Template:Nutshell Equity Derivatives 6.3(a)

Revision as of 13:33, 14 July 2017 by Amwelladmin (talk | contribs)

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.