FX Simple Option European and American options Identifies put and call currency and amount, exercise style, premium information Premium structured similar to an exchanged currency for an FX trade, including optional settlement information for the premium Optional quotedAs structure describing how option was originally quoted

FX Option Premium

Example: FX Simple Option European AUD USD CallCurrencyPerPutCurrency

FX Non Deliverable Options (NDO) Supported within CashSettlement node, which is identical to the structure within a standard NDF

FX Barrier Option Conventional option that changes if barrier reached Single and multiple barriers supported Strike price and barrier price(s) Optional barrier type scheme allows for differentiation between knock-in, knock-out, reverse knock-in, reverse knock-out Reference spot rate optional but recommended (determines whether option needs to go up or down in order to hit barrier) Optional payout accommodates rebates

FX Barrier Option

FX Binary & Digital Options Options that have discontinuous payout profiles (i.e., pays out fixed amount if satisfies trigger, else pays nothing) Unlike standard options, amounts quoted are payout amounts as opposed to underlying notional Digital options typically defined as European, meaning payout occurs only if the spot rate trades above or below the trigger level on expiry date Digital, range digital supported Binary options are more like American options (payout occurs anytime up to expiry date) One-touch, no-touch, double one-touch, double no-touch supported

FX Digital Option

FX Digital Option – European Trigger

FX Digital Option – American Trigger

FX Average Rate (or Asian) Option Payout based upon average price of the underlying, usually (but not necessarily) over the life of the option Allows for either parametric representation of the averaging schedule or specification of each averaging period (including weighting factor) Supports previously observed observations

FX Average Rate (or Asian) Option