Hedge Position Adjustments - Equity Derivatives Provision

Equity Derivatives Anatomy™ →Go uptown Hedge Position Adjustments In determining any amounts payable under a Transaction, the Calculation Agent will include: (a) the Hedging Party’s costs of hedging (including any Local Taxes); (b) any losses it incurs as a result of default under any Hedge Positions; and (c) any costs of converting amounts into the Settlement Currency. Resources About the Equity Derivatives Definitions | (full wikitext) | (nutshell wikitext) | Equity v credit derivatives showdown Hot topics Synthetic Prime Brokerage Anatomy | The Triple Cocktail | Cancellation and Payment | Calculation Agent TOC | 1 General Definitions | 2 Option Transactions | 3 Exercise of Options | 4 Forward Transactions | 5 Equity Swap Transactions | 6 Valuation | 7 Settlement | 8 Cash Settlement | 9 Physical Settlement | 10 Dividends | 11 Adjustments and Modifications | 12 Extraordinary Events · 12.8 Cancellation Amount · 12.9 Additional Disruption Events · 12.9 List of ADEs · 12.9(b) Consequences of ADEs | 13 Miscellaneous Index: Click ᐅ to expand: Equity Derivatives - Premium Synthetic Prime Brokerage Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

Hedge Position Adjustments are a flourish you might see in a synthetic prime brokerage master confirmation, as a gloss to the other terms in the 2002 ISDA Equity Derivatives Definitions about Final Price and so on.