Document title NYSE EURONEXT STRUCTURED PRODUCTS MASTERFILE SILVER VERSION CLIENT SPECIFICATION

Transcription

1 Document title NYSE EURONEXT MASTERFILE SILVER VERSION Version Date Jan NYSE Euronext. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of NYSE Euronext. All third party trademarks are owned by their respective owners and are used with permission. NYSE Euronext and its affiliates do not recommend or make any representation as to possible benefits from any securities or investments, or third-party products or services. Investors should undertake their own due diligence regarding securities and investment practices. This material may contain forward-looking statements regarding NYSE Euronext and its affiliates that are based on the current beliefs and expectations of management, are subject to significant risks and uncertainties, and which may differ from actual results. NYSE Euronext does not guarantee that its products or services will result in any savings or specific outcome. All data is as of January 10, NYSE Euronext disclaims any duty to update this information.

2 PREFACE DOCUMENT HISTORY VERSION NO. DATE CHANGE DESCRIPTION Mar, 2012 Initial version Apr, 2012 Changes to be effective on 07 May 2012 Fields added to the Masterfile layout: Trading_Group CFI_Code 20 Sep, 2012 Rebranded with new NYSE Technologies template Jan, 2013 Changes: Strike Price Interpretation Rules New MarketIng Product Names Bonus Cappé Last Minute Booster Long Booster Short Collateralized tracker certificate Rendement Certificaat Sprinter BEST Long Sprinter BEST Short Turbo Illimite BEST Call Turbo Illimite BEST Put CONTACT INFORMATION For technical support, please contact the NYSE Technologies Service Desk: FURTHER INFORMATION For additional product information, visit: Structured-Products-Master-File NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 2

3 CONTENTS 1. INTRODUCTION Structured Products Package FILE SPECIFICATIONS File Availability File Format File Name Coverage Structure Market Type & Underlying Type Correspondence Table Underlying MEP Correspondence Table Structured Products Type Table Instrument Underlying Type Correspondence Table Rules for Blank Fields Warrant Type Strike Price Strike Price Currency Second Strike Price Second Strike Price Currency CFI (Classification of Financial Instruments) Code CFI First Character Category Level CFI Second Character Group Level CFI Third, Fourth, Fifth and Sixth Characters Attributes 1,2,3, Strike Price Interpretation Rules DELIVERY METHODS General Information FTP Pull Directory Structure and FTP Server Daily Batch and Daily Delta Historical Files NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 3

4 1. INTRODUCTION NYSE Euronext Structured Products Masterfile provides comprehensive referential data information on all warrants and certificates traded on NYSE Euronext markets in Europe. 1.1 PACKAGE The product includes two types of files: A daily batch that provides information on all warrants and certificates listed on Euronext markets. A daily delta file that provides information only on changes to the daily file. The changes can be additions or deletions of instruments and modification to the characteristics of instruments that are currently listed. Clients can access the daily files and also historical files. NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 4

5 2. FILE SPECIFICATIONS 2.1 FILE AVAILABILITY The Structured Products files are provided for NYSE Euronext European markets on trading days at 12:30 CET. 2.2 FILE FORMAT The Structured Products files are provided in TXT (pipe delimited), Excel and XML formats. 2.3 FILE NAME Daily batch: SP_EU_ENXT_REF_MASTER2_BOD Daily delta: SP_EU_ENXT_REF_MASTER2_BOD delta 2.4 COVERAGE All warrants, certificates and structured notes traded on the NYSE Euronext cash markets in Europe. 2.5 STRUCTURE The Structured Products files contain the following records: n x warrants or certificate record where n is the number of warrants and certificates traded on the NYSE Euronext cash markets in Europe. Table 1 Structured Products File Records FIELD DEFINITION FORMAT LENGTH EXAMPLE Euronext Code Equal to ISIN code except if Text 12 FR instrument is multi-listed BDM Security Code This column is not currently utilized and is reserved for future use. Number 8 ISIN Code ISIN code Text 12 FR Warrant Type (1) Call (1), Put (2), N/A (Blank) Text 1 1 Exercise Type European (1) American (2) Mixed (3) type Text 1 1 Market Type Crosses product type and underlying type Text 20 Market Type Correspondence table Underlying ISIN Code Underlying ISIN code Text 12 FR Underlying Local Code This column is not currently utilized and is reserved for future use Number 6 Underlying MEP Underlying trading place : Paris (PAR) Amsterdam (AMS) Portugal (LIS) Brussels Text 3 Underlying MEP correspondence table NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 5

6 FIELD DEFINITION FORMAT LENGTH EXAMPLE (BRU) Other (OTH) First Trading Date First trading date Format yyyymmdd Text Issue Date Issue date Text Underlying Type Strike Price(1) (2) Strike Price Currency(1) Expiry Date(1) Number of Days Before Expiration Crosses product type and underlying type Exercise or strike price, N/A (Blank) Currency strike price, N/A (Blank) Expiry date format yyyymmdd, N/A (Blank) Numbers of days between expiry and delisting date, N/A (Blank) when there is no maturity date Text 20 Underlying type correspondence table Number 15(6) Text 3 EUR Date Number 7(3) 6,000 Number of Underlying Assets Number of underlying assets Number 7(3) 1,000 Number of Structured Products Beginning Exchange Date End Exchange Date Usage Type Cash Settlement Indicator Number of structured products First exercise day Format yyyymmdd Last exercise day Format yyyymmdd, N/A (Blank) when there is no maturity date This column is not currently utilized and is reserved for future use Settlement type : Cash (O) Physical delivery (N) or Optional (OP) Number 12(7) 1, Date 8 Date Text 1 Text 3 O Mnemonic NYSE Euronext Mnemonic Text S Issuer Name Issuer name Text 50 SOCIETE GENERALE Euronext Designation Instrument designation Text 18 CAC AUT0912S NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 6

7 FIELD DEFINITION FORMAT LENGTH EXAMPLE Underlying Designation Underlying designation Text 20 CAC40 Trading Lot Size Trading lot size Text 15(6) 1 Issue Price Issue price Text 15(6) 100 Issue Price Currency Issue price currency Text 3 EUR Second strike price(1)(2) Second Strike Price Currency(1) Second strike price, N/A (Blank) Second strike price currency, N/A (Blank) Text 15(6) Text 3 EUR Marketing Product Name Marketing product name Text 30 See Marketing product name (appendix) file Structured Products Type Structured products type Text 20 Structured products type table of values Instrument Underlying Type Share, index, currency, share basket, commodities, bonds and others Text 25 Instrument underlying type correspondence table Risk Level Risk level Segment level 1 : Investment (I) or Leveraged (L) Strategy Strategy type: Bull bear (1), Bear (2), Undetermined Text 1 I Number 1 1 Delisting Date MEP Market_of_reference Delisting date Format yyyymmdd, N/A (Blank) when there is no maturity date This column is not currently utilized and is reserved for future use Market of Reference Date Text 3 Paris 1st_listing_place Amsterdam, Brussels, Lisbon, Paris Text 25 Primary Euronext Listing Venue Amsterdam, Brussels, Lisbon, Paris Text 25 Paris NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 7

8 FIELD DEFINITION FORMAT LENGTH EXAMPLE 2nd_listing_place Second Euronext Listing Venue Amsterdam, Brussels, Lisbon, Paris Text 25 3rd_listing_place Third Euronext Listing Venue Third_strike_price Third_strike_price_currency Fourth_strike_price Fourth_strike_price_currency Amsterdam, Brussels, Lisbon, Paris Text 25 Third strike price, N/A (Blank) Number 15(6) Third strike price currency, N/A (Blank) Text 3 Fourth strike price, N/A (Blank) Number 15(6) Fourth strike price currency, N/A (Blank) Text EUR 1.7 EUR Parity_ 1warrant_underlying Number 7(6) 1 Execution_ratio_D-1 Execution_ratio_20D Issuer_presence_D-1 Issuer_presence_20D Avg_bid-offer_spread_D-1 Avg_bid-offer_spread_20D Avg_quantity_D-1 This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) This column is not currently utilized and is reserved for future use Number 7(6) NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 8

9 FIELD DEFINITION FORMAT LENGTH EXAMPLE Avg_quantity_20D This column is not currently utilized and is reserved for future use Number 7(6) SP_Bloomberg_Symbol Bloomberg terminal Ticker symbol Text 35 SOCGEN 0 09/17/12 000G SP_Global_Identifier SP_Parseable_Description SP_BSID Closing_Price Trading_Date This column is not currently utilized and is reserved for future use Number 15 Text 35 Bloomberg Security ID Number with Source Number 15 This column is not currently utilized and is reserved for future use Number 15(6) This column is not currently utilized and is reserved for future use Date 8 CQ640675@PSE Corp Trading_Group Trading group of the security Text 2 M5 CFI_Code Classification of Financial Instruments code by (ISO) Text 6 See CFI (Classification of Financial Instruments) Code (1) These fields may be blank depending on the structured products classification system. The Rules for Blank Fields specify when these fields will be blank. (2) See Strike Price Interpretation Rules Market Type & Underlying Type Correspondence Table Table 2 Market Type & Underlying Type Correspondence Table CODE MARKET 301 Warrant on Share 302 Warrant on Index 305 Warrant on Bond 310 Warrant on Commodity 311 Warrant on Currency NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 9

10 CODE MARKET 312 Warrant on Basket of Shares 317 Warrant / Others 315 Certificate / Interest Rates 320 Certificate / Commodities 321 Certificate / Share 322 Certificate / Index 323 Certificate / Currency 324 Certificate / Basket of Shares 325 Certificates / Others Underlying MEP Correspondence Table Table 3 Underlying MEP Correspondence Table CODE AMS BRU LIS PAR OTH MARKET ENTRY PLACE Amsterdam Brussels Lisbon Paris Other Structured Products Type Table Table 4 Structured Products Type Table FIELD Structured products type VALUE Capital protection Spread Bear indexation Plain vanilla warrant Pure indexation Yield enhancement Digital with NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 10

11 2.5.4 Instrument Underlying Type Correspondence Table Table 5 Instrument Underlying Type Correspondence Table CODE INSTRUMENT UNDERLYING 1 Shares 2 Index 5 Bonds 10 Commodity 11 Currency 12 Basket of shares 17 Other 2.6 RULES FOR BLANK FIELDS Warrant Type If Marketing Product Name is one of the following, then Warrant Type is N/A (not applicable, represented by a blank field): 100% Bear Quanto 100% plus performance Airbag accelerator Airbag certificate Alpha Outperformance Cert Autocall Bonus Bonus Capped Certificate Bonus Cappe Bonus Certificate PRO Bonus Certificate Quanto Bonus Pro Bonus certificate Capital protected note Capital protege Cash settled discount Certificados Certificat Certificat 100% NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 11

12 Certificat 100% Bear Certificat 100% bear quanto Certificat 100% open-end Certificat 100% quanto Certificat Bonus Certificat Corridor Certificat Open End Certificat Replix Certificat SPRINT Certificat Sprint PLUS Certificat pyramide Certificate Certificate 100% Bear Certificate 100% Open end Certificate 100% Open-end Quanto Certificate 100% Quanto Certifié 100% Certifié 100% bear Certifié 100% quanto Cobatracker Convertibles synthetiques Credit linked note Discount certificate Double up certificate Dynamic Capital Guarantee Factor certificate Index Linked Certificates Index Linked Redemption Cert. Inline Jet Open end certificate Perf plus Perles plus NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 12

13 Phoenix Physically settled discount Protect Protectis Quanto certificate Quanto open end certificate Recovery Bonus Cappes Replix Reverse Bonus Cappe Reverse Convertible Note Reverse exchangeable Rolling Covered Call Securis Sprint Sprintx8 Stability Speeder Stability Warrant Static Capital Guarantee Step up certificate Super Sprinter Total Return Certificate Triple Trigger Certificate Twin win certificat Yield discovery note Strike Price If Marketing Product Name is one of the following, then Strike Price is N/A (not applicable, represented by a blank field): 100% plus performance Certificados Certificat Certificat 100% Certificat 100% open-end Certificat 100% quanto Certificat Open End NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 13

14 Certificat Replix Certificate Certificate 100% Open end Certificate 100% Open-end Quanto Certificate 100% Quanto Certifié 100% Certifié 100% quanto Cobatracker Collateralized tracker certificate Credit linked note Discount certificate Factor certificate Index Linked Certificates Index Linked Redemption Cert. Open end certificate Quanto certificate Quanto open end certificate Replix Step up certificate Total Return Certificate Tracking Certificates Triple Trigger Certificate Yield discovery note Strike Price Currency If Marketing Product Name is one of the following, then Strike Price Currency is N/A (not applicable, represented by a blank field): 100% plus performance Certificados Certificat Certificat 100% Certificat 100% open-end Certificat 100% quanto Certificat Open End Certificat Replix NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 14

15 Certificate Certificate 100% Open end Certificate 100% Open-end Quanto Certificate 100% Quanto Certifié 100% Certifié 100% quanto Cobatracker Collateralized tracker certificate Credit linked note Discount certificate Factor certificate Index Linked Certificates Index Linked Redemption Cert. Open end certificate Quanto certificate Quanto open end certificate Replix Step up certificate Total Return Certificate Tracking Certificates Triple Trigger Certificate Yield discovery note Second Strike Price If Marketing Product Name is one of the following then Second Strike Price is N/A (not applicable, represented by a blank field): 100% plus performance Best speeder Short Best speeder long Call warrant Cash settled discount Certificados Certificat Certificat 100% Certificat 100% open-end NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 15

16 Certificat 100% quanto Certificat Open End Certificat Replix Certificate Certificate 100% Open end Certificate 100% Open-end Quanto Certificate 100% Quanto Certifié 100% Certifié 100% quanto Cobatracker Collateralized tracker certificate Credit linked note Discount certificate Factor certificate Index Linked Certificates Index Linked Redemption Cert. Limited Speeder Bear Limited Speeder Bull Limited Speeder short Limited speeder long Open end certificate Physically settled discount Put warrant Quanto certificate Quanto open end certificate Replix Rolling Covered Call Total Return Certificate Tracking Certificates Triple Trigger Certificate Yield discovery note NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 16

17 2.6.5 Second Strike Price Currency If Marketing Product Name is one of the following, then Second Strike Price Currency is N/A (not applicable, represented by a blank field): 100% plus performance Best speeder Short Best speeder long Call warrant Cash settled discount Certificados Certificat Certificat 100% Certificat 100% open-end Certificat 100% quanto Certificat Open End Certificat Replix Certificate Certificate 100% Open end Certificate 100% Open-end Quanto Certificate 100% Quanto Certifié 100% Certifié 100% quanto Cobatracker Collateralized tracker certificate Credit linked note Discount certificate Factor certificate Index Linked Certificates Index Linked Redemption Cert. Limited Speeder Bear Limited Speeder Bull Limited Speeder short Limited speeder long Open end certificate Physically settled discount NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 17

18 Put warrant Quanto certificate Quanto open end certificate Replix Rolling Covered Call Total Return Certificate Tracking Certificates Triple Trigger Certificate Yield discovery note 2.7 CFI (CLASSIFICATION OF FINANCIAL INSTRUMENTS) CODE The CFI (Classification of Financial Instruments) code is maintained by the International Organization for Standardization (ISO). The CFI code consists of six alphabetic characters and is issued by ANNA (Association of National Numbering Agencies). This section provides only a brief overview of the construction and meaning of the CFI code; for a detailed explanation please consult CFI First Character Category Level The first character indicates the highest level of classification and differentiates between six generic categories: Equities, Debt instruments, Entitlements (Rights), Options, Futures, and Others. For certificates, warrants and structured notes Masterfile, only two categories are relevant: Debt instruments = D. The construction of the six-letter CFI code starts with D (D-*-*-*-*-*) Entitlements = R. The construction of the six-letter CFI code starts with R (R-*-*-*-*-*) CFI Second Character Group Level The second character of the CFI code indicates specific groups within each category. For the debt instruments category there are six groups: B = Bonds C = Convertible Bonds T = Medium-term Notes W = Bonds With Warrants Attached Y = Money Market Instruments M = Miscellaneous (D-B-*-*-*-*) (D-B-*-*-*-*) (D-T-*-*-*-*) (D-W-*-*-*-*) (D-Y-*-*-*-*) (D-M-*-*-*-*) For the entitlements category there are five groups: A = Allotment Rights P = Purchase Rights S = Subscription Rights W = Warrants (R-A-*-*-*-*) (R-P-*-*-*-*) (R-S-*-*-*-*) (R-W-*-*-*-*) M = Miscellaneous (R-M -*-*-*-*) NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 18

19 2.7.3 CFI Third, Fourth, Fifth and Sixth Characters Attributes 1,2,3,4 For debt instruments, the attributes have separate possibilities depending on the group of the debt product. For exact details please consult Here is a summary of the four attributes for debt instruments: Attribute 1 = Type of interest: Fixed (D-*-F-*-*-*), variable (D-*-V-*-*-*), zero rate/discount (D-*-Z-*-*- *) Attribute 2 = Guarantee: Gov./Treasury (D-*-*-T-*-*), secured (D-*-*-S-*-*), guaranteed (D-*-*-G-*-*), unguaranteed or unsecured (D-*-*-U-*-*) Attribute 3 = Redemption/Reimbursement. For details please consult Attribute 4 = Form: Bearer (D-*-*-*-*-B), registered (D-*-*-*-*-R), bearer/registered (D-*-*-*-*-N), bearer depository receipt (D-*-*-*-*-Z), registered depository receipt (D-*-*-*-*-A) For entitlement instruments only warrants are relevant (R-W-*-*-*-*): Attribute 1= Underlying assets: basket (R-W-B-*-*-*), equity (R-W-S-*-*-*), debt (R-W-D-*-*-*), commodities (R-W-T-*-*-*), currencies (R-W-C-*-*-*), indices (R-W-I-*-*-*), other or undefined (R-W- M-*-*-*) Attribute 2 = Type: Covered warrant (R-W-*-C-*-*), naked warrant (R-W-*-N-*-*), traditional warrant (R-W-*-T-*-*) Attribute 3 = Call/Put: Call (R-W-*-*-C-*), put (R-W-*-*-P-*), call and put (R-W-*-*-B-*) Attribute 4 = Form: Bearer (R-W-*-*-*-B), registered (R-W-*-*-*-R), bearer/registered (R-W-*-*-*-N), bearer depository receipt (R-W-*-*-*-Z), registered depository receipt (R-W-*-*-*-A) NYSE Euronext Structured Products Masterfile Silver Version/ V1.2 19

20 2.8 STRIKE PRICE INTERPRETATION RULES Table 6 Strike Price Interpretation Rules NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 20

21 3. 100% Bear Quanto 4. Bear indexation 5. Upper_Threshold 6. Reference_Level 7. empty 8. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 21

22 9. 100% Plus Performanc e 10. Capital protection 11. empty 12. empty 13. empty 14. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 22

23 15. AAB Turbo Long 16. Leverage product with knock out barrier 17. Lower_Threshold 18. Strike_Price 19. empty 20. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 23

24 21. AAB Turbo Short 22. Leverage product with knock out barrier 23. Upper_Threshold 24. Strike_Price 25. empty 26. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 24

25 27. Airbag Accelerator 28. Yield enhancement 29. Airbag 30. Capped_Value 31. Level_1 32. Performance_1 NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 25

26 33. Airbag Certificate 34. Yield enhancement 35. Airbag 36. Capped_Value 37. Level_1 38. Performance_1 NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 26

27 39. Alpha Outperfor mance Cert 40. Yield enhancement 41. Strike_Price 42. Participation 43. empty 44. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 27

28 45. Autocall 46. Yield enhancement 47. empty 48. Nominal_Value 49. Level_1 50. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 28

29 51. Best Speeder Long 52. Leverage product with knock out barrier 53. Lower_Threshold 54. empty 55. empty 56. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 29

30 57. Best Speeder Short 58. Leverage product with knock out barrier 59. Upper_Threshold 60. empty 61. empty 62. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 30

31 63. Bonus 64. Yield enhancement 65. Bonus_Level 66. Lower_Altering_Barr ier 67. empty 68. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 31

32 69. Bonus Capped Certificate 70. Yield enhancement 71. Bonus_Level 72. Lower_Altering_Barr ier 73. Capped_Value 74. empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 32

33 75. Bonus Cappé 76. Yield enhancement 77. Bonus_Level 78. Lower_Altering_Barr ier 79. Capped_Value 80. empty Bonus Cappé Last Minute Yield enhancement Bonus_Level Lower_Altering_Barrier Capped_Value empty Bonus Certificate Yield enhancement Bonus_Level Lower_Altering_Barrier Lower_Altering_Barrier empty Bonus Certificate Pro Bonus Certificate Quanto Yield enhancement Bonus_Level Lower_Altering_Barrier Lower_Altering_Barrier Empty Yield enhancement Bonus_Level Lower_Altering_Barrier Lower_Altering_Barrier Empty Bonus Pro Yield enhancement Bonus_Level Lower_Altering_Barrier Lower_Altering_Barrier empty Booster Long Yield enhancement Lower_Threshold empty empty empty Booster Short Yield enhancement Upper_Threshold empty empty empty Call Warrant Plain vanilla warrants Strike_Price empty empty empty Capital Protected Note Capital protection Protection_Level Coupon_Amount empty empty Capital Protege Capital protection Protection_Level Participation empty empty Cappe Spread Lower_Level Upper_Level empty empty Cappe + Spread Lower_Altering_Barrier Upper_Level empty empty Cash Settled Discount Yield enhancement Capped_Value empty empty empty Certificados Pure indexation empty empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 33

34 Certificat Pure indexation empty empty empty empty Certificat 100% Pure indexation empty empty empty empty Certificat 100% Bear Certificat 100% Bear Quanto Certificat 100% Open-End Certificat 100% Quanto Bear indexation Upper_Threshold Reference_Level empty empty Bear indexation Upper_Threshold Reference_Level empty empty Pure indexation empty empty empty Empty Pure indexation empty empty empty empty Certificat Bonus Yield enhancement Bonus_Level Lower_Altering_Barrier empty empty Certificat Corridor Yield enhancement Lower_Level Upper_Level empty empty Certificat Open End Pure indexation empty empty empty empty Certificat Pyramide Spread Lower_Level Upper_Level empty empty Certificat Replix Pure indexation empty empty empty empty Certificat SPRINT Yield enhancement Capped_Value Lower_Level empty empty Certificat Sprint Plus Yield enhancement Capped_Value Lower-Altering_Barrier empty empty Certificate Pure indexation empty empty empty Empty Certificate 100% Bear Bear indexation Upper_Threshold Reference_Level empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 34

35 Certificate 100% Open End Certificate 100% Open-end Quanto Certificate 100% Quanto Pure indexation empty empty empty empty Pure indexation empty empty empty empty Pure indexation empty empty empty Empty Certifie 100% Pure indexation empty empty empty Empty Certifie 100% Bear Bear indexation Upper_Threshold Reference_Level empty empty Certifie 100% Quanto Pure indexation empty empty empty empty Certifie Cap Spread Lower_Level Upper_Level empty empty Certifie Cap+ Spread Lower_Altering_Barrier Upper_Level empty empty Certifie Floor Spread Upper_Level Lower_Level empty empty Certifie Floor+ Spread Upper_Altering_Level Lower_Level empty Empty Cobatracker Pure indexation empty empty empty empty Collateralized tracker certificate Convertibles Synthetiques Pure indexation empty empty empty empty Capital protection Protection_Level Participation empty empty Credit Linked Note Yield enhancement empty empty empty empty Discount Certificate Yield enhancement Capped_Value empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 35

36 Double Up Certificate Dynamic Capital Guarantee Yield enhancement Capped_Value Lower_Level empty empty Capital protection Protection_Level Participation empty empty Factor certificate Yield enhancement empty empty empty empty Floore Spread Upper_Level Lower_Level empty empty Floore + Spread Upper_Altering_Level Lower_Level empty empty Index Linked Certificates Index Linked Redemption Cert. Pure indexation empty empty empty empty Pure indexation empty empty empty empty ING Sprinter Long ING Sprinter Short Lower_Threshold Strike_Price empty Empty Upper_Threshold Strike_Price empty empty Inline Digital with barrier Lower_Threshold Upper_Threshold empty empty Jet Yield enhancement Capped_Value Lower_Level empty empty Limited Speeder Bear Limited Speeder Bull Upper_Threshold empty empty empty Lower_Threshold empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 36

37 Limited Speeder Short Limited Sprinter Long Limited Sprinter Short Limited speeder long Upper_Threshold empty empty empty Lower_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty Lower_Threshold empty empty empty Open End Certificate Pure indexation empty empty empty empty Perf Plus Yield enhancement Reference_Level Capped_Value Participation empty Perles Plus Yield enhancement Capped_Value Lower_Level empty empty Phoenix Yield enhancement Barrier_Capital Barrier_Coupon Barrier_Recall Coupon Physically Settled Discount Yield enhancement Capped_Value empty empty empty Power Down Power Up Upper_Threshold Strike_Price empty empty Lower_Threshold Strike_Price empty empty Protect Capital protection Protection_Level Participation empty empty Protectis Capital protection Protection_Level Nominal_Value empty empty Put Warrant Plain vanilla warrants Strike_Price empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 37

38 Quanto Certificate Pure indexation empty empty empty empty Quanto Open End Certificate Pure indexation empty empty empty empty Quanto Speeder Long Quanto Speeder Short Lower_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty Recovery Bonus Cappes Yield enhancement Bonus_Level Lower_Altering_Barrier Capped_Value empty Rendement Certificaat Yield enhancement Bonus_Level Lower_Altering_Barrier Capped_Value empty Replix Pure indexation empty empty empty empty Reverse Bonus Cappe Reverse Convertible Note Reverse Exchangeable Yield enhancement Bonus_Level Upper_Altering_Barrier Capped_Value empty Capital protection Coupon Lower_Altering_Barrier Initial_Level empty Yield enhancement Initial_Level Coupon Initial_Principal_Amount empty Rolling Covered Call Yield enhancement Coupon_Amount empty empty empty Securis Capital protection Protection_Level Nominal_Value Performance_Cap Underlying_Performance Speeder Long Lower_Threshold Strike_Price empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 38

39 Speeder Short Upper_Threshold Strike_Price empty empty Sprint Yield enhancement Capped_Value Lower_Level empty empty Sprinter BEST Long Yield enhancement Lower_Threshold empty empty empty Sprinter BEST Short Yield enhancement Upper_Threshold empty empty empty Sprinter Long Sprinter Short Lower_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty Sprintx8 Yield enhancement Capped_Value Lower_Level empty empty Stability Speeder Digital with barrier Lower_Threshold Upper_Threshold empty empty Stability Warrant Digital with barrier Lower_Threshold Upper_Threshold empty empty Static Capital Guarantee Capital protection Protection_Level Participation empty empty Super Sprinter Yield enhancement Bonus_Level Lower_Knockin_Level empty empty Step Up Certificate Capital protection empty Coupon_Type Coupon_Amount empty Total Return Certificate Tracking Certificates Pure indexation empty empty empty empty Pure indexation empty empty empty empty Triple Trigger Pure indexation empty empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 39

40 Certificate Turbo Call Turbo Call Illimite Turbo Call Infini Lower_Threshold Strike_Price empty empty Lower_Threshold Strike_Price empty empty Lower_Threshold Strike_Price empty empty Turbo Illimite BEST Call Lower_Threshold empty empty empty Turbo Illimite BEST Put Upper_Threshold empty empty empty Turbo Long Turbo Pro Call Turbo Pro Put Turbo Put Turbo Put Illimite Turbo Put Infini Lower_Threshold Strike_Price empty empty Lower_Threshold Strike_Price Lower_Knockin_Level Upper_Knockin_Level Upper_Threshold Strike_Price Upper_Knockin_Level Lower_Knockin_Level Upper_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 40

41 Turbo Short Upper_Threshold Strike_Price empty empty Twin Win Certificat Yield enhancement Initial_Level Lower_Altering_Barrier empty empty Unlimited Speeder Bear Unlimited Speeder Bull Unlimited Speeder Long Unlimited Speeder Short Upper_Threshold Strike_Price empty empty Lower_Threshold Strike_Price empty empty Lower_Threshold Strike_Price empty empty Upper_Threshold Strike_Price empty empty Yield Discovery Note Yield enhancement Empty empty empty empty NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 41

42 81. DELIVERY METHODS 81.1 GENERAL INFORMATION The NYSE Euronext Structured Products Masterfiles are offered via FTP pull over the Internet FTP PULL The customer can download the files using FTP from the following FTP server: ftp2.nyxdata.com NYSE Euronext will provide a User ID and a Password to the customer that will remain valid until the subscription to the product is cancelled DIRECTORY STRUCTURE AND FTP SERVER Daily Batch and Daily Delta ftp2.nyxdata.com Historical Files ftp2.nyxdata.com \SP_EU_ENXT_REF_MASTER2_BOD \SP_EU_ENXT_REF_MASTER2_BOD \SP_EU_ENXT_REF_MASTER2_BOD_YYYY \SP_EU_ENXT_REF_MASTER2_BOD_YYYYMM NYSE Euronext Structured Products Masterfile Silver Version/ V1.1 42