1. 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

2. FX Option Premium

3. Example: FX Simple Option European 2002-06-06 AUD 75000000 USD 36900000 0.4920 CallCurrencyPerPutCurrency

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

5. 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

6. FX Barrier Option

7. 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

8. FX Digital Option

9. FX Digital Option – European Trigger

10. FX Digital Option – American Trigger

11. 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

12. FX Average Rate (or Asian) Option