Valuation - Equity Derivatives Provision

Equity Derivatives Anatomy™ Go Premium 6 Resources About the Equity Derivatives Definitions | (full wikitext) | (nutshell wikitext) | Equity v credit derivatives showdown Hot topics Synthetic Prime Brokerage Anatomy | The Triple Cocktail | Cancellation and Payment | Calculation Agent TOC | 1 General Definitions | 2 Option Transactions | 3 Exercise of Options | 4 Forward Transactions | 5 Equity Swap Transactions | 6 Valuation | 7 Settlement | 8 Cash Settlement | 9 Physical Settlement | 10 Dividends | 11 Adjustments and Modifications | 12 Extraordinary Events · 12.8 Cancellation Amount · 12.9 Additional Disruption Events · 12.9 List of ADEs · 12.9(b) Consequences of ADEs | 13 Miscellaneous Index: Click ᐅ to expand: Equity Derivatives - Premium Synthetic Prime Brokerage Comments? Questions? Suggestions? Requests? Insults? We’d love to 📧 hear from you. Sign up for our newsletter.

Article 6. Valuation

Section 6.1. Valuation Time
Section 6.2. Valuation Date
Section 6.3. General Terms Relating to Market Disruption Events

6.3(a) Market Disruption Event

6.3(b) Trading Disruption

6.3(c) Exchange Disruption

6.3(d) Early Closure

Section 6.4. Disrupted Day
Section 6.5. Scheduled Valuation Date
Section 6.6. Consequences of Disrupted Days
Section 6.7. Averaging

6.7(a). Averaging Date

6.7(b). Settlement Price and Final Price

6.7(c). Averaging Date Disruption

6.7(d). Adjustments of the Exchange-traded Contract

6.7(e). Adjustments to Indices (Averaging)

Section 6.8. Futures Price Valuation

6.8(a) Valuation Date (Futures Price Valuation)

6.8(b) Additional definitions (Futures Price Valuation)

6.8(c) Settlement Price and Final Price (Futures Price Valuation)

6.8(d) Adjustments of the Exchange-traded Contract (Futures Price Valuation)

6.8(e) Non-Commencement or Discontinuance of the Exchange-traded Contract

6.8(f) Corrections of the Official Settlement Price