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For Large Scale error trades, the notation prices are obtained differently compared to normal error trades. The Notation Price of LET Futures Contracts shall be determined by the following sequence: 1. last traded price immediately prior to the Large-Scale Error Trade; or 2. the Underlying Futures price from the latest RPF To calculate LET Notation Price using theoretical price model for Outright Stock Options Contracts with the following parameters of which HKFE shall have absolute discretion in include: Implied Volatility from the latest Risk Parameter Files (RPF); Underlying Stock Traded Price at or immediately before the time of the option trade; Interest Rate from the latest RPF; and Dividend Date and Dividend available in HKATS For Outright Stock Index or Weekly Index or Currency Options, the theoretical price model will use the following parameters: Implied Volatility from the latest Risk Parameter Files (RPF); and Underlying Futures price at or immediately before the time of the option trade Finally, to determine The Notation Price for All Combination Related Trades: 1. HKFE shall base on the last traded price prior to the Large-Scale Error Trade occurring that trading day in that Standard or Tailor-Made Combination; or 2. HKFE shall obtain the Notation or Reference Price of each individual leg consisted of the Standard or Tailor-Made Combination trades from the latest RPF for the respective HKFE product or Stock Options, before HKFE calculate the fair price accordingly.