EBU Single Rulebook Q&A 14 October 2015 2015_2399 Clarifications on Portfolio 1.4 from Annex V (Long/short puts on FTSE 100)
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European Union · · · 14-10-2015
Does Portfolio 1.4, described in Annex V, require exchange traded options? If there is no exact 10% ITM and OTM instrument available on the exchange - should the instrument available with a strike price nearest to the 10% OTM/ITM be taken? Or should an OTC option FTSE with exact strike prices be captured? The instructions in Annex V for portfolio 1.
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