Template:2002 ISDA Equity Derivatives Definitions 6.8(c): Difference between revisions
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:{{eqderivprov|6.8(c)}} '''{{eqderivprov|Settlement Price and Final Price}}'''. For purposes of determining the {{eqderivprov|Settlement Price}} or <br>the {{eqderivprov|Final Price}}, as the case may be, on a {{eqderivprov|Valuation Date}}: <br> | :{{eqderivprov|6.8(c)}} '''{{eqderivprov|Settlement Price and Final Price}}'''. For purposes of determining the {{eqderivprov|Settlement Price}} or <br>the {{eqderivprov|Final Price}}, as the case may be, on a {{eqderivprov|Valuation Date}}: <br> | ||
::6.8(c)(i) in respect of an {{eqderivprov|Index Transaction}}, the {{eqderivprov|Settlement Price}} or the {{eqderivprov|Final Price}} will be <br>the {{eqderivprov|Official Settlement Price}} on that {{eqderivprov|Valuation Date}}; and <br> | ::6.8(c)(i) in respect of an {{eqderivprov|Index Transaction}}, the {{eqderivprov|Settlement Price}} or the {{eqderivprov|Final Price}} will be <br>the {{eqderivprov|Official Settlement Price}} on that {{eqderivprov|Valuation Date}}; and <br> | ||
::6.8(c)(ii) in respect of an {{eqderivprov|Index Basket Transaction}}, the {{eqderivprov|Settlement Price}} or the {{eqderivprov|Final Price}} <br>will be determined as otherwise provided in these {{eqderivprov|Definitions}}, provided, however, that in relation to each {{eqderivprov|Index}} for which {{eqderivprov|Futures Price Valuation}} is applicable, the {{eqderivprov|Relevant Price}} will be the <br>{{eqderivprov|Official Settlement Price}} (weighted or adjusted in relation to that {{eqderivprov|Index}} as provided in the related <br>{{eqderivprov|Confirmation}}) on that {{eqderivprov|Valuation Date}}. <br> | ::6.8(c)(ii) in respect of an {{eqderivprov|Index Basket Transaction}}, the {{eqderivprov|Settlement Price}} or the {{eqderivprov|Final Price}} <br>will be determined as otherwise provided in these {{eqderivprov|Definitions}}, provided, however, that in relation <br>to each {{eqderivprov|Index}} for which {{eqderivprov|Futures Price Valuation}} is applicable, the {{eqderivprov|Relevant Price}} will be the <br>{{eqderivprov|Official Settlement Price}} (weighted or adjusted in relation to that {{eqderivprov|Index}} as provided in the related <br>{{eqderivprov|Confirmation}}) on that {{eqderivprov|Valuation Date}}. <br> | ||
Revision as of 17:20, 7 November 2012
- 6.8(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:
- 6.8(c)(i) in respect of an Index Transaction, the Settlement Price or the Final Price will be
the Official Settlement Price on that Valuation Date; and - 6.8(c)(ii) in respect of an Index Basket Transaction, the Settlement Price or the Final Price
will be determined as otherwise provided in these Definitions, provided, however, that in relation
to each Index for which Futures Price Valuation is applicable, the Relevant Price will be the
Official Settlement Price (weighted or adjusted in relation to that Index as provided in the related
Confirmation) on that Valuation Date.
- 6.8(c)(i) in respect of an Index Transaction, the Settlement Price or the Final Price will be