Non-Commencement or Discontinuance of the Exchange-traded Contract - Equity Derivatives Provision

Template:Eqderivanat Part of the greater flow of what you should do if you have a Index swap which you are hedging by reference to an Exchange-traded Contract. This part: what to do if the Exchange-traded Contract you are hedging with goes away, or — more ontologically challengingly, you would think — never existed in the first place.

See also

• Section 6.8 relating to Futures Price Valuation, being the wider provision of which this is a part.