EBU Single Rulebook Q&A 9 November 2015 2015_2463 Clarifications on portfolio specifications & general instructions for Annex V

Portfolio 1.5 (equity variance swap) - In the formula for realised variance in Annex V, the summation index i goes from 1 to n-1. That is not how standard booking works, where the index should start at 0 not 1. Portfolio 1.15 (knock-out currency option) - In the table (page 5) of Annex V it states 'cash settled' while in appendix 2.