Option on Equity Futures Contract Definition Exchange Generic Ticker Option Style Expiry Type Contract Size Currency

EDSP Information Lag Calendar Convention Specific Option on Equity Futures Contract Generic Contract Reference Specific Equity Futures Type Strike Contract Month Contract Year Daily Number Option Start Date Trade Specific Option on Equity Future Contract Buy/Sell Number of Contracts Trade Price Intra-day required market data: Yield curve - currency of option Dividend curve - Dividend curve of the equity on which the future exists Equity Volatility - Surface of the equity on which the future exists Equity Spot Price Futures Price Option on Equity Futures Price Historical required market data: Yield curve - currency of option Dividend curve - Dividend curve of the equity on which the future exists Equity Volatility - Surface of the equity on which the future exists Equity Spot Price Option on Equity Futures Price - only for the latest MDE

<ExchangeId code="EUX" /> <ExerciseType code="3">

<Currency code="AUD">

<Underlying><Security><Id code="5774"> <RedemType>c</RedemType> <StrikePrice>400</StrikePrice> <ExpyDate>2012-06-15T00:00:00</ExpyDate> <ExpyDate>2012-06-15T00:00:00</ExpyDate> <ExpyDate>2012-06-15T00:00:00</ExpyDate>

Position Trade Price

he equity on which the future exists uity on which the future exists

he equity on which the future exists uity on which the future exists

y for the latest MDE

If exchangeId exists, it is mapped, otherwise exchange is set as currency Same as STIR futures If ExerciseType = 3 -> 'American', ExerciseType = 1 -> 'European' "Daily" 1

"0d" Set mapped calendar "None"

From above Map to corresponding future. If it doesnt exist, create the underlying equity future, follow the existing workflow

Follow same method as STIR's Follow same method as STIR's Day of the month 1/1/2000

From above "Buy"

Warrant Contract Definition GRS

<Underlying><Security> <Currency code="USD"> <ContractSize>50</ContractSize> <RedemType>c</RedemType> <StrikePrice>2.0</StrikePrice> <ExpDate>2010-01-16T00:00:00</ExpDate>

Trade Specific Option on Equity Future Contract Buy/Sell Number of Contracts Trade Price
Intra-day required market data: Yield curve - currency of warrant Dividend curve - Dividend curve of the equity on which the warrant exists Equity Volatility - Surface of the equity on which the warrant exists Equity Spot Price Warrant Price Historical required market data: Yield curve - currency of warrant Dividend curve - Dividend curve of the equity on which the warrant exists Equity Volatility - Surface of the equity on which the warrant exists Equity Spot Price Warrant Price - only for the latest MDE

NxP Generic Ticker Contract Name Exchange Equity Currency Entitlement Ratio Type Exercise Price Expiration Date Specify Settlement Date Settlement Information Lag Calendar Convention Spot Information Override Spot Conventions Premium Is Cash Settled

Notes

If equity does not exist, follow existing equity workflow to create it.

FALSE 0d <none> None FALSE Not Paid TRUE

From above "Buy" Position Trade Price

Option on Bond Futures Contract Definition Exchange Generic Ticker Contract Size Futures Contract Currency Rounding Rounding Type Number of Digits Specific Option on Equity Futures Contract Generic Contract Reference Type Strike Contract Month Contract Year Specific Eqtuity Futures Option Expiry Trade Specific Option on Equity Future Contract Buy/Sell Number of Contracts Trade Price Intra-day required market data: Yield curve - currency of option Futures Price Futures Volatility - Use the market data field Volatility of the future Option on Government Bond Futures Price Historical required market data: Yield curve - currency of option Futures Volatility - Retrieve HIST_CALL_IMP_VOL or HIST_PUT_IMP_VOL, historically. Option on Equity Futures Price - only for the latest MDE

<ExchangeId code="EUX" />

<RedemType>c</RedemType> <StrikePrice>400</StrikePrice> <ExpyDate>2012-06-15T00:00:00</ExpyDate> <ExpyDate>2012-06-15T00:00:00</ExpyDate> <Underlying><Security><Id code="5774"> <ExpyDate>2012-06-15T00:00:00</ExpyDate>

Position Trade Price

latility of the future

L or HIST_PUT_IMP_VOL, historically.

If exchangeId exists, it is mapped, otherwise exchange is set as currency Same as STIR futures 1 Corresponding Government Bond Futures Contract Definition. If it doesnt exist, create the underlying equity future, follow the existing workflow Defaults from Futures Contract currency None 0

From above

Follow same method as STIR's Follow same method as STIR's Map to corresponding Specific Government Bond Future. If it doesnt exist, create the underlying equity future, follow the existing workflow

From above "Buy"

GRS

NxP Type Corporate Entity Role Start Date Unadj Effective Date Convention Calendar Unadj Termination Date Convention Calendar Principal Currency Currency Underlying Equity Underlying Equity Price Source Pay Coupons Underlying Type Set Initial Price by Initial Price End Date Final Redemption Date End Date Payment Date Average Choice of Final Underlying Value Redemption Type

Type Corporate Entity Role Start Date Unadj Effective Date Convention Calendar End Date Unadj Termination Date Convention Calendar Structured Notional Currency Currency Funding Notional Currency Currency Underlying Equity Underlying Equity Price Source Pay Coupons Underlying Type Set Initial Price by Initial Price End Date Final Redemption Date End Date Payment Date Average Choice of Final Underlying Value Redemption Type Rate Reset Funding Index Basis Spread

Fee Parametric Schedule? Stub Type Start Date Effective Date End Date Maturity Date Accrual Convention Accrual Calendar Reset Freq Frequency Fixing Convention Fixing Calendar Fixing Offset Payment Convention Payment Calendar Payment Offset

Description Note Buyer/Issuer None none T+2 None none 1

Reference Date -> Historical Rates/Prices -> EQ Prices FALSE Performace-linked Fixed Value

None Par/Underlying Only

Swap Funding Leg Payer/Structured Leg Payer None none None none 1 1

Reference Date -> Historical Rates/Prices -> EQ Prices FALSE Performace-linked Fixed Value

None Par/Underlying Only Act/360

TRUE Long Stub, Front

None none None none 0d None none 0d