Assertion: fund | /r/CapableOf | disclose the 50 largest components
Facets:
value: in custom basket
type: LOCATION
value: in the index
type: LOCATION
Source sentences:
text: Q. Article 12 of Regulation S-X requires, in certain circumstances, for derivatives where the underlying asset is an index or basket of investments, that funds disclose the 50 largest components in the index or custom basket.
text: If so, a fund must disclose the 50 largest components in the index or custom basket and any other components where the notional value for that component exceeds one percent of the “notional value of the index or custom basket.