LIST OF MARKETS AND PRODUCTS

Details of the following products are provided for information purposes only, and we do not guarantee the accuracy of the data.

AEX Index
Dow Jones EuroStoxx 50 Index
FTSE 100 Futures and Options
DAX 30 Index
SMI Index Futures and Options
S&P 500 Index

AEX INDEX

The AEX Index is a weighted arithmetic average index of the leading Dutch stocks traded on the Amsterdam Stock Exchange.

Option contract unit: 100
Tick size: EUR 0.05
Tick value: EUR 5.00
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

2:1

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DOW JONES EUROSTOXX 50 INDEX

Capitalisation weighted index of 50 European blue-chip stocks, which was developed with a base value of 1000 on December 31 1991. Now seen as the benchmark European Index.

Option contract unit: 10
Tick size: EUR 0.10
Tick value: EUR 1.00
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

1:1

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FTSE 100 FUTURES AND OPTIONS

The FTSE 100 is a capitalisation-weighted index consisting of the 100 most highly capitalised companies traded on the London Stock Exchange. The equities use an investibility weighting in the index calculation.

Option contract unit: 10
Tick size: GBP 0.50
Tick value: GBP 5.00
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

1:1

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DAX 30 INDEX

The German Stock Index is a total return index of 30 blue chip German stocks traded on the Frankfurt Stock Exchange. The index calculation is based upon free float shares, and equity prices are taken from the XETRA trading system.

Option contract unit: 5
Tick size: EUR 0.10
Tick value: EUR 0.50
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

5:1

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SMI INDEX FUTURES AND OPTIONS

The Swiss Market Index is a capitalisation-weighted index of the largest and most liquid stocks traded on the Electronic Bourse System. The securities contained in the SMI currently represent around 90 % of the entire free float market capitalisation of the Swiss market.

Option contract unit: 10
Tick size: CHF 0.10
Tick value: CHF 1.00
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

1:1

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S&P 500 INDEX

The S&P 500 Composite Stock Price Index is a market-value-weighted index of 500 stocks that are traded on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and the NASDAQ National Market System (NASDAQ). The S&P 500 represents approximately 80% of the total market value of all stocks on the New York Stock Exchange.

Option contract unit: 100
Tick size: USD 0.10
Tick value: USD 10.00
Option type: European
Option Settlement: Cash

Option/Future Hedge Ratio:

2.5:1 (S&P options to S&P futures)
1:2 (S&P options to mini S&P futures)

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