Products

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1 Products

2 Content Equity 07 Single Stock 12 Equity Options 19 Low Exercise Price Options 21 Weekly Options Equity Index 24 Equity Index 51 Equity Index Options 67 Weekly Options 70 Eurex/KRX-Link FX 76 FX 80 FX Options Dividend 85 Single Stock Dividend 88 Equity Index Dividend 92 EURO STOXX 50 Index Dividend Options Volatility 96 Volatility 99 Options on VSTOXX Variance Eurex Repo Equity Equity Index FX Dividend Volatility Exchange Traded Products Commodity Property Interest Rate

3 Exchange Traded Products 106 Equity Index ETF 109 Equity Index and Fixed Income ETF Options 115 ETC 118 ETC Options 121 Xetra-Gold 123 Xetra-Gold Options Commodity Bloomberg 127 Bloomberg Commodity Index SM 131 Bloomberg Commodity Index SM Options Appendix Complex Orders 189 Strategy Types 197 Trading in the U.S. 203 Further Information Equity Equity Index FX Dividend Property 136 Property Interest Rate Fixed Income 140 Fixed Income 146 Options on Fixed Income 151 on Interest Rate Swaps 154 Corporate Bond Index 157 LDX IRS Constant Maturity Money Market 160 Money Market 169 Options on Money Market Volatility Exchange Traded Products Commodity Property Eurex Repo 177 Eurex Repo Repo Market 183 Eurex Repo GC Pooling Market 186 SecLend Market Eurex Repo Interest Rate

4 Equity Single Stock Equity standards A broad range of shares of the 19 STOXX Europe 600 Supersectors as well as selected Brazilian, Canadian, Polish, Russian and U.S. shares. STOXX Europe 600 supersectors Automobiles & Parts Banks Basic Resources Chemicals Construction & Materials Financial Services Food & Beverage Health Care Industrial Goods & Services Insurance Media Oil & Gas Personal & Household Goods Real Estate Retail Technology Telecommunications Travel & Leisure Utilities Sector code SXAP SX7P SXPP SX4P SXOP SXFP SX3P SXDP SXNP SXIP SXMP SXEP SXQP SX86P SXRP SX8P SXKP SXTP SX6P Information about currently available Single Stock can be found on > Products. 7

5 sizes 1, 10, 100 or 1,000 shares. Due to corporate actions the contract size for Single Stock can differ from the standard contract size. Current contract sizes can be found on > Products > Equity > Single Stock. Settlement Cash settlement, payable on the first exchange day following the last trading day. Selected Spanish Single Stock are also available with physical delivery: 100 shares of the underlying two exchange days following the last trading day. Minimum price change EUR , CHF , CHF 0.001, USD , GBp months Up to 36 months: The 13 nearest successive calen - dar months as well as the two following annual months of the December cycle thereafter. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday, for Italian Single Stock the day before the third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing Single Stock on the last trading day is at 17:45 CET. For Russian Single Stock trading ceases in the maturing futures contract on the last trading day at 16:40 CET. For Brazilian, Canadian and U.S. Single Stock trading ceases in the maturing futures contract on the last trading day at 15:30 CET (for March contracts already at 14:30 CET). Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for Single Stock are derived from the closing price of the under lying determined during the closing auction of the corresponding domestic cash market plus the respective cost of carry. For Brazilian, Canadian and U.S. Single Stock the daily settlement price is derived from the volume-weighted average of the last three prices of the underlying before 17:45 CET (reference point) in the appropriate contract plus the respective cost of carry. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day. The final settlement price for Brazilian, Canadian and U.S. Single Stock with the product group code US01 is based on the opening price of the floor trading of NYSE Euronext New York, Equity 8 9

6 for U.S. Single Stock with the product group code US02 on the opening auction price determined within the electronic trading system of NASDAQ on the last trading day respectively. Trading hours and product currency Standard British Single Stock Russian Single Stock Swiss Single Stock Brazilian, Canadian and U.S. Single Stock Trading hours 09:00 17:45 CET 09:00 17:45 CET 09:00 17:45 CET 09:00 17:45 CET 09:00 22:00 CET Product currency EUR GBP USD CHF USD Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours Austrian, Belgian, Swiss, Irish, Norwegian, Portuguese and Swedish Single Stock German, Spanish, Finnish, French, Italian and Dutch Single Stock British, Polish and Russian Single Stock Brazilian, Canadian and U.S. Single Stock Time 08:58 19:33 CET 09:00 19:35 CET 09:01 19:36 CET 09:01 22:30 CET Equity The opening time of 09:00 CET is considered a refer ence point. Eurex opens its Single Stock staggered on a country-by-country approach between 08:50 and 09:00 CET. For details, please visit the trading calendar on the Eurex website > Trading > Trading Calendar. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Single Stock : Block Trades - supported by Bulk Load Panel - Non-Disclosure facility implemented Flexible T7 Entry Service via (Russian Single Stock ) 10 11

7 Equity Options standards A broad range of shares of the 19 STOXX Europe 600 Supersectors as well as selected Russian shares. STOXX Europe 600 supersectors Automobiles & Parts Banks Basic Resources Chemicals Construction & Materials Financial Services Food & Beverage Health Care Industrial Goods & Services Insurance Media Oil & Gas Personal & Household Goods Real Estate Retail Technology Telecommunications Travel & Leisure Utilities Sector code SXAP SX7P SXPP SX4P SXOP SXFP SX3P SXDP SXNP SXIP SXMP SXEP SXQP SX86P SXRP SX8P SXKP SXTP SX6P sizes 1, 10, 100, 500, 1,000 or 2,500 shares. Settlement Physical delivery of 1, 10, 50, 100, 500, 1,000 or 2,500 shares of the underlying two exchange days after exercise. Minimum price change EUR , EUR 0.001, EUR 0.01, CHF 0.01, GBp 0.25, GBp 0.50 or USD months Up to 12 months: The three nearest successive calendar months and the three following quarterly months of the March, June, September and December cycle thereafter. Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. Up to 60 months: The three nearest successive calendar months, the three (for Spanish equity options nine) following quarterly months of the March, June, September and December cycle thereafter, and the four (for Spanish equity options the nearest) following semi-annual months of the June and December cycle thereafter, and the two following annual months of the December cycle thereafter. Equity Information about currently available equity options can be found on > Products

8 Last trading day Last trading day is the third Friday, for Italian equity options the day before the third Friday, of each expiration month, if this is an exchange day; otherwise, the exchange day immediately preceding that day. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for equity options are determined through the binomial model according to Cox/Ross/Rubinstein. If necessary, dividend expectations, current interest rates or other pay - ments are taken into consideration. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Exercise Equity options can be exercised either Americanor European-style: Standard American-style: Equity options can be exercised until the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option. Exceptions European-style: Equity options with group ID DE14, CH14, FI14, FR14 and NL14 can only be exercised on the last trading day until the end of the Post-Trading Full-Period (20:00 CET). Exercise prices (standard) Exercise prices in EUR, CHF or USD Up to > 400 Exercise price intervals in EUR, CHF or USD for expiration months with a remaining lifetime of < 3 months months The exercise prices in several country segments and group IDs are different from the standard exercise prices; the complete exercise prices are available in the contract specifications on > Resources > Rules & Regulations. Number of exercise prices Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money. > 12 months Equity Russian equity options can only be exercised on the last trading day until the end of the Post- Trading Full-Period (17:40 CET)

9 Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money. Upon the admission of Dutch, Belgian and French options, at least nine exercise prices shall be made available for each due date with a term of up to 12 months for each call and put, such that four exercise prices are in-the-money, one is at-themoney and four are out-of-the-money. Trading hours and product currency Standard British equity options Russian equity options Swiss equity options Trading hours 09:00 17:30 CET 09:00 17:30 CET 09:05 16:30 CET 09:00 17:20 CET The standard opening time of 09:00 CET is con sidered a reference point. Eurex opens its equity options staggered on a country-bycountry ap proach between 08:50 and 09:05 CET. Product currency EUR GBP USD CHF Equity Upon the admission of Dutch, Belgian and French options, at least seven exercise prices shall be made available for each due date with a term of more than 12 months for each call and put, such that three exercise prices are in-the-money, one is atthe-money and three are out-of-the-money. Option premium The premium is payable in full in the currency of the respective contract on the exchange day following the day of the trade. The standard closing time of 17:30 CET is con sidered a reference point. Eurex closes its equity options staggered on a country-bycountry approach between 17:30 and 17:36 CET. For details, please visit the trading calendar on the Eurex website > Trading > Trading Calendar. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Equity Options: Multilateral Trade Registration Block Trades (including vola strategy trades with cash equity leg) - Non-Disclosure facility implemented Flexible Options (not for European-style equity options) T7 Entry Service via (only for Russian equity options) 16 17

10 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours Standard Austrian equity options British and Irish equity options Russian equity options Time 09:00 19:00 CET 09:15 19:00 CET 09:00 18:30 CET 09:15 19:00 CET 16:30 17:00 CET on the last trading day Low Exercise Price Options (LEPOs) This section only lists the differences with respect to the regular contract specifications for equity options, whereas for every equity option a Low Exercise Price Option (LEPO) is available. months Up to 6 months: The nearest calendar month and the two following quarterly months of the March, June, September and December cycle thereafter. Equity Exercise prices Exercise price of a LEPO is the smallest exercise price of an option available in the Eurex system. For example, for securities with exercise prices with two decimal places, LEPOs with an exercise price of EUR 0.01, CHF 0.01, GBp 0.01 or USD 0.01, respectively, will be set up. Options with an exercise price with one decimal place have an exercise price of EUR, CHF, GBp or USD respectively. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Low Exercise Price Options: Multilateral Trade Registration Block Trades Flexible Options T7 Entry Service via (Russian LEPOs) 18 19

11 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Weekly Options Equity This section only lists the differences with respect to the regular contract specifications for equity options. Eurex offers Weekly Options on all EURO STOXX 50 Index components as well as on the shares of selected Swiss underlying instruments. Information about all available Weekly Options can be found on > Products. months 1st, 2nd und 4th Friday Weekly Options: One month for all contracts expiring on the 1st, 2nd and 4th Friday of a calendar month. At the start of trading on each Friday, the Weekly Options for the same week of the following month will be listed. 5th Friday Weekly Options: More than one month for contracts expiring on the 5th Friday of a calendar month. For months without a 5th Friday, the option expiration will fall on the next 5th Friday. size 100 shares Minimum price change EUR

12 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Weekly Options: Multilateral Trade Registration Block Trades (including vola strategy trades with cash equity leg) Equity Index Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. 22

13 Equity Index on ATX, the Austrian blue chip index of Vienna Stock Exchange ATX five, consisting of the five shares with the highest weighting in the ATX Product ID FATX FATF Equity Index s CECE EUR Index, the composite Eastern European index of Vienna Stock Exchange comprising the stocks included in the Hungarian Traded Index (HTX), Czech Traded Index (CTX) and Polish Traded Index (PTX) FCEE on Product ID RDX EUR/USD Index, the Russian blue chip index of Wiener Börse AG FRDE/ FRDX EURO STOXX 50 Index EURO STOXX 50 ex Financials Index EURO STOXX 50 Quanto Index EURO STOXX Select Dividend 30 Index FESX FEXF FESQ FEDV SENSEX, the Indian blue chip index of Bombay Stock Exchange (BSE) TA-35, the Israeli blue chip index of the Tel Aviv Stock Exchange (TASE) FSEN FT25 EURO STOXX Index EURO STOXX Large Index EURO STOXX Mid Index EURO STOXX Small Index STOXX Europe 50 Index STOXX Global Select Dividend 100 Index STOXX Europe 600 Index STOXX Europe Large 200 Index STOXX Europe Mid 200 Index STOXX Europe Small 200 Index DAX, the blue chip index of Deutsche Börse AG DivDAX, the dividend index of Deutsche Börse AG MDAX, the mid cap index of Deutsche Börse AG TecDAX, the technology index of Deutsche Börse AG SMI, the blue chip index of SIX Swiss Exchange SMI Mid, the mid cap index of SIX Swiss Exchange SLI Swiss Leader Index, the blue chip index with capped weightings of SIX Swiss Exchange OMXH25, the Finnish equity index FXXE FLCE FMCE FSCE FSTX FGDV FXXP FLCP FMCP FSCP FDAX / FDXM FDIV F2MX FTDX FSMI FSMM FSLI FFOX MSCI Indexes on MSCI AC ASEAN Index MSCI AC Asia Index MSCI AC Asia ex Japan Index MSCI AC Asia Pacific Index MSCI AC Asia Pacific ex Japan Index MSCI ACWI Index (EUR) MSCI ACWI Index (USD) MSCI ACWI ex USA Index MSCI EAFE Index MSCI EAFE Price Index MSCI Emerging Markets Index (EUR) MSCI Emerging Markets Index (USD) MSCI Emerging Markets Growth Index MSCI Emerging Markets Value Index MSCI Emerging Markets Price Index MSCI Emerging Markets Asia Index MSCI Emerging Markets EMEA Index Product ID FMSE FMAA FMXJ FMAP FMAS FMAE FMAC FMXU FMFA FMFP FMEN FMEM FMMG FMMV FMEF FMEA FMEE MSCI Emerging Markets EMEA ex Turkey Index FMXT 24 25

14 MSCI Indexes Product ID MSCI Indexes Product ID on MSCI Emerging Markets Latin America Index MSCI Emerging Markets Latin America ex Brazil Index FMEL FMXB on MSCI Canada GTR Index MSCI Chile Index FMGC FMCL Equity Index MSCI EMU Index FMMU MSCI China Free Index FMCN MSCI EMU GTR Index FMGM MSCI Colombia Index FMCO MSCI EMU Growth Index FMIG MSCI Czech Republic Index FMCZ MSCI EMU Value Index FMIV MSCI Egypt Index FMEY MSCI Europe Index (EUR) FMEU MSCI France Index FMFR MSCI Europe Index (USD) FMED MSCI France GTR Index FMGF MSCI Europe GTR Index (EUR) FMGE MSCI Hong Kong Index FMHK MSCI Europe GTR Index (USD) FMGU MSCI Hungary Index FMHU MSCI Europe Growth Index FMEG MSCI India Index FMIN MSCI Europe Value Index FMEV MSCI Indonesia Index FMID MSCI Europe Price Index FMEP MSCI Japan Index FMJP MSCI Europe ex Switzerland Index FMXS MSCI Japan GTR Index FMJG MSCI Frontier Markets Index FMFM MSCI Malaysia Index FMMY MSCI Kokusai Index FMKN MSCI Mexico Index FMMX MSCI Kokusai GTR Index FMKG MSCI Morocco Index FMMA MSCI North America Index FMNA MSCI New Zealand Index FMNZ MSCI North America GTR Index FMGA MSCI Pakistan Index FMPK MSCI Pacific Index FMPA MSCI Peru Index FMPE MSCI Pacific GTR Index FMPG MSCI Philippines Index FMPH MSCI Pacific ex Japan Index FMPX MSCI Poland Index FMPL MSCI World Index (EUR) FMWN MSCI Qatar Index FMQA MSCI World Index (USD) FMWO MSCI Russia Index FMRS MSCI World GTR Index (EUR) FMWE MSCI Russia Price index FMRU MSCI World GTR Index (USD) FMWG MSCI South Africa Index FMZA MSCI World Growth Index FMOG MSCI Taiwan Index FMTW MSCI World Value Index FMOV MSCI Thailand Index FMTH MSCI World Price Index FMWP MSCI UAE Index FMUA MSCI World Midcap Index FMWM MSCI UK Index (GBP) FMUK MSCI Australia Index FMAU MSCI UK Index (USD) FMDK MSCI Canada Index FMCA MSCI USA Index FMUS 26 27

15 MSCI Indexes on MSCI USA GTR Index MSCI USA Equal Weighted Index MSCI USA Momentum Index MSCI USA Quality Index MSCI USA Value Weighted Index Product ID FMGS FMUE FMUM FMUQ FMUV STOXX Europe 600 sector index products on Product ID Automobiles & Parts FSTA Banks FSTB Basic Resources FSTS Chemicals FSTC Construction & Materials FSTN Financial Services FSTF Sector code SXAP SX7P SXPP SX4P SXOP SXFP Equity Index EURO STOXX sector index products on Product ID Automobiles & Parts FESA Banks FESB Basic Resources FESS Chemicals FESC Construction & Materials FESN Financial Services FESF Food & Beverage FESO Health Care FESH Industrial Goods & Services FESG Insurance FESI Media FESM Sector code SXAE SX7E SXPE SX4E SXOE SXFE SX3E SXDE SXNE SXIE SXME Food & Beverage Health Care Industrial Goods & Services Insurance Media Oil & Gas Personal & Household Goods Real Estate Retail Technology Telecommunications Travel & Leisure Utilities FSTO FSTH FSTG FSTI FSTM FSTE FSTZ FSTL FSTR FSTY FSTT FSTV FSTU SX3P SXDP SXNP SXIP SXMP SXEP SXQP SX86P SXRP SX8P SXKP SXTP SX6P Oil & Gas Personal & Household Goods Real Estate FESE FESZ FESL SXEE SXQE SX86E Settlement Cash settlement, payable on the first exchange day following the final settlement day. Retail FESR SXRE Technology FESY SX8E Telecommunications FEST SXKE Travel & Leisure FESV SXTE Utilities FESU SX6E 28 29

16 EURO STOXX 50 Index values, price quotation and minimum price change value* EUR 10 Minimum price change Points Value 1 EUR 10 DAX Mini-DAX DivDAX MDAX value* EUR 25 EUR 5 EUR 200 EUR 5 Minimum price change Points 0.5 Value EUR EUR EUR 10 1 EUR 5 Equity Index EURO STOXX 50 ex Financials Index EURO STOXX 50 Quanto Index EURO STOXX Select Dividend 30 Index EURO STOXX Index EURO STOXX Large Index EUR 10 EUR 10 EUR 50 EUR EUR 5 EUR 5 EUR 5 EUR 5 TecDAX SMI SMIM SLI OMXH25 ATX ATX five CECE EUR Index EUR 10 CHF 10 CHF 10 CHF 10 EUR 10 EUR 10 EUR 10 EUR EUR 5 CHF 10 CHF 10 CHF 1 EUR 1 EUR 5 EUR 5 EUR 5 EURO STOXX Mid Index EURO STOXX Small Index STOXX Europe 50 Index STOXX Global Select Dividend 100 Index STOXX Europe 600 Index STOXX Europe Large 200 Index STOXX Europe Mid 200 Index STOXX Europe Small 200 Index EURO STOXX Sector Index STOXX Europe 600 Sector Index EUR 50 EUR 50 EUR 10 EUR 10 EUR 50 EUR 50 EUR 50 EUR 50 EUR 50 EUR EUR 5 EUR 5 EUR 10 EUR 5 EUR 5 EUR 5 EUR 5 EUR 5 EUR 5 EUR 5 RDX EUR Index RDX USD Index MSCI AC ASEAN Index MSCI AC Asia Index MSCI AC Asia ex Japan Index MSCI AC Asia Pacific Index MSCI AC Asia Pacific ex Japan Index MSCI ACWI Index (FMXU) MSCI ACWI Index (FMAE) MSCI ACWI ex USA Index MSCI EAFE Index MSCI EAFE Price Index EUR EUR USD EUR 5 USD 5 USD 5 EUR 5 USD 5 USD 25 * Per index point of the underlying MSCI Emerging Markets Index (FMEM)

17 value* Minimum price change value* Minimum price change MSCI Emerging Markets Index (FMEN) MSCI Emerging Markets Growth Index EUR 100 Points 1 Value EUR 10 MSCI Europe Value Index MSCI Europe Price Index EUR 100 EUR 100 Points Value EUR 5 EUR 5 Equity Index MSCI Emerging Markets Value Index 1 MSCI Europe ex Switzerland Index EUR EUR 5 MSCI Emerging Markets Price Index (FMEF) USD 50 EUR 5 MSCI Frontier Markets Index 0.5 USD 5 MSCI Emerging Markets Asia Index 0 MSCI Kokusai Index 1 MSCI Emerging Markets EMEA Index 0 MSCI Kokusai GTR Index 1 MSCI Emerging Markets EMEA ex Turkey Index MSCI Emerging Markets Latin America Index MSCI Emerging Markets EMEA Latin America ex Brazil Index MSCI EMU Index MSCI EMU GTR Index MSCI EMU Growth Index MSCI EMU Value Index MSCI Europe Index (FMEU) MSCI Europe Index (FMED) MSCI Europe GTR Index (FMGE) MSCI Europe GTR Index (FMGU) MSCI Europe Growth Index USD 50 0 EUR 100 EUR 100 EUR 100 EUR 100 EUR 100 EUR 100 EUR USD 25 USD 5 EUR 5 EUR 5 EUR 10 EUR 10 EUR 5 EUR 5 EUR 5 MSCI North America Index MSCI North America GTR Index MSCI Pacific Index MSCI Pacific GTR Index MSCI Pacific ex Japan Index MSCI World Index (FMWN) MSCI World Index (FMWO) MSCI World GTR Index (FMWE) MSCI World GTR Index (FMWG) MSCI World Growth Index MSCI World Value Index MSCI World Price Index (FMWP) MSCI World Midcap Index MSCI Australia Index EUR 100 EUR USD EUR 5 EUR 5 USD 5 USD 25 * Per index point of the underlying 32 33

18 value* Minimum price change value* Minimum price change MSCI Canada Index MSCI Canada GTR Index Points 1 1 Value MSCI Pakistan Index MSCI Peru Index USD 50 Points Value USD 25 USD 5 Equity Index MSCI Chile Index USD 50 USD 5 MSCI Philippines Index USD 50 USD 5 MSCI China Free Index USD 50 USD 5 MSCI Poland Index 0 MSCI Colombia Index 1 MSCI Qatar Index 0.5 USD 5 MSCI Czech Republic Index USD 50 USD 5 MSCI Russia Index USD 50 USD 5 MSCI Egypt Index USD USD 25 MSCI Russia Price Index USD 1 MSCI France Index EUR EUR 5 MSCI South Africa Index 0 MSCI France GTR Index MSCI Hong Kong Index MSCI Hungary Index MSCI India Index MSCI Indonesia Index MSCI Japan Index MSCI Japan GTR Index MSCI Malaysia Index MSCI Mexico Index MSCI Morocco Index MSCI New Zealand Index EUR 100 USD USD EUR 5 USD 5 USD 5 MSCI Taiwan Index MSCI Thailand Index MSCI UAE Index MSCI UK Index (FMUK) MSCI UK Index (FMDK) MSCI USA Index MSCI USA GTR Index MSCI USA Equal Weighted Index MSCI USA Value Weighted Index MSCI USA Momentum Index MSCI USA Quality Index SENSEX 0 USD 50 GBP 10 USD USD 5 USD 5 GBP 10 USD 5 * Per index point of the underlying TA-35 Index USD USD

19 months Standard up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. TA-35 Index up to 3 months: The three nearest successive calendar months. SENSEX up to 6 months: The three nearest successive calendar months and the following quarterly month of the March, June, September and December cycle thereafter. MSCI Index up to 36 months: The twelve nearest quarterly months of the March, June, September and December cycle. CECE EUR Index, RDX EUR Index up to 36 months: The four nearest quarterly months of the March, June, September and December cycle and the four following semi-annual months of the June and December cycle. Last trading day and final settlement day for SENSEX is the last Thursday of each maturity month if this is an exchange day (both at Eurex and BSE); otherwise the exchange day immediately preceding that day. Last trading day for TA-35 Index is the Wednesday preceding the last Friday of each maturity month if this is an exchange day (both at Eurex and TASE); otherwise the exchange day immediately preceding that day. Final settlement day for TA-35 Index is the Thursday preceding the last Friday of each maturity month if this is an exchange day both at Eurex and TASE; otherwise the exchange day immediately preceding that day. If the final settlement day of the TASE contracts is not an exchange day at Eurex Exchange, the final settlement day of the Eurex contracts shall be the exchange day at Eurex Exchange immediately following that day and on which the final settlement price of TASE is available. Equity Index RDX USD Index up to 60 months: The four nearest quarterly months of the March, June, September and December cycle, the four following semi-annual months of the June and December cycle and the two following annual months of the December cycle thereafter. Last trading day and final settlement day Last trading day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Final settlement day is the last trading day, for STOXX Global Select Dividend 100 Index and MSCI Index the exchange day following the last trading day. Close of trading in the maturing futures on the last trading day is at: EURO STOXX 50 Index EURO STOXX 50 ex Financials Index EURO STOXX 50 Quanto Index EURO STOXX Select Dividend 30 Index EURO STOXX Index EURO STOXX Large Index EURO STOXX Mid Index EURO STOXX Small Index Close of trading 12:00 CET 36 37

20 STOXX Europe 50 Index STOXX Europe 600 Index STOXX Europe Large 200 Index STOXX Europe Mid 200 Index STOXX Europe Small 200 Index EURO STOXX Sector Index STOXX Europe 600 Sector Index Close of trading 12:00 CET Daily settlement price The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (for FSMI/FSMM/ FSLI 17:20 CET, FCEE 17:10 CET, FRDE/FRDX 16:30 CET, reference point), provided that more than five trades have been trans acted within this period. Equity Index STOXX Global Select Dividend 100 Index DAX Mini-DAX DivDAX MDAX TecDAX SMI SMIM SLI OMXH25 ATX ATX five 22:00 CET Beginning of the Xetra intraday auction starting at 13:00 CET (for MDAX at 13:05 CET). 09:00 CET 17:30 CET 12:00 CET For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day according to the following rules: CECE EUR Index RDX EUR/USD Index MSCI Index SENSEX TA-35 Index 17:10 CET 16:30 CET 22:00 CET 11:00 CET (12:00 CEST) 22:00 CET EURO STOXX 50 Index EURO STOXX 50 ex Financials Index EURO STOXX 50 Quanto Index Final settlement price Average of the respective STOXX Index values calculated between 11:50 and 12:00 CET. EURO STOXX Select Dividend 30 Index EURO STOXX Index EURO STOXX Large Index EURO STOXX Mid Index EURO STOXX Small Index 38 39

21 Final settlement price Final settlement price STOXX Europe 50 Index STOXX Europe 600 Index STOXX Europe Large 200 Index STOXX Europe Mid 200 Index STOXX Europe Small 200 Index EURO STOXX Sector Index STOXX Europe 600 Sector Index STOXX Global Select Dividend 100 Index DAX Mini-DAX DivDAX MDAX TecDAX Average of the respective STOXX Index values calculated between 11:50 and 12:00 CET. Value of the STOXX Global Select Dividend 100 Index, based on the closing prices of the respective electronic trading systems for the index component shares. Value of the respective index, based on Xetra auction prices of the respective index component shares. The intraday auction starts at 13:00 CET (for MDAX component shares at 13:05 CET) CECE EUR Index RDX EUR/USD Index MSCI Index SENSEX TA-35 Index Trading hours 07:50 22:00 CET (FT25: 08:30 22:00 CET) Value of the CECE EUR Index, based on the closing prices of the respective electronic trading systems for the index component shares. Value of the RDX EUR/USD Index, based on the closing prices of the London Stock Exchange (IOB) for the index component shares. Value of the respective MSCI Index, based on the closing prices of the respective cash markets of the index component shares. Value of the SENSEX, based on the volume-weighted average prices of the index component shares during the last 30 trading minutes. Value of the TA-35 Index, based on TASE opening prices of the respective index component shares. Equity Index SMI SMIM SLI OMXH25 ATX ATX five Value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares. Value of the OMXH25, based on NASDAQ OMX Helsinki volume-weighted average prices of the index component shares from 08:40 until 17:30 CET. Value of the respective index, based on the auction prices of the respective index component shares calculated by the electronic trading system of Vienna Stock Exchange. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Equity Index : Multilateral Trade Registration (MSCI Index ) Block Trades Flexible Vola Trades EFPI Trades EFS Trades T7 Entry Service via e-mai (MSCI Russia Index ) 40 41

22 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours Standard EURO STOXX Sector Index STOXX Europe 600 Sector Index TA-35 Index Time 08:00 22:00 CET 08:05 22:00 CET 08:30 22:00 CET EURO STOXX 50 Index Total Return instruments Index EURO STOXX 50 Index EURO STOXX 50 Distribution Point Index EONIA Currency EUR EUR EUR Index type Price index DVP index Funding rate Equity Index Trading in the U.S. All equity index futures available for trading in the U.S. can be found on page 197. Settlement Cash settlement, payable on the first exchange day following the final settlement day. multiplier EUR 10 per index point. Quotation and minimum change of the TRF spread TRF spread as annualized rate expressed in basis points with one decimal place. The minimum change of the TRF spread is +/ 0.5 basis points (1 basis point = ). Trade types Trade at Index Close (TAIC) with an index level based on the daily EURO STOXX 50 Index close. Trade at Market (TAM) with a custom-defined index level. Accrued distributions and accrued funding The distribution and funding rate payments will be accumulated from the product launch date and added to the TRF futures price in index points. The daily changes in distributions and funding payments are paid out via variation margin

23 months Up to 119 months: The 21 nearest quarterly months of the March, June, September and December cycle and the five following annual months of the December cycle thereafter. Last trading day and final settlement day Last trading day is the exchange day immediately preceding the final settlement day. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:25 CET. Daily settlement TRF spread (basis points) The daily settlement TRF spread is used to calculate the daily settlement price and determined as follows: The daily settlement TRF spread is based on the TRF spread traded via the closing auction between 17:25 and 17:30 CET. Should no trades be executed in the closing auction, then the daily settlement TRF spread is determined based on the average bid/ask spread of the respective contract month. Should no price be determined according to the aforementioned procedure, the daily settlement TRF spread is determined based on a theoretic (fair) TRF spread for the respective contract. TRF spread as well as the accrued distributions and accrued funding which have been accumulated from the product launch until the current date. Final settlement price (index points) The final settlement price is established by Eurex on the final settlement day of the contract and is based on the final settlement price of EURO STOXX 50 Index as well as the accrued distributions and accrued funding from the product launch until the expiration date. Equity Index Daily settlement price (index points) The daily settlement price is established on the current trading day and is based on the close of EURO STOXX 50 Index, the daily settlement 44 45

24 Eurex MOC on EURO STOXX 50 Index Final settlement price The final settlement price is established by Eurex on the final settlement day of the contract and is determined as the official closing value of the EURO STOXX 50 Index plus the traded basis price of the Eurex MOC. Equity Index Eurex MOC on EURO STOXX 50 Index Product ID FES1 EURO STOXX 50 Index Further details are available in the clearing conditions on > Ressources > Rules & Regulations. Eurex MOC on EURO STOXX 50 Index reference the EURO STOXX 50 Index for determining the final price. Settlement of Eurex MOC on EURO STOXX 50 Index will occur into EURO STOXX 50 Index. Settlement Transaction-based, physical settlement of EURO STOXX 50 Index. Intraday delivery into the corresponding maturities of EURO STOXX 50 Index. values and price gradations Trading hours 08:50 17:25 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Eurex MOC on EURO STOXX 50 Index : Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. value per index point Minimum price change Points Value Service hours 09:00 17:35 CET Eurex MOC on EURO STOXX 50 Index EUR 10 EUR 1 months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Last trading day and final settlement day Last trading day is the final settlement day. Each trading day is also the last trading day 46 47

25 istoxx Factor Index standards istoxx Europe Low Risk Factor istoxx Europe Momentum Factor istoxx Europe Quality Factor istoxx Europe Size Factor istoxx Europe Value Factor istoxx Europe Carry Factor Product ID FXFR FXFM FXFQ FXFS FXFV FXFC istoxx Europe Low Risk Factor Index istoxx Europe Momentum Factor Index istoxx Europe Quality Factor Index istoxx Europe Size Factor Index istoxx Europe Value Factor Index istoxx Europe Carry Factor Index Settlement Cash settlement, payable on the first exchange day following the final settlement day. values and price gradations istoxx Factor value EUR 50 Minimum price change Points Value EUR 5 months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET. Daily settlement price The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades are transacted within this period. For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing conditions on > Ressources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day of the contract and is based on the average of the respective istoxx Index values calculated between 11:50 and 12:00 CET. Handelszeiten 07:50 22:00 CET Equity Index 48 49

26 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for istoxx Factor : Block Trades EFPI Trades EFS Trades Equity Index Options s Equity Index Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 22:00 CET Options on EURO STOXX 50 Index EURO STOXX 50 ex Financials Index EURO STOXX Select Dividend 30 Index EURO STOXX Index EURO STOXX Large Index EURO STOXX Mid Index EURO STOXX Small Index STOXX Europe 50 Index STOXX Global Select Dividend 100 Index STOXX Europe 600 Index STOXX Europe Large 200 Index STOXX Europe Mid 200 Index STOXX Europe Small 200 Index DAX, the blue chip index of Deutsche Börse AG DivDAX, the dividend index of Deutsche Börse AG MDAX, the mid cap index of Deutsche Börse AG TecDAX, the technology index of Deutsche Börse AG SMI, the blue chip index of SIX Swiss Exchange SMI Mid, the mid cap index of SIX Swiss Exchange SLI Swiss Leader Index, the blue chip index with capped weightings of SIX Swiss Exchange OMXH25, the Finnish equity index ATX, the Austrian blue chip index of Vienna Stock Exchange ATX five, consisting of the five shares with the highest weighting in the ATX Product ID OESX OEXF OEDV OXXE OLCE OMCE OSCE OSTX OGDV OXXP OLCP OMCP OSCP ODAX ODIV O2MX OTDX OSMI OSMM OSLI OFOX OATX OATF 50 51

27 Options on CECE EUR Index, the composite Eastern European index of Vienna Stock Exchange comprising the stocks included in the Hungarian Traded Index (HTX), Czech Traded Index (CTX) and Polish Traded Index (PTX) RDX EUR/USD Index, the Russian blue chip index of Wiener Börse AG Product ID OCEE ORDE/ ORDX EURO STOXX sector index products Options on Automobiles & Parts Banks Basic Resources Chemicals Product ID OESA OESB OESS OESC Sector code SXAE SX7E SXPE SX4E Equity Index SENSEX, the Indian blue chip index of Bombay Stock Exchange (BSE) OSEN Construction & Materials Financial Services OESN OESF SXOE SXFE MSCI Indexes Options on MSCI AC Asia Pacific ex Japan Index MSCI EAFE Index MSCI EAFE Price Index MSCI Emerging Markets Index MSCI Emerging Markets Index MSCI Emerging Markets Price Index MSCI Emerging Markets Asia Index MSCI Emerging Markets EMEA Index MSCI Emerging Markets Latin America Index MSCI Europe Index Product ID OMAS OMFA OMFP OMEN OMEM OMEF OMEA OMEE OMEL OMEU Food & Beverage Health Care Industrial Goods & Services Insurance Media Oil & Gas Personal & Household Goods Real Estate Retail Technology Telecommunications Travel & Leisure Utilities OESO OESH OESG OESI OESM OESE OESZ OESL OESR OESY OEST OESV OESU SX3E SXDE SXNE SXIE SXME SXEE SXQE SX86E SXRE SX8E SXKE SXTE SX6E MSCI Europe Price Index MSCI Europe Value Index MSCI Europe Growth Index MSCI World Index MSCI World Index MSCI World Price Index MSCI China Free Index MSCI Japan Index MSCI Russia Price Index OMEP OMEV OMEG OMWN OMWO OMWP OMCN OMJP OMRU STOXX Europe 600 sector index products Options on Product ID Automobiles & Parts OSTA Banks OSTB Basic Resources OSTS Chemicals OSTC Construction & Materials OSTN Financial Services OSTF Food & Beverage OSTO Sector code SXAP SX7P SXPP SX4P SXOP SXFP SX3P Health Care OSTH SXDP Industrial Goods & Services OSTG SXNP Insurance OSTI SXIP Media OSTM SXMP 52 53

28 STOXX Europe 600 sector index products Options on Product ID Oil & Gas OSTE Personal & Household Goods OSTZ Real Estate OSTL Retail OSTR Technology OSTY Sector code SXEP SXQP SX86P SXRP SX8P Up to 119 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the seven following annual months of the December cycle thereafter. Equity Index Telecommunications Travel & Leisure OSTT OSTV SXKP SXTP values, price quotation and minimum price change Utilities OSTU SX6P Settlement Cash settlement, payable on the first exchange day following the final settlement day. months Up to 12 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter. Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. EURO STOXX 50 Index Options EURO STOXX 50 ex Financials Index Options EURO STOXX Select Dividend 30 Index Options EURO STOXX Index Options EURO STOXX Large Index Options EURO STOXX Mid Index Options EURO STOXX Small Index Options value* EUR 10 EUR 10 EUR 10 EUR 50 EUR 50 EUR 50 EUR 50 Minimum price change Points Value EUR 1 EUR 1 EUR 1 EUR 5 EUR 5 EUR 5 EUR 5 months Up to 36 months: The three nearest successive calendar months and the eleven following quarterly months of the March, June, September and December cycle thereafter. STOXX Europe 50 Index Options STOXX Global Select Dividend 100 Index Options EUR 10 EUR 10 EUR 1 EUR Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter. STOXX Europe 600 Index Options STOXX Europe Large 200 Index Options STOXX Europe Mid 200 Index Options STOXX Europe Small 200 Index Options EUR 50 EUR 50 EUR 50 EUR 50 EUR 5 EUR 5 EUR 5 EUR * Per index point of the underlying. 55

29 EURO STOXX Sector Index Options EURO STOXX Banks Options STOXX Europe 600 Sector Index Options STOXX Europe 600 Banks Options DAX Options DivDAX Options MDAX Options TecDAX Options SMI Options SMIM Options SLI Options OMXH25 Options ATX Options ATX five Options value* EUR 50 EUR 50 EUR 50 EUR 50 EUR 5 EUR 200 EUR 5 EUR 10 CHF 10 CHF 10 CHF 10 EUR 10 EUR 10 EUR 10 Minimum price change Points Value EUR EUR 2.50 EUR 5 EUR 2.50 EUR 0.50 EUR 2 EUR0.50 EUR 1 CHF 1 CHF 1 CHF 1 EUR 1 EUR 1 EUR 1 months 24** 60 24*** MSCI Emerging Markets Index Options (OMEN) MSCI Emerging Markets Price Index Options (OMEF) MSCI Emerging Markets Asia Index Options MSCI Emerging Markets EMEA Index Options MSCI Emerging Markets Latin America Index Options MSCI Europe Index Options MSCI Europe Price Index Options MSCI Europe Growth Index Options value* EUR 100 USD EUR 100 EUR 100 EUR 100 Minimum price change Points Value EUR USD 5 EUR 1 EUR 1 EUR 1 months Equity Index CECE EUR Index Options EUR 10 EUR 1 60 MSCI Europe Value Index Options EUR EUR 1 24 RDX EUR Index Options EUR 10 EUR 1 60 MSCI World Index Options (OMWO) USD 1 60 RDX USD Index Options USD MSCI World Index Options (OMWN) EUR 100 EUR MSCI AC Asia Pacific ex Japan Index Options 0 24 MSCI World Price Index Options (OMWP) USD 1 60 MSCI EAFE Index Options USD 1 60 MSCI China Free Index Options USD 50 USD 5 24 MSCI EAFE Price Index Options USD 50 USD 5 60 MSCI Japan Index Options USD 1 24 MSCI Emerging Markets Index Options (OMEM) 0 60 MSCI Russia Index Options SENSEX Options USD 1 1 USD 1 USD * Per index point of the underlying. ** For OESA, OESB, OESI, OESE, OEST, OESU 60 months. *** For OSTA, OSTB, OSTS, OSTG, OSTI, OSTE, OSTT, OSTU 60 months. * Per index point of the underlying

30 Last trading day and final settlement day Last trading day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day (for SMI, SMIM and SLI Options the exchange day preceding the third Friday of each expiration month). STOXX Global Select Dividend 100 Index Options DAX Options DivDAX Options MDAX Options TecDAX Options Close of trading 17:30 CET Beginning of the Xetra intraday auction starting at 13:00 CET (for MDAX Options at 13:05 CET) Equity Index Final settlement day is the last trading day, for STOXX Global Select Dividend 100 Index and MSCI Index Options the exchange day following the last trading day. Last trading day and final settlement day for SENSEX Options is the last Thursday of each expiration month if this is an exchange day (both at Eurex and BSE); otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the last trading day is at: EURO STOXX 50 Index Options EURO STOXX 50 ex Financials Index Options EURO STOXX Select Dividend 30 Index Options EURO STOXX Index Options EURO STOXX Large Index Options EURO STOXX Mid Index Options EURO STOXX Small Index Options STOXX Europe 50 Index Options STOXX Europe 600 Index Options STOXX Europe Large 200 Index Options STOXX Europe Mid 200 Index Options STOXX Europe Small 200 Index Options EURO STOXX Sector Index Options STOXX Europe 600 Sector Index Options Close of trading 12:00 CET SMI Options SMIM Options SLI Options OMXH25 Options ATX Options ATX five Options CECE EUR Index Options RDX EUR/USD Index Options MSCI Index Options SENSEX Options 17:20 CET 17:30 CET 12:00 CET 16:30 CET 16:30 CET 17:30 CET 11:00 CET (12:00 CEST) Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for equity index options (as well as Weekly Options) are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration. Further details are available in the clearing condi tions on > Resources > Rules & Regulations

31 Final settlement price The final settlement price is established by Eurex on the final settlement day according to the following rules: EURO STOXX 50 Index Options EURO STOXX 50 ex Financials Index Options EURO STOXX Select Dividend 30 Index Options EURO STOXX Index Options EURO STOXX Large Index Options EURO STOXX Mid Index Options EURO STOXX Small Index Options STOXX Europe 50 Index Options STOXX Europe 600 Index Options STOXX Europe Large 200 Index Options STOXX Europe Mid 200 Index Options STOXX Europe Small 200 Index Options EURO STOXX Sector Index Options STOXX Europe 600 Sector Index Options STOXX Global Select Dividend 100 Index Options DAX Options DivDAX Options MDAX Options TecDAX Options Final settlement price Average of the respective STOXX Index values calculated between 11:50 and 12:00 CET. Value of the STOXX Global Select Dividend 100 Index, based on the closing prices of the respective electronic trading systems for the index component shares. Value of the respective index, based on Xetra auction prices of the respective index component shares. The intraday auction starts at 13:00 CET (for MDAX component shares at 13:05 CET). SMI Options SMIM Options SLI Options OMXH25 Options ATX Options ATX five Options CECE EUR Index Options RDX EUR/USD Index Options MSCI Index Options SENSEX Options Final settlement price Value of the respective index, based on SIX Swiss Exchange opening prices of the respective index component shares. Value of the OMXH25, based on NASDAQ OMX Helsinki volumeweighted average prices of the index component shares from 08:40 until 17:30 CET. Value of the respective index, based on the auction prices of the respective index component shares calculated by the electronic trading system of Vienna Stock Exchange. Value of the CECE EUR Index, based on the closing prices of the respective electronic trading systems for the index component shares. Value of the RDX EUR/USD Index, based on the closing prices of the London Stock Exchange (IOB) for the index component shares. Value of the respective MSCI Index, based on the closing prices of the respective cash markets of the index component shares. Value of the SENSEX, based on the volume-weighted average prices of the index component shares during the last 30 trading Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET). Equity Index 60 61

32 Exercise prices EURO STOXX 50 Index Options EURO STOXX 50 ex Financials Index Options EURO STOXX Select Dividend 30 Index Options EURO STOXX Index Options EURO STOXX Large Index Options EURO STOXX Mid Index Options EURO STOXX Small Index Options STOXX Europe 50 Index Options STOXX Global Select Dividend 100 Index Options STOXX Europe 600 Index Options STOXX Europe Large 200 Index Options STOXX Europe Mid 200 Index Options STOXX Europe Small 200 Index Options EURO STOXX Sector Index Options EURO STOXX Banks Options STOXX Europe 600 Sector Index Options Exercise price intervals in index points for expiration months with a remaining lifetime of < 3 mon. 25* 25** mon. ** For EURO STOXX 50 ex Financials Index Options only <_ 6 months mon mon * For EURO STOXX 50 Index Options (including the term group 5 weeks) only <_ 6 months > 36 mon STOXX Europe 600 Banks Options DAX Options DivDAX Options MDAX Options TecDAX Options SMI Options SMIM Options SLI Options OMXH25 Options ATX Options ATX five Options CECE EUR Index Options RDX EUR Index Options RDX USD Index Options MSCI AC Asia Pacific ex Japan Index Options MSCI EAFE Index Options MSCI EAFE Price Index Options MSCI Emerging Markets Index Options (OMEM, OMEN) MSCI Emerging Markets Price Index Options (OMEF) MSCI Emerging Markets Asia Index Options * <_ 6 months Exercise price intervals in index points for expiration months with a remaining lifetime of < 3 mon * 25* 25* * 5 5* mon mon mon > 36 mon Equity Index 63

33 < 3 mon. MSCI Emerging 5 Markets EMEA Index Options MSCI Emerging 5 Markets Latin America Index Options MSCI Europe Index 5 Options (OMEU, OMEP) MSCI Europe 5 Growth & Value Index Options (OMEG, OMEV) MSCI World Index 50 Options (OMWO) MSCI World Index 5 Options (OMWN) MSCI World Price 25* Index Options (OMWP) MSCI China Free 5 Index Options MSCI Japan Index 50 Options MSCI Russia Index 5 Options SENSEX Options 200 * <_ 6 months Exercise price intervals in index points for expiration months with a remaining lifetime of 4 12 mon mon mon > 36 mon Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money. Option premium The equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade. Trading hours Standard EURO STOXX Index Options EURO STOXX Large/Mid/Small Index Options STOXX Europe 600 Index Options STOXX Europe Large/Mid/Small 200 Index Options STOXX Europe 600 Sector Index Options SMI Options SMIM Options SLI Options CECE EUR Index Options RDX EUR/USD Index Options SENSEX Options Trading hours 08:50 17:30 CET 09:00 17:30 CET 08:50 17:20 CET 08:50 17:10 CET 08:50 16:30 CET 08:00 17:30 CET Equity Index Number of exercise prices Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money

34 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Equity Index Options: Block Trades Flexible Options Vola Trades T7 Entry Service via (MSCI Russia Index Options) Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 19:00 CET (RDX USD Index Options 09:15 19:00 CET, SENSEX Options 08:00 19:00 CET) Weekly Options This section only lists the differences with respect to the regular contract specifications for equity index options. standards EURO STOXX 50, 1st Friday Weekly Options EURO STOXX 50, 2nd Friday Weekly Options EURO STOXX 50, 4th Friday Weekly Options EURO STOXX 50, 5th Friday Weekly Options EURO STOXX Banks, 1st Friday Weekly Options EURO STOXX Banks, 2nd Friday Weekly Options EURO STOXX Banks, 4th Friday Weekly Options EURO STOXX Banks, 5th Friday Weekly Options DAX, 1st Friday Weekly Options DAX, 2nd Friday Weekly Options DAX, 4th Friday Weekly Options DAX, 5th Friday Weekly Options Product ID OES1 OES2 OES4 OES5 OEB1 OEB2 OEB4 OEB5 ODX1 ODX2 ODX4 ODX5 EURO STOXX 50 Index EURO STOXX Banks Index DAX, the blue chip index of Deutsche Börse AG Equity Index 66 67

35 SMI, 1st Friday Weekly Options SMI, 2nd Friday Weekly Options SMI, 4th Friday Weekly Options SMI, 5th Friday Weekly Options Product ID OSM1 OSM2 OSM4 OSM5 SMI, the blue chip index of SIX Swiss Exchange months 1st, 2nd and 4th Friday Weekly Options: One month for all contracts expiring on the 1st, 2nd and 4th Friday of a calendar month. At the start of trading on each Friday, the Weekly Options for the same week of the following month will be listed. 5th Friday Weekly Options: More than one month for contracts expiring on the 5th Friday of a calen dar month. For months without a 5th Friday, the option expiration will fall on the next 5th Friday. DAX, 1st Friday Weekly Options DAX, 2nd Friday Weekly Options DAX, 4th Friday Weekly Options DAX, 5th Friday Weekly Options SMI, 1st Friday Weekly Options SMI, 2nd Friday Weekly Options SMI, 4th Friday Weekly Options SMI, 5th Friday Weekly Options value EUR 5 CHF 10 Minimum price change Points Value EUR 0.50 Exercise prices The exercise price interval for Weekly Options on the EURO STOXX 50 Index is 25 index points. CHF 1 Equity Index value Minimum price change Points Value Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Weekly Options: EURO STOXX 50, 1st Friday Weekly Options EURO STOXX 50, 2nd Friday Weekly Options EURO STOXX 50, 4th Friday Weekly Options EURO STOXX 50, 5th Friday Weekly Options EURO STOXX Banks, 1st Friday Weekly Options EURO STOXX Banks, 2nd Friday Weekly Options EURO STOXX Banks, 4th Friday Weekly Options EURO STOXX Banks, 5th Friday Weekly Options EUR 10 EUR EUR 1 EUR 2.50 Block Trades Vola Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services

36 Eurex/KRX-Link In cooperation with Korea Exchange, Inc. (KRX), daily futures on KOSPI 200 are available for trading and clearing for Eurex members. The Eurex/KRX-Link is giving Eurex members direct access to KOSPI 200 after Korean trading hours. Eurex Daily on KOSPI 200 Options Eurex Daily on KOSPI 200 Options of the Korea Exchange (KRX) Product ID OKS2 The relevant KOSPI 200 Options series listed at KRX size One KOSPI 200 Options contract of the relevant option series. The currency of Eurex Daily on KOSPI 200 Options is the South Korean Won (KRW). Settlement Cash settlement and opening of the respective position in the corresponding series of the KOSPI 200 Options on the next exchange day of KRX following the conclusion of a Eurex Daily on KOSPI 200 Options contract, at the latest, however, 40 minutes before opening of exchange trading on KRX via entry into the KRX system in favour of the respective counterparties of the option contracts. Price quotation and minimum price change The price quotation is in points with two decimal places. The minimum price change is 0.05 points, if the option premium of the underlying is at least 10 points (equivalent to a value of KRW 25,000), and 0.01 points, if the option premium of the underlying is less than 10 points (equivalent to a value of KRW 5,000). term One exchange day. Eurex Daily on KOSPI 200 Options can be traded on each day, provided that this day is an exchange day at both Eurex and KRX. Every contract expires at the end of the exchange day on which it has been concluded on the Eurex Exchanges. Last trading day and final settlement day Last trading day is the final settlement day. Each trading day of Eurex Daily on KOSPI 200 Options is also the last trading day. Close of trading is at 21:00 CET. Daily settlement price The daily settlement price of Eurex Daily on KOSPI 200 Options is also the final settlement price and is equivalent to the daily settlement price calculated by KRX for the KOSPI 200 Options contracts admitted for trading on KRX on the respective exchange day as of the close of trading on KRX. The cash flow resulting from the variation margin will be paid or received in KRW at the Shinhan Bank in South Korea. Equity Index 70 71

37 Trading hours 10:00 21:00 CET (11:00 21:00 Uhr CEST) Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Eurex Daily on KOSPI 200 Options: Multilateral Trade Registration Block Trades Settlement Cash settlement and opening of the respective position in the corresponding series of the Mini- KOSPI 200 on the next exchange day of KRX following the conclusion of a Eurex Daily on Mini-KOSPI 200 contract, at the latest, however, 40 minutes before opening of exchange trading on KRX via entry into the KRX system in favour of the respective counterparties of the futures contracts. Equity Index Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 10:00 21:00 CET (11:00 21:00 CET during daylight saving time in Europe) Eurex Daily on Mini-KOSPI 200 Eurex Daily on Mini-KOSPI 200 of the Korea Exchange (KRX) Product ID FMK2 The relevant Mini-KOSPI 200 listed at KRX size One Mini-KOSPI 200 contract of the relevant series. The currency of Eurex Daily on Mini-KOSPI 200 is the South Korean Won (KRW). Price quotation and minimum price change The price quotation is in points with two decimal places. The minimum price change is 0.02 points, equivalent to a value of KRW 1,000. term One exchange day. Eurex Daily on Mini- KOSPI 200 can be traded on each day, provided that this day is an exchange day at both Eurex and KRX. Every contract expires at the end of the exchange day on which it has been concluded on the Eurex Exchanges. Last trading day and final settlement day Last trading day is the final settlement day. Each trading day of Eurex Daily on Mini- KOSPI 200 is also the last trading day. Close of trading is at 21:00 CET. Daily settlement price The daily settlement price of Eurex Daily on Mini-KOSPI 200 is also the final settlement price and is equivalent to the daily settlement price calculated by KRX for the Mini- KOSPI 200 admitted for trading on KRX on the respective exchange day as of the close 72 73

38 of trading on KRX. The cash flow resulting from the variation margin will be paid or received in KRW at the Shinhan Bank in South Korea. FX Trading hours 10:00 21:00 Uhr CET (11:00 21:00 Uhr CEST) Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Eurex Daily on Mini-KOSPI 200 : Multilateral Trade Registration Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 10:00 21:00 CET (11:00 21:00 CET during daylight saving time in Europe) Eurex Daily on Mini-KOSPI 200 are available for trading in the U.S. 74

39 FX Settlement Physical delivery of underlying currencies (T + 2) via the CLS system. s AUD/USD AUD/JPY EUR/USD EUR/CHF EUR/GBP Product ID FCAU FCAY FCEU FCEF FCEP Price quotation and minimum price change The price quotation is determined as a decimal number with five decimal places. The minimum price change is , equivalent to a value of one unit of the quote currency. For FX with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.001, equivalent to a value of 100 units of the quote currency. FX EUR/AUD EUR/JPY GBP/ USD GBP/CHF USD/CHF USD/JPY NZD/USD FCEA FCEY FCPU FCPF FCUF FCUY FCNU months Up to 36 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter. sizes AUD/USD, AUD/JPY EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY GBP/USD, GBP/CHF USD/CHF, USD/JPY NZD/USD Nominal value AUD 100,000 EUR 100,000 GBP 100,000 0,000 NZD 100,000 The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX is traded in its respective quote currency. Last trading day and final settlement day Last trading day and final settlement day is the third Wednesday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 15:00 CET. Daily settlement price The daily settlement price is the volume weighted average price (VWAP) of the futures transactions calculated over a 60 second interval ending at 17:30 CET. If less than five transactions occur, 76 77

40 the VWAP of the last five transactions conducted in the last 15 minutes before 17:30 CET or the midpoint of bid/ask prices in the order book before 17:30 CET is used. Further details are available in the clearing conditions on > Resources > Rules & Regulations. Final settlement price The final settlement price is the VWAP of all transactions executed during the final trading minute ending at 15:00 CET. If no adequate prices are available, Eurex Exchange will use the average mid-price of the last displayed bid ask spot prices over a 60 second interval ending at 15:00 CET that are published by the data provider designated by Eurex Clearing. Service hours 00:00 23:00 CET On a maturity day of a series the entry of trades in the maturing front month contract using the Block Trade Service is possible until 15:00 CET. Selected FX are available for trading in the U.S. FX Trading hours 00:00 23:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for FX : Multilateral Trade Registration Block Trades Vola Trades EFP Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services

41 FX Options Settlement Physical delivery of underlying currencies (T + 2) via the CLS system. s AUD/USD Options AUD/JPY Options EUR/USD Options EUR/CHF Options EUR/GBP Options Product ID OCAU OCAY OCEU OCEF OCEP Price quotation and minimum price change The price quotation is determined as a decimal number with five decimal places. The minimum price change is , equivalent to a value of five units of the quote currency. For FX Options with Japanese Yen as quotation currency the price quotation is determined as a decimal number with three decimal places. The minimum price change is 0.005, equivalent to a value of 500 units of the quote currency. FX EUR/AUD Options EUR/JPY Options GBP/ USD Options GBP/CHF Options USD/CHF Options USD/JPY Options NZD/USD Options OCEA OCEY OCPU OCPF OCUF OCUY OCNU months Up to 36 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter. sizes AUD/USD, AUD/JPY Options EUR/USD, EUR/CHF, EUR/GBP, EUR/AUD, EUR/JPY Options GBP/USD, GBP/CHF Options USD/CHF, USD/JPY Options NZD/USD Options Nominal value AUD 100,000 EUR 100,000 GBP 100,000 0,000 NZD 100,000 The currency stated first in each currency pair is the base currency of such pair; the currency stated second is the quote currency. An FX Option is traded in its respective quote currency. Last trading day and final settlement day Last trading day and final settlement day is the third Wednesday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring FX Option series on the last trading day is at 15:00 CET. Daily settlement price The underlying reference price for FX Options contracts is the daily settlement price of the corresponding FX series

42 Further details are available in the clearing conditions on > Resources > Rules & Regulations. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for FX Options: Final settlement price The final settlement price of the corresponding expiring FX contract shall be relevant for the FX Option contract. Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full-Period (16:00 CET). Multilateral Trade Registration Block Trades Vola Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 20:00 CET FX Exercise prices Option series of FX Options contracts with a term of up to 24 months have exercise prices with price gradations of units of the quote currency or units of the quote currency for terms of more than 24 months. On a maturity day of a series the entry of trades in the maturing front month contract using the Block Trade Service is possible until 15:00 CET. Options series of FX Options with Japanese Yen as quote currency and a term of up to 24 months have exercise prices with price gradations of 0.5 units of the quote currency or 1 unit of the quote currency for terms of more than 24 months. Number of exercise prices Upon the admission of options, at least 15 exercise prices shall be made available for each due date for each call and put, such that seven are in-themoney, one is at-the-money and seven are outof-the-money. Trading hours 08:00 19:30 CET 82 83

43 Dividend Single Stock Dividend standards Dividends of selected Eurozone, British, Swiss and U.S. blue chip shares. Information about currently available Single Stock Dividend can be found on > Products. Dividend value Dividend payments in relation to a contract size of 1,000 shares. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in GBp with two decimal places and in EUR/CHF/USD with three decimal places respectively. The minimum price change is GBp 0.01 and EUR/CHF/USD 0.001, equivalent to a value of GBp 10 and EUR/CHF/USD 1 per contract respectively. years The five nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time. 85

44 Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each December maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET. Trading hours 08:30 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Single Stock Dividend : Block Trades Daily settlement price The daily settlement price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades have been transacted within this period. Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:30 19:00 CET Dividend For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day at 12:00 CET, corresponding to the dividend for the respective company s business year. The final settlement price is determined to four decimal places. Corporate actions Corporate actions are treated in the same manner like Eurex Single Stock in the adjustment of contract sizes and issuing of new contract series where necessary

45 Equity Index Dividend standards EURO STOXX 50 Index Dividend EURO STOXX Select Dividend 30 Index Dividend EURO STOXX Sector Index Dividend STOXX Europe 600 Sector Index Dividend DAX Price Index Dividend DivDAX Dividend SMI Dividend Product ID FEXD FD3D FEBD, FEID, FEED, FETD, FEUD FSBD, FSID, FSED, FSTD, FSUD FDXD FDVD FSMD EURO STOXX 50 DVP EURO STOXX Select Dividend 30 DVP EURO STOXX Sector Index DVP STOXX Europe 600 Sector Index DVP DAX Dividend Points Index DivDAX Dividend Points Index SMI Dividend Points Index Settlement Cash settlement, payable on the first exchange day following the final settlement day. values, price quotation and minimum price change EURO STOXX 50 Index Dividend EURO STOXX Select Dividend 30 Index Dividend EURO STOXX Sector Index Dividend STOXX Europe 600 Sector Index Dividend DAX Price Index Dividend DivDAX Dividend SMI Dividend * Per index point of the underlying value* EUR 100 EUR 100 EUR 500 EUR 500 EUR 100 EUR 1,000 CHF 100 Minimum Price Change Points Value EUR months Standard: The five nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time. FEXD: The ten nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time. EUR 10 EUR 5 EUR 5 EUR 10 EUR 10 CHF 10 Dividend 88 89

46 Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each December maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the ma turing futures on the last trading day is at 12:00 CET, for SMI Dividend at 09:00 CET. Daily settlement price The daily settlement price is derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades have been transacted within this period. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day at 12:00 CET based on the final value of the underlying index for the relevant contract period. Determining is the cumulative total of the relevant gross dividends of the individual constituents of the underlying index. STOXX Ltd., Deutsche Börse AG as well as SIX Swiss Exchange shall thereby define, according to their regulations, which dividends are to be included in the calculation of the index. Furthermore, the index provider shall define the amount of the dividend to be considered, the point of consideration of the dividend payment and the conversion of the dividends in index points. Trading hours EURO STOXX 50 Index Dividend EURO STOXX /STOXX Europe 600 Sector Index Dividend EURO STOXX Select Dividend 30 Index Dividend DAX Price Index Dividend DivDAX Dividend SMI Dividend Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Equity Index Dividend : Block Trades Vola Trades (FEXD) Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours EURO STOXX 50 Index Dividend EURO STOXX Select Dividend 30 Index Dividend EURO STOXX /STOXX Europe 600 Sector Index Dividend DAX Price Index Dividend DivDAX Dividend SMI Dividend EURO STOXX 50 Index Dividend are available for trading in the U.S. Trading hours 08:30 22:00 CET 08:30 17:30 CET 08:30 18:30 CET 08:30 17:27 CET Time 08:30 22:00 CET 08:30 19:00 CET Dividend 90 91

47 EURO STOXX 50 Index Dividend Options Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each December expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the last trading day is at 12:00 CET. Options on standard EURO STOXX 50 DVP Product ID OEXD Currency EUR value EUR 100 per index dividend point of the under lying. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Settlement is carried out with regard to the underlying index. The options expire directly into a cash position. Price quotation and minimum price change The price quotation is in points, with two decimal places. The minimum price change is 0.01 points, equivalent to a value of EUR 1 per contract. months Up to 119 months: The ten nearest successive annual contracts of the December cycle (from the first exchange day after the last trading day of the calendar year up to the final settlement day of the following calendar year) are available for trading at any time. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for EURO STOXX 50 Index Dividend Options are determined through the Black/Scholes 76 model. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day at 12:00 CET based on the final value of the underlying index for the relevant contract period. Determining is the cumulative total of the relevant gross dividends of the individual constituents of the underlying index. STOXX Ltd., Deutsche Börse AG as well as SIX Swiss Exchange shall thereby define, according to their regulations, which dividends are to be included in the calculation of the index. Furthermore, the index provider shall define the amount of the dividend to be considered, the point of consideration of the dividend payment and the conversion of the dividends in index points. Dividend 92 93

48 Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET). Volatility Exercise prices EURO STOXX 50 Index Dividend Options have execution prices with intervals in the amount of not less than one point. Option series with a term of up to 59 months may have exercise prices of five points or of ten points for option series with a term of more than 59 months. Option premium The premium is payable in full in EUR on the exchange day following the day of the trade. Trading hours 08:30 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Options on Equity Index Dividend : Block Trades Vola Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:30 19:00 CET 94

49 VSTOXX Volatility Product ID FVS VSTOXX value EUR 100 per index point of the underlying. Currency EUR Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in index points with two decimal places. The minimum price change is 0.05 index points, equivalent to a value of EUR 5. Daily settlement price The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades are transacted within this period. For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET. Volatility months Up to 8 months: The eight nearest successive calendar months. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is 30 calendar days prior to the expiration day of the underlying options (i.e. 30 days prior to the third Friday of the expiration month of the underlying options, if this is an ex - change day). This is usually the Wednesday prior to the second last Friday of the respective maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET. Trading hours 08:50 22:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for volatility futures: Block Trades Vola Trades EFPI Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services

50 Service hours 09:00 22:00 CET VSTOXX are available for trading in the U.S. Options on VSTOXX Product ID Currency Options on VSTOXX OVS2 VSTOXX EUR value EUR 100 per volatility index point. Settlement Physical delivery of the underlying. The underlying is maturing on the same exchange day and will be settled in cash. Price quotation and minimum price change The price quotation is in index points with two decimal places. The minimum price change is 0.05 index points, equivalent to a value of EUR 5. Volatility months Up to 8 months: The eight nearest successive calendar months. 98 Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is 30 calendar days before the expiration day of the underlying options (i.e. 30 days before the third Fridaynof the expiration month of the underlying options, if this is an exchange day). This is usually the Wednesday before the second last Friday of the respective expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET. 99

51 Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for Options on VSTOXX are determined through the Black/Scholes 76 model. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the average of the VSTOXX index values on the last trading day between 11:30 and 12:00 CET. on a mark-to-market valuation of the position on each exchange day. The valuation is made on the day on which the transaction is entered into on the basis of the difference between the option price and the daily settlement price, and thereafter on the basis of the difference between the daily settlement prices of the current exchange day and the preceding exchange day. The daily settlement may also result in an interim debit of the writer. Upon exercise and assignment of the option, as well as upon its expiration, a final premium payment shall be made in an amount equivalent to the daily settlement price of the options contract on the exercise day or the expiration day, as the case may be. Exercise American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:30 CET) on any exchange day during the lifetime of the option. Exercise prices All option series have exercise prices with price gradations in the amount of not less than one point. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Trading hours 08:50 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Options on VSTOXX : Volatility Number of exercise prices Upon the admission of a contract, at least fifteen exercise prices shall be made available for each term for each call and put, such that seven exercise prices are in-the-money, one is at-the-money and seven are out-of-the-money. -style premium The premium payment is not made through a onetime payment after the purchase of the option; instead it is part of the daily settlement process during the duration of the option position based Block Trades Vola Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 22:00 CET Options on VSTOXX are available for trading in the U.S

52 Variance Upon matching notional Vega is converted into Variance contracts and rounded to the nearest integer, at least to one futures. The volatility is converted into Variance prices as well. EURO STOXX 50 Variance Product ID EVAR The future average price fluctuation (variance) of the EURO STOXX 50 Index. value EUR 1 per Variance point. Currency EUR Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price calculation and minimum price change The futures price is calculated in Variance points with four decimal places. The minimum price change is points, equivalent to a value of EUR Trading and order maintenance Variance are traded on-exchange in terms of notional Vega at volatility. Transactions via the Block Trade Service are entered in Variance contracts at final Variance prices. The minimum order size is 1 notional Vega, the minimum price change is 0.05 percentage points in volatility. The formulas for the conversions from notional Vega to Variance contracts and from volatility to Variance prices can be found in the contract specifications on > Resources > Rules & Regulations. months Up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle, and the two following semiannual months of the June and December cycle thereafter. Last trading day and final settlement day Last trading day is the exchange day preceding the final settlement day. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:30 CET. There is no trading on the final settlement day of each maturity month. Daily settlement price The daily settlement price is determined through the conversion of volatility into the Variance price according to different formulas. Further details are available in the clearing conditions on > Resources > Rules & Regulations. Volatility

53 Final settlement price The final settlement price is established by Eurex on the final settlement day. The final realized variance is based on the average of the EURO STOXX 50 Index calculations between 11:50 CET and 12:00 CET. Exchange Traded Products Trading hours 09:00 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for EURO STOXX 50 Variance : Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 21:00 CET EURO STOXX 50 Variance are available for trading in the U.S. 104

54 Equity Index ETF standards ishares EURO STOXX 50 UCITS ETF ishares DAX UCITS ETF (DE) ishares SMI (CH) Product ID EUNF EXSF XMTF size 100 index fund shares of the underlying. Settlement Physical delivery of 100 index fund shares two exchange days (for ishares SMI (CH) three exchange days) after the last trading day. Minimum price change EUR 0.01 or CHF ishares EURO STOXX 50 UCITS ETF ishares DAX UCITS ETF (DE) Shares SMI (CH) Currency EUR EUR CHF months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Last trading day The third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:30 CET, for ishares SMI (CH) at 17:20 CET. Daily settlement price The daily settlement prices for ETF futures are derived from the closing price of the underlying determined during the closing auction plus the respective cost of carry. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Tender Price The Tender Price is established by Eurex based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day. If such a price cannot be determined, the volumeweighted average of the three last traded prices within the electronic trading system of the domestic cash market for the respective underlying will be consulted. Trading hours ishares EURO STOXX 50 UCITS ETF ishares DAX UCITS ETF (DE) ishares SMI (CH) Trading hours 08:51 17:30 CET 08:51 17:30 CET 08:51 17:20 CET Exchange Traded Products

55 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Equity Index ETF : Block Trades Flexible Equity Index and Fixed Income ETF Options Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:05 20:00 CET standards db x-trackers MSCI Emerging Markets TRN Options Product ID DBX1 db x-trackers MSCI Emerging Markets TRN ETF Currency EUR db x-trackers MSCI World TRN Options DBXW db x-trackers MSCI World TRN ETF EUR db x-trackers MSCI Europe TRN Options DBXA db x-trackers MSCI Europe TRN ETF EUR ishares DAX (DE) Options EXS1 ishares DAX (DE) ETF EUR ishares EURO STOXX 50 Options ishares EURO STOXX Banks UCITS (DE) Options EUN2 EXX1 ishares EURO STOXX 50 ETF ishares EURO STOXX Banks UCITS (DE) ETF EUR EUR Exchange Traded Products ishares SMI (CH) Options XMT ishares SMI (CH) ETF CHF ishares STOXX Europe 600 UCITS (DE) Options EXSA ishares STOXX Europe 600 UCITS (DE) ETF EUR ishares MSCI Europe UCITS Options IQQY ishares MSCI Europe UCITS ETF EUR ishares MSCI Emerging Markets UCITS Options IDEM ishares MSCI Emerging Markets UCITS ETF USD ishares Core MSCI World UCITS Options IWDA ishares Core MSCI World UCITS ETF USD ishares Core S&P 500 UCITS Options CSPX ishares Core S&P 500 UCITS ETF USD ishares Core FTSE 100 UCITS Options ISF ishares Core FTSE 100 UCITS ETF GBP

56 ishares USD High Yield Corporate Bond UCITS Options ishares J.P. Morgan USD Emerging Market Bond UCITS Options ishares USD Corporate Bond UCITS Options Product ID OHYU OEMB OQDE ishares USD High Yield Corporate Bond UCITS ETF ishares J.P. Morgan USD Emerging Market Bond UCITS ETF ishares USD Corporate Bond UCITS ETF size 100 (ISF: 1,000) index fund shares of the underlying. Settlement Physical delivery of 100 (ISF: 1,000) index fund shares two exchange days after the last trading day. Minimum price change EUR 0.01, CHF 0.01, USD 0.01 or GBX Currency USD USD USD months Standard up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter. Last trading day The third Friday of each expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series (OHYU, OEMB, OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for all other option series at 17:20 CET. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for ETF options are determined through the binomial model according to Cox/Ross/Rubinstein. If necessary, dividend expectations, current interest rates or other payments are taken into consideration. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Exercise American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option. Options on db x-trackers ETFs can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET). Exchange Traded Products OHYU, OEMB, OQDE up to 12 months: The three nearest successive calendar months and the three following quarterly months of the March, June, September and December cycle thereafter. The reference price for options on db x-trackers ETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to two decimal places. Since this price is not published before the respective next exchange day, the final settlement day for options on db x-trackers ETFs

57 Exercise prices in EUR Up to > 400 will be the exchange day immediately following the last trading day; this is typically the Monday following the third Friday of the expiration month. Exercise prices db x-trackers Exercise price intervals in EUR for contract months with a remaining lifetime of < 3 months Exercise prices ishares ishares DAX (DE) Options ishares EURO STOXX 50 Options ishares EURO STOXX Banks UCITS (DE) Options ishares SMI (CH) Options ishares STOXX Europe 600 UCITS (DE) Options ishares MSCI Europe UCITS Options 4 12 months months Exercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of < 3 months months months ishares MSCI Emerging Markets UCITS Options ishares Core MSCI World UCITS Options ishares Core S&P 500 UCITS Options ishares Core FTSE 100 UCITS Options ishares USD High Yield Corporate Bond UCITS Options ishares J.P. Morgan USD Emerging Market Bond UCITS Options ishares USD Corporate Bond UCITS Options Number of exercise prices Upon the admission of a contract, at least seven exercise prices shall be made available for each term for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money. Option premium The premium is payable in full in the currency of the respective contract on the exchange day following the day of the trade. Trading hours Standard IWDA, IDEM, ISF, CSPX, XMT Exercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of < 3 months months Trading hours 08:51 17:30 CET 08:51 17:20 CET months Exchange Traded Products

58 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for EquityIndex and fixed Income ETF options: ETC Multilateral Trade Registration Block Trades Flexible Options standards Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Contrakt ETFS Physical Gold Product ID FPHA ETFS Physical Gold ETC Currency USD Service hours ETFS Crude Oil FCRU ETFS Crude Oil ETC USD Standard IWDA, IDEM, ISF, CSPX, XMT Trading hours 08:51 17:30 CET 08:51 17:20 CET size 100 ETC securities Settlement Physical delivery of the respective ETC securities four exchange days after the last trading day. Minimum price change The minimum price change is USD 0.01 per security, equivalent to a value of USD 1. Exchange Traded Products months Up to 36 Months: The three nearest successive calendar months and the eleven following quarterly months of the March, June, September and December cycle thereafter. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding

59 that day. Close of trading in the maturing ETC futures on the last trading day is at 17:30 CET. Daily settlement price The daily settlement price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades have been transacted within this period. Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 19:00 CET For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the closing auction at London Stock Exchange at 17:30 CET. Exchange Traded Products Trading hours 09:00 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for ETC : Block Trades Flexible

60 ETC Options otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the last trading day is at 17:30 CET. ETFS Physical Gold Options ETFS Crude Oil Options standards Product ID OPHA OCRU ETFS Physical Gold ETC ETFS Crude Oil ETC Currency USD USD Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for ETC options are determined trough the binomial model according to Cox/Ross/Rubinstein. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. size 100 ETC securities Settlement Physical delivery of the respective ETC securities four exchange days after the last trading day. Minimum price change The minimum price change is USD 0.01 per security, equivalent to a value of USD 1. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the closing auction at London Stock Exchange at 17:30 CET. Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until 20:00 CET. Exercise prices Exchange Traded Products months Up to 60 Months: The three nearest successive calendar months, the eleven following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter. ETFS Physical Gold Options ETFS Crude Oil Options Exercise price intervals in USD for expiration months with a remaining lifetime of < 36 months > 36 months Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each expiration month if this is an exchange day;

61 Number of exercise prices Upon the admission of the options, at least 15 exercise prices shall be made available for each due date with a term of up to 60 months for each call and put, such that seven exercise prices are in-the-money, one is at-the-money and seven are out-of-the-money. Option premium The premium is payable in full in USD on the exchange day following the day of the trade. Trading hours 09:00 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for ETC Options: Xetra-Gold standards Xetra-Gold Product ID FXGL size 1,000 grams (1 kilogram) gold Xetra-Gold ETC (issued by Deutsche Börse Commodities GmbH, which entitles the bearer of the bond to claim delivery of 1 gram of Gold) Currency EUR Block Trades Flexible Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 19:00 CET Settlement Physical delivery of Xetra-Gold bonds two exchange days after the last trading day. Price quotation and minimum price change The price quotation is in EUR with two decimal places. The minimum price change is EUR 0.01, equivalent to a value of EUR 10. months Up to 36 months: The three nearest successive calendar months and the eleven following quarterly months of the March, June, September and December cycle thereafter. Exchange Traded Products

62 Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 17:30 CET. Daily settlement price The daily settlement price is established by Eurex following the Xetra closing auction. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the Xetra closing auction at 17:30 CET. Trading hours 09:00 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Xetra-Gold : Block Trades Flexible Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 19:00 CET Xetra-Gold Options standards Xetra-Gold Options Product ID OXGL size 1,000 grams (1 kilogram) gold Xetra-Gold ETC (issued by Deutsche Börse Commodities GmbH, which entitles the bearer of the bond to claim delivery of 1 gram of Gold) Settlement Physical delivery of Xetra-Gold bonds two exchange days after the last trading day. Price quotation and minimum price change The price quotation is in EUR with two decimal places. The minimum price change is EUR 0.01, equivalent to a value of EUR 10. months Up to 60 months: The three nearest successive calendar months, the eleven following quarterly months of the March, June, September and December cycle thereafter, and the four following semi-annual months of the June and December cycle thereafter. Currency EUR Exchange Traded Products

63 Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the last trading day is at 17:30 CET. Daily settlement price The daily settlement price is established by Eurex following the Xetra closing auction. Final settlement price The final settlement price is established by Eurex on the final settlement day, based on the Xetra closing auction at 17:30 CET. Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until 20:00 CET. Exercise prices Option premium The premium is payable in full in EUR on the exchange day following the day of the trade. Trading hours 09:00 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Xetra-Gold Options: Multilateral Trade Registration Block Trades Flexible Options Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 19:00 CET Exchange Traded Products Xetra-Gold Options Exercise price intervals in EUR for expiration months with a remaining lifetime of < 36 months > 36 months Number of exercise prices Upon the admission of the options, at least 15 exercise prices shall be made available for each due date with a term of up to 60 months for each call and put, such that seven exercise prices are in-the-money, one is at-the-money and seven are out-of-the-money

64 Commodity Bloomberg Commodity Index SM standards Bloomberg Commodity Bloomberg Agriculture Bloomberg ex-agriculture Bloomberg ex-agriculture & Livestock Bloomberg Energy Bloomberg ex-energy Bloomberg Grains Bloomberg ex-grains Bloomberg Industrial Metals Bloomberg ex-industrial Metals Bloomberg Livestock Bloomberg ex-livestock Bloomberg Petroleum Product ID FCCO FCAG FCXA FCXB FCEN FCXE FCGR FCXR FCIN FCXI FCLI FCXL FCPE Bloomberg Commodity Index SM Bloomberg Agriculture Subindex SM Bloomberg ex-agriculture Subindex SM Bloomberg ex-agriculture & Livestock Subindex SM Bloomberg Energy Subindex SM Bloomberg ex-energy Subindex SM Bloomberg Grains Subindex SM Bloomberg ex-grains Subindex SM Bloomberg Industrial Metals Subindex SM Bloomberg ex-industrial Metals Subindex SM Bloomberg Livestock Subindex SM Bloomberg ex-livestock Subindex SM Bloomberg Petroleum Subindex SM Cur - rency USD USD USD USD USD USD USD USD USD USD USD USD USD Commodity 127

65 Bloomberg ex-petroleum Bloomberg Precious Metals Bloomberg ex-precious Metals Bloomberg Softs Bloomberg ex-softs Product ID FCXT FCPR FCXP FCSO FCXS Bloomberg ex-petroleum Subindex SM Bloomberg Precious Metals Subindex SM Bloomberg ex-precious Metals Subindex SM Bloomberg Softs Subindex SM Bloomberg ex-softs Subindex SM The Bloomberg Commodity Index SM measures the performance of 22 different commodities in total. The calculation of the index is based on the prices of commodity futures at different exchanges. Furthermore there are subindexes and indexes where certain commodities are excluded (ex-indexes). The futures contracts refer to the excess return versions of the respective Bloomberg commodity indexes. value USD 250 per index point of the underlying. Cur - rency USD USD USD USD USD Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in points with two decimal places. The minimum price change is 0.01 points, equivalent to a value of USD months Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter. Last trading day and final settlement day Last trading day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Final settlement day is five exchange days following the last trading day, if this day is still within the same calendar month; otherwise the last exchange day in the calendar month, in which the contract expires. Close of trading in the maturing futures on the last trading day is at 18:00 CET. Daily settlement price The daily settlement price is determined based on the average bid/ask spread of the combination order book before the reference point (17:30 CET) in time. Final settlement price The final settlement price is established by Eurex on the last trading day. The final settlement price is based on the closing price of the respective index on that day, provided no futures represented in the index is suspended at that time. The final settlement price is fixed with three decimal places. Trading hours 09:00 18:00 CET Commodity

66 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Bloomberg Commodity Index SM : Block Trades Flexible Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 09:00 21:30 CET Bloomberg Commodity Index SM Options standards Bloomberg Commodity Options Product ID OCCO Bloomberg Commodity Index SM The Bloomberg Commodity Index SM measures the performance of 22 different commodities in total. The calculation of the index is based on the prices of commodity futures at different exchanges. Furthermore there are subindexes and indexes where certain commodities are excluded (ex-indexes). The options refer to the excess return version of the Bloomberg Commodity Index SM. Currency USD value USD 250 per index point of the underlying. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Commodity Price quotation and minimum price change The price quotation is in points with two decimal places. The minimum price change is 0.01 points, equivalent to a value of USD

67 months Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter. Last trading day and final settlement day Last trading day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Final settlement day is five exchange days following the last trading day, if this day is still within the same calendar month; otherwise the last exchange day in the calendar month, in which the contract expires. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for commodity index options are determined through the Black/Scholes 76 model. The underlying reference price is the daily settlement price of the Eurex futures contract based on the index. Final settlement price The final settlement price is established by Eurex on the last trading day. The final settlement price is based on the closing price of the respective index on that day, provided no futures represented in the index is suspended at that time. The final settlement price is fixed with three decimal places. Exercise European-style; an option can only be exercised on the final settlement day of the respective option series until 20:30 CET. Exercise prices Bloomberg Commodity Options Number of exercise prices Upon the admission of the options, at least nine exercise prices shall be made available for each due date with a term of up to 60 months for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out-of-the-money. Option premium The premium is payable in full in USD on the exchange day following the day of the trade. Trading hours 09:00 18:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Bloomberg Commodity Index SM Options: Block Trades Vola Trades Exercise price intervals in USD for expiration months with a remaining lifetime of < 12 months > 12 months 5 10 Commodity

68 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Property Service hours 09:00 20:30 CET 134

69 Property value The contracts have a nominal size of GBP 50,000 and a par value of 100. IPD UK Quarterly All Property Index standards Product ID PUKQ IPD UK Quarterly All Property Index Cur - rency GBP Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in percent with two decimal places. The minimum price change is 0.05 points, equivalent to a value of GBP 25. IPD UK Quarterly All Retail Index IPD UK Quarterly All Office Index IPD UK Quarterly All Industrial Index IPD UK Quarterly Shopping Centre Index Calendar Year Returns IPD UK Quarterly Retail Warehouse Index Calendar Year Returns IPD UK Quarterly City Office Index Calendar Year Returns IPD UK Quarterly Westend & Midtown Office Index Calendar Year Returns IPD UK Quarterly South Eastern Industrial Index Calendar Year Returns PARQ PAOQ PAIQ PSOP PREW PCOF PWOF PSEI IPD UK Quarterly All Retail Index IPD UK Quarterly All Office Index IPD UK Quarterly All Industrial Index IPD UK Quarterly Shopping Centre Index Calendar Year Returns IPD UK Quarterly Retail Warehouse Index Calendar Year Returns IPD UK Quarterly City Office Index Calendar Year Returns IPD UK Quarterly Westend & Midtown Office Index Calendar Year Returns IPD UK Quarterly South Eastern Industrial Index Calendar Year Returns GBP GBP GBP GBP GBP GBP GBP GBP years Each contract will be based upon the total return of the respective IPD property index for an indi-vidual calendar year. The five nearest successive annual contracts of the February cycle are available for trading at any time. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the seventh calendar day after the last exchange day in January of the year in which the term of the futures contract expires if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET. Daily settlement price The daily settlement prices for the current matu r ity year are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades have been transacted within this period. Property

70 Final settlement price The final settlement price is established by Eurex on the final settlement day. The final settlement price shall reflect the nominal par value of 100 plus the compound Quarterly Total Returns or minus a loss for the respective index during the calculation period of one calendar year which is subject to being calculated. It is determined in percent; the decimal places are rounded to the next possible interval of 0.005, or 0.01, or multiples thereof. Interest Rate Trading hours 08:30 17:30 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Property : Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:30 18:30 CET Property are available for trading in the U.S. 138

71 Fixed Income standards Notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the Swiss Confederation with remaining terms and a coupon of: Product ID Remaining term Coupon Cur - rency Settlement A delivery obligation arising out of a short position may only be fulfilled by the delivery of certain debt securities issued by the Federal Republic of Germany, the Republic of Italy, the Republic of France, the Kingdom of Spain or the Swiss Confederation with a remaining term on the Delivery Day within the remaining term of the underlying. Settlement of debt securities issued by the Republic of Italy, the Republic of France and the Kingdom of Spain in case of physical delivery will be done via Clearstream Banking Luxemburg. Debt securities issued by the Federal Republic of Germany must have an original term of no longer than 11 years (not for FGBX). Euro-Schatz Euro-Bobl FGBS FGBM Years 1.75 to to 5.5 Percent 6 6 EUR EUR Debt securities issued by the Republic of Italy must have an original term of no longer than 16 years (not for FBTS). Euro-Bund Euro-Buxl Short-Term Euro- BTP FGBL FGBX FBTS 8.5 to to to EUR EUR EUR Debt securities issued by the Republic of France must have an original term of no longer than 17 years. Mid-Term Euro- BTP Long-Term Euro- BTP FBTM FBTP 4.5 to to EUR EUR Debt securities issued by the Kingdom of Spain must have an original term of no longer than 20 years (as of September 2018: 15 years). 140 Mid-Term Euro- OAT Euro-OAT Euro-BONO CONF FOAM FOAT FBON CONF 4.5 to to to to 13.0 values EUR 100,000 or CHF 100, EUR EUR EUR CHF In the case of callable bonds issued by the Swiss Confederation, the first and the last call dates must be between eight and 13 years. Debt securities must have a minimum issue amount of EUR 5 billion, such issued by the Republic of Italy and the Kingdom of Spain no later than ten exchange days prior to the last trading day of the current maturity month, otherwise, they shall not be deliverable until the delivery day of the current maturity month. Interest Rate 141

72 Debt securities issued by the Swiss Confederation must have a minimum issue amount of CHF 500 million. Price quotation and minimum price change The price quotation is in percent of the par value. Euro-Schatz Euro-Bobl Euro-Bund Euro-Buxl Short-Term Euro-BTP Mid-Term Euro-BTP Long-Term Euro-BTP Mid-Term Euro-OAT Euro-OAT Euro-BONO CONF Minimum price change Percent Value EUR EUR 10 EUR 10 EUR 20 EUR 10 EUR 10 EUR 10 EUR 10 EUR 10 EUR 10 CHF 10 months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Delivery day The tenth calendar day of the respective quarterly month, if this day is an exchange day; otherwise, the exchange day immediately succeeding that day. Notification Clearing members with open short positions must notify Eurex on the last trading day of the maturing futures which debt instrument they will deliver. Such notification must be given by the end of the Post-Trading Full Period. Last trading day Two exchange days prior to the delivery day of the relevant maturity month. Close of trading in the maturing futures on the last trading day is at 12:30 CET. Daily settlement price The daily settlement prices for the current matur ity month of CONF are determined during the closing auction of the respective futures contract. For all other fixed income futures, the daily settlement price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades have been transacted within this period. For the remaining maturity months the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Interest Rate

73 Final settlement price The final settlement price is established by Eurex on the final settlement day at 12:30 CET, based on the volume-weighted average price of all trades during the final minute of trading provided that more than ten trades occurred during this minute; otherwise the volume-weighted average price of the last ten trades of the day, provided that these are not older than 30 minutes. If such a price cannot be determined, or does not reasonably reflect the prevailing market conditions, Eurex will establish the final settlement price. Service hours Standard Euro-BTP /Euro-OAT / Euro-BONO CONF Fixed Income are available for trading in the U.S. Trading hours 08:00 22:00 CET 08:00 19:00 CET 08:30 17:00 CET Trading hours Standard Euro-BTP /Euro-OAT / Euro-BONO CONF Trading hours 08:00 22:00 CET 08:00 19:00 CET 08:30 17:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Fixed Income : Block Trades Vola Trades EFP Trades EFS Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Interest Rate

74 Options on Euro-Schatz Euro-Bobl Euro-Bund Euro-OAT Euro-BTP Options on Fixed Income standards on notional short-, medium- or longterm debt instruments issued by the Federal Republic of Germany, the French Republic and the Republic of Italy respectively with remaining terms and a coupon of: Product ID OGBS OGBM OGBL OOAT OBTP Euro-Schatz Euro-Bobl Euro-Bund Euro-OAT Euro-BTP Remaining term of the underlying years 1.75 to to to to to 11.0 size One fixed income futures contract. Coupon Percent 6 Settlement The exercise of an option on fixed income futures results in the creation of a corresponding position in the fixed income futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price Price quotation and minimum price change The price quotation is in points. Options on Euro-Schatz Euro-Bobl Euro-Bund Euro-OAT Euro-BTP Minimum price change Points Value EUR EUR EUR 10 EUR 10 EUR 10 months Up to 6 months: The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter. Calendar months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option. Quarterly months: The maturity month of the underlying futures contract and the expiration month of the option are identical. Last trading day Last trading day is the last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month. Unless at least two exchange days lie between the last Friday of amonth and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. An exchange day within the meaning of this Interest Rate

75 exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S. Close of trading in all option series on the last trading day is at 17:15 CET. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for options on fixed income futures are determined through the binomial model according to Cox/Ross/Rubinstein. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Exercise American-style; an option can be exercised until the end of the Post-Trading Full Period at 18:30 CET on any exchange day during the lifetime of the option. Option premium The premium is settled using the futures-style method. Trading hours 08:00 17:15 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Options on Fixed Income : Multilateral Trade Registration Block Trades Flexible Options Vola Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 18:00 CET Exercise prices Options on Euro-Schatz Euro-Bobl Euro-Bund Euro-OAT Euro-BTP Exercise intervals Points Options on Fixed Income are available for trading in the U.S. 148 Number of exercise prices Upon the admission of the options, at least nine exercise prices shall be made available for each term for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out-of-the-money. Interest Rate 149

76 Weekly Options on Euro-Bund This section only lists the differences with respect to the regular contract specifications for Options on Euro-Bund. 1st Friday Weekly Options on Euro-Bund 2nd Friday Weekly Options on Euro-Bund 3rd Friday Weekly Options on Euro-Bund 4th Friday Weekly Options on Euro-Bund 5th Friday Weekly Options on Euro-Bund Product ID OGB1 OGB2 OGB3 OGB4 OGB5 on Interest Rate Swaps standards Interest rate swaps denominated in euro with terms of 2, 5, 10 and 30 years and various fixed rate arrangements. 2-year Euro-Swap 5-year Euro-Swap 10-year Euro-Swap 30-year Euro-Swap Product ID FSWS FSWM FSWL FSWX Currency EUR EUR EUR EUR 150 months Up to 5 weeks: The five next weeks for the first, second, third, fourth and fifth week of the following maturity month with a Weekly Options expiration. On expiration days with an expiration of the standard monthly options series (OGBL), no Weekly Option will be available. Weekly Options with an expiration date between Christmas and New Year s Eve are not available for trading. Last trading day Last trading day is the Friday of the expiration week, if this is an exchange day; otherwise the exchange day immediately preceding that day. If the immediately preceding exchange day is not in the same calendar month as the Friday of the expiration week, the last trading day will be the exchange day immediately following the Friday of the expiration week. Fixed rate arrangement month Mar 2018 Jun 2018 Sep 2018 value EUR 100,000 FSWS 0.00% 0.00% 0.00% FSWM 0.25% 0.50% 0.50% FSWL 1.00% 1.00% 1.00% Settlement After close of trading, buyer and seller of an Euro-Swap contract are obliged to conclude an interest rate swap with Eurex Clearing AG defined according to the underlying on delivery day. Thereby, as fixed rate payer, the seller of an Euro-Swap contract is obliged to deliver. As fixed rate receiver, the buyer of an Euro-Swap contract is obliged to accept the delivery. FSWX 1.50% 1.75% 1,50% Interest Rate 151

77 Price quotation and minimum price change The price quotation is determined in percent of the nominal value: [100% +(market value of the deliverable interest rate swap / nominal value)] year Euro-Swap 5-year Euro-Swap 10-year Euro-Swap 30-year Euro-Swap Minimum price change Percent Value EUR EUR EUR EUR 20 months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Delivery day Delivery day is the exchange day immediately preceding the third Wednesday of the respective delivery month, if this is an exchange day; otherwise, the exchange day immediately succeeding that day. Last trading day Last trading day is the exchange day immediately preceding the delivery day. Close of trading in the maturing futures on the last trading day is at 12:15 CET. Daily settlement price The daily settlement price for the current maturity month is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades have been transacted within this period. Further details are available in the clearing conditions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day at 12:15 CET, based on the volume-weighted average price of all trades during the final minute of trading provided that more than ten trades occurred during this minute; otherwise the volume-weighted based average price of the last ten trades of the day, provided that the trades are not older than 30 minutes. If such a price cannot be determined, or does not reasonably reflect the prevailing market conditions, Eurex will establish the final settlement price. Trading hours 08:30 19:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for on Interest Rate Swaps: Block Trades EFP Trades EFS Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:30 19:00 CET Interest Rate

78 Corporate Bond Index EURO STOXX 50 Corporate Bond Index Product ID FCBI Currency EUR standard EURO STOXX 50 Corporate Bond Index (price index), including corporate bonds from the constituents of the EURO STOXX 50 Index at the time of rebalancing. value EUR 1,000 per index point of the underlying. Last trading day and final settlement day Last trading day is the third Friday of each maturity month if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 19:00 CET. Final settlement day is the exchange day following the last trading day. Daily settlement price The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades are transacted within this period. For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in index points with two decimal places. The minimum price change is 0.01 index points, equivalent to a value of EUR 10. Further details are available in the clearing conditions on > Ressources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day of the contract and is based on the closing price of the index on the last trading day. months Up to 9 months: The three nearest quarterly months of the March, June, September and December cycle. Trading hours 07:50 19:00 CET Interest Rate

79 Eurex T7 Entry Services The following Eurex T7 Entry Services are available for EURO STOXX 50 Corporate Bond Index : LDX IRS Constant Maturity Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 19:00 CET A LDX IRS Constant Maturity (GDI IRS CMF) is a futures contract on a specific interest rate index, the Global Indices Limited Interest Rate Swap Constant Maturity Index (GDI IRS CMI), denominated in euro. Each GDI IRS CMI replicates a different point on the interest rate swap curve varying from two to 30 years. As this is a constant maturity index, each index will track a fixed point on the interest rate swap curve. Consequently, each futures contract always has the same fixed underlying tenor, ranging from two to 30 years inclusive so that 29 contracts are tradable on Eurex Exchange. The GDI IRS CMI is published by GDI in realtime throughout the exchange day. It is used as the underlying index for LDX IRS CMF. GDI IRS CMI is an index of the Interest Rate Swap curve in the respective currency. Constant Maturity refers to the fact that the index has a constant time to expiration, therefore tomorrow s ten year EUR IRS CMI will be based on tomorrow s ten year EUR IRS price. Given that the EUR IRS price varies from day to day due to EURIBOR resets and market sentiment, the GDI IRS CMI tracks the change. It is published for all annual tenors from two years to 30 years. Interest Rate

80 Price quotation of LDX IRS CMF An amount representing the sum of the notional value and the present value of all future cash flows of the fixed leg in an equivalent notional value interest rate swap with a maturity matching the tenor of the respective future contract. The present value amount of the fixed leg is derived from the interest rate traded with each resulting payments being discounted using the discount factors calculated and published by GDI for the respective tenor to the payment. The price quotation is in EUR with two decimal places. The minimum price change is EUR Tenors of LDX IRS CMF 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29 and 30 years Notional value For LDX IRS CMF with underlying GDI IRS CMI tenors of two and three years: EUR 200,000 Daily settlement price The daily settlement price is determined by Eurex on each trading day. Further details are available in the clearing conditions on > Resources > Rules & Regulations. Trading hours 07:30 18:15 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for LDX IRS Constant Maturity : Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 07:30 18:15 CET For LDX IRS CMF with underlying GDI IRS CMI tenors from four to eight years: EUR 100,000 LDX IRS Constant Maturity are available for trading in the U.S. For LDX IRS CMF with underlying GDI IRS CMI tenors from nine to 30 years: EUR 50,000 Final settlement, last trading day and delivery day LDX IRS CMF can be traded on each exchange day. The contracts have no expiration and hence no final settlement date or price and no last trading or delivery day. Interest Rate

81 EONIA (FEO1) standards Average rate of the effective overnight reference rate for the euro (EONIA Euro Over Night Index Average) over a period of time determined by the Eurex Exchanges taking into account the compounded interest effect. value EUR 1 million. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in percent, with three decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is points; the tick value is EUR months The current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum. Further details are available in the contract specifications on > Resources > Rules & Regulations. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the last exchange day of the relevant period of time determined by the Eurex Exchanges, provided that on that day the daily effective overnight reference rate for the euro is calculated by the European Money Markets Institute (EMMI); otherwise, the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 18:00 CET. Daily settlement price The daily settlement price for the current maturity month of EONIA is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades have been transacted within this period. For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day after 19:00 CET; based on the compounded average of the effective overnight reference rate for the euro as calculated by the European Central Bank over the accrual period of the futures contract. Interest Rate

82 Trading hours 08:00 18:00 CET Matching of trades (pro rata matching) Orders and quotes are matched according to the principle of pro rata matching, which is exclusively based on the principle of price priority. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for EONIA : Block Trades EFP Trades EFS Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 18:00 CET EONIA are available for trading in the U.S. Three-Month EURIBOR (FEU3) standards European Interbank Offered Rate (EURIBOR) for threemonth euro term deposits. value EUR 1 million. Settlement Cash settlement, payable on the first exchange day following the final settlement day. Price quotation and minimum price change The price quotation is in percent, with four decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is points, equivalent to a value of EUR The minimum price change for the different instrument types of the contract is: Instrument type Outright contracts Standardized futures strategies (- Calendar Spreads, Butterflies, Condors) Standardized futures strip strategies (Packs & Bundles) Non-standardized futures strip strategies (Strips) Minimum price change Interest Rate

83 months Up to 72 months: The 6 nearest successive calendar months and the 22 following quarterly months of the March, June, September and December cycle. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is two exchange days prior to the third Wednesday of the respective maturity month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preced ing that day. Close of trading in the maturing futures on the last trading day is at 11:00 CET. Daily settlement price The daily settlement price for the current maturity month of Three-Month EURIBOR is derived from the volume-weighted average of the prices of all transactions during the minute before 17:15 CET (reference point), provided that more than five trades have been transacted within this period. Final settlement price The final settlement price is established by Eurex on the final settlement day at 11:00 CET; based on the reference interest rate (EURIBOR) for three-month euro term deposits as determined by the European Money Markets Institute. To fix the final settlement price, the EURIBOR rate is rounded to three decimal places and then subtracted from 100. Trading hours 08:00 19:00 CET Matching of trades (pro rata matching) Orders and quotes are matched according to the principle of pro rata matching, which is exclusively based on the principle of price priority. Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Three-Month EURIBOR : Block Trades Vola Trades EFP Trades EFS Trades For the remaining maturity months, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 19:00 CET Three-Month EURIBOR are available for trading in the U.S. Interest Rate

84 EUR Secured Funding (FLIC) standards STOXX GC Pooling EUR Deferred Funding Rate value EUR 1 million. Settlement Cash settlement, payable on the first exchange day following the final settlement day. that day. Close of trading in the maturing futures on the last trading day is at 18:00 CET. Daily settlement price The daily settlement price for the current maturity month of EUR Secured Funding is derived from the volume-weighted average of the prices of all transactions during the minute before 18:00 CET (reference point), provided that more than five trades have been transacted within this period. For the remaining maturity periods, the daily settlement price for a contract is determined based on the average bid/ask spread of the combination order book. Price quotation and minimum price change The price quotation is in percent, with three decimal places, expressed as 100 minus the traded rate of interest. The minimum price change is points. months The current and the four following periods of time determined by the Eurex Exchanges are available for trading at a maximum. Further details are available in the contract specifications on > Resources > Rules & Regulations. Last trading day and final settlement day Last trading day is the final settlement day. Final settlement day is the last exchange day of the respective maturity period, provided that on that day STOXX has determined the STOXX GC Pooling EUR Deferred Funding Rate; otherwise, the exchange day immediately preceding Further details are available in the clearing conditions on > Resources > Rules & Regulations. Final settlement price The final settlement price is established by Eurex on the final settlement day at 19:00 CET; based on the compounded average of the effective interest rates on GC Pooling repo transactions as determined by STOXX on a daily basis for the duration of a period of time determined by the Eurex Exchanges. Trading hours 08:00 18:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for EUR Secured Funding : Block Trades EFS Trades EFP Trades Interest Rate

85 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 18:00 CET EUR Secured Funding are available for trading in the U.S. Options on Three-Month EURIBOR (OEU3) standards Three-Month EURIBOR. size One Three-Month EURIBOR contract. Settlement The exercise of an option on the Three-Month EURIBOR contract results in the creation of a corresponding position in the Three-Month EURIBOR for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price. Price quotation and minimum price change The price quotation is in points, with three decimal places. The minimum price change is points, equivalent to a value of EUR months Up to 24 months: The six nearest calendar months as well as the six following quarterly months of the March, June, September and December cycle thereafter. The maturity month of the underlying futures contract and the ex piration month of the option are identical in the expiration months March, June, September and December, in the other expiration months, the maturity month Interest Rate

86 of the underlying futures contract is the cyclic quarterly month following the expiration month of the option. Last trading day Option series expiring with the underlying EURIBOR futures contract (FEU3) in an identical quarterly month of the cycle March, June, September and December: Two exchange days prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring option series on the last trading day is at 11:00 CET. Option series not expiring in quarterly month of the cycle March, June, September and December: Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Exercise American-style; an option can be exercised until the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option and on the last trading day until 11:45 CET for quarterly expiries and 18:00 CET for non-quarterly expiries. Exercise prices The expiration months have exercise prices with intervals of 25 points. Number of exercise prices Upon the admission of the options, at least 25 exercise prices shall be made available for each term for each call and put, such that twelve exercise prices are in-the-money, one is at-themoney and twelve are out-of-the-money. The Friday prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring option series on the last trading day is at 17:15 CET. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for options on Three- Month EURIBOR are determined through the binomial model according to Cox/Ross/ Rubinstein. Option premium The premium is settled using the futures-style method. Trading hours 08:00 19:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for Options on Three-Month EURIBOR : Block Trades Vola Trades Interest Rate

87 Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 19:00 CET One- to Four-Year Mid Curve Options on Three-Month EURIBOR Options on Three-Month EURIBOR are available for trading in the U.S. standards Product ID Currency One- to Four-Year Mid Curve Options on Three-Month EURIBOR OEM1, OEM2, OEM3, OEM4 Three-Month EURIBOR EUR size One Three-Month EURIBOR contract. Settlement The exercise of an One-Year (Two-, Three-, Four-) Mid Curve Option on a Three-Month EURIBOR contract results in the creation of a corresponding position in the Three-Month EURIBOR for the option buyer as well as the seller to whom the exercise is assigned, whereby a Three- Month EURIBOR with a maturity of one (two, three, four) year(s) after expiration of the One-Year (Two-, Three-, Four-) Mid Curve Option on Three-Month EURIBOR will be delivered. Monthly expirations in all Mid Curve Options will be delivered with a Three-Month EURIBOR contract of the following quarterly maturity of the respective year after the expiration of the options contract. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price. Interest Rate

88 Price quotation and minimum price change The price quotation is in points, with three decimal places. The minimum price change is points, equivalent to a value of EUR months Up to 12 months: The six nearest calendar months as well as the two following quarterly months of the March, June, September and December cycle. Last trading day The Friday prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring option series on the last trading day is at 17:15 CET. Daily settlement price The daily settlement price is established by Eurex. The daily settlement prices for One-Year Mid Curve Options on Three-Month EURIBOR are determined trough the binomial model according to Cox/Ross/Rubinstein. Further details are available in the clearing condi tions on > Resources > Rules & Regulations. Exercise prices The expiration months have exercise prices with intervals of 25 points. Number of exercise prices Upon the admission of the options, at least 25 exercise prices shall be made available for each term for each call and put, such that twelve exercise prices are in-the-money, one is at-themoney and twelve are out-of-the-money. Option premium The premium is settled using the futures-style method. Trading hours 08:00 19:00 CET Eurex T7 Entry Services The following Eurex T7 Entry Services are available for One-Year Mid Curve Options on Three-Month EURIBOR : Block Trades Further information about Eurex T7 Entry Services is available on > Trading > Eurex T7 Entry Services. Service hours 08:00 19:00 CET Exercise American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option, and on the last trading day until 18:00 CET. Mid Curve Options on Three-Month EURIBOR are available for trading in the U.S. Interest Rate

89 Eurex Repo Eurex Repo Repo Market General Collateral Baskets German GC Basket EUR-denominated debt securities of the Federal Republic of Germany and the Treuhandanstalt. German 10 Year GC Basket EUR-denominated debt securities of the Federal Republic of Germany and the Treuhandanstalt with a remaining term of up to 10 years. German Jumbo GC Basket EUR-denominated Jumbo-Pfandbriefe of German issuers as well as Asset Covered Securities (ACS) issued by mortgage banks and credit institutions subject to public law. The issuance volume of such Jumbo-Pfandbriefe must be no less than EUR 1,000 million.* German Pfandbrief GC Basket EUR-denominated Pfandbriefe of German issuers. The issuance volume of such Pfandbriefe must account for a minimum amount of EUR 100 million and less than EUR 1,000 million.* * A minimum rating of AA from Standard & Poor s Ratings Services for Senior Unsecured Debt, Aa2 from Moody s Investors Services, Inc. for Long-Term Senior Debt or AA from Fitch, Inc. for International Long-Term Credit is required. In case of differing ratings the lower valuation applies. 177 Eurex Repo

90 German Länder GC Basket EUR-denominated public authorities Germany bonds (e.g. German State Bonds Länderanleihen). A minimum issuing volume of EUR 100 million is required. KfW GC Basket EUR-denominated bonds of Kreditanstalt für Wiederaufbau (a public law institution of the Federal Republic of Germany). A minimum issuing volume of EUR 100 million is required. German Corporate Bond GC Basket EUR-denominated covered and uncovered debt securities of German issuers (non-financial institutions) as well as EUR-denominated uncovered debt securities of German financial institutions. Excluded are debt securities of German issuers, which are included in the German Government Guaranteed GC Basket.** EIB 10 Years Bond GC Basket The EIB 10 Years Bond GC Basket encompasses bonds denominated in Euro and debt securities of the European Investment Bank with a remaining term of up to 10 years.the issuing volume of the bonds shall amount to at least EUR 300 million. European Government GC Basket EUR-denominated debt securities of Austria, Belgium, Finland, France, Ireland, Luxembourg, Netherlands as well as Eurobonds (securities with ISINs beginning with the characters XS). Austrian Government GC Basket EUR-denominated debt securities of the Republic of Austria. Belgian Government GC Basket EUR-denominated debt securities of the Kingdom of Belgium. KfW 10 Years Bond GC Basket The KfW 10 Years Bond GC Basket encompasses bonds denominated in Euro and issued by the Kreditanstalt für Wiederaufbau (a public law institution of the Federal Republic of Germany) with a remaining term of up to 10 years. The issuing volume of the bonds shall amount to at least EUR 300 million. Finnish Government GC Basket EUR-denominated debt securities of the Republic of Finland. French Government GC Basket EUR-denominated debt securities of the French Republic. 178 Agency GC Basket EUR-denominated debt securities of the European Investment Bank (EIB) and the Caisse d Amortissement de la Dette Sociale (CADES) with a minimum issuing volume of EUR 500 million. EIB GC Basket EUR-denominated bonds of the European Investment Bank (EIB). ** The issuing volume of the debt securities shall amount to at least EUR 100 million. In addition, the debt securities shall be rated as follows: at least A for Senior Unsecured Debt by Standard & Poor s Rating Services; at least A3 for Long-Term Senior Debt by Moody s Investor Services, Inc. or at least A for International Long-term Credit by Fitch, Inc. In case the rating by the named agencies differs, the lower rating is considered. 179 Eurex Repo

91 French 10 Years Bond GC Basket The French 10 Years Bond GC Basket encompasses debt securities of the French Republic with a remaining term of up to 10 years. Dutch Government GC Basket EUR-denominated debt securities of the Kingdom of the Netherlands. Spanish Government GC Basket EUR-denominated debt securities of the Kingdom of Spain. Spanish 5 Years Bond GC Basket The Spanish 5 Years Bond GC Basket encompasses debt securities of the Kingdom of Spain with a remaining term of up to 5 years. UK GILT GC Basket EUR-denominated debt securities of the United Kingdom and Ireland. European Covered Bond GC Basket EUR-denominated mortgage bonds or respectively debt securities that are covered similar to mortgage bonds of European issuers. A minimum issuing volume of EUR 100 million is required.* financial institutions as well as covered and uncovered Eurobonds (securities whose ISIN begins with the numbers XS) of European issuers. Exceptions are debt securities of German issuers which are included in the German Corporate Bond GC Basket or in the German Government Guaranteed GC Basket as well as debt securities of European issuers which are included in the European Government Guaranteed GC Basket.** German Government Guaranteed GC Basket EUR-denominated government guaranteed debt securities with the Federal Republic of Germany acting as guarantor.** European Government Guaranteed GC Basket EUR-denominated government guaranteed debt securities with the following countries acting as guarantor: Belgium, Germany (XS-ISIN), Finland, France, Luxembourg, Netherlands and Austria.** EFSF GC Basket EUR-denominated special purpose entities of the European Economic and Monetary Union within the framework of the European Financial Stabilization Mechanism (ESM), especially the European Financial Stabilization Facility (EFSF). French Covered Bond GC Basket EUR-denominated covered bonds or bonds which are covered similar to Pfandbriefe of French issuers, with a minimum issuing volume of EUR 100 million.* * A minimum rating of AA from Standard & Poor s Ratings Services for Senior Unsecured Debt, Aa2 from Moody s Investors Services, Inc. for Long-Term Senior Debt or AA from Fitch, Inc. for International Long-Term Credit is required. In case of differing ratings the lower valuation applies. 180 European Corporate Bond GC Basket EUR-denominated covered and uncovered debt securities of European issuers (non-financial institutions), uncovered debt securities of European ** The issuing volume of the debt securities shall amount to at least EUR 100 million. In addition, the debt securities shall be rated as follows: at least A for Senior Unsecured Debt by Standard & Poor s Rating Services; at least A3 for Long-Term Senior Debt by Moody s Investor Services, Inc. or at least A for International Long-term Credit by Fitch, Inc. In case the rating by the named agencies differs, the lower rating is considered. 181 Eurex Repo

92 Special Repo The securities available for Special Repo include all those securities which are contained in the basket specifications for General Collateral Repo and are not excluded from being eligible as collateral by the definition in the Basic Principles. Additional securities with a minimal issue size of EUR 10 million and a minimum rating of A-/A3 can be made available for Special Repo on an individual basis. value Minimum of EUR 1 million or a multiple thereof and minimum of EUR 500,000 or a multiple thereof for the Special Repo of the Repo Market. Eurex Repo GC Pooling Market GC Pooling ECB Basket in CHF, EUR, GBP and USD More than 4,000 ECB eligible securities for collateralized funding based on the Eligible Asset Database (EAD) with a minimum rating of A-. The basket collateral can be re-used for further GC Pooling trades and for pledging in favour of the German Bundesbank and the European Central Bank (only Xemac user) as well as Eurex Clearing AG to cover the margin requirements. GC Pooling ECB EXTended Basket in CHF, EUR, GBP and USD More than 14,000 eligible securities for collateralized funding based on the Eligible Asset Database (EAD) with currently a minimum rating of BBB-. The basket collateral can be re-used for further GC Pooling trades and for pledging in favour of Eurex Clearing AG to cover the margin requirements. GC Pooling INT MXQ Basket in CHF, EUR, GBP and USD More than 1,700 eligible securities from 16 public and seven supranational issuers with a minimum rating of AA-. The basket collateral can be re-used for further GC Pooling trades and for pledging in favour of Eurex Clearing AG to cover the margin requirements Eurex Repo

93 GC Pooling Equity The GC Pooling Equity Basket is defined by the European benchmark indexes AEX25, CAC 40, DAX and EURO STOXX 50. This basket enables the re-use within the GC Pooling Equity market and Eurex Clearing Margining (possible for customers with Xemac access). value Minimum of EUR, USD, GBP or CHF 1 million or a multiple thereof Cut-off times for OverNight Repo Repo Market General Collateral Baskets and Special Repo External 14:45 CET (settlement between Clearstream Banking and Euroclear Bank) Internal 15:15 CET (settlement either within Clearstream Banking or Euroclear Bank) Cut-off times for OverNight Repo GC Pooling Market Settlement Delivery versus payment. Price quotation In percent, with a maximum of three decimal places. Currency EUR USD CHF GBP Non OverNight terms Start End 07:30 CET 18:00 CET 07:30 CET 18:00 CET 07:30 CET 18:00 CET 07:30 CET 18:00 CET Trading OverNight/Same day Start End 07:30 CET 17:00 CET 07:30 CET 16:30 CET 07:30 CET 11:00 CET 07:30 CET 16:30 CET types Repo Market General Collateral Baskets and Special Repo ON, TN, SN, CN, C1W, 1WE, 2WE, 3WE, 1M, 2M, 3M, 6M, 9M, 12M, Non Standard and Open-terms on fix and variable repo rates (variable repo rates only available for the General Collateral Basket). Trading hours 07:30 18:00 CET types GC Pooling Market ON, TN, SN, Spot 1WE, 2WE, 1M, 3M, 6M, 9M, 12M, FlexTerm for fix und variable repo rates. Daily settlement price Close of previous day Eurex Repo

94 SecLend Market Products Loan Shares of the following indexes: H-DAX, SMI and SMIM, CAC 40, BEL 20, AEX25 Government bonds and notes of major industrialized nations Broad range of corporate straight and convertible bonds Supranationals (XS) and listed Eurobonds Wide range of Exchange Traded Funds Equity collateral Selected indexes from Europe, Asia Pacific and North America Selected ETF ISINs Fixed income collateral Central Government Bond Issues Supranational Issuers ECB-eligible Non-Central government Bonds & Corporate Bonds as announced by ECB Cash collateral In addition to securities collateral, cash in the following currencies may be used for collateralization of the loans: USD and EUR. Settlement via cash correspondent. Clearing The integrated Eurex Clearing CCP service covers European markets for loans in equities, ETFs as well as fixed income securities. The Eurex Clearing CCP service reduces counterparty risk exposure and eliminates the need for multiple credit limit evaluations. Tri-Party service only through Euroclear or Clearstream Luxembourg. Settlement Equities: via home market settlement: Clearstream Banking Frankfurt (CBF), SIX SIS AG Fixed Income: Clearstream Banking Luxembourg, Euroclear Bank types Standardized contracts Standardized contracts are contracts where the term is defined with a fixed duration ranging from 1 week to 1 year ( Fixed Term ) or where the opening date is defined and the closing date is left open ( Standardized Open End ). All other contract attributes are variable. Non-standardized contracts Non-standardized contracts are contracts where the opening date and the closing date are negotiable or where the opening date is negotiable and the closing date can be left open. All other contract attributes are variable. Trading hours 07:00 18:00 CET 186 sizes Minimum contract size for Equities: 1 piece Bonds: 1,000 nominal 187 Eurex Repo

95 Appendix Complex Orders Strategy Types Complex Orders are a trading platform feature which facilitates trading option and option volatility strategies. It enables all market participants to trade strategies, based on predefined strategy combinations: Option strategies Stra t - egy short code STD STDT DIASTD STD-C STD-P STG BUL Strategy long name Straddle Straddle Calendar Spread Diagonal Straddle Calendar Spread Straddle versus Short Call Straddle versus Short Put Strangle Call Spread Minmum price (no. of ticks) 2 2 Strategy structure (buy perspective) Buy Call, buy Put at same exercise price Sell Call and Put in near month, buy Call and Put in far month, all at same exercise price Sell Call and Put in near month, buy Call and Put at different exercise price in far month Buy Call, buy Put at same exercise price, sell Call at different exercise price Buy Call, buy Put at same exercise price, sell Put at different exercise price Buy Put, buy Call at higher exercise price Buy Call, sell Call at higher exercise price Example OESX STD DEC OESX STDT NOV18 DEC OESX DIASTD NOV DEC OESX STD DEC versus C 3900 OESX STD DEC versus P 2900 OESX STG NOV OESX BUL DEC

96 Stra t - egy short code Strategy long name Minmum price (no. of ticks) Strategy structure (buy perspective) Example Stra t - egy short code Strategy long name Minmum price (no. of ticks) Strategy structure (buy perspective) Example BUL-P Call Spread versus Short Put Buy Call, sell Call at higher exercise price, sell Put at any exercise price OESX BUL NOV versus P 2800 CBUS Skinny Call Butterfly Buy Call, sell Call at higher exercise price, buy Call at higher exercise price OESX CBUS DEC BER BER-C BLT BRT CDIA Put Spread Put Spread versus Short Call Call Calendar Spread Put Calendar Spread Call Diagonal Calendar Spread Buy Put, sell Put at lower exercise price Buy Put, sell Put at lower exercise price, sell Call at any exercise price Sell Call near month, buy Call at same exercise price in far month Sell Put near month, buy Put at same exercise price in far month Sell Call near month, buy Call at different exercise price in far month OESX BER NOV OESX BER DEC versus C 2800 OESX BLT NOV18 DEC OESX BRT NOV18 DEC OESX CDIA NOV DEC PBUS IBUT CLAD PLAD CNV Skinny Put Butterfly Iron Butterfly Call Ladder Put Ladder Conversion/ Reversal 0 Buy Put, sell Put at higher exercise price, buy Put at higher exercise price Sell Put, buy Put and Call at higher exercise price, sell Call at equally higher exercise price Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price Buy Call, sell Put at same exercise price OESX PBUS DEC OESX IBUT NOV OESX CLAD NOV OESX PLAD NOV OESX CNV DEC PDIA RBUL RBER Put Diagonal Calendar Spread 2x1 Ratio Call Spread 2x1 Ratio Put Spread Sell Put near month, buy Put at different exercise price in far month Sell Call, buy two Calls at higher exercise price Sell Put, buy two Puts at lower exercise price OESX PDIA NOV DEC OESX RBUL DEC OESX RBER NOV COMBO GUTS BOX Combo Guts Box 2 0 Sell Call, buy Put at lower exercise price Buy Call, buy Put at higher exercise price Buy Call, sell Put at same exercise price, buy Put and sell Call at higher exercise price OESX COMBO DEC OESX GUTS DEC OESX BOX DEC BU13 BR13 CBUT PBUT 3x1 Ratio Call Spread 3x1 Ratio Put Spread Call Butterfly Put Butterfly 0 0 Sell Call, buy three Calls at higher exercise price Sell Put, buy three Puts at lower exercise price Buy Call, sell two Calls at higher exercise price, buy Call at equally higher exercise price Buy Put, sell two Puts at higher exercise price, buy Put at equally higher exercise price OESX BU13 NOV OESX BR13 NOV OESX CBUT DEC OESX PBUT DEC JR CCOND Jelly Roll Call Condor 0 Sell Call, buy Put at same exercise price in near month; buy Call, sell Put at same exercise price in far month (exercise price in far month does not have to equal exercise price in near month) Buy Call, Sell Call at higher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exercise price OESX JR NOV DEC OESX CCOND DEC

97 192 Stra t - egy short code PCOND Strategy long name Put Condor Minmum price (no. of ticks) Volatility Strategies* Stra t - egy short code CALL-U PUT+U CBUT+U CBUT-U PBUT+U Strategy long name Call Volatility Trade Put Volatility Trade Call Butterfly versus Long Call Butterfly versus Short Put Butterfly versus Long 0 Minmum price (no. of ticks) Strategy structure (buy perspective) Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exercise price Strategy structure (buy perspective) Buy Call, sell Buy Put, buy Buy Call, sell two Calls at higher exercise price, buy Call at higher exercise price, buy Buy Call, sell two Calls at higher exercise price, buy Call at higher exercise price, sell Buy Put, sell two Puts at higher exercise price, buy Put at higher exercise price, buy Example OESX PCOND DEC Example** OESX 100 C SEP versus 17 FESX 2851 OESX 100 P SEP versus 47 FESX 2571 OESX CBUT SEP versus 17 FESX 2850 OESX CBUT SEP versus 17 FESX 2850 OESX PBUT SEP versus 17 FESX 2850 * All volatility strategies are designed to be delta neutral. ** Option Quantity Unit = 100; Option Quantity Unit for ODAX based strategies is 250. In general, Option Quantity reflects contract specifications of the respective equity option; in the case of fixed income options, each volatility strategy unit encompasses 100 options. Quantity Unit can be defined on strategy creation between 1 and 100. Stra t - egy short code PBUT-U STD+U STD-U STG+U STG-U BUL-U BER+U BUL-P-U BER-C+U BLT+U Strategy long name Put Butterfly versus Short Straddle versus Long Straddle versus Short Strangle versus Long Strangle versus Short Call Spread versus Short Put Spread versus Long Call Spread versus Short Put/ Short Put Spread versus Short Call/ Long Call Calendar Spread versus Long Minmum price (no. of ticks) Strategy structure (buy perspective) Buy Put, sell two Puts at higher exercise price, buy Put at higher exercise price, sell Buy Call, buy Put at same exercise price, buy Buy Call, buy Put at same exercise price, sell Buy Put, buy Call at higher exercise price, buy Buy Put, buy Call at higher exercise price, sell Buy Call, sell Call at higher exercise price, sell Buy Put, sell Put at lower exercise price, buy Buy Call, sell Call at higher exercise price, sell Put at any exercise price, sell Buy Put, sell Put at lower exercise price, sell Call at any exercise price, buy Sell Call in near month, buy Call at same exercise price in far month, buy Example** OESX PBUT SEP versus 17 FESX 2850 OESX 100 STD SEP versus 11 FESX 2751 OESX 100 STD SEP versus 12 FESX 2751 OESX 100 STG SEP versus 9 FESX 2751 OESX 100 STG SEP versus 7 FESX 2751 OESX 100 BUL SEP versus 24 FESX 2751 OESX 100 BER SEP versus 22 FESX 2751 OESX 100 BUL SEP versus 100 P SEP versus 54 FESX 2751 OESX 100 BER SEP versus 100 C SEP versus 54 FESX 2751 OESX 100 BLT JUN18 SEP versus 11 FESX

98 Stra t - egy short code Strategy long name Minmum price (no. of ticks) Strategy structure (buy perspective) Example** Stra t - egy short code Strategy long name Minmum price (no. of ticks) Strategy structure (buy perspective) Example** BLT-U Call Calendar Spread versus Short Sell Call in near month, buy Call at same exercise price in far month, sell OESX 100 BLT JUN18 SEP versus 12 FESX 2751 CLAD+U Call Ladder versus Long Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price, buy OESX 100 CLAD SEP versus 19 FESX 2751 CDIA+U CDIA-U BRT+U BRT-U Call Diagonal Calendar Spread versus Long Call Diagonal Calendar Spread versus Short Put Calendar Spread versus Long Put Calendar Spread versus Short Sell Call near month, buy Call at different exercise price in far month, buy Sell Call near month, buy Call at different exercise price in far month, sell Sell Put in near month, buy Put at same exercise price in far month, buy Sell Put in near month, buy Put at same exercise price in far month, sell OESX CDIA JUN SEP versus 11 FESX 2751 OESX CDIA JUN SEP versus 11 FESX 2751 OESX 100 BRT JUN18 SEP versus 25 FESX 2751 OESX 100 BRT JUN18 SEP versus 25 FESX 2751 CLAD-U PLAD+U PLAD-U CCOND +U Call Ladder versus Short Put Ladder versus Long Put Ladder versus Short Call Condor versus Long 0 Buy Call, sell Call at higher exercise price, sell Call at equally higher exercise price, sell Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price, buy Sell Put, sell Put at higher exercise price, buy Put at equally higher exercise price, sell Buy Call, Sell Call at higher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exercise price, buy OESX 100 CLAD SEP versus 11 FESX 2751 OESX 100 PLAD SEP versus 50 FESX 2751 OESX 100 PLAD SEP versus 35 FESX 2751 OESX CCOND SEP versus 15 FESX 2751 PDIA+U PDIA-U Put Diagonal Calendar Spread versus Long Put Diagonal Calendar Spread versus Short Sell Put near month, buy Put at different exercise price in far month, buy Sell Put near month, buy Put at different exercise price in far month, sell OESX PDIA JUN SEP versus 25 FESX 2751 OESX PDIA JUN SEP versus 25 FESX 2751 CCOND -U PCOND +U Call Condor versus Short Put Condor versus Long 0 0 Buy Call, Sell Call at higher exercise price, sell Call at equally higher exercise price, buy Call at again equally higher exercise price, sell Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exercise price, buy OESX CCOND SEP versus 25 FESX 2751 OESX PCOND SEP versus 35 FESX 2751 ** Option Quantity Unit = 100; Option Quantity Unit for ODAX based strategies is 250. In general, Option Quantity reflects contract specifications of the respective equity option; in the case of fixed income options, each volatility strategy unit encompasses 100 options. Quantity Unit can be defined on strategy creation between 1 and 100. PCOND -U Put Condor versus Short 0 Buy Put, Sell Put at higher exercise price, sell Put at equally higher exercise price, buy Put at again equally higher exercise price, sell OESX PCOND SEP versus 45 FESX

99 196 Stra t - egy short code COMBO +U RBUL+U RBUL-U RBER+U RBER-U CNV-U Strategy long name Combo versus Long 2x1 Ratio Call Spread versus Long 2x1 Ratio Call Spread versus Short 2x1 Ratio Put Spread versus Long 2x1 Ratio Put Spread versus Short Conversion versus Short Minmum price (no. of ticks) Strategy structure (buy perspective) Sell Call, buy Put at lower exercise price, buy Sell Call, buy two Calls at higher exercise price, buy underlying Sell Call, buy two Calls at higher exercise price, sell Sell Put, buy two Puts at lower exercise price, buy Sell Put, buy two Puts at lower exercise price, sell Buy Call, sell Put at same exercise price, sell Example** OESX 100 COMBO SEP versus 80 FESX 2871 OESX 100/200 RBUL SEP versus 17 FESX 2853 OESX 100/200 RBUL SEP versus 15 FESX 2867 OESX 100/200 RBER SEP versus 5 FESX 2898 OESX 100/200 RBER SEP versus 15 FESX 2953 OESX 100 CNV SEP versus 19 FESX 3153 ** Option Quantity Unit = 100; Option Quantity Unit for ODAX based strategies is 250. In general, Option Quantity reflects contract specifications of the respective equity option; in the case of fixed income options, each volatility strategy unit encompasses 100 options. Quantity Unit can be defined on strategy creation between 1 and 100. Trading in the U.S. The following products are available for trading directly via terminals located in the U.S.: Interest Rate Fixed Income Euro-Schatz Euro-Bobl Euro-Bund Euro-Buxl Euro-BTP Euro-OAT Euro-BONO CONF Fixed Income Options Options on Euro-Schatz Options on Euro-Bobl Options on Euro-Bund Weekly Options on Euro-Bund Options on Euro-OAT Money Market EONIA Three-Month EURIBOR EUR Secured Funding Money Market Options Options on Three-Month EURIBOR LDX IRS Constant Maturity Product ID FGBS FGBM FGBL FGBX FBTS, FBTM, FBTP FOAM, FOAT FBON CONF OGBS OGBM OGBL OOAT FEO1 FEU3 FLIC 197

100 Product ID Product ID Equity Index STOXX Indexes DAX Indexes STOXX Europe Quality Factor FXFQ DAX FDAX STOXX Europe Size Factor FXFS MDAX F2MX STOXX Europe Value Factor FXFV Mini-DAX FDXM KOSPI Index TecDAX FTDX Mini-KOSPI 200 FMK2 STOXX Indexes FGBL MSCI Indexes EURO STOXX 50 ex Financials Index FEXF MSCI AC Asia Index FMAA EURO STOXX 50 Index FESX MSCI ACWI ex US Index FMXU EURO STOXX 50 Index Quanto FESQ MSCI ACWI Index FMAE EURO STOXX 50 Index Dividend FEXD MSCI AC ASEAN Index FMSE EURO STOXX 50 Index Total Return TESX MSCI Australia Index FMAU EURO STOXX Index FXXE MSCI Canada Index FMCA EURO STOXX Large Index FLCE MSCI Canada GTR Index FMGC EURO STOXX Mid Index FMCE MSCI China Free Index FMCN EURO STOXX Select Dividend 30 Index FEDV MSCI EM Value Index FMMV EURO STOXX Small Index FSCE MSCI EM Growth Index FMMG STOXX Europe 50 Index FSTX MSCI EMU Value Index FMIV STOXX Europe 600 Banks FSTB MSCI EMU Growth Index FMIG STOXX Europe 600 Index FXXP MSCI EM EMEA ex Turkey Index FMXT STOXX Europe 600 Industrial Goods & Services FSTG MSCI EM LatAm ex Brazil Index FMXB STOXX Europe 600 Insurance FSTI MSCI Hong Kong Index FMHK STOXX Europe 600 Media FSTM MSCI India Index FMIN STOXX Europe 600 Travel & Leisure FSTV MSCI Indonesia Index FMID STOXX Europe 600 Utilities FSTU MSCI Japan GTR Index FMJG STOXX Europe Large 200 Index FLCP MSCI Japan Index FMJP STOXX Europe Mid 200 Index FMCP MSCI Malaysia Index FMMY STOXX Europe Small 200 Index FSCP MSCI Mexico Index FMMX STOXX Global Select Dividend 100 Index FGDV MSCI North America GTR Index FMGA STOXX Europe Carry Factor FXFC MSCI North America Index FMNA STOXX Europe Low Risk Factor FXFR MSCI Thailand Index FMTH STOXX Europe Momentum Factor FXFM MSCI UK Index FMUK

101 Product ID Product ID Equity Index MSCI Indexes MSCI Indexes MSCI Pacific Index FMPA MSCI UK Index FMDK MSCI Pacific GTR Index FMPG MSCI USA GTR Index FMGS MSCI World Index FMWN MSCI USA Index FMUS MSCI World Index FMWO MSCI AC Asia Pacific ex Japan Index FMAS MSCI World Index FMWE MSCI ACWI Index FMAC MSCI World GTR Index FMWG MSCI EAFE Index FMFA MSCI World Midcap Index FMWM MSCI EAFE Price Index FMFP MSCI World Price Index FMWP MSCI Emerging Markets Asia Index FMEA MSCI World Value Index FMOV MSCI Emerging Markets EMEA Index FMEE Others MSCI Emerging Markets Index FMEN SMIM FSMM MSCI Emerging Markets Index FMEM SLI Swiss Leader Index FSLI MSCI Emerging Markets Latin America Index FMEL TA-35 Index FT25 MSCI Emerging Markets Price Index FMEF FX MSCI EMU GTR Index FMGM AUD/JPY FCAY MSCI EMU Index FMMU AUD/USD FCAU MSCI Europe Growth Index FMEG EUR/AUD FCEA MSCI Europe ex-switzerland Index FMXS EUR/CHF FCEF MSCI Europe GTR Index FMGE EUR/GBP FCEP MSCI Europe GTR Index FMGU EUR/JPY FCEY MSCI Europe Index FMEU EUR/USD FCEU MSCI Europe Index FMED GBP/CHF FCPF MSCI Europe Price Index FMEP GBP/USD FCPU MSCI Europe Value Index FMEV NZD/USD FCNU MSCI France Index FMFR USD/CHF FCUF MSCI France GTR Index FMGF USD/JPY FCUY MSCI Frontier Markets Index FMFM Dividend MSCI Kokusai (USD, GTR) Index FMKG EURO STOXX 50 Index Dividend FEXD MSCI Kokusai (USD, NTR) Index FMKN MSCI Pacific ex Japan Index FMPX MSCI World Growth Index FMOG

102 Volatility VSTOXX Options on VSTOXX EURO STOXX 50 Variance Property IPD UK Quarterly Index All Eurex products currently available for trading directly via terminals located in the U.S. can be found on our website under > Products > Eurex in the U.S. For up to date information regarding the direct trading of products in the U.S. please also visit our circulars. Product ID FVS OVS2 EVAR Further Information Historical Data T F Capital Markets Academy T F Publications T F Helpdesks Equity/Equity Index/ETF T Interest Rate T Clearing T

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