Template:2002 ISDA Equity Derivatives Definitions 6.8: Difference between revisions

Template:2002 ISDA Equity Derivatives Definitions 6.8 (view source)

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 {{2002 ISDA Equity Derivatives Definitions 6.8(f)}}
-Section 6.8. Futures Price Valuation. If "Futures Price Valuation" is specified as applicable
-in respect of an Index in the related Confirmation of an Index Transaction, then notwithstanding any
-other provisions of these Definitions the following provisions will apply to the valuation of that Index on
-a Valuation Date:
-(a) Valuation Date. For the purpose of this Section 6.8 only, "Valuation Date" shall mean a
-day on which the Official Settlement Price is published and, in all cases except for Section 6.8(e),
-irrespective of whether such day is a Disrupted Day.
 (b) Additional Definitions Relating to Futures Price Valuation.
 (i) "Exchange-traded Contract" in relation to an Index means a contract specified as