6.8(b) Additional definitions:

6.8(b)(i) “Exchange-traded Contract” for an Index is as specified in the Confirmation by reference to

(A) that Index and

(B) its delivery month; and

(C) the Exchange on which it is traded.

6.8(b)(ii) “Official Settlement Price” means the official settlement price of the Exchange-traded Contracts as published by the Exchange or its clearing house.