Index Adjustment Event - Equity Derivatives Provision: Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
No edit summary
No edit summary
Line 1: Line 1:
{{eqderivanat|11.1(b)}}
''If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section {{eqderivprov|6.3}} concerning {{eqderivprov|Market Disruption Event}}s.''
''If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section {{eqderivprov|6.3}} concerning {{eqderivprov|Market Disruption Event}}s.''
{{nuts|Equity Derivatives|Index Adjustment Event}}
{{eqderivsnap|11.1(b)}}
====Commentary====
====Related Provisions====
{{eqderivanatomy}}

Revision as of 16:25, 29 August 2019

Template:Eqderivanat If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section 6.3 concerning Market Disruption Events.