Article 4 Method of calculation of a significant fall in value for derivatives

A significant fall in value for financial instruments falling under the categories of derivatives listed in Part 1 of Schedule 2 to the Regulated Activities Order 2001 and which have a sole underlying financial instrument that is traded on a trading venue and for which a significant fall in value has been specified in accordance with Article 2 or Article 3, shall be calculated by reference to the significant fall in value of the underlying financial instrument.