Trading Disruption - Equity Derivatives Provision
Commentary
See Market Disruption Event, for which this provision is relevant. Note that where your trade is an Index Trasnaction, or an Index Basket Transaction, the disruption related to transactions in the underlying Shares - because the Index doesn't exist per se as an investable stock. Template:Eqderivanatomy. There are, however, separate disruption events relating to change, cancellation or non-publication of Indices. See:
- Section 11.1 Adjustments to Indices (especially 11.1(b));