Template:Nutshell Equity Derivatives 6.3(a): Difference between revisions

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Revision as of 18:13, 9 December 2015 (view source) Amwelladmin (talk \| contribs) m (Amwelladmin moved page Template:Nutshell 6.3(a) Equity Derivatives Definitions to Template:Nutshell Equity Derivatives 6.3(a)) ← Older edit		Revision as of 13:33, 14 July 2017 (view source) Amwelladmin (talk \| contribs) No edit summary Newer edit →
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	{{eqderivprov\|6.3(a)}} "{{eqderivprov\|Market Disruption Event}}" means, for a {{eqderivprov\|Share}} or {{eqderivprov\|Index}}, a material {{eqderivprov\|Trading Disruption}} or {{eqderivprov\|Exchange Disruption}} during the one hour before the relevant {{eqderivprov\|Valuation Time}} (etc), or an {{eqderivprov\|Early Closure}}. The percentage contribution of an {{eqderivprov\|Index}} constituent to the {{eqderivprov\|Index}} level will be based on that its contribution to the overall level of the {{eqderivprov\|Index}} immediately before the occurrence of the {{eqderivprov\|Market Disruption Event}}. <br>		{{eqderivprov\|6.3(a)}} “{{eqderivprov\|Market Disruption Event}}” means, for a {{eqderivprov\|Share}} or {{eqderivprov\|Index}}, a material {{eqderivprov\|Trading Disruption}} or {{eqderivprov\|Exchange Disruption}} during the one hour before the relevant {{eqderivprov\|Valuation Time}} (etc), or an {{eqderivprov\|Early Closure}}. <br>
			The percentage contribution of an {{eqderivprov\|Index}} constituent to the {{eqderivprov\|Index}} level will be based on that its contribution to the overall level of the {{eqderivprov\|Index}} immediately before the occurrence of the {{eqderivprov\|Market Disruption Event}}. <br>