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Call Option Certificates


Certificate Aim Definition
Rain Day Certificate (Daily Index) Payout when there are above average Rain Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Rain Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Rain Day is defined as a day on which the daily rainfall measured by the independent national meteorological station exceeds [Threshold] mm. 
Rain Day Certificate U.S. (Daily Index in inch) Payout when there are above average Rain Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every mm that the cumulative rainfall is above [Strike] mm up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily rainfall is defined as the rainfall measured by the independent national meteorological station.
Rain Season Certificate (Cumulative Index in mm) Payout when there is above average rainfall (mm) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Rain Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Rain Day is defined as a day on which the daily rainfall measured by the independent national meteorological station exceeds [Threshold] inch(es). 
Dry Day Certificate (Daily Index) Payout when there are above average Dry Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Dry Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Dry Day is defined as a day on which the daily rainfall measured by the independent national meteorological station falls short [Threshold] mm.
Hot Day Certificate (Daily Average Temperature Index) Payout when there are above average Hot Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Hot Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Hot Day is defined as a day on which the daily average temperature measured by the independent national meteorological station exceeds [Threshold] °C.
Heat Day Certificate (Daily Maximum Temperature Index) Payout when there are above average Heat Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Heat Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Heat Day is defined as a day on which the daily maximum temperature measured by the independent national meteorological station exceeds [Threshold] °C.
CAT Call Certificate (Cumulative Daily Average Temperature Index) Payout when there are above average CAT during the period. (Payout for warm periods.) Under this Certificate, the Client will receive a fixed amount of [Payout] for every CAT that the CAT Index is above [Strike] CAT up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] .The CAT Index is defined as the sum of the daily average temperatures measured by the independent national meteorological station.
Cold Day Certificate (Daily Average Temperature Index) Payout when there are above average Cold Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Cold Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Cold Day is defined as a day on which the daily average temperature measured by the independent national meteorological station is below [Threshold] °C.
Frost Day Certificate (Daily Minimum Temperature Index) Payout when there are above average Frost Days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for each Frost Day after [Strike] of such days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . A Frost Day is defined as a day on which the daily minimum temperature measured by the independent national meteorological station is below [Threshold] °C.
HDD Call Certificate (Daily Average Temperature) Payout when there are above average HDD during the period. (Payout for cold periods.) Under this Certificate, the Client will receive a fixed amount of [Payout] for every Heating Degree Day (HDD) above [Strike] up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . HDD are calculated by adding up daily HDD measured by the independent national meteorological station. The daily HDD values are calculated as the difference between the [Threshold] °C and the daily average temperature where the daily average temperature is below the [Threshold] °C.
High Snow Season Certificate (Cumulative Index in cm) Payout when there is above average snowfall (cm) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every cm that the cumulative snowfall is above [Strike] cm up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily snowfall is defined as the snowfall measured by the independent national meteorological station.
High Snow Season Certificate U.S. (Cumulative Index in inch) Payout when there is above average snowfall (inch) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every inch that the cumulative snowfall is above [Strike] inch up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily snowfall is defined as the snowfall measured by the independent national meteorological station.
Dry Spell Certificate (Dry Periods) Payout when there are above average consecutive dry days during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every Dry Day of the Dry Spell Index after the [Strike] of such Dry Days up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date]. A Dry Day is defined as a day on which the Daily Rainfall measured by the independent national meteorological station is below [Threshold 1] mm. A Dry Spell is defined as the number of consecutive Dry Days with a minimum length of [Threshold 2] Dry Days. The Dry Spell Index is defined as sum of all Dry Spells during the specified period.
 

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