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

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

659 bytes removed , 7 November 2012

no edit summary

82,891

edits

@@ Line 7: / Line 7: @@
 {{2002 ISDA Equity Derivatives Definitions 6.8(f)}}
-(b) Additional Definitions Relating to Futures Price Valuation.
-(i) "Exchange-traded Contract" in relation to an Index means a contract specified as
-such for that Index in the related Confirmation. For this purpose, the parties shall specify the
-futures or options contract by reference to (A) the Index to which it relates, (B) the delivery
-month of such contract and (C) the exchange on which it is traded.
-(ii) "Official Settlement Price" means the official settlement price (however
-described under the rules of the relevant Exchange or its clearing house) of any of the relevant
-Exchange-traded Contracts published by the Exchange or its clearing house.
 (c) Settlement Price and Final Price. For purposes of determining the Settlement Price or
 the Final Price, as the case may be, on a Valuation Date: