MIR 3.5.9

Transactions related to an individual Financial Instrument in a portfolio trade and volume weighted average price transactions:

(a) A transaction related to an individual Financial Instrument in a portfolio trade shall be considered, for the purposes of Rule 3.5.7, as a transaction subject to conditions other than the current market price.
(b) A volume weighted average price transaction shall be considered, for the purposes of Rule 3.5.7, as a transaction subject to conditions other than the current market price.