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Market Disruption Event - Equity Derivatives Provision: Difference between revisions
Market Disruption Event - Equity Derivatives Provision (view source)
Revision as of 12:32, 13 December 2012
, 13 December 2012→Indices
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Additionally a day is “{{eqderivprov|Disrupted Day}}” if an {{eqderivprov|Exchange}}/{{eqderivprov|Related Exchange}} fails to open for trading during a regular trading session. | Additionally a day is “{{eqderivprov|Disrupted Day}}” if an {{eqderivprov|Exchange}}/{{eqderivprov|Related Exchange}} fails to open for trading during a regular trading session. | ||
====Indices==== | |||
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====== | ======Baskets====== | ||