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Digital Assests Transactions Wikitext: Difference between revisions
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Digital Assests Transactions Wikitext (view source)
Revision as of 14:21, 10 January 2023
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|The {{datprov|Expiration Date}}. | |The {{datprov|Expiration Date}}. | ||
|} | |} | ||
:: | ::{{datprov|2.3.13}} “'''{{datprov|Forward Cash Settlement Amount}}'''” means an amount expressed in the {{datprov|Settlement Currency}} calculated as follows:<br> | ||
::::''Forward Cash Settlement Amount=Multiplier x (P-Forward Price) x Currency Conversion Factor''<br> | |||
::::where “P means the {{datprov|Settlement Price}} at the {{datprov|Valuation Time}} on the {{datprov|Valuation Date}}.<br> | |||
::{{datprov|2.3.14}} “'''{{datprov|Forward Price}}'''” means, in respect of a {{datprov|Transaction}}, the price specified as such, which is expressed as an amount of {{datprov|Price Source Currency}}.<br> | |||
::{{datprov|2.3.15}} “'''{{datprov|Latest Exercise Time}}'''” means, in respect of a {{datprov|Transaction}}, the time specified as such. <br> | |||
::{{datprov|2.3.16}} “'''{{datprov|Multiplier}}'''” means, in respect of a {{datprov|Transaction}}, the number specified as such. <br> | |||
::{{datprov|2.3.17}} “'''{{datprov|NDO Exercise Notice}}'''” means an irrevocable notice given by the {{datprov|Buyer}} to the {{datprov|Seller}}, or, if applicable, the {{datprov|Seller}}'s {{datprov|Designated Agent}}, providing notice to the {{datprov|Seller}} of the {{datprov|Buyer}}'s exercise of the {{datprov|Transaction}}. <br> | |||
::{{datprov|2.3.18}} “'''{{datprov|NDO Non-Auto Exercise Notice}}'''” means an irrevocable notice given by the {{datprov|Buyer}} to the {{datprov|Seller}}, or, if applicable, the {{datprov|Seller}}'s {{datprov|Designated Agent}}, providing notice to the {{datprov|Seller}} that the {{datprov|Buyer}} does not wish Automatic Exercise to apply in respect of the {{datprov|Transaction}}. <br> | |||
::{{datprov|2.3.19}} “'''{{datprov|Option Cash Settlement Amount}}'''” means:<br> | |||
:::(i) if the Option Type specified for the {{datprov|Transaction}} is a Call, the Call Settlement Amount, where:<br> | |||
::::''Call Settlement Amount=Multiplier x max(P-Strike Price,0) x Currency Conversion Factor ''<br> | |||
::::where “'''P'''” means the {{datprov|Settlement Price}} at the {{datprov|Valuation Time}} on the {{datprov|Valuation Date}}.<br> | |||
:::(ii) if the Option Type specified for the {{datprov|Transaction}} is a Put, the Put Settlement Amount, where:<br> | |||
::::''Put Settlement Amount=Multiplier x max(Strike Price-P,0) x Currency Conversion Factor''<br> | |||
::::where “'''P'''” means the {{datprov|Settlement Price}} at the {{datprov|Valuation Time}} on the {{datprov|Valuation Date}}.<br> | |||
::{{datprov|2.3.20}} “'''{{datprov|Option Style}}'''” means the {{datprov|Option Style}} specified as such for a {{datprov|Transaction}}.<br> | |||
::{{datprov|2.3.21}} “'''{{datprov|Premium}}'''” means the amount, if any, specified as such that will become due to the {{datprov|Seller}} from the {{datprov|Buyer}} on the {{datprov|Premium Payment Date}}. <br> | |||
::{{datprov|2.3.22}} “'''{{datprov|Premium Payment Date}}'''” means the date specified as such, subject to adjustment in accordance with the {{datprov|Business Day Convention}}, if applicable.<br> | |||
::{{datprov|2.3.23}} “'''{{datprov|Price Source Currency}}'''” means, in respect of a {{datprov|Transaction}}, the currency in which the {{datprov|Settlement Price Source}} publishes the {{datprov|Settlement Price}}.<br> | |||
::{{datprov|2.3.24}} “'''{{datprov|Settlement Currency}}'''” means, in respect of a {{datprov|Transaction}}, the currency specified as such or, if none is specified, the {{datprov|Price Source Currency}}.<br> | |||
::{{datprov|2.3.25}} “'''{{datprov|Settlement Date}}'''” means, in respect of a {{datprov|Transaction}}, the date specified as such, or, if no date is specified as such, two {{datprov|Relevant Day}}s after the {{datprov|Valuation Date}}. <br> | |||
::{{datprov|2.3.26}} “'''{{datprov|Settlement Price}}'''” means the price published by the {{datprov|Settlement Price Source Provider}} in respect of the {{datprov|Settlement Price Source}}. <br> | |||
::{{datprov|2.3.27}} “'''{{datprov|Settlement Price Source}}'''” means in respect of a {{datprov|Transaction}} the price source specified as such, or if applicable, the {{datprov|Replacement Fallback Settlement Price Source}}, determined in accordance with Section [4.2.6]. <br> | |||
::{{datprov|2.3.28}} “'''{{datprov|Settlement Price Source Location}}'''” means: <br> | |||
:::(i) in respect of any {{datprov|Settlement Price Source}} for which a {{datprov|Settlement Price Source}} is included in the {{datprov|Settlement Price Source Matrix}}, the {{datprov|Settlement Price Source Location}} as specified in the {{datprov|Settlement Price Source Matrix}} for that {{datprov|Settlement Price Source}} (or any successor location); and<br> | |||
:::(ii) in respect of any other {{datprov|Settlement Price Source}}, the {{datprov|Settlement Price Source Location}} as specified (or any successor location). <br> | |||
::{{datprov|2.3.29}} “'''{{datprov|Settlement Price Source Provider}}'''” means the entity responsible for the publication of the {{datprov|Settlement Price Source}} at the {{datprov|Settlement Price Source Location}}.<br> | |||
::{{datprov|2.3.30}} “'''{{datprov|Specified Exercise Date}}s" means, in respect of a {{datprov|Transaction}}, the dates specified as such, subject to adjustment in accordance with the {{datprov|Business Day Convention}}, if applicable. <br> | |||
::{{datprov|2.3.31}} “'''{{datprov|Strike Price}}'''” means, in respect of a {{datprov|Transaction}}, the price specified as such, which is expressed as an amount of {{datprov|Price Source Currency}}.<br> | |||
::{{datprov|2.3.32}} “'''{{datprov|Valuation Date}}'''” means, where a date is specified as the “'''{{datprov|Valuation Date}}'''” in respect of a {{datprov|Transaction}}, such date, or, in the case of an NDO where no date is specified as such, the {{datprov|Exercise Date}}, or, in either case, where that date is not a {{datprov|Relevant Day}} or is not a {{datprov|Scheduled Publication Day}}, the {{datprov|Valuation Date}} will be the next {{datprov|Scheduled Publication Day}} that is also a {{datprov|Relevant Day}}. In all cases, the {{datprov|Valuation Date}} remains subject to adjustment in accordance with any applicable {{datprov|Disruption Fallback}}. <br> | |||
::{{datprov|2.3.33}} “'''{{datprov|Valuation Time}}'''” means, in respect of a {{datprov|Transaction}}, the time specified as such, as adjusted in accordance with any applicable {{datprov|Disruption Fallback}}.<br> | |||