What Is a “Price Dislocation” and How Does It Affect Margin Calls?

The weights of constituent exchanges in an Index Price calculation typically vary based on their trading volume and market quality. Exchanges with higher, consistent trading volume and robust market integrity often receive a higher weighting, as their prices are considered more representative of the true market value.

Some methodologies may also adjust weights to penalize exchanges exhibiting poor performance or low liquidity.

What Is the Concept of “Circuit Breaking” as Applied to Index Price Deviation?
What Is a “Liquidity-Weighted” Index Methodology and How Does It Address Stale Prices?
What Is the Difference between a TWAP and a Volume-Weighted Average Price (VWAP)?
How Does an Exchange’s Liquidation Engine Interact with the Index Price?
How Is Volume-Weighted Average Price (VWAP) Applied to Determine the Liquidation Price of a Futures Contract?
What Is the Calculation Difference between Time-Weighted and Volume-Weighted Average Price?
What Is the Difference between a “Time-Weighted Average Price” (TWAP) and a “Volume-Weighted Average Price” (VWAP) in a Fixing Process?
How Does a Volume-Weighted Average Price (VWAP) Calculation Differ from a Simple Average?

Glossar