Market Disruption Day definition

Market Disruption Day means, in respect of an Individual Commodity Index, a Trading Day
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Market Disruption Day means a Trading Day in respect of which a Market Disruption Event occurs;
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Market Disruption Day means, in respect of an Individual Commodity Index, a Trading Dayon which a Market Disruption Event occurs or is continuing, in the Relevant Market on the Relevant Exchange for that Individual Commodity Index
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Examples of Market Disruption Day in a sentence

  • If any of these events occur on a roll date, the applicable Index will not be posted for that Business Day and the portion of the roll that was to take place on the Market Disruption Day will take place on the next non-Market Disruption Business Day.

  • For instance, if the Market Disruption Day occurred on the 7th Business Day of the month, the 25% portion that was to be rolled on day 7 will be added to the 25% roll on the 8th Business Day making the total roll 50% on the 8th Business Day.

  • If there are five or more consecutive Market Disruption Days, then on each subsequent Market Disruption Day (up to a maximum continuous period of 30 days (each Trading Day during that period being a Pricing Day)) the Calculation Agent will calculate and publish a substitute value for the relevant Commodity Index and those days will be Pricing Days.

  • If a Market Disruption Day occurs on the Relevant Exchange for a particular Individual Commodity Index, then that day will not be a Pricing Day for the corresponding class of Micro Security and the mechanism described under “Market Disruption Days” in Part 2 (Dow Jones — UBS Commodity Indices) will operate.

  • If there are five or more consecutive Market Disruption Days, then on each subsequent Market Disruption Day (up to a maximum continuous period of 30 days (each Trading Day during that period being a Pricing Day)) the Calculation Agent will calculate and publish a substitute value for the Individual Commodity Index and those days will be Pricing Days.

  • If we may trust William of Malmesbury, the early conduct of the bishop towards the monks was not calculated to conciliate them.

  • For instance, if the Market Disruption Day occurred on the 8th Trading Day preceding the Last Trading Day of the Active Contract, the 20% portion that was to be rolled on that day will be added to the 20% roll on the next Trading Day making the total roll 40% on that Trading Day.

  • For instance, if the Market Disruption Day occurred on expiry of the Prompt Contract, the roll that was to take place that day will take place on the next non Market Disruption Business DayThe roll dates for the Underlying Index of HNU and HND, are currently from the 4th to 7th (inclusive) Trading Day of each month in which a roll is made.

  • If any of these events occur on a roll date, the applicable Index will not be posted for that Trading Day and the portion of the roll that was to take place on the Market Disruption Day will take place on the next non-Market Disruption trading Day.

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More Definitions of Market Disruption Day

Market Disruption Day means, in respect of any type of Metal or LME Warrant, any day on which a Market Disruption Event occurs or is continuing in respect of LME Warrants of that type;
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Market Disruption Day means a Trading Day in respect of which a Market Disruption Event occurs; “Market Disruption Event” means, in respect of any Trading Day, any of the following:
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Market Disruption Day means a Trading Day on which a Market Disruption Event occurs or is continuing in a Component Exchange.
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Market Disruption Day. ’ means ‘‘a Trading Day upon which one or more of the following occurs:
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Related to Market Disruption Day

  • Market Disruption Event means, for the purposes of determining amounts due upon conversion (a) a failure by the primary U.S. national or regional securities exchange or market on which the Common Stock is listed or admitted for trading to open for trading during its regular trading session or (b) the occurrence or existence prior to 1:00 p.m., New York City time, on any Scheduled Trading Day for the Common Stock for more than one half-hour period in the aggregate during regular trading hours of any suspension or limitation imposed on trading (by reason of movements in price exceeding limits permitted by the relevant stock exchange or otherwise) in the Common Stock or in any options contracts or futures contracts relating to the Common Stock.

  • Quotation Day means, in relation to any period for which an interest rate is to be determined, two (2) Business Days before the first day of that period.

  • Base Rate Term SOFR Determination Day has the meaning specified in the definition of “Term SOFR”.

  • Reset Reference Bank Rate means, in relation to a Reset Interest Period and the Reset Rate of Interest Determination Date in relation to such Reset Interest Period, the percentage rate determined on the basis of the 7-year Mid-Swap Rate Quotations provided by the Reset Reference Banks to the Fiscal Agent at approximately 11:00 a.m. (New York City time) on such Reset Rate of Interest Determination Date. If at least three quotations are provided, the Reset Reference Bank Rate will be the arithmetic mean of the quotations provided, eliminating the highest quotation (or, in the event of equality, one of the highest) and the lowest quotation (or, in the event of equality, one of the lowest). If only two quotations are provided, the Reset Reference Bank Rate will be the arithmetic mean of the quotations provided. If only one quotation is provided, the Reset Reference Bank Rate will be the quotation provided. If no quotations are provided,