Template:2002 ISDA Equity Derivatives Definitions 6.8(d): Difference between revisions

:{{eqderivprov|6.8(d)}} '''{{eqderivprov|Adjustments of the Exchange-traded Contract (Futures Price Valuation)}}'''. Without duplication of Section {{eqderivprov|11.1}} <br>(which shall govern in the event of any conflict), in the event that the terms of the Exchange-traded <br>Contract are changed or modified by the {{eqderivprov|Exchange}}, the {{eqderivprov|Calculation Agent}} shall, if necessary, adjust one <br>or more of the {{eqderivprov|Strike Price}}, the {{eqderivprov|Number of Options}}, the {{eqderivprov|Initial Price}}, the {{eqderivprov|Forward Price}}, the Forward <br>Floor Price, the {{eqderivprov|Forward Cap Price}}, the {{eqderivprov|Knock-in Price}}, the {{eqderivprov|Knock-out Price}} and/or any other variable <br>relevant to the settlement terms of the {{eqderivprov|Transaction}} to preserve for each party the economic equivalent of <br>any payment or payments (assuming satisfaction of each applicable condition precedent) by the parties in <br>respect of the {{eqderivprov|Transaction}} that would have been required after the date of such change. <br>