SCHEDULE 2Transfer of functions to the Treasury and the FCA

PART 3Directive functions transferred to FCA

I134

To specify for the purposes of rule 5.3.3A of the Disclosure Guidance and Transparency Rules sourcebook—

a

the method for calculating the number of voting rights in the case of financial instruments referenced to a basket of shares or an index, and

b

the methods for determining delta for the purposes of calculating voting rights relating to financial instruments which provide exclusively for a cash settlement M1.