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In the case of an {{eqderivprov|Index}}, the disruption needs to affect 20% of more of the securities comprising the {{eqderivprov|Index}} for the {{eqderivprov|Index}} to be treated as disrupted. In that case valuation is moved for the whole index, not just the disrupted part. | In the case of an {{eqderivprov|Index}}, the disruption needs to affect 20% of more of the securities comprising the {{eqderivprov|Index}} for the {{eqderivprov|Index}} to be treated as disrupted. In that case valuation is moved for the whole index, not just the disrupted part. | ||
=====Baskets===== | |||
In the case of {{eqderivprov|Baskets}} where some underliers are disrupted and some aren’t, only the affected underliers are subject to disruption provisions and the undisrupted aspects settle/value as scheduled. | In the case of {{eqderivprov|Baskets}} where some underliers are disrupted and some aren’t, only the affected underliers are subject to disruption provisions and the undisrupted aspects settle/value as scheduled. | ||