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| {{eqderivsnap|6.8}} | | {{eqdmanual|6.8}} |
| ====Commentary====
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| Where you price an {{eqderivprov|Index Swap}} or {{eqderivprov|Index Basket Swap}} by reference to an [[futures contract]] rather than the published price of the {{eqderivprov|Index}} itself. This requires you to designate not just the {{eqderivprov|Index}} to which the futures contract relates (which needless to say you'd be specifying anyway), but also the [[delivery month]] of the relevant [[futures contract]] and the exchange on which the futures contract is traded.
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| ====Related Provisions====
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| {{eqderivanatomy}}
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